Merge pull request 'jsonrpc_err_in_rent' (#41) from jsonrpc_err_in_rent into gitea_feats

Reviewed-on: #41

.github/workflows/ci.yml

@@ -36,17 +36,26 @@ jobs:
 
   testing:
     name: 'install + test-suite'
+    timeout-minutes: 10
     runs-on: ubuntu-latest
     steps:
 
       - name: Checkout
         uses: actions/checkout@v3
 
+      # elastic only
+      # - name: Build DB container
+      #   run: docker build -t piker:elastic dockering/elastic
+
       - name: Setup python
-        uses: actions/setup-python@v3
+        uses: actions/setup-python@v4
         with:
           python-version: '3.10'
 
+      # elastic only
+      # - name: Install dependencies
+      #   run: pip install -U .[es] -r requirements-test.txt -r requirements.txt --upgrade-strategy eager
+
       - name: Install dependencies
         run: pip install -U . -r requirements-test.txt -r requirements.txt --upgrade-strategy eager
 

README.rst

@@ -1,222 +1,161 @@
 piker
 -----
-trading gear for hackers.
+trading gear for hackers
 
 |gh_actions|
 
 .. |gh_actions| image:: https://img.shields.io/endpoint.svg?url=https%3A%2F%2Factions-badge.atrox.dev%2Fpikers%2Fpiker%2Fbadge&style=popout-square
     :target: https://actions-badge.atrox.dev/piker/pikers/goto
 
-``piker`` is a broker agnostic, next-gen FOSS toolset for real-time
+``piker`` is a broker agnostic, next-gen FOSS toolset and runtime for
-computational trading targeted at `hardcore Linux users <comp_trader>`_ .
+real-time computational trading targeted at `hardcore Linux users
+<comp_trader>`_ .
 
-we use as much bleeding edge tech as possible including (but not limited to):
+we use much bleeding edge tech including (but not limited to):
 
 - latest python for glue_
-- trio_ for `structured concurrency`_
+- uv_ for packaging and distribution
-- tractor_ for distributed, multi-core, real-time streaming
+- trio_ & tractor_ for our distributed `structured concurrency`_ runtime
-- marketstore_ for historical and real-time tick data persistence and sharing
+- Qt_ for pristine low latency UIs
-- techtonicdb_ for L2 book storage
+- pyqtgraph_ (which we've extended) for real-time charting and graphics
-- Qt_ for pristine high performance UIs
+- ``polars`` ``numpy`` and ``numba`` for redic `fast numerics`_
-- pyqtgraph_ for real-time charting
+- `apache arrow and parquet`_ for time-series storage
-- ``numpy`` and ``numba`` for `fast numerics`_
 
-.. |travis| image:: https://img.shields.io/travis/pikers/piker/master.svg
+potential projects we might integrate with soon,
-    :target: https://travis-ci.org/pikers/piker
+
+- (already prototyped in ) techtonicdb_ for L2 book storage
+
+.. _comp_trader: https://jfaleiro.wordpress.com/2019/10/09/computational-trader/
+.. _glue: https://numpy.org/doc/stable/user/c-info.python-as-glue.html#using-python-as-glue
+.. _uv: https://docs.astral.sh/uv/
 .. _trio: https://github.com/python-trio/trio
 .. _tractor: https://github.com/goodboy/tractor
 .. _structured concurrency: https://trio.discourse.group/
-.. _marketstore: https://github.com/alpacahq/marketstore
-.. _techtonicdb: https://github.com/0b01/tectonicdb
 .. _Qt: https://www.qt.io/
 .. _pyqtgraph: https://github.com/pyqtgraph/pyqtgraph
-.. _glue: https://numpy.org/doc/stable/user/c-info.python-as-glue.html#using-python-as-glue
+.. _apache arrow and parquet: https://arrow.apache.org/faq/
 .. _fast numerics: https://zerowithdot.com/python-numpy-and-pandas-performance/
-.. _comp_trader: https://jfaleiro.wordpress.com/2019/10/09/computational-trader/
+.. _techtonicdb: https://github.com/0b01/tectonicdb
 
 
-focus and features:
+focus and feats:
-*******************
-- 100% federated: your code, your hardware, your data feeds, your broker fills.
-- zero web: low latency, native software that doesn't try to re-invent the OS
-- maximal **privacy**: prevent brokers and mms from knowing your
-  planz; smack their spreads with dark volume.
-- zero clutter: modal, context oriented UIs that echew minimalism, reduce
-  thought noise and encourage un-emotion.
-- first class parallelism: built from the ground up on next-gen structured concurrency
-  primitives.
-- traders first: broker/exchange/asset-class agnostic
-- systems grounded: real-time financial signal processing that will
-  make any queuing or DSP eng juice their shorts.
-- non-tina UX: sleek, powerful keyboard driven interaction with expected use in tiling wms
-- data collaboration: every process and protocol is multi-host scalable.
-- fight club ready: zero interest in adoption by suits; no corporate friendly license, ever.
-
-fitting with these tenets, we're always open to new framework suggestions and ideas.
-
-building the best looking, most reliable, keyboard friendly trading
-platform is the dream; join the cause.
-
-
-install
-*******
-``piker`` is currently under heavy pre-alpha development and as such
-should be cloned from this repo and hacked on directly.
-
-for a development install::
-
-    git clone git@github.com:pikers/piker.git
-    cd piker
-    virtualenv env
-    source ./env/bin/activate
-    pip install -r requirements.txt -e .
-
-
-install for tinas
-*****************
-for windows peeps you can start by installing all the prerequisite software:
-
-- install git with all default settings - https://git-scm.com/download/win
-- install anaconda all default settings - https://www.anaconda.com/products/individual
-- install microsoft build tools (check the box for Desktop development for C++, you might be able to uncheck some optional downloads)  - https://visualstudio.microsoft.com/visual-cpp-build-tools/
-- install visual studio code default settings - https://code.visualstudio.com/download
-
-
-then, `crack a conda shell`_ and run the following commands::
-
-    mkdir code # create code directory
-    cd code # change directory to code
-    git clone https://github.com/pikers/piker.git # downloads piker installation package from github
-    cd piker # change directory to piker
-    
-    conda create -n pikonda # creates conda environment named pikonda
-    conda activate pikonda # activates pikonda
-    
-    conda install -c conda-forge python-levenshtein # in case it is not already installed
-    conda install pip # may already be installed
-    pip # will show if pip is installed
-    
-    pip install -e . -r requirements.txt # install piker in editable mode
-
-test Piker to see if it is working::
-
-    piker -b binance chart btcusdt.binance # formatting for loading a chart
-    piker -b kraken -b binance chart xbtusdt.kraken
-    piker -b kraken -b binance -b ib chart qqq.nasdaq.ib
-    piker -b ib chart tsla.nasdaq.ib
-
-potential error::
-    
-    FileNotFoundError: [Errno 2] No such file or directory: 'C:\\Users\\user\\AppData\\Roaming\\piker\\brokers.toml'
-    
-solution:
-
-- navigate to file directory above (may be different on your machine, location should be listed in the error code)
-- copy and paste file from 'C:\\Users\\user\\code\\data/brokers.toml' or create a blank file using notepad at the location above
-
-Visual Studio Code setup:
-
-- now that piker is installed we can set up vscode as the default terminal for running piker and editing the code
-- open Visual Studio Code
-- file --> Add Folder to Workspace --> C:\Users\user\code\piker (adds piker directory where all piker files are located)
-- file --> Save Workspace As --> save it wherever you want and call it whatever you want, this is going to be your default workspace for running and editing piker code
-- ctrl + shift + p --> start typing Python: Select Interpetter --> when the option comes up select it --> Select at the workspace level --> select the one that shows ('pikonda')
-- change the default terminal to cmd.exe instead of powershell (default)
-- now when you create a new terminal VScode should automatically activate you conda env so that piker can be run as the first command after a new terminal is created
-
-also, try out fancyzones as part of powertoyz for a decent tiling windows manager to manage all the cool new software you are going to be running.
-
-.. _conda installed: https://
-.. _C++ build toolz: https://
-.. _crack a conda shell: https://
-.. _vscode: https://
-
-.. link to the tina guide
-.. _setup a coolio tiled wm console: https://
-
-provider support
 ****************
-for live data feeds the in-progress set of supported brokers is:
+fitting with these tenets, we're always open to new
+framework/lib/service interop suggestions and ideas!
 
-- IB_ via ``ib_insync``, also see our `container docs`_
+- **100% federated**:
-- binance_ and kraken_ for crypto over their public websocket API
+  your code, your hardware, your data feeds, your broker fills.
-- questrade_ (ish) which comes with effectively free L1
 
-coming soon...
+- **zero web**:
+  low latency as a prime objective, native UIs and modern IPC
+  protocols without trying to re-invent the "OS-as-an-app"..
 
-- webull_ via the reverse engineered public API
+- **maximal privacy**:
-- yahoo via yliveticker_
+  prevent brokers and mms from knowing your planz; smack their
+  spreads with dark volume from a VPN tunnel.
 
-if you want your broker supported and they have an API let us know.
+- **zero clutter**:
+  modal, context oriented UIs that echew minimalism, reduce thought
+  noise and encourage un-emotion.
 
-.. _IB: https://interactivebrokers.github.io/tws-api/index.html
+- **first class parallelism**:
-.. _container docs: https://github.com/pikers/piker/tree/master/dockering/ib
+  built from the ground up on a next-gen structured concurrency
-.. _questrade: https://www.questrade.com/api/documentation
+  supervision sys.
-.. _kraken: https://www.kraken.com/features/api#public-market-data
+
-.. _binance: https://github.com/pikers/piker/pull/182
+- **traders first**:
-.. _webull: https://github.com/tedchou12/webull
+  broker/exchange/venue/asset-class/money-sys agnostic
-.. _yliveticker: https://github.com/yahoofinancelive/yliveticker
+
-.. _coinbase: https://docs.pro.coinbase.com/#websocket-feed
+- **systems grounded**:
+  real-time financial signal processing (fsp) that will make any
+  queuing or DSP eng juice their shorts.
+
+- **non-tina UX**:
+  sleek, powerful keyboard driven interaction with expected use in
+  tiling wms (or maybe even a DDE).
+
+- **data collab at scale**:
+  every actor-process and protocol is multi-host aware.
+
+- **fight club ready**:
+  zero interest in adoption by suits; no corporate friendly license,
+  ever.
+
+building the hottest looking, fastest, most reliable, keyboard
+friendly FOSS trading platform is the dream; join the cause.
 
 
-check out our charts
+a sane install with `uv`
-********************
+************************
-bet you weren't expecting this from the foss::
+bc why install with `python` when you can faster with `rust` ::
 
-    piker -l info -b kraken -b binance chart btcusdt.binance --pdb
+    uv lock
 
 
-this runs the main chart (currently with 1m sampled OHLC) in in debug
+hacky install on nixos
-mode and you can practice paper trading using the following
+**********************
-micro-manual:
+``NixOS`` is our core devs' distro of choice for which we offer
+a stringently defined development shell envoirment that can be loaded with::
 
-``order_mode`` (
+    nix-shell default.nix
-    edge triggered activation by any of the following keys,
-    ``mouse-click`` on y-level to submit at that price
-    ):
-
-    - ``f``/ ``ctl-f`` to stage buy
-    - ``d``/ ``ctl-d`` to stage sell
-    - ``a`` to stage alert
 
 
-``search_mode`` (
+start a chart
-    ``ctl-l`` or ``ctl-space`` to open,
+*************
-    ``ctl-c`` or ``ctl-space`` to close
+run a realtime OHLCV chart stand-alone::
-    ) :
 
-    - begin typing to have symbol search automatically lookup
+    piker -l info chart btcusdt.spot.binance xmrusdt.spot.kraken
-      symbols from all loaded backend (broker) providers
+
-    - arrow keys and mouse click to navigate selection
+this runs a chart UI (with 1m sampled OHLCV) and shows 2 spot markets from 2 diff cexes
-    - vi-like ``ctl-[hjkl]`` for navigation
+overlayed on the same graph. Use of `piker` without first starting
+a daemon (`pikerd` - see below) means there is an implicit spawning of the
+multi-actor-runtime (implemented as a `tractor` app).
+
+For additional subsystem feats available through our chart UI see the
+various sub-readmes:
+
+- order control using a mouse-n-keyboard UX B)
+- cross venue market-pair (what most call "symbol") search, select, overlay Bo
+- financial-signal-processing (`piker.fsp`) write-n-reload to sub-chart BO
+- src-asset derivatives scan for anal, like the infamous "max pain" XO
 
 
-you can also configure your position allocation limits from the
+spawn a daemon standalone
-sidepane.
+*************************
-
+we call the root actor-process the ``pikerd``. it can be (and is
-
+recommended normally to be) started separately from the ``piker
-run in distributed mode
+chart`` program::
-***********************
-start the service manager and data feed daemon in the background and
-connect to it::
 
     pikerd -l info --pdb
 
+the daemon does nothing until a ``piker``-client (like ``piker
+chart``) connects and requests some particular sub-system. for
+a connecting chart ``pikerd`` will spawn and manage at least,
 
-connect your chart::
+- a data-feed daemon: ``datad`` which does all the work of comms with
+  the backend provider (in this case the ``binance`` cex).
+- a paper-trading engine instance, ``paperboi.binance``, (if no live
+  account has been configured) which allows for auto/manual order
+  control against the live quote stream.
 
-    piker -l info -b kraken -b binance chart xmrusdt.binance --pdb
+*using* an actor-service (aka micro-daemon) manager which dynamically
+supervises various sub-subsystems-as-services throughout the ``piker``
+runtime-stack.
 
+now you can (implicitly) connect your chart::
 
-enjoy persistent real-time data feeds tied to daemon lifetime. the next
+    piker chart btcusdt.spot.binance
-time you spawn a chart it will load much faster since the data feed has
+
-been cached and is now always running live in the background until you
+since ``pikerd`` was started separately you can now enjoy a persistent
-kill ``pikerd``.
+real-time data stream tied to the daemon-tree's lifetime. i.e. the next
+time you spawn a chart it will obviously not only load much faster
+(since the underlying ``datad.binance`` is left running with its
+in-memory IPC data structures) but also the data-feed and any order
+mgmt states should be persistent until you finally cancel ``pikerd``.
 
 
 if anyone asks you what this project is about
 *********************************************
-you don't talk about it.
+you don't talk about it; just use it.
 
 
 how do i get involved?
@@ -226,6 +165,15 @@ enter the matrix.
 
 how come there ain't that many docs
 ***********************************
-suck it up, learn the code; no one is trying to sell you on anything.
+i mean we want/need them but building the core right has been higher
-also, we need lotsa help so if you want to start somewhere and can't
+prio then marketting (and likely will stay that way Bp).
-necessarily write serious code, this might be the place for you!
+
+soo, suck it up bc,
+
+- no one is trying to sell you on anything
+- learning the code base is prolly way more valuable
+- the UI/UXs are intended to be "intuitive" for any hacker..
+
+we obviously need tonz help so if you want to start somewhere and
+can't necessarily write "advanced" concurrent python/rust code, this
+helping document literally anything might be the place for you!

config/brokers.toml

@@ -1,19 +1,52 @@
-[questrade]
+################
-refresh_token = ""
+# ---- CEXY ----
-access_token = ""
+################
-api_server = "https://api06.iq.questrade.com/"
+[binance]
-expires_in = 1800
+accounts.paper = 'paper'
-token_type = "Bearer"
+
-expires_at = 1616095326.355846
+accounts.usdtm = 'futes'
+futes.use_testnet = false
+futes.api_key = ''
+futes.api_secret = ''
+
+accounts.spot = 'spot'
+spot.use_testnet = false
+spot.api_key = ''
+spot.api_secret = ''
+
+
+[deribit]
+key_id = ''
+key_secret = ''
+
 
 [kraken]
-key_descr = "api_0"
+key_descr = ''
-api_key = ""
+api_key = ''
-secret = ""
+secret = ''
+
+
+[kucoin]
+key_id = ''
+key_secret = ''
+key_passphrase = ''
+
+
+################
+# -- BROKERZ ---
+################
+[questrade]
+refresh_token = ''
+access_token = ''
+api_server = 'https://api06.iq.questrade.com/'
+expires_in = 1800
+token_type = 'Bearer'
+expires_at = 1616095326.355846
+
 
 [ib]
 hosts = [
-    "127.0.0.1",
+    '127.0.0.1',
 ]
 # XXX: the order in which ports will be scanned
 # (by the `brokerd` daemon-actor)
@@ -30,8 +63,8 @@ ports = [
 # is not supported so you have to manually download
 # and XML report and put it in a location that can be
 # accessed by the ``brokerd.ib`` backend code for parsing.
-flex_token = '666666666666666666666666'
+flex_token = ''
-flex_trades_query_id = '666666'  # live account
+flex_trades_query_id = ''  # live account
 
 # when clients are being scanned this determines
 # which clients are preferred to be used for data
@@ -47,11 +80,6 @@ prefer_data_account = [
 # the order in which accounts will be selectable
 # in the order mode UI (if found via clients during
 # API-app scanning)when a new symbol is loaded.
-paper = "XX0000000"
+paper = 'XX0000000'
-margin = "X0000000"
+margin = 'X0000000'
-ira = "X0000000"
+ira = 'X0000000'
-
-
-[deribit]
-key_id = 'XXXXXXXX'
-key_secret = 'Xx_XxXxXxXxXxXxXxXxXxXxXxXxXxXxXxXxXxXxXxXx'

config/conf.toml

@@ -0,0 +1,12 @@
+[network]
+tsdb.backend = 'marketstore'
+tsdb.host = 'localhost'
+tsdb.grpc_port = 5995
+
+[ui]
+# set custom font + size which will scale entire UI
+# font_size = 16
+# font_name = 'Monospaced'
+
+# colorscheme = 'default'  # UNUSED
+# graphics.update_throttle = 60  # Hz  # TODO

default.nix

@@ -0,0 +1,134 @@
+with (import <nixpkgs> {});
+let
+  glibStorePath = lib.getLib glib;
+  zlibStorePath = lib.getLib zlib;
+  zstdStorePath = lib.getLib zstd;
+  dbusStorePath = lib.getLib dbus;
+  libGLStorePath = lib.getLib libGL;
+  freetypeStorePath = lib.getLib freetype;
+  qt6baseStorePath = lib.getLib qt6.qtbase;
+  fontconfigStorePath = lib.getLib fontconfig;
+  libxkbcommonStorePath = lib.getLib libxkbcommon;
+  xcbutilcursorStorePath = lib.getLib xcb-util-cursor;
+
+  qtpyStorePath = lib.getLib python312Packages.qtpy;
+  pyqt6StorePath = lib.getLib python312Packages.pyqt6;
+  pyqt6SipStorePath = lib.getLib python312Packages.pyqt6-sip;
+  rapidfuzzStorePath = lib.getLib python312Packages.rapidfuzz;
+  qdarkstyleStorePath = lib.getLib python312Packages.qdarkstyle;
+
+  xorgLibX11StorePath = lib.getLib xorg.libX11;
+  xorgLibxcbStorePath = lib.getLib xorg.libxcb;
+  xorgxcbutilwmStorePath = lib.getLib xorg.xcbutilwm;
+  xorgxcbutilimageStorePath = lib.getLib xorg.xcbutilimage;
+  xorgxcbutilerrorsStorePath = lib.getLib xorg.xcbutilerrors;
+  xorgxcbutilkeysymsStorePath = lib.getLib xorg.xcbutilkeysyms;
+  xorgxcbutilrenderutilStorePath = lib.getLib xorg.xcbutilrenderutil;
+in
+stdenv.mkDerivation {
+  name = "piker-qt6-uv";
+  buildInputs = [
+    # System requirements.
+    glib
+    zlib
+    dbus
+    zstd
+    libGL
+    freetype
+    qt6.qtbase
+    libgcc.lib
+    fontconfig
+    libxkbcommon
+
+    # Xorg requirements
+    xcb-util-cursor
+    xorg.libxcb
+    xorg.libX11
+    xorg.xcbutilwm
+    xorg.xcbutilimage
+    xorg.xcbutilerrors
+    xorg.xcbutilkeysyms
+    xorg.xcbutilrenderutil
+
+    # Python requirements.
+    python312Full
+    python312Packages.uv
+    python312Packages.qdarkstyle
+    python312Packages.rapidfuzz
+    python312Packages.pyqt6
+    python312Packages.qtpy
+  ];
+  src = null;
+  shellHook = ''
+    set -e
+
+    # Set the Qt plugin path
+    # export QT_DEBUG_PLUGINS=1
+
+    QTBASE_PATH="${qt6baseStorePath}/lib"
+    QT_PLUGIN_PATH="$QTBASE_PATH/qt-6/plugins"
+    QT_QPA_PLATFORM_PLUGIN_PATH="$QT_PLUGIN_PATH/platforms"
+
+    LIB_GCC_PATH="${libgcc.lib}/lib"
+    GLIB_PATH="${glibStorePath}/lib"
+    ZSTD_PATH="${zstdStorePath}/lib"
+    ZLIB_PATH="${zlibStorePath}/lib"
+    DBUS_PATH="${dbusStorePath}/lib"
+    LIBGL_PATH="${libGLStorePath}/lib"
+    FREETYPE_PATH="${freetypeStorePath}/lib"
+    FONTCONFIG_PATH="${fontconfigStorePath}/lib"
+    LIB_XKB_COMMON_PATH="${libxkbcommonStorePath}/lib"
+
+    XCB_UTIL_CURSOR_PATH="${xcbutilcursorStorePath}/lib"
+    XORG_LIB_X11_PATH="${xorgLibX11StorePath}/lib"
+    XORG_LIB_XCB_PATH="${xorgLibxcbStorePath}/lib"
+    XORG_XCB_UTIL_IMAGE_PATH="${xorgxcbutilimageStorePath}/lib"
+    XORG_XCB_UTIL_WM_PATH="${xorgxcbutilwmStorePath}/lib"
+    XORG_XCB_UTIL_RENDER_UTIL_PATH="${xorgxcbutilrenderutilStorePath}/lib"
+    XORG_XCB_UTIL_KEYSYMS_PATH="${xorgxcbutilkeysymsStorePath}/lib"
+    XORG_XCB_UTIL_ERRORS_PATH="${xorgxcbutilerrorsStorePath}/lib"
+
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QTBASE_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QT_PLUGIN_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QT_QPA_PLATFORM_PLUGIN_PATH"
+
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$LIB_GCC_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$DBUS_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$GLIB_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$ZLIB_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$ZSTD_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$LIBGL_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$FONTCONFIG_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$FREETYPE_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$LIB_XKB_COMMON_PATH"
+
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XCB_UTIL_CURSOR_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_LIB_X11_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_LIB_XCB_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_IMAGE_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_WM_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_RENDER_UTIL_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_KEYSYMS_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_ERRORS_PATH"
+
+    export LD_LIBRARY_PATH
+
+    RPDFUZZ_PATH="${rapidfuzzStorePath}/lib/python3.12/site-packages"
+    QDRKSTYLE_PATH="${qdarkstyleStorePath}/lib/python3.12/site-packages"
+    QTPY_PATH="${qtpyStorePath}/lib/python3.12/site-packages"
+    PYQT6_PATH="${pyqt6StorePath}/lib/python3.12/site-packages"
+    PYQT6_SIP_PATH="${pyqt6SipStorePath}/lib/python3.12/site-packages"
+
+    PATCH="$PATCH:$RPDFUZZ_PATH"
+    PATCH="$PATCH:$QDRKSTYLE_PATH"
+    PATCH="$PATCH:$QTPY_PATH"
+    PATCH="$PATCH:$PYQT6_PATH"
+    PATCH="$PATCH:$PYQT6_SIP_PATH"
+
+    export PATCH
+
+    # Install deps
+    uv lock
+
+  '';
+}

develop.nix

@@ -0,0 +1,47 @@
+with (import <nixpkgs> {});
+
+stdenv.mkDerivation {
+  name = "poetry-env";
+  buildInputs = [
+    # System requirements.
+    readline
+
+    # TODO: hacky non-poetry install stuff we need to get rid of!!
+    poetry
+    # virtualenv
+    # setuptools
+    # pip
+
+    # Python requirements (enough to get a virtualenv going).
+    python311Full
+
+    # obviously, and see below for hacked linking
+    python311Packages.pyqt5
+    python311Packages.pyqt5_sip
+    # python311Packages.qtpy
+
+    # numerics deps
+    python311Packages.levenshtein
+    python311Packages.fastparquet
+    python311Packages.polars
+
+  ];
+  # environment.sessionVariables = {
+  #   LD_LIBRARY_PATH = "${pkgs.stdenv.cc.cc.lib}/lib";
+  # };
+  src = null;
+  shellHook = ''
+    # Allow the use of wheels.
+    SOURCE_DATE_EPOCH=$(date +%s)
+
+    # Augment the dynamic linker path
+    export LD_LIBRARY_PATH=$LD_LIBRARY_PATH:${R}/lib/R/lib:${readline}/lib
+    export QT_QPA_PLATFORM_PLUGIN_PATH="${qt5.qtbase.bin}/lib/qt-${qt5.qtbase.version}/plugins";
+
+    if [ ! -d ".venv" ]; then
+        poetry install --with uis
+    fi
+
+    poetry shell
+  '';
+}

dockering/elastic/Dockerfile

@@ -0,0 +1,11 @@
+FROM elasticsearch:7.17.4
+
+ENV ES_JAVA_OPTS "-Xms2g -Xmx2g"
+ENV ELASTIC_USERNAME "elastic"
+ENV ELASTIC_PASSWORD "password"
+
+COPY elasticsearch.yml /usr/share/elasticsearch/config/
+
+RUN printf "password" | ./bin/elasticsearch-keystore add -f -x "bootstrap.password"
+
+EXPOSE 19200

dockering/elastic/elasticsearch.yml

@@ -0,0 +1,5 @@
+network.host: 0.0.0.0
+
+http.port: 19200
+
+discovery.type: single-node

dockering/ib/docker-compose.yml

@@ -2,12 +2,26 @@
 # https://github.com/waytrade/ib-gateway-docker/blob/master/docker-compose.yml
 version: "3.5"
 
+
 services:
+
   ib_gw_paper:
+
+    # apparently java is a mega cukc:
+    # https://stackoverflow.com/a/56895801
+    # https://bugs.openjdk.org/browse/JDK-8150460
+    ulimits:
+      # nproc: 65535
+      nproc: 6000
+      nofile:
+        soft: 2000
+        hard: 3000
+
     # other image tags available:
     # https://github.com/waytrade/ib-gateway-docker#supported-tags
-    # image: waytrade/ib-gateway:981.3j
+    # image: waytrade/ib-gateway:1012.2i
-    image: waytrade/ib-gateway:1012.2i
+    image: ghcr.io/gnzsnz/ib-gateway:latest
+
     restart: 'no'  # restart on boot whenev there's a crash or user clicsk
     network_mode: 'host'
 

dockering/ib/ibc.ini

@@ -117,9 +117,57 @@ SecondFactorDevice=
 
 # If you use the IBKR Mobile app for second factor authentication,
 # and you fail to complete the process before the time limit imposed
-# by IBKR, you can use this setting to tell IBC to exit: arrangements
+# by IBKR, this setting tells IBC whether to automatically restart
-# can then be made to automatically restart IBC in order to initiate
+# the login sequence, giving you another opportunity to complete
-# the login sequence afresh. Otherwise, manual intervention at TWS's
+# second factor authentication. 
+#
+# Permitted values are 'yes' and 'no'.
+#
+# If this setting is not present or has no value, then the value
+# of the deprecated ExitAfterSecondFactorAuthenticationTimeout is
+# used instead. If this also has no value, then this setting defaults
+# to 'no'.
+#
+# NB: you must be using IBC v3.14.0 or later to use this setting:
+# earlier versions ignore it.
+
+ReloginAfterSecondFactorAuthenticationTimeout=
+
+
+# This setting is only relevant if
+# ReloginAfterSecondFactorAuthenticationTimeout is set to 'yes',
+# or if ExitAfterSecondFactorAuthenticationTimeout is set to 'yes'.
+#
+# It controls how long (in seconds) IBC waits for login to complete
+# after the user acknowledges the second factor authentication
+# alert at the IBKR Mobile app. If login has not completed after
+# this time, IBC terminates.
+# The default value is 60.
+
+SecondFactorAuthenticationExitInterval=
+
+
+# This setting specifies the timeout for second factor authentication
+# imposed by IB. The value is in seconds. You should not change this
+# setting unless you have reason to believe that IB has changed the
+# timeout. The default value is 180.
+
+SecondFactorAuthenticationTimeout=180
+
+
+# DEPRECATED SETTING
+# ------------------
+#
+# ExitAfterSecondFactorAuthenticationTimeout - THIS SETTING WILL BE
+# REMOVED IN A FUTURE RELEASE. For IBC version 3.14.0 and later, see
+# the notes for ReloginAfterSecondFactorAuthenticationTimeout above.
+#
+# For IBC versions earlier than 3.14.0: If you use the IBKR Mobile
+# app for second factor authentication, and you fail to complete the
+# process before the time limit imposed by IBKR, you can use this
+# setting to tell IBC to exit: arrangements can then be made to
+# automatically restart IBC in order to initiate the login sequence
+# afresh. Otherwise, manual intervention at TWS's
 # Second Factor Authentication dialog is needed to complete the
 # login.
 #
@@ -132,29 +180,18 @@ SecondFactorDevice=
 ExitAfterSecondFactorAuthenticationTimeout=no
 
 
-# This setting is only relevant if
-# ExitAfterSecondFactorAuthenticationTimeout is set to 'yes'.
-#
-# It controls how long (in seconds) IBC waits for login to complete
-# after the user acknowledges the second factor authentication
-# alert at the IBKR Mobile app. If login has not completed after
-# this time, IBC terminates.
-# The default value is 40.
-
-SecondFactorAuthenticationExitInterval=
-
-
 # Trading Mode
 # ------------
 #
-# TWS 955 introduced a new Trading Mode combo box on its login
+# This indicates whether the live account or the paper trading
-# dialog. This indicates whether the live account or the paper
+# account corresponding to the supplied credentials is to be used.
-# trading account corresponding to the supplied credentials is
+# The allowed values are 'live' (the default) and 'paper'.
-# to be used. The allowed values are 'live' (the default) and
+#
-# 'paper'. For earlier versions of TWS this setting has no
+# If this is set to 'live', then the credentials for the live
-# effect.
+# account must be supplied. If it is set to 'paper', then either
+# the live or the paper-trading credentials may be supplied.
 
-TradingMode=
+TradingMode=paper
 
 
 # Paper-trading Account Warning
@@ -188,7 +225,7 @@ AcceptNonBrokerageAccountWarning=yes
 #
 # The default value is 60.
 
-LoginDialogDisplayTimeout=20
+LoginDialogDisplayTimeout=60
 
 
 
@@ -217,7 +254,15 @@ LoginDialogDisplayTimeout=20
 # but they are acceptable.
 #
 # The default is the current working directory when IBC is
-# started.
+# started, unless the TWS_SETTINGS_PATH setting in the relevant
+# start script is set.
+#
+# If both this setting and TWS_SETTINGS_PATH are set, then this
+# setting takes priority. Note that if they have different values,
+# auto-restart will not work.
+#
+# NB: this setting is now DEPRECATED. You should use the
+# TWS_SETTINGS_PATH setting in the relevant start script.
 
 IbDir=/root/Jts
 
@@ -284,15 +329,32 @@ ExistingSessionDetectedAction=primary
 # Override TWS API Port Number
 # ----------------------------
 #
-# If OverrideTwsApiPort is set to an integer, IBC changes the
+# If OverrideTwsApiPort is set to an integer, IBC changes the 
-# 'Socket port' in TWS's API configuration to that number shortly
+# 'Socket port' in TWS's API configuration to that number shortly 
-# after startup. Leaving the setting blank will make no change to
+# after startup (but note that for the FIX Gateway, this setting is
-# the current setting. This setting is only intended for use in
+# actually stored in jts.ini rather than the Gateway's settings
-# certain specialized situations where the port number needs to
+# file). Leaving the setting blank will make no change to 
+# the current setting. This setting is only intended for use in 
+# certain specialized situations where the port number needs to 
+# be set dynamically at run-time, and for the FIX Gateway: most
+# non-FIX users will never need it, so don't use it unless you know
+# you need it.
+
+OverrideTwsApiPort=4000
+
+
+# Override TWS Master Client ID
+# -----------------------------
+#
+# If OverrideTwsMasterClientID is set to an integer, IBC changes the
+# 'Master Client ID' value in TWS's API configuration to that 
+# value shortly after startup. Leaving the setting blank will make
+# no change to the current setting. This setting is only intended 
+# for use in certain specialized situations where the value needs to
 # be set dynamically at run-time: most users will never need it,
 # so don't use it unless you know you need it.
 
-; OverrideTwsApiPort=4002
+OverrideTwsMasterClientID=
 
 
 # Read-only Login
@@ -302,11 +364,13 @@ ExistingSessionDetectedAction=primary
 # account security programme, the user will not be asked to perform
 # the second factor authentication action, and login to TWS will
 # occur automatically in read-only mode: in this mode, placing or
-# managing orders is not allowed. If set to 'no', and the user is
+# managing orders is not allowed. 
-# enrolled in IB's account security programme, the user must perform
+#
-# the relevant second factor authentication action to complete the
+# If set to 'no', and the user is enrolled in IB's account security
-# login. 
+# programme, the second factor authentication process is handled
-
+# according to the Second Factor Authentication Settings described
+# elsewhere in this file.
+#
 # If the user is not enrolled in IB's account security programme,
 # this setting is ignored. The default is 'no'.
 
@@ -326,7 +390,44 @@ ReadOnlyLogin=no
 # set the relevant checkbox (this only needs to be done once) and
 # not provide a value for this setting.
 
-ReadOnlyApi=no
+ReadOnlyApi=
+
+
+# API Precautions
+# ---------------
+# 
+# These settings relate to the corresponding 'Precautions' checkboxes in the
+# API section of the Global Configuration dialog.
+#
+# For all of these, the accepted values are:
+# - 'yes' sets the checkbox
+# - 'no' clears the checkbox
+# - if not set, the existing TWS/Gateway configuration is unchanged
+#
+# NB: thess settings are really only supplied for the benefit of new TWS
+# or Gateway instances that are being automatically installed and
+# started without user intervention, or where user settings are not preserved
+# between sessions (eg some Docker containers). Where a user is involved, they
+# should use the Global Configuration to set the relevant checkboxes and not
+# provide values for these settings.
+
+BypassOrderPrecautions=
+
+BypassBondWarning=
+
+BypassNegativeYieldToWorstConfirmation=
+
+BypassCalledBondWarning=
+
+BypassSameActionPairTradeWarning=
+
+BypassPriceBasedVolatilityRiskWarning=
+
+BypassUSStocksMarketDataInSharesWarning=
+
+BypassRedirectOrderWarning=
+
+BypassNoOverfillProtectionPrecaution=
 
 
 # Market data size for US stocks - lots or shares
@@ -381,54 +482,145 @@ AcceptBidAskLastSizeDisplayUpdateNotification=accept
 SendMarketDataInLotsForUSstocks=
 
 
+# Trusted API Client IPs
+# ----------------------
+#
+# NB: THIS SETTING IS ONLY RELEVANT FOR THE GATEWAY, AND ONLY WHEN FIX=yes.
+# In all other cases it is ignored.
+#
+# This is a list of IP addresses separated by commas. API clients with IP
+# addresses in this list are able to connect to the API without Gateway
+# generating the 'Incoming connection' popup.
+#
+# Note that 127.0.0.1 is always permitted to connect, so do not include it
+# in this setting.
+
+TrustedTwsApiClientIPs=
+
+
+# Reset Order ID Sequence
+# -----------------------
+#
+# The setting resets the order id sequence for orders submitted via the API, so
+# that the next invocation of the `NextValidId` API callback will return the
+# value 1. The reset occurs when TWS starts.
+#
+# Note that order ids are reset for all API clients, except those that have
+# outstanding (ie incomplete) orders: their order id sequence carries on as
+# before.
+#
+# Valid values are 'yes', 'true', 'false' and 'no'. The default is 'no'.
+
+ResetOrderIdsAtStart=
+
+
+# This setting specifies IBC's action when TWS displays the dialog asking for
+# confirmation of a request to reset the API order id sequence.
+#
+# Note that the Gateway never displays this dialog, so this setting is ignored
+# for a Gateway session.
+#
+# Valid values consist of two strings separated by a solidus '/'. The first
+# value specifies the action to take when the order id reset request resulted
+# from setting ResetOrderIdsAtStart=yes. The second specifies the action to
+# take when the order id reset request is a result of the user clicking the
+# 'Reset API order ID sequence' button in the API configuration. Each value
+# must be one of the following:
+#
+#    'confirm' 
+#        order ids will be reset
+#
+#    'reject' 
+#        order ids will not be reset
+#
+#    'ignore' 
+#        IBC will ignore the dialog. The user must take action.
+#
+#    The default setting is ignore/ignore
+
+# Examples:
+#
+#    'confirm/reject' - confirm order id reset only if ResetOrderIdsAtStart=yes
+#                       and reject any user-initiated requests
+#
+#    'ignore/confirm' - user must decide what to do if ResetOrderIdsAtStart=yes
+#                       and confirm user-initiated requests
+#
+#    'reject/ignore'  - reject order id reset if  ResetOrderIdsAtStart=yes but
+#                       allow user to handle user-initiated requests 
+
+ConfirmOrderIdReset=
+
+
 
 # =============================================================================
-# 4.   TWS Auto-Closedown
+# 4.   TWS Auto-Logoff and Auto-Restart
 # =============================================================================
 #
-# IMPORTANT NOTE: Starting with TWS 974, this setting no longer
+# TWS and Gateway insist on being restarted every day. Two alternative
-# works properly, because IB have changed the way TWS handles its
+# automatic options are offered: 
-# autologoff mechanism. 
 #
-# You should now configure the TWS autologoff time to something
+#    - Auto-Logoff: at a specified time, TWS shuts down tidily, without
-# convenient for you, and restart IBC each day.
+#      restarting.
 #
-# Alternatively, discontinue use of IBC and use the auto-relogin
+#    - Auto-Restart: at a specified time, TWS shuts down and then restarts
-# mechanism within TWS 974 and later versions (note that the 
+#      without the user having to re-autheticate.
-# auto-relogin mechanism provided by IB is not available if you
+#
-# use IBC).
+# The normal way to configure the time at which this happens is via the Lock
+# and Exit section of the Configuration dialog. Once this time has been
+# configured in this way, the setting persists until the user changes it again.
+#
+# However, there are situations where there is no user available to do this
+# configuration, or where there is no persistent storage (for example some
+# Docker images). In such cases, the auto-restart or auto-logoff time can be
+# set whenever IBC starts with the settings below.
+#
+# The value, if specified, must be a time in HH:MM AM/PM format, for example
+# 08:00 AM or 10:00 PM. Note that there must be a single space between the
+# two parts of this value; also that midnight is "12:00 AM" and midday is
+# "12:00 PM".
+#
+# If no value is specified for either setting, the currently configured
+# settings will apply. If a value is supplied for one setting, the other
+# setting is cleared. If values are supplied for both settings, only the
+# auto-restart time is set, and the auto-logoff time is cleared.
+#
+# Note that for a normal TWS/Gateway installation with persistent storage
+# (for example on a desktop computer) the value will be persisted as if the
+# user had set it via the configuration dialog.
+#
+# If you choose to auto-restart, you should take note of the considerations
+# described at the link below. Note that where this information mentions
+# 'manual authentication', restarting IBC will do the job (IBKR does not
+# recognise the existence of IBC in its docuemntation).
+#
+#  https://www.interactivebrokers.com/en/software/tws/twsguide.htm#usersguidebook/configuretws/auto_restart_info.htm
+#
+# If you use the "RESTART" command via the IBC command server, and IBC is
+# running any version of the Gateway (or a version of TWS earlier than 1018),
+# note that this will set the Auto-Restart time in Gateway/TWS's configuration
+# dialog to the time at which the restart actually happens (which may be up to
+# a minute after the RESTART command is issued). To prevent future auto-
+# restarts at this time, you must make sure you have set AutoLogoffTime or
+# AutoRestartTime to your desired value before running IBC. NB: this does not
+# apply to TWS from version 1018 onwards.
 
-# Set to yes or no (lower case).
+AutoLogoffTime=
-#
-#   yes   means allow TWS to shut down automatically at its
-# 	  specified shutdown time, which is set via the TWS
-#	  configuration menu.
-#
-#   no    means TWS never shuts down automatically.
-#
-# NB: IB recommends that you do not keep TWS running
-# continuously. If you set this setting to 'no', you may
-# experience incorrect TWS operation.
-#
-# NB: the default for this setting is 'no'. Since this will
-# only work properly with TWS versions earlier than 974, you
-# should explicitly set this to 'yes' for version 974 and later.
-
-IbAutoClosedown=yes
 
+AutoRestartTime=
 
 
 # =============================================================================
 # 5.   TWS Tidy Closedown Time
 # =============================================================================
 #
-# NB: starting with TWS 974 this is no longer a useful option
+# Specifies a time at which TWS will close down tidily, with no restart.
-# because both TWS and Gateway now have the same auto-logoff
-# mechanism, and IBC can no longer avoid this.
 #
-# Note that giving this setting a value does not change TWS's
+# There is little reason to use this setting. It is similar to AutoLogoffTime,
-# auto-logoff in any way: any setting will be additional to the
+# but can include a day-of-the-week, whereas AutoLogoffTime and AutoRestartTime
-# TWS auto-logoff.
+# apply every day. So for example you could use ClosedownAt in conjunction with
+# AutoRestartTime to shut down TWS on Friday evenings after the markets
+# close, without it running on Saturday as well.
 #
 # To tell IBC to tidily close TWS at a specified time every
 # day, set this value to <hh:mm>, for example:
@@ -487,7 +679,7 @@ AcceptIncomingConnectionAction=reject
 #   no    means the dialog remains on display and must be
 #         handled by the user.
 
-AllowBlindTrading=yes
+AllowBlindTrading=no
 
 
 # Save Settings on a Schedule
@@ -530,6 +722,26 @@ AllowBlindTrading=yes
 SaveTwsSettingsAt=
 
 
+# Confirm Crypto Currency Orders Automatically
+# --------------------------------------------
+#
+# When you place an order for a cryptocurrency contract, a dialog is displayed
+# asking you to confirm that you want to place the order, and notifying you
+# that you are placing an order to trade cryptocurrency with Paxos, a New York
+# limited trust company, and not at Interactive Brokers.
+#
+#   transmit    means that the order will be placed automatically, and the
+#               dialog will then be closed
+#
+#   cancel      means that the order will not be placed, and the dialog will
+#               then be closed
+#
+#   manual      means that IBC will take no action and the user must deal
+#               with the dialog
+
+ConfirmCryptoCurrencyOrders=transmit
+
+
 
 # =============================================================================
 # 7.   Settings Specific to Indian Versions of TWS
@@ -566,13 +778,17 @@ DismissNSEComplianceNotice=yes
 #
 # The port number that IBC listens on for commands
 # such as "STOP". DO NOT set this to the port number
-# used for TWS API connections. There is no good reason
+# used for TWS API connections.
-# to change this setting unless the port is used by
+#
-# some other application (typically another instance of
+# The convention is to use 7462 for this port,
-# IBC). The default value is 0, which tells IBC not to
+# but it must be set to a different value from any other
-# start the command server
+# IBC instance that might run at the same time.
+#
+# The default value is 0, which tells IBC not to start
+# the command server
 
 #CommandServerPort=7462
+CommandServerPort=0
 
 
 # Permitted Command Sources
@@ -583,19 +799,19 @@ DismissNSEComplianceNotice=yes
 # IBC.  Commands can always be sent from the
 # same host as IBC is running on.
 
-ControlFrom=127.0.0.1
+ControlFrom=
 
 
 # Address for Receiving Commands
 # ------------------------------
 #
 # Specifies the IP address on which the Command Server
-# is so listen. For a multi-homed host, this can be used
+# is to listen. For a multi-homed host, this can be used
 # to specify that connection requests are only to be
 # accepted on the specified address. The default is to
 # accept connection requests on all local addresses.
 
-BindAddress=127.0.0.1
+BindAddress=
 
 
 # Command Prompt
@@ -621,7 +837,7 @@ CommandPrompt=
 # information is sent. The default is that such information
 # is not sent.
 
-SuppressInfoMessages=no
+SuppressInfoMessages=yes
 
 
 
@@ -651,10 +867,10 @@ SuppressInfoMessages=no
 # The LogStructureScope setting indicates which windows are
 # eligible for structure logging:
 #
-#    - if set to 'known', only windows that IBC recognizes
+#    - (default value) if set to 'known', only windows that
-#      are eligible - these are windows that IBC has some
+#      IBC recognizes are eligible - these are windows that
-#      interest in monitoring, usually to take some action
+#      IBC has some interest in monitoring, usually to take
-#      on the user's behalf;
+#      some action on the user's behalf;
 #
 #    - if set to 'unknown', only windows that IBC does not
 #      recognize are eligible. Most windows displayed by
@@ -667,9 +883,8 @@ SuppressInfoMessages=no
 #    - if set to 'all', then every window displayed by TWS
 #      is eligible.
 #
-# The default value is 'known'.
 
-LogStructureScope=all
+LogStructureScope=known
 
 
 # When to Log Window Structure
@@ -682,13 +897,15 @@ LogStructureScope=all
 #       structure of an eligible window the first time it
 #       is encountered;
 #
+#     - if set to 'openclose', the structure is logged every
+#       time an eligible window is opened or closed;
+#
 #    - if set to 'activate', the structure is logged every
 #      time an eligible window is made active;
 #
-#    - if set to 'never' or 'no' or 'false', structure
+#    - (default value) if set to 'never' or 'no' or 'false',
-#      information is never logged.
+#      structure information is never logged.
 #
-# The default value is 'never'.
 
 LogStructureWhen=never
 
@@ -708,4 +925,3 @@ LogStructureWhen=never
 #LogComponents=
 
 
-

docs/tina_readme.rst

@@ -0,0 +1,91 @@
+### NOTE this is likely out of date given it was written some
+(years) time ago by a user that has since not really partaken in
+contributing since.
+
+install for tinas
+*****************
+for windows peeps you can start by installing all the prerequisite software:
+
+- install git with all default settings - https://git-scm.com/download/win
+- install anaconda all default settings - https://www.anaconda.com/products/individual
+- install microsoft build tools (check the box for Desktop development for C++, you might be able to uncheck some optional downloads)  - https://visualstudio.microsoft.com/visual-cpp-build-tools/
+- install visual studio code default settings - https://code.visualstudio.com/download
+
+
+then, `crack a conda shell`_ and run the following commands::
+
+    mkdir code # create code directory
+    cd code # change directory to code
+    git clone https://github.com/pikers/piker.git # downloads piker installation package from github
+    cd piker # change directory to piker
+    
+    conda create -n pikonda # creates conda environment named pikonda
+    conda activate pikonda # activates pikonda
+    
+    conda install -c conda-forge python-levenshtein # in case it is not already installed
+    conda install pip # may already be installed
+    pip # will show if pip is installed
+    
+    pip install -e . -r requirements.txt # install piker in editable mode
+
+test Piker to see if it is working::
+
+    piker -b binance chart btcusdt.binance # formatting for loading a chart
+    piker -b kraken -b binance chart xbtusdt.kraken
+    piker -b kraken -b binance -b ib chart qqq.nasdaq.ib
+    piker -b ib chart tsla.nasdaq.ib
+
+potential error::
+    
+    FileNotFoundError: [Errno 2] No such file or directory: 'C:\\Users\\user\\AppData\\Roaming\\piker\\brokers.toml'
+    
+solution:
+
+- navigate to file directory above (may be different on your machine, location should be listed in the error code)
+- copy and paste file from 'C:\\Users\\user\\code\\data/brokers.toml' or create a blank file using notepad at the location above
+
+Visual Studio Code setup:
+
+- now that piker is installed we can set up vscode as the default terminal for running piker and editing the code
+- open Visual Studio Code
+- file --> Add Folder to Workspace --> C:\Users\user\code\piker (adds piker directory where all piker files are located)
+- file --> Save Workspace As --> save it wherever you want and call it whatever you want, this is going to be your default workspace for running and editing piker code
+- ctrl + shift + p --> start typing Python: Select Interpetter --> when the option comes up select it --> Select at the workspace level --> select the one that shows ('pikonda')
+- change the default terminal to cmd.exe instead of powershell (default)
+- now when you create a new terminal VScode should automatically activate you conda env so that piker can be run as the first command after a new terminal is created
+
+also, try out fancyzones as part of powertoyz for a decent tiling windows manager to manage all the cool new software you are going to be running.
+
+.. _conda installed: https://
+.. _C++ build toolz: https://
+.. _crack a conda shell: https://
+.. _vscode: https://
+
+.. link to the tina guide
+.. _setup a coolio tiled wm console: https://
+
+provider support
+****************
+for live data feeds the in-progress set of supported brokers is:
+
+- IB_ via ``ib_insync``, also see our `container docs`_
+- binance_ and kraken_ for crypto over their public websocket API
+- questrade_ (ish) which comes with effectively free L1
+
+coming soon...
+
+- webull_ via the reverse engineered public API
+- yahoo via yliveticker_
+
+if you want your broker supported and they have an API let us know.
+
+.. _IB: https://interactivebrokers.github.io/tws-api/index.html
+.. _container docs: https://github.com/pikers/piker/tree/master/dockering/ib
+.. _questrade: https://www.questrade.com/api/documentation
+.. _kraken: https://www.kraken.com/features/api#public-market-data
+.. _binance: https://github.com/pikers/piker/pull/182
+.. _webull: https://github.com/tedchou12/webull
+.. _yliveticker: https://github.com/yahoofinancelive/yliveticker
+.. _coinbase: https://docs.pro.coinbase.com/#websocket-feed
+
+

examples/basic_order_bot.py

@@ -0,0 +1,263 @@
+# from pprint import pformat
+from functools import partial
+from decimal import Decimal
+from typing import Callable
+
+import tractor
+import trio
+from uuid import uuid4
+
+from piker.service import maybe_open_pikerd
+from piker.accounting import dec_digits
+from piker.clearing import (
+    open_ems,
+    OrderClient,
+)
+# TODO: we should probably expose these top level in this subsys?
+from piker.clearing._messages import (
+    Order,
+    Status,
+    BrokerdPosition,
+)
+from piker.data import (
+    iterticks,
+    Flume,
+    open_feed,
+    Feed,
+    # ShmArray,
+)
+
+
+# TODO: handle other statuses:
+# - fills, errors, and position tracking
+async def wait_for_order_status(
+    trades_stream: tractor.MsgStream,
+    oid: str,
+    expect_status: str,
+
+) -> tuple[
+    list[Status],
+    list[BrokerdPosition],
+]:
+    '''
+    Wait for a specific order status for a given dialog, return msg flow
+    up to that msg and any position update msgs in a tuple.
+
+    '''
+    # Wait for position message before moving on to verify flow(s)
+    # for the multi-order position entry/exit.
+    status_msgs: list[Status] = []
+    pp_msgs: list[BrokerdPosition] = []
+
+    async for msg in trades_stream:
+        match msg:
+            case {'name': 'position'}:
+                ppmsg = BrokerdPosition(**msg)
+                pp_msgs.append(ppmsg)
+
+            case {
+                'name': 'status',
+            }:
+                msg = Status(**msg)
+                status_msgs.append(msg)
+
+                # if we get the status we expect then return all
+                # collected msgs from the brokerd dialog up to the
+                # exected msg B)
+                if (
+                     msg.resp == expect_status
+                     and msg.oid == oid
+                ):
+                    return status_msgs, pp_msgs
+
+
+async def bot_main():
+    '''
+    Boot the piker runtime, open an ems connection, submit
+    and process orders statuses in real-time.
+
+    '''
+    ll: str = 'info'
+
+    # open an order ctl client, live data feed, trio nursery for
+    # spawning an order trailer task
+    client: OrderClient
+    trades_stream: tractor.MsgStream
+    feed: Feed
+    accounts: list[str]
+
+    fqme: str = 'btcusdt.usdtm.perp.binance'
+
+    async with (
+
+        # TODO: do this implicitly inside `open_ems()` ep below?
+        # init and sync actor-service runtime
+        maybe_open_pikerd(
+            loglevel=ll,
+            debug_mode=True,
+
+        ),
+        open_ems(
+            fqme,
+            mode='paper',  # {'live', 'paper'}
+            # mode='live',  # for real-brokerd submissions
+            loglevel=ll,
+
+        ) as (
+            client,  # OrderClient
+            trades_stream,  # tractor.MsgStream startup_pps,
+            _,  # positions
+            accounts,
+            _,  # dialogs
+        ),
+
+        open_feed(
+            fqmes=[fqme],
+            loglevel=ll,
+
+            # TODO: if you want to throttle via downsampling
+            # how many tick updates your feed received on
+            # quote streams B)
+            # tick_throttle=10,
+        ) as feed,
+
+        trio.open_nursery() as tn,
+    ):
+        assert accounts
+        print(f'Loaded binance accounts: {accounts}')
+
+        flume: Flume = feed.flumes[fqme]
+        min_tick = Decimal(flume.mkt.price_tick)
+        min_tick_digits: int = dec_digits(min_tick)
+        price_round: Callable = partial(
+            round,
+            ndigits=min_tick_digits,
+        )
+
+        quote_stream: trio.abc.ReceiveChannel = feed.streams['binance']
+
+
+        # always keep live limit 0.003% below last
+        # clearing price
+        clear_margin: float = 0.9997
+
+        async def trailer(
+            order: Order,
+        ):
+            # ref shm OHLCV array history, if you want
+            # s_shm: ShmArray = flume.rt_shm
+            # m_shm: ShmArray = flume.hist_shm
+
+            # NOTE: if you wanted to frame ticks by type like the
+            # the quote throttler does.. and this is probably
+            # faster in terms of getting the latest tick type
+            # embedded value of interest?
+            # from piker.data._sampling import frame_ticks
+
+            async for quotes in quote_stream:
+                for fqme, quote in quotes.items():
+                    # print(
+                    #     f'{quote["symbol"]} -> {quote["ticks"]}\n'
+                    #     f'last 1s OHLC:\n{s_shm.array[-1]}\n'
+                    #     f'last 1m OHLC:\n{m_shm.array[-1]}\n'
+                    # )
+
+                    for tick in iterticks(
+                        quote,
+                        reverse=True,
+                        # types=('trade', 'dark_trade'), # defaults
+                    ):
+
+                        await client.update(
+                            uuid=order.oid,
+                            price=price_round(
+                                clear_margin
+                                *
+                                tick['price']
+                            ),
+                        )
+                        msgs, pps = await wait_for_order_status(
+                            trades_stream,
+                            order.oid,
+                            'open'
+                        )
+                        # if multiple clears per quote just
+                        # skip to the next quote?
+                        break
+
+
+        # get first live quote to be sure we submit the initial
+        # live buy limit low enough that it doesn't clear due to
+        # a stale initial price from the data feed layer!
+        first_ask_price: float | None = None
+        async for quotes in quote_stream:
+            for fqme, quote in quotes.items():
+                # print(quote['symbol'])
+                for tick in iterticks(quote, types=('ask')):
+                    first_ask_price: float = tick['price']
+                    break
+
+            if first_ask_price:
+                break
+
+        # setup order dialog via first msg
+        price: float = price_round(
+                clear_margin
+                *
+                first_ask_price,
+        )
+
+        # compute a 1k USD sized pos
+        size: float = round(1e3/price, ndigits=3)
+
+        order = Order(
+
+            # docs on how this all works, bc even i'm not entirely
+            # clear XD. also we probably want to figure  out how to
+            # offer both the paper engine running and the brokerd
+            # order ctl tasks with the ems choosing which stream to
+            # route msgs on given the account value!
+            account='paper',  # use built-in paper clearing engine and .accounting
+            # account='binance.usdtm',  # for live binance futes
+
+            oid=str(uuid4()),
+            exec_mode='live',  # {'dark', 'live', 'alert'}
+
+            action='buy',  # TODO: remove this from our schema?
+
+            size=size,
+            symbol=fqme,
+            price=price,
+            brokers=['binance'],
+        )
+        await client.send(order)
+
+        msgs, pps = await wait_for_order_status(
+            trades_stream,
+            order.oid,
+            'open',
+        )
+
+        assert not pps
+        assert msgs[-1].oid == order.oid
+
+        # start "trailer task" which tracks rt quote stream
+        tn.start_soon(trailer, order)
+
+        try:
+            # wait for ctl-c from user..
+            await trio.sleep_forever()
+        except KeyboardInterrupt:
+            # cancel the open order
+            await client.cancel(order.oid)
+
+            msgs, pps = await wait_for_order_status(
+                trades_stream,
+                order.oid,
+                'canceled'
+            )
+            raise
+
+
+if __name__ == '__main__':
+    trio.run(bot_main)

flake.lock

@@ -0,0 +1,138 @@
+{
+  "nodes": {
+    "flake-utils": {
+      "inputs": {
+        "systems": "systems"
+      },
+      "locked": {
+        "lastModified": 1689068808,
+        "narHash": "sha256-6ixXo3wt24N/melDWjq70UuHQLxGV8jZvooRanIHXw0=",
+        "owner": "numtide",
+        "repo": "flake-utils",
+        "rev": "919d646de7be200f3bf08cb76ae1f09402b6f9b4",
+        "type": "github"
+      },
+      "original": {
+        "owner": "numtide",
+        "repo": "flake-utils",
+        "type": "github"
+      }
+    },
+    "flake-utils_2": {
+      "inputs": {
+        "systems": "systems_2"
+      },
+      "locked": {
+        "lastModified": 1689068808,
+        "narHash": "sha256-6ixXo3wt24N/melDWjq70UuHQLxGV8jZvooRanIHXw0=",
+        "owner": "numtide",
+        "repo": "flake-utils",
+        "rev": "919d646de7be200f3bf08cb76ae1f09402b6f9b4",
+        "type": "github"
+      },
+      "original": {
+        "owner": "numtide",
+        "repo": "flake-utils",
+        "type": "github"
+      }
+    },
+    "nix-github-actions": {
+      "inputs": {
+        "nixpkgs": [
+          "poetry2nix",
+          "nixpkgs"
+        ]
+      },
+      "locked": {
+        "lastModified": 1688870561,
+        "narHash": "sha256-4UYkifnPEw1nAzqqPOTL2MvWtm3sNGw1UTYTalkTcGY=",
+        "owner": "nix-community",
+        "repo": "nix-github-actions",
+        "rev": "165b1650b753316aa7f1787f3005a8d2da0f5301",
+        "type": "github"
+      },
+      "original": {
+        "owner": "nix-community",
+        "repo": "nix-github-actions",
+        "type": "github"
+      }
+    },
+    "nixpkgs": {
+      "locked": {
+        "lastModified": 1692174805,
+        "narHash": "sha256-xmNPFDi/AUMIxwgOH/IVom55Dks34u1g7sFKKebxUm0=",
+        "owner": "NixOS",
+        "repo": "nixpkgs",
+        "rev": "caac0eb6bdcad0b32cb2522e03e4002c8975c62e",
+        "type": "github"
+      },
+      "original": {
+        "owner": "NixOS",
+        "ref": "nixos-unstable",
+        "repo": "nixpkgs",
+        "type": "github"
+      }
+    },
+    "poetry2nix": {
+      "inputs": {
+        "flake-utils": "flake-utils_2",
+        "nix-github-actions": "nix-github-actions",
+        "nixpkgs": [
+          "nixpkgs"
+        ]
+      },
+      "locked": {
+        "lastModified": 1692048894,
+        "narHash": "sha256-cDw03rso2V4CDc3Mll0cHN+ztzysAvdI8pJ7ybbz714=",
+        "ref": "refs/heads/pyqt6",
+        "rev": "b059ad4c3051f45d6c912e17747aae37a9ec1544",
+        "revCount": 2276,
+        "type": "git",
+        "url": "file:///home/lord_fomo/repos/poetry2nix"
+      },
+      "original": {
+        "type": "git",
+        "url": "file:///home/lord_fomo/repos/poetry2nix"
+      }
+    },
+    "root": {
+      "inputs": {
+        "flake-utils": "flake-utils",
+        "nixpkgs": "nixpkgs",
+        "poetry2nix": "poetry2nix"
+      }
+    },
+    "systems": {
+      "locked": {
+        "lastModified": 1681028828,
+        "narHash": "sha256-Vy1rq5AaRuLzOxct8nz4T6wlgyUR7zLU309k9mBC768=",
+        "owner": "nix-systems",
+        "repo": "default",
+        "rev": "da67096a3b9bf56a91d16901293e51ba5b49a27e",
+        "type": "github"
+      },
+      "original": {
+        "owner": "nix-systems",
+        "repo": "default",
+        "type": "github"
+      }
+    },
+    "systems_2": {
+      "locked": {
+        "lastModified": 1681028828,
+        "narHash": "sha256-Vy1rq5AaRuLzOxct8nz4T6wlgyUR7zLU309k9mBC768=",
+        "owner": "nix-systems",
+        "repo": "default",
+        "rev": "da67096a3b9bf56a91d16901293e51ba5b49a27e",
+        "type": "github"
+      },
+      "original": {
+        "owner": "nix-systems",
+        "repo": "default",
+        "type": "github"
+      }
+    }
+  },
+  "root": "root",
+  "version": 7
+}

flake.nix

@@ -0,0 +1,180 @@
+# NOTE: to convert to a poetry2nix env like this here are the
+# steps:
+# - install poetry in your system nix config
+# - convert the repo to use poetry using `poetry init`:
+#   https://python-poetry.org/docs/basic-usage/#initialising-a-pre-existing-project
+# - then manually ensuring all deps are converted over:
+# - add this file to the repo and commit it
+# - 
+
+# GROKin tips:
+# - CLI eps are (ostensibly) added via an `entry_points.txt`:
+#   - https://packaging.python.org/en/latest/specifications/entry-points/#file-format
+#   - https://github.com/nix-community/poetry2nix/blob/master/editable.nix#L49
+{
+  description = "piker: trading gear for hackers (pkged with poetry2nix)";
+
+  inputs.flake-utils.url = "github:numtide/flake-utils";
+  inputs.nixpkgs.url = "github:NixOS/nixpkgs/nixos-unstable";
+
+  # see https://github.com/nix-community/poetry2nix/tree/master#api
+  inputs.poetry2nix = {
+    # url = "github:nix-community/poetry2nix";
+    # url = "github:K900/poetry2nix/qt5-explicit-deps";
+    url = "/home/lord_fomo/repos/poetry2nix";
+
+    inputs.nixpkgs.follows = "nixpkgs";
+  };
+
+  outputs = {
+    self,
+    nixpkgs,
+    flake-utils,
+    poetry2nix,
+  }:
+    # TODO: build cross-OS and use the `${system}` var thingy..
+    flake-utils.lib.eachDefaultSystem (system:
+      let
+        # use PWD as sources
+        projectDir = ./.;
+        pyproject = ./pyproject.toml;
+        poetrylock = ./poetry.lock;
+
+        # TODO: port to 3.11 and support both versions?
+        python = "python3.10";
+
+        # for more functions and examples.
+        # inherit
+        # (poetry2nix.legacyPackages.${system})
+        # mkPoetryApplication;
+        # pkgs = nixpkgs.legacyPackages.${system};
+
+        pkgs = nixpkgs.legacyPackages.x86_64-linux;
+        lib = pkgs.lib;
+        p2npkgs = poetry2nix.legacyPackages.x86_64-linux;
+
+        # define all pkg overrides per dep, see edgecases.md:
+        # https://github.com/nix-community/poetry2nix/blob/master/docs/edgecases.md
+        # TODO: add these into the json file:
+        # https://github.com/nix-community/poetry2nix/blob/master/overrides/build-systems.json
+        pypkgs-build-requirements = {
+          asyncvnc = [ "setuptools" ];
+          eventkit = [ "setuptools" ];
+          ib-insync = [ "setuptools" "flake8" ];
+          msgspec = [ "setuptools"];
+          pdbp = [ "setuptools" ];
+          pyqt6-sip = [ "setuptools" ];
+          tabcompleter = [ "setuptools" ];
+          tractor = [ "setuptools" ];
+          tricycle = [ "setuptools" ];
+          trio-typing = [ "setuptools" ];
+          trio-util = [ "setuptools" ];
+          xonsh = [ "setuptools" ];
+        };
+
+        # auto-generate override entries
+        p2n-overrides = p2npkgs.defaultPoetryOverrides.extend (self: super:
+          builtins.mapAttrs (package: build-requirements:
+            (builtins.getAttr package super).overridePythonAttrs (old: {
+              buildInputs = (
+                old.buildInputs or [ ]
+              ) ++ (
+                builtins.map (
+                  pkg: if builtins.isString pkg then builtins.getAttr pkg super else pkg
+                  ) build-requirements
+              );
+            })
+          ) pypkgs-build-requirements
+        );
+
+        # override some ahead-of-time compiled extensions
+        # to be built with their wheels.
+        ahot_overrides = p2n-overrides.extend(
+          final: prev: {
+
+            # llvmlite = prev.llvmlite.override {
+            #   preferWheel = false;
+            # };
+
+            # TODO: get this workin with p2n and nixpkgs..
+            # pyqt6 = prev.pyqt6.override {
+            #   preferWheel = true;
+            # };
+
+            # NOTE: this DOESN'T work atm but after a fix
+            # to poetry2nix, it will and actually this line
+            # won't be needed - thanks @k900:
+            # https://github.com/nix-community/poetry2nix/pull/1257
+            pyqt5 = prev.pyqt5.override {
+              # withWebkit = false;
+              preferWheel = true;
+            };
+
+            # see PR from @k900:
+            # https://github.com/nix-community/poetry2nix/pull/1257
+            # pyqt5-qt5 = prev.pyqt5-qt5.override {
+            #   withWebkit = false;
+            #   preferWheel = true;
+            # };
+
+            # TODO: patch in an override for polars to build
+            # from src! See the details likely needed from
+            # the cryptography entry:
+            # https://github.com/nix-community/poetry2nix/blob/master/overrides/default.nix#L426-L435
+            polars = prev.polars.override {
+              preferWheel = true;
+            };
+          }
+      );
+
+      # WHY!? -> output-attrs that `nix develop` scans for:
+      # https://nixos.org/manual/nix/stable/command-ref/new-cli/nix3-develop.html#flake-output-attributes
+      in
+      rec {
+        packages = {
+          # piker = poetry2nix.legacyPackages.x86_64-linux.mkPoetryEditablePackage {
+          #   editablePackageSources = { piker = ./piker; };
+
+          piker = p2npkgs.mkPoetryApplication {
+            projectDir = projectDir;
+
+            # SEE ABOVE for auto-genned input set, override
+            # buncha deps with extras.. like `setuptools` mostly.
+            # TODO: maybe propose a patch to p2n to show that you
+            # can even do this in the edgecases docs?
+            overrides = ahot_overrides;
+
+            # XXX: won't work on llvmlite..
+            # preferWheels = true;
+          };
+        };
+
+        # devShells.default = pkgs.mkShell {
+        #   projectDir = projectDir;
+        #   python = "python3.10";
+        #   overrides = ahot_overrides;
+        #   inputsFrom = [ self.packages.x86_64-linux.piker ];
+        #   packages = packages;
+        #   # packages = [ poetry2nix.packages.${system}.poetry ];
+        # };
+
+        # TODO: grok the difference here..
+        # - avoid re-cloning git repos on every develop entry..
+        # - ideally allow hacking on the src code of some deps
+        #   (tractor, pyqtgraph, tomlkit, etc.) WITHOUT having to
+        #   re-install them every time a change is made.
+        # - boot a usable xonsh inside the poetry virtualenv when
+        #   defined via a custom entry point?
+        devShells.default = p2npkgs.mkPoetryEnv {
+        # env = p2npkgs.mkPoetryEnv {
+            projectDir = projectDir;
+            python = pkgs.python310;
+            overrides = ahot_overrides;
+            editablePackageSources = packages;
+              # piker = "./";
+              # tractor = "../tractor/";
+            # };  # wut?
+        };
+      }
+    );  # end of .outputs scope
+}

piker/__init__.py

@@ -1,5 +1,5 @@
 # piker: trading gear for hackers.
-# Copyright 2020-eternity Tyler Goodlet (in stewardship for piker0)
+# Copyright 2020-eternity 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
@@ -14,11 +14,11 @@
 # 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/>.
 
-"""
+'''
 piker: trading gear for hackers.
 
-"""
+'''
-from ._daemon import open_piker_runtime
+from .service import open_piker_runtime
 from .data.feed import open_feed
 
 __all__ = [

piker/_cacheables.py

@@ -1,5 +1,5 @@
 # piker: trading gear for hackers
-# Copyright (C) Tyler Goodlet (in stewardship for piker0)
+# 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
@@ -14,37 +14,71 @@
 # 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/>.
 
-"""
+'''
 Cacheing apis and toolz.
 
-"""
+'''
 
 from collections import OrderedDict
-from contextlib import (
+from typing import (
-    asynccontextmanager,
+    Awaitable,
+    Callable,
+    ParamSpec,
+    TypeVar,
 )
 
-from tractor.trionics import maybe_open_context
-
-from .brokers import get_brokermod
 from .log import get_logger
 
-
 log = get_logger(__name__)
 
+T = TypeVar("T")
+P = ParamSpec("P")
 
-def async_lifo_cache(maxsize=128):
+
-    """Async ``cache`` with a LIFO policy.
+# TODO: move this to `tractor.trionics`..
+# - egs. to replicate for tests: https://github.com/aio-libs/async-lru#usage
+# - their suite as well:
+#   https://github.com/aio-libs/async-lru/tree/master/tests
+# - asked trio_util about it too:
+#   https://github.com/groove-x/trio-util/issues/21
+def async_lifo_cache(
+    maxsize=128,
+
+    # NOTE: typing style was learned from:
+    # https://stackoverflow.com/a/71132186
+) -> Callable[
+    Callable[P, Awaitable[T]],
+    Callable[
+        Callable[P, Awaitable[T]],
+        Callable[P, Awaitable[T]],
+    ],
+]:
+    '''
+    Async ``cache`` with a LIFO policy.
 
     Implemented my own since no one else seems to have
     a standard. I'll wait for the smarter people to come
     up with one, but until then...
-    """
+
+    NOTE: when decorating, due to this simple/naive implementation, you
+    MUST call the decorator like,
+
+    .. code:: python
+
+        @async_lifo_cache()
+        async def cache_target():
+
+    '''
     cache = OrderedDict()
 
-    def decorator(fn):
+    def decorator(
+        fn: Callable[P, Awaitable[T]],
+    ) -> Callable[P, Awaitable[T]]:
 
-        async def wrapper(*args):
+        async def decorated(
+            *args: P.args,
+            **kwargs: P.kwargs,
+        ) -> T:
             key = args
             try:
                 return cache[key]
@@ -53,27 +87,13 @@ def async_lifo_cache(maxsize=128):
                     # discard last added new entry
                     cache.popitem()
 
-                # do it
+                # call underlying
-                cache[key] = await fn(*args)
+                cache[key] = await fn(
+                    *args,
+                    **kwargs,
+                )
                 return cache[key]
 
-        return wrapper
+        return decorated
 
     return decorator
-
-
-@asynccontextmanager
-async def open_cached_client(
-    brokername: str,
-) -> 'Client':  # noqa
-    '''
-    Get a cached broker client from the current actor's local vars.
-
-    If one has not been setup do it and cache it.
-
-    '''
-    brokermod = get_brokermod(brokername)
-    async with maybe_open_context(
-        acm_func=brokermod.get_client,
-    ) as (cache_hit, client):
-        yield client

piker/_daemon.py

@@ -1,704 +0,0 @@
-# piker: trading gear for hackers
-# 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
-# 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/>.
-
-"""
-Structured, daemon tree service management.
-
-"""
-from __future__ import annotations
-import os
-from typing import (
-    Optional,
-    Callable,
-    Any,
-    ClassVar,
-)
-from contextlib import (
-    asynccontextmanager as acm,
-)
-from collections import defaultdict
-
-import tractor
-import trio
-from trio_typing import TaskStatus
-
-from .log import (
-    get_logger,
-    get_console_log,
-)
-from .brokers import get_brokermod
-
-
-log = get_logger(__name__)
-
-_root_dname = 'pikerd'
-
-_default_registry_host: str = '127.0.0.1'
-_default_registry_port: int = 6116
-_default_reg_addr: tuple[str, int] = (
-    _default_registry_host,
-    _default_registry_port,
-)
-
-
-# NOTE: this value is set as an actor-global once the first endpoint
-# who is capable, spawns a `pikerd` service tree.
-_registry: Registry | None = None
-
-
-class Registry:
-    addr: None | tuple[str, int] = None
-
-    # TODO: table of uids to sockaddrs
-    peers: dict[
-        tuple[str, str],
-        tuple[str, int],
-    ] = {}
-
-
-_tractor_kwargs: dict[str, Any] = {}
-
-
-@acm
-async def open_registry(
-    addr: None | tuple[str, int] = None,
-    ensure_exists: bool = True,
-
-) -> tuple[str, int]:
-
-    global _tractor_kwargs
-    actor = tractor.current_actor()
-    uid = actor.uid
-    if (
-        Registry.addr is not None
-        and addr
-    ):
-        raise RuntimeError(
-            f'`{uid}` registry addr already bound @ {_registry.sockaddr}'
-        )
-
-    was_set: bool = False
-
-    if (
-        not tractor.is_root_process()
-        and Registry.addr is None
-    ):
-        Registry.addr = actor._arb_addr
-
-    if (
-        ensure_exists
-        and Registry.addr is None
-    ):
-        raise RuntimeError(
-            f"`{uid}` registry should already exist bug doesn't?"
-        )
-
-    if (
-        Registry.addr is None
-    ):
-        was_set = True
-        Registry.addr = addr or _default_reg_addr
-
-    _tractor_kwargs['arbiter_addr'] = Registry.addr
-
-    try:
-        yield Registry.addr
-    finally:
-        # XXX: always clear the global addr if we set it so that the
-        # next (set of) calls will apply whatever new one is passed
-        # in.
-        if was_set:
-            Registry.addr = None
-
-
-def get_tractor_runtime_kwargs() -> dict[str, Any]:
-    '''
-    Deliver ``tractor`` related runtime variables in a `dict`.
-
-    '''
-    return _tractor_kwargs
-
-
-_root_modules = [
-    __name__,
-    'piker.clearing._ems',
-    'piker.clearing._client',
-    'piker.data._sampling',
-]
-
-
-# TODO: factor this into a ``tractor.highlevel`` extension
-# pack for the library.
-class Services:
-
-    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,
-            trio.Event,
-        ]
-    ] = {}
-    locks = defaultdict(trio.Lock)
-
-    @classmethod
-    async def start_service_task(
-        self,
-        name: str,
-        portal: tractor.Portal,
-        target: Callable,
-        **kwargs,
-
-    ) -> (trio.CancelScope, tractor.Context):
-        '''
-        Open a context in a service sub-actor, add to a stack
-        that gets unwound at ``pikerd`` teardown.
-
-        This allows for allocating long-running sub-services in our main
-        daemon and explicitly controlling their lifetimes.
-
-        '''
-        async def open_context_in_task(
-            task_status: TaskStatus[
-                tuple[
-                    trio.CancelScope,
-                    trio.Event,
-                    Any,
-                ]
-            ] = trio.TASK_STATUS_IGNORED,
-
-        ) -> Any:
-
-            with trio.CancelScope() as cs:
-                async with portal.open_context(
-                    target,
-                    **kwargs,
-
-                ) as (ctx, first):
-
-                    # unblock once the remote context has started
-                    complete = trio.Event()
-                    task_status.started((cs, complete, first))
-                    log.info(
-                        f'`pikerd` service {name} started with value {first}'
-                    )
-                    try:
-                        # wait on any context's return value
-                        # and any final portal result from the
-                        # sub-actor.
-                        ctx_res = await ctx.result()
-
-                        # NOTE: blocks indefinitely until cancelled
-                        # either by error from the target context
-                        # function or by being cancelled here by the
-                        # surrounding cancel scope.
-                        return (await portal.result(), ctx_res)
-
-                    finally:
-                        await portal.cancel_actor()
-                        complete.set()
-                        self.service_tasks.pop(name)
-
-        cs, complete, first = await self.service_n.start(open_context_in_task)
-
-        # store the cancel scope and portal for later cancellation or
-        # retstart if needed.
-        self.service_tasks[name] = (cs, portal, complete)
-
-        return cs, first
-
-    @classmethod
-    async def cancel_service(
-        self,
-        name: str,
-
-    ) -> Any:
-        '''
-        Cancel the service task and actor for the given ``name``.
-
-        '''
-        log.info(f'Cancelling `pikerd` service {name}')
-        cs, portal, complete = self.service_tasks[name]
-        cs.cancel()
-        await complete.wait()
-        assert name not in self.service_tasks, \
-            f'Serice task for {name} not terminated?'
-
-
-@acm
-async def open_piker_runtime(
-    name: str,
-    enable_modules: list[str] = [],
-    loglevel: Optional[str] = None,
-
-    # XXX NOTE XXX: you should pretty much never want debug mode
-    # for data daemons when running in production.
-    debug_mode: bool = False,
-
-    registry_addr: None | tuple[str, int] = None,
-
-    # TODO: once we have `rsyscall` support we will read a config
-    # and spawn the service tree distributed per that.
-    start_method: str = 'trio',
-
-    tractor_kwargs: dict = {},
-
-) -> tuple[
-    tractor.Actor,
-    tuple[str, int],
-]:
-    '''
-    Start a piker actor who's runtime will automatically sync with
-    existing piker actors on the local link based on configuration.
-
-    Can be called from a subactor or any program that needs to start
-    a root actor.
-
-    '''
-    try:
-        # check for existing runtime
-        actor = tractor.current_actor().uid
-
-    except tractor._exceptions.NoRuntime:
-
-        registry_addr = registry_addr or _default_reg_addr
-
-        async with (
-            tractor.open_root_actor(
-
-                # passed through to ``open_root_actor``
-                arbiter_addr=registry_addr,
-                name=name,
-                loglevel=loglevel,
-                debug_mode=debug_mode,
-                start_method=start_method,
-
-                # TODO: eventually we should be able to avoid
-                # having the root have more then permissions to
-                # spawn other specialized daemons I think?
-                enable_modules=enable_modules,
-
-                **tractor_kwargs,
-            ) as _,
-
-            open_registry(registry_addr, ensure_exists=False) as addr,
-        ):
-            yield (
-                tractor.current_actor(),
-                addr,
-            )
-    else:
-        async with open_registry(registry_addr) as addr:
-            yield (
-                actor,
-                addr,
-            )
-
-
-@acm
-async def open_pikerd(
-    loglevel: str | None = None,
-
-    # XXX: you should pretty much never want debug mode
-    # for data daemons when running in production.
-    debug_mode: bool = False,
-    registry_addr: None | tuple[str, int] = None,
-
-) -> Services:
-    '''
-    Start a root piker daemon who's lifetime extends indefinitely until
-    cancelled.
-
-    A root actor nursery is created which can be used to create and keep
-    alive underling services (see below).
-
-    '''
-
-    async with (
-        open_piker_runtime(
-
-            name=_root_dname,
-            # TODO: eventually we should be able to avoid
-            # having the root have more then permissions to
-            # spawn other specialized daemons I think?
-            enable_modules=_root_modules,
-
-            loglevel=loglevel,
-            debug_mode=debug_mode,
-            registry_addr=registry_addr,
-
-        ) as (root_actor, reg_addr),
-        tractor.open_nursery() as actor_nursery,
-        trio.open_nursery() as service_nursery,
-    ):
-        assert root_actor.accept_addr == reg_addr
-
-        # assign globally for future daemon/task creation
-        Services.actor_n = actor_nursery
-        Services.service_n = service_nursery
-        Services.debug_mode = debug_mode
-        try:
-            yield Services
-        finally:
-            # TODO: is this more clever/efficient?
-            # if 'samplerd' in Services.service_tasks:
-            #     await Services.cancel_service('samplerd')
-            service_nursery.cancel_scope.cancel()
-
-
-@acm
-async def maybe_open_runtime(
-    loglevel: Optional[str] = None,
-    **kwargs,
-
-) -> None:
-    '''
-    Start the ``tractor`` runtime (a root actor) if none exists.
-
-    '''
-    name = kwargs.pop('name')
-
-    if not tractor.current_actor(err_on_no_runtime=False):
-        async with open_piker_runtime(
-            name,
-            loglevel=loglevel,
-            **kwargs,
-        ) as (_, addr):
-            yield addr,
-    else:
-        async with open_registry() as addr:
-            yield addr
-
-
-@acm
-async def maybe_open_pikerd(
-    loglevel: Optional[str] = None,
-    registry_addr: None | tuple = None,
-
-    **kwargs,
-
-) -> tractor._portal.Portal | ClassVar[Services]:
-    '''
-    If no ``pikerd`` daemon-root-actor can be found start it and
-    yield up (we should probably figure out returning a portal to self
-    though).
-
-    '''
-    if loglevel:
-        get_console_log(loglevel)
-
-    # subtle, we must have the runtime up here or portal lookup will fail
-    query_name = kwargs.pop('name', f'piker_query_{os.getpid()}')
-
-    # TODO: if we need to make the query part faster we could not init
-    # an actor runtime and instead just hit the socket?
-    # from tractor._ipc import _connect_chan, Channel
-    # async with _connect_chan(host, port) as chan:
-    #     async with open_portal(chan) as arb_portal:
-    #         yield arb_portal
-
-    async with (
-        open_piker_runtime(
-            name=query_name,
-            registry_addr=registry_addr,
-            loglevel=loglevel,
-            **kwargs,
-        ) as _,
-        tractor.find_actor(
-            _root_dname,
-            arbiter_sockaddr=registry_addr,
-        ) as portal
-    ):
-        # connect to any existing daemon presuming
-        # its registry socket was selected.
-        if (
-            portal is not None
-        ):
-            yield portal
-            return
-
-    # presume pikerd role since no daemon could be found at
-    # configured address
-    async with open_pikerd(
-        loglevel=loglevel,
-        debug_mode=kwargs.get('debug_mode', False),
-        registry_addr=registry_addr,
-
-    ) as service_manager:
-        # in the case where we're starting up the
-        # tractor-piker runtime stack in **this** process
-        # we return no portal to self.
-        assert service_manager
-        yield service_manager
-
-
-# `brokerd` enabled modules
-# NOTE: keeping this list as small as possible is part of our caps-sec
-# model and should be treated with utmost care!
-_data_mods = [
-    'piker.brokers.core',
-    'piker.brokers.data',
-    'piker.data',
-    'piker.data.feed',
-    'piker.data._sampling'
-]
-
-
-@acm
-async def find_service(
-    service_name: str,
-) -> tractor.Portal | None:
-
-    async with open_registry() as reg_addr:
-        log.info(f'Scanning for service `{service_name}`')
-        # attach to existing daemon by name if possible
-        async with tractor.find_actor(
-            service_name,
-            arbiter_sockaddr=reg_addr,
-        ) as maybe_portal:
-            yield maybe_portal
-
-
-async def check_for_service(
-    service_name: str,
-
-) -> None | tuple[str, int]:
-    '''
-    Service daemon "liveness" predicate.
-
-    '''
-    async with open_registry(ensure_exists=False) as reg_addr:
-        async with tractor.query_actor(
-            service_name,
-            arbiter_sockaddr=reg_addr,
-        ) as sockaddr:
-            return sockaddr
-
-
-@acm
-async def maybe_spawn_daemon(
-
-    service_name: str,
-    service_task_target: Callable,
-    spawn_args: dict[str, Any],
-    loglevel: Optional[str] = None,
-
-    singleton: bool = False,
-    **kwargs,
-
-) -> tractor.Portal:
-    '''
-    If no ``service_name`` daemon-actor can be found,
-    spawn one in a local subactor and return a portal to it.
-
-    If this function is called from a non-pikerd actor, the
-    spawned service will persist as long as pikerd does or
-    it is requested to be cancelled.
-
-    This can be seen as a service starting api for remote-actor
-    clients.
-
-    '''
-    if loglevel:
-        get_console_log(loglevel)
-
-    # serialize access to this section to avoid
-    # 2 or more tasks racing to create a daemon
-    lock = Services.locks[service_name]
-    await lock.acquire()
-
-    async with find_service(service_name) as portal:
-        if portal is not None:
-            lock.release()
-            yield portal
-            return
-
-    log.warning(f"Couldn't find any existing {service_name}")
-
-    # TODO: really shouldn't the actor spawning be part of the service
-    # starting method `Services.start_service()` ?
-
-    # ask root ``pikerd`` daemon to spawn the daemon we need if
-    # pikerd is not live we now become the root of the
-    # process tree
-    async with maybe_open_pikerd(
-
-        loglevel=loglevel,
-        **kwargs,
-
-    ) as pikerd_portal:
-
-        # we are the root and thus are `pikerd`
-        # so spawn the target service directly by calling
-        # the provided target routine.
-        # XXX: this assumes that the target is well formed and will
-        # do the right things to setup both a sub-actor **and** call
-        # the ``_Services`` api from above to start the top level
-        # service task for that actor.
-        started: bool
-        if pikerd_portal is None:
-            started = await service_task_target(**spawn_args)
-
-        else:
-            # tell the remote `pikerd` to start the target,
-            # the target can't return a non-serializable value
-            # since it is expected that service startingn is
-            # non-blocking and the target task will persist running
-            # on `pikerd` after the client requesting it's start
-            # disconnects.
-            started = await pikerd_portal.run(
-                service_task_target,
-                **spawn_args,
-            )
-
-        if started:
-            log.info(f'Service {service_name} started!')
-
-        async with tractor.wait_for_actor(service_name) as portal:
-            lock.release()
-            yield portal
-            await portal.cancel_actor()
-
-
-async def spawn_brokerd(
-
-    brokername: str,
-    loglevel: Optional[str] = None,
-    **tractor_kwargs,
-
-) -> bool:
-
-    log.info(f'Spawning {brokername} broker daemon')
-
-    brokermod = get_brokermod(brokername)
-    dname = f'brokerd.{brokername}'
-
-    extra_tractor_kwargs = getattr(brokermod, '_spawn_kwargs', {})
-    tractor_kwargs.update(extra_tractor_kwargs)
-
-    # ask `pikerd` to spawn a new sub-actor and manage it under its
-    # actor nursery
-    modpath = brokermod.__name__
-    broker_enable = [modpath]
-    for submodname in getattr(
-        brokermod,
-        '__enable_modules__',
-        [],
-    ):
-        subpath = f'{modpath}.{submodname}'
-        broker_enable.append(subpath)
-
-    portal = await Services.actor_n.start_actor(
-        dname,
-        enable_modules=_data_mods + broker_enable,
-        loglevel=loglevel,
-        debug_mode=Services.debug_mode,
-        **tractor_kwargs
-    )
-
-    # non-blocking setup of brokerd service nursery
-    from .data import _setup_persistent_brokerd
-
-    await Services.start_service_task(
-        dname,
-        portal,
-        _setup_persistent_brokerd,
-        brokername=brokername,
-    )
-    return True
-
-
-@acm
-async def maybe_spawn_brokerd(
-
-    brokername: str,
-    loglevel: Optional[str] = None,
-    **kwargs,
-
-) -> tractor.Portal:
-    '''
-    Helper to spawn a brokerd service *from* a client
-    who wishes to use the sub-actor-daemon.
-
-    '''
-    async with maybe_spawn_daemon(
-
-        f'brokerd.{brokername}',
-        service_task_target=spawn_brokerd,
-        spawn_args={'brokername': brokername, 'loglevel': loglevel},
-        loglevel=loglevel,
-        **kwargs,
-
-    ) as portal:
-        yield portal
-
-
-async def spawn_emsd(
-
-    loglevel: Optional[str] = None,
-    **extra_tractor_kwargs
-
-) -> bool:
-    """
-    Start the clearing engine under ``pikerd``.
-
-    """
-    log.info('Spawning emsd')
-
-    portal = await Services.actor_n.start_actor(
-        'emsd',
-        enable_modules=[
-            'piker.clearing._ems',
-            'piker.clearing._client',
-        ],
-        loglevel=loglevel,
-        debug_mode=Services.debug_mode,  # set by pikerd flag
-        **extra_tractor_kwargs
-    )
-
-    # non-blocking setup of clearing service
-    from .clearing._ems import _setup_persistent_emsd
-
-    await Services.start_service_task(
-        'emsd',
-        portal,
-        _setup_persistent_emsd,
-    )
-    return True
-
-
-@acm
-async def maybe_open_emsd(
-
-    brokername: str,
-    loglevel: Optional[str] = None,
-    **kwargs,
-
-) -> tractor._portal.Portal:  # noqa
-
-    async with maybe_spawn_daemon(
-
-        'emsd',
-        service_task_target=spawn_emsd,
-        spawn_args={'loglevel': loglevel},
-        loglevel=loglevel,
-        **kwargs,
-
-    ) as portal:
-        yield portal

piker/accounting/README.rst

@@ -0,0 +1,16 @@
+.accounting
+-----------
+A subsystem for transaction processing, storage and historical
+measurement.
+
+
+.pnl
+----
+BEP, the break even price: the price at which liquidating
+a remaining position results in a zero PnL since the position was
+"opened" in the destination asset.
+
+PPU: price-per-unit: the "average cost" (in cumulative mean terms)
+of the "entry" transactions which "make a position larger"; taking
+a profit relative to this price means that you will "make more
+profit then made prior" since the position was opened.

piker/accounting/__init__.py

@@ -0,0 +1,107 @@
+# 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/>.
+
+'''
+"Accounting for degens": count dem numberz that tracks how much you got
+for tendiez.
+
+'''
+from ..log import get_logger
+
+from .calc import (
+    iter_by_dt,
+)
+from ._ledger import (
+    Transaction,
+    TransactionLedger,
+    open_trade_ledger,
+)
+from ._pos import (
+    Account,
+    load_account,
+    load_account_from_ledger,
+    open_pps,
+    open_account,
+    Position,
+)
+from ._mktinfo import (
+    Asset,
+    dec_digits,
+    digits_to_dec,
+    MktPair,
+    Symbol,
+    unpack_fqme,
+    _derivs as DerivTypes,
+)
+from ._allocate import (
+    mk_allocator,
+    Allocator,
+)
+
+
+log = get_logger(__name__)
+
+__all__ = [
+    'Account',
+    'Allocator',
+    'Asset',
+    'MktPair',
+    'Position',
+    'Symbol',
+    'Transaction',
+    'TransactionLedger',
+    'dec_digits',
+    'digits_to_dec',
+    'iter_by_dt',
+    'load_account',
+    'load_account_from_ledger',
+    'mk_allocator',
+    'open_account',
+    'open_pps',
+    'open_trade_ledger',
+    'unpack_fqme',
+    'DerivTypes',
+]
+
+
+def get_likely_pair(
+    src: str,
+    dst: str,
+    bs_mktid: str,
+
+) -> str | None:
+    '''
+    Attempt to get the likely trading pair matching a given destination
+    asset `dst: str`.
+
+    '''
+    try:
+        src_name_start: str = bs_mktid.rindex(src)
+    except (
+        ValueError,   # substr not found
+    ):
+        # TODO: handle nested positions..(i.e.
+        # positions where the src fiat was used to
+        # buy some other dst which was furhter used
+        # to buy another dst..)
+        # log.warning(
+        #     f'No src fiat {src} found in {bs_mktid}?'
+        # )
+        return None
+
+    likely_dst: str = bs_mktid[:src_name_start]
+    if likely_dst == dst:
+        return bs_mktid

piker/accounting/_allocate.py

@@ -23,9 +23,9 @@ from typing import Optional
 
 from bidict import bidict
 
-from ..data._source import Symbol
+from ._pos import Position
-from ..data.types import Struct
+from . import MktPair
-from ..pp import Position
+from piker.types import Struct
 
 
 _size_units = bidict({
@@ -42,7 +42,7 @@ SizeUnit = Enum(
 
 class Allocator(Struct):
 
-    symbol: Symbol
+    mkt: MktPair
 
     # TODO: if we ever want ot support non-uniform entry-slot-proportion
     # "sizes"
@@ -114,24 +114,24 @@ class Allocator(Struct):
         depending on position / order entry config.
 
         '''
-        sym = self.symbol
+        mkt: MktPair = self.mkt
-        ld = sym.lot_size_digits
+        ld: int = mkt.size_tick_digits
 
         size_unit = self.size_unit
-        live_size = live_pp.size
+        live_size = live_pp.cumsize
         abs_live_size = abs(live_size)
-        abs_startup_size = abs(startup_pp.size)
+        abs_startup_size = abs(startup_pp.cumsize)
 
         u_per_slot, currency_per_slot = self.step_sizes()
 
         if size_unit == 'units':
-            slot_size = u_per_slot
+            slot_size: float = u_per_slot
-            l_sub_pp = self.units_limit - abs_live_size
+            l_sub_pp: float = self.units_limit - abs_live_size
 
         elif size_unit == 'currency':
-            live_cost_basis = abs_live_size * live_pp.ppu
+            live_cost_basis: float = abs_live_size * live_pp.ppu
-            slot_size = currency_per_slot / price
+            slot_size: float = currency_per_slot / price
-            l_sub_pp = (self.currency_limit - live_cost_basis) / price
+            l_sub_pp: float = (self.currency_limit - live_cost_basis) / price
 
         else:
             raise ValueError(
@@ -141,8 +141,14 @@ class Allocator(Struct):
         # an entry (adding-to or starting a pp)
         if (
             live_size == 0
-            or (action == 'buy' and live_size > 0)
+            or (
-            or action == 'sell' and live_size < 0
+                action == 'buy'
+                and live_size > 0
+            )
+            or (
+                action == 'sell'
+                and live_size < 0
+            )
         ):
             order_size = min(
                 slot_size,
@@ -178,7 +184,7 @@ class Allocator(Struct):
             order_size = max(slotted_pp, slot_size)
 
             if (
-                abs_live_size < slot_size or
+                abs_live_size < slot_size
 
                 # NOTE: front/back "loading" heurstic:
                 # if the remaining pp is in between 0-1.5x a slot's
@@ -187,14 +193,17 @@ class Allocator(Struct):
                 # **without** going past a net-zero pp. if the pp is
                 # > 1.5x a slot size, then front load: exit a slot's and
                 # expect net-zero to be acquired on the final exit.
-                slot_size < pp_size < round((1.5*slot_size), ndigits=ld) or
+                or slot_size < pp_size < round((1.5*slot_size), ndigits=ld)
+                or (
 
-                # underlying requires discrete (int) units (eg. stocks)
+                    # underlying requires discrete (int) units (eg. stocks)
-                # and thus our slot size (based on our limit) would
+                    # and thus our slot size (based on our limit) would
-                # exit a fractional unit's worth so, presuming we aren't
+                    # exit a fractional unit's worth so, presuming we aren't
-                # supporting a fractional-units-style broker, we need
+                    # supporting a fractional-units-style broker, we need
-                # exit the final unit.
+                    # exit the final unit.
-                ld == 0 and abs_live_size == 1
+                    ld == 0
+                    and abs_live_size == 1
+                )
             ):
                 order_size = abs_live_size
 
@@ -203,13 +212,12 @@ class Allocator(Struct):
             # compute a fractional slots size to display
             slots_used = self.slots_used(
                 Position(
-                    symbol=sym,
+                    mkt=mkt,
-                    size=order_size,
+                    bs_mktid=mkt.bs_mktid,
-                    ppu=price,
-                    bsuid=sym,
                 )
             )
 
+        # TODO: render an actual ``Executable`` type here?
         return {
             'size': abs(round(order_size, ndigits=ld)),
             'size_digits': ld,
@@ -231,7 +239,7 @@ class Allocator(Struct):
         Calc and return the number of slots used by this ``Position``.
 
         '''
-        abs_pp_size = abs(pp.size)
+        abs_pp_size = abs(pp.cumsize)
 
         if self.size_unit == 'currency':
             # live_currency_size = size or (abs_pp_size * pp.ppu)
@@ -249,7 +257,7 @@ class Allocator(Struct):
 
 def mk_allocator(
 
-    symbol: Symbol,
+    mkt: MktPair,
     startup_pp: Position,
 
     # default allocation settings
@@ -276,6 +284,6 @@ def mk_allocator(
     defaults.update(user_def)
 
     return Allocator(
-        symbol=symbol,
+        mkt=mkt,
         **defaults,
     )

piker/accounting/_ledger.py

@@ -0,0 +1,421 @@
+# 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/>.
+
+'''
+Trade and transaction ledger processing.
+
+'''
+from __future__ import annotations
+from collections import UserDict
+from contextlib import contextmanager as cm
+from functools import partial
+from pathlib import Path
+from pprint import pformat
+from types import ModuleType
+from typing import (
+    Any,
+    Callable,
+    Generator,
+    Literal,
+    TYPE_CHECKING,
+)
+
+from pendulum import (
+    DateTime,
+)
+import tomli_w  # for fast ledger writing
+
+from piker.types import Struct
+from piker import config
+from ..log import get_logger
+from .calc import (
+    iter_by_dt,
+)
+
+if TYPE_CHECKING:
+    from ..data._symcache import (
+        SymbologyCache,
+    )
+
+log = get_logger(__name__)
+
+
+TxnType = Literal[
+    'clear',
+    'transfer',
+
+    # TODO: see https://github.com/pikers/piker/issues/510
+    # 'split',
+    # 'rename',
+    # 'resize',
+    # 'removal',
+]
+
+
+class Transaction(Struct, frozen=True):
+
+    # NOTE: this is a unified acronym also used in our `MktPair`
+    # and can stand for any of a
+    # "fully qualified <blank> endpoint":
+    # - "market" in the case of financial trades
+    #   (btcusdt.spot.binance).
+    # - "merkel (tree)" aka a blockchain system "wallet tranfers"
+    #   (btc.blockchain)
+    # - "money" for tradtitional (digital databases)
+    #   *bank accounts* (usd.swift, eur.sepa)
+    fqme: str
+
+    tid: str | int  # unique transaction id
+    size: float
+    price: float
+    cost: float  # commisions or other additional costs
+    dt: DateTime
+
+    # the "event type" in terms of "market events" see above and
+    # https://github.com/pikers/piker/issues/510
+    etype: TxnType = 'clear'
+
+    # TODO: we can drop this right since we
+    # can instead expect the backend to provide this
+    # via the `MktPair`?
+    expiry: DateTime | None = None
+
+    # (optional) key-id defined by the broker-service backend which
+    # ensures the instrument-symbol market key for this record is unique
+    # in the "their backend/system" sense; i.e. this uid for the market
+    # as defined (internally) in some namespace defined by the broker
+    # service.
+    bs_mktid: str | int | None = None
+
+    def to_dict(
+        self,
+        **kwargs,
+    ) -> dict:
+        dct: dict[str, Any] = super().to_dict(**kwargs)
+
+        # ensure we use a pendulum formatted
+        # ISO style str here!@
+        dct['dt'] = str(self.dt)
+
+        return dct
+
+
+class TransactionLedger(UserDict):
+    '''
+    Very simple ``dict`` wrapper + ``pathlib.Path`` handle to
+    a TOML formatted transaction file for enabling file writes
+    dynamically whilst still looking exactly like a ``dict`` from the
+    outside.
+
+    '''
+    # NOTE: see `open_trade_ledger()` for defaults, this should
+    # never be constructed manually!
+    def __init__(
+        self,
+        ledger_dict: dict,
+        file_path: Path,
+        account: str,
+        mod: ModuleType,  # broker mod
+        tx_sort: Callable,
+        symcache: SymbologyCache,
+
+    ) -> None:
+        self.account: str = account
+        self.file_path: Path = file_path
+        self.mod: ModuleType = mod
+        self.tx_sort: Callable = tx_sort
+
+        self._symcache: SymbologyCache = symcache
+
+        # any added txns we keep in that form for meta-data
+        # gathering purposes
+        self._txns: dict[str, Transaction] = {}
+
+        super().__init__(ledger_dict)
+
+    def __repr__(self) -> str:
+        return (
+            f'TransactionLedger: {len(self)}\n'
+            f'{pformat(list(self.data))}'
+        )
+
+    @property
+    def symcache(self) -> SymbologyCache:
+        '''
+        Read-only ref to backend's ``SymbologyCache``.
+
+        '''
+        return self._symcache
+
+    def update_from_t(
+        self,
+        t: Transaction,
+    ) -> None:
+        '''
+        Given an input `Transaction`, cast to `dict` and update
+        from it's transaction id.
+
+        '''
+        self.data[t.tid] = t.to_dict()
+        self._txns[t.tid] = t
+
+    def iter_txns(
+        self,
+        symcache: SymbologyCache | None = None,
+
+    ) -> Generator[
+        Transaction,
+        None,
+        None,
+    ]:
+        '''
+        Deliver trades records in ``(key: str, t: Transaction)``
+        form via generator.
+
+        '''
+        symcache = symcache or self._symcache
+
+        if self.account == 'paper':
+            from piker.clearing import _paper_engine
+            norm_trade: Callable = partial(
+                _paper_engine.norm_trade,
+                brokermod=self.mod,
+            )
+
+        else:
+            norm_trade: Callable = self.mod.norm_trade
+
+        # datetime-sort and pack into txs
+        for tid, txdict in self.tx_sort(self.data.items()):
+            txn: Transaction = norm_trade(
+                tid,
+                txdict,
+                pairs=symcache.pairs,
+                symcache=symcache,
+            )
+            yield txn
+
+    def to_txns(
+        self,
+        symcache: SymbologyCache | None = None,
+
+    ) -> dict[str, Transaction]:
+        '''
+        Return entire output from ``.iter_txns()`` in a ``dict``.
+
+        '''
+        txns: dict[str, Transaction] = {}
+        for t in self.iter_txns(symcache=symcache):
+
+            if not t:
+                log.warning(f'{self.mod.name}:{self.account} TXN is -> {t}')
+                continue
+
+            txns[t.tid] = t
+
+        return txns
+
+    def write_config(self) -> None:
+        '''
+        Render the self.data ledger dict to its TOML file form.
+
+        ALWAYS order datetime sorted!
+
+        '''
+        is_paper: bool = self.account == 'paper'
+
+        symcache: SymbologyCache = self._symcache
+        towrite: dict[str, Any] = {}
+        for tid, txdict in self.tx_sort(self.data.copy()):
+            # write blank-str expiry for non-expiring assets
+            if (
+                'expiry' in txdict
+                and txdict['expiry'] is None
+            ):
+                txdict['expiry'] = ''
+
+            # (maybe) re-write old acro-key
+            if (
+                is_paper
+                # if symcache is empty/not supported (yet), don't
+                # bother xD
+                and symcache.mktmaps
+            ):
+                fqme: str = txdict.pop('fqsn', None) or txdict['fqme']
+                bs_mktid: str | None = txdict.get('bs_mktid')
+
+                if (
+
+                    fqme not in symcache.mktmaps
+                    or (
+                        # also try to see if this is maybe a paper
+                        # engine ledger in which case the bs_mktid
+                        # should be the fqme as well!
+                        bs_mktid
+                        and fqme != bs_mktid
+                    )
+                ):
+                    # always take any (paper) bs_mktid if defined and
+                    # in the backend's cache key set.
+                    if bs_mktid in symcache.mktmaps:
+                        fqme: str = bs_mktid
+                    else:
+                        best_fqme: str = list(symcache.search(fqme))[0]
+                        log.warning(
+                            f'Could not find FQME: {fqme} in qualified set?\n'
+                            f'Qualifying and expanding {fqme} -> {best_fqme}'
+                        )
+                        fqme = best_fqme
+
+                if (
+                    bs_mktid
+                    and bs_mktid != fqme
+                ):
+                    # in paper account case always make sure both the
+                    # fqme and bs_mktid are fully qualified..
+                    txdict['bs_mktid'] = fqme
+
+                # in paper ledgers always write the latest
+                # symbology key field: an FQME.
+                txdict['fqme'] = fqme
+
+            towrite[tid] = txdict
+
+        with self.file_path.open(mode='wb') as fp:
+            tomli_w.dump(towrite, fp)
+
+
+def load_ledger(
+    brokername: str,
+    acctid: str,
+
+    # for testing or manual load from file
+    dirpath: Path | None = None,
+
+) -> tuple[dict, Path]:
+    '''
+    Load a ledger (TOML) file from user's config directory:
+    $CONFIG_DIR/accounting/ledgers/trades_<brokername>_<acctid>.toml
+
+    Return its `dict`-content and file path.
+
+    '''
+    import time
+    try:
+        import tomllib
+    except ModuleNotFoundError:
+        import tomli as tomllib
+
+    ldir: Path = (
+        dirpath
+        or
+        config._config_dir / 'accounting' / 'ledgers'
+    )
+    if not ldir.is_dir():
+        ldir.mkdir()
+
+    fname = f'trades_{brokername}_{acctid}.toml'
+    fpath: Path = ldir / fname
+
+    if not fpath.is_file():
+        log.info(
+            f'Creating new local trades ledger: {fpath}'
+        )
+        fpath.touch()
+
+    with fpath.open(mode='rb') as cf:
+        start = time.time()
+        ledger_dict = tomllib.load(cf)
+        log.debug(f'Ledger load took {time.time() - start}s')
+
+    return ledger_dict, fpath
+
+
+@cm
+def open_trade_ledger(
+    broker: str,
+    account: str,
+
+    allow_from_sync_code: bool = False,
+    symcache: SymbologyCache | None = None,
+
+    # default is to sort by detected datetime-ish field
+    tx_sort: Callable = iter_by_dt,
+    rewrite: bool = False,
+
+    # for testing or manual load from file
+    _fp: Path | None = None,
+
+) -> Generator[TransactionLedger, None, None]:
+    '''
+    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.
+
+    '''
+    from ..brokers import get_brokermod
+    mod: ModuleType = get_brokermod(broker)
+
+    ledger_dict, fpath = load_ledger(
+        broker,
+        account,
+        dirpath=_fp,
+    )
+    cpy = ledger_dict.copy()
+
+    # XXX NOTE: if not provided presume we are being called from
+    # sync code and need to maybe run `trio` to generate..
+    if symcache is None:
+
+        # XXX: be mega pendantic and ensure the caller knows what
+        # they're doing!
+        if not allow_from_sync_code:
+            raise RuntimeError(
+                'You MUST set `allow_from_sync_code=True` when '
+                'calling `open_trade_ledger()` from sync code! '
+                'If you are calling from async code you MUST '
+                'instead pass a `symcache: SymbologyCache`!'
+            )
+
+        from ..data._symcache import (
+            get_symcache,
+        )
+        symcache: SymbologyCache = get_symcache(broker)
+
+    assert symcache
+
+    ledger = TransactionLedger(
+        ledger_dict=cpy,
+        file_path=fpath,
+        account=account,
+        mod=mod,
+        symcache=symcache,
+        tx_sort=getattr(mod, 'tx_sort', tx_sort),
+    )
+    try:
+        yield ledger
+    finally:
+        if (
+            ledger.data != ledger_dict
+            or rewrite
+        ):
+            # TODO: show diff output?
+            # https://stackoverflow.com/questions/12956957/print-diff-of-python-dictionaries
+            log.info(f'Updating ledger for {fpath}:\n')
+            ledger.write_config()

piker/accounting/_mktinfo.py

@@ -0,0 +1,766 @@
+# 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/>.
+
+'''
+Market (pair) meta-info layer: sane addressing semantics and meta-data
+for cross-provider marketplaces.
+
+We intoduce the concept of,
+
+- a FQMA: fully qualified market address,
+- a sane schema for FQMAs including derivatives,
+- a msg-serializeable description of markets for
+  easy sharing with other pikers B)
+
+'''
+from __future__ import annotations
+from decimal import (
+    Decimal,
+    ROUND_HALF_EVEN,
+)
+from typing import (
+    Any,
+    Literal,
+)
+
+from piker.types import Struct
+
+
+# TODO: make these literals..
+_underlyings: list[str] = [
+    'stock',
+    'bond',
+    'crypto',
+    'fiat',
+    'commodity',
+]
+
+_crypto_derivs: list[str] = [
+    'perpetual_future',
+    'crypto_future',
+]
+
+_derivs: list[str] = [
+    'swap',
+    'future',
+    'continuous_future',
+    'option',
+    'futures_option',
+
+    # if we can't figure it out, presume the worst XD
+    'unknown',
+]
+
+# NOTE: a tag for other subsystems to try
+# and do default settings for certain things:
+# - allocator does unit vs. dolla size limiting.
+AssetTypeName: Literal[
+    _underlyings
+    +
+    _derivs
+    +
+    _crypto_derivs
+]
+
+# egs. stock, futer, option, bond etc.
+
+
+def dec_digits(
+    value: float | str | Decimal,
+
+) -> int:
+    '''
+    Return the number of precision digits read from a decimal or float
+    value.
+
+    '''
+    if value == 0:
+        return 0
+
+    return int(
+        -Decimal(str(value)).as_tuple().exponent
+    )
+
+
+float_digits = dec_digits
+
+
+def digits_to_dec(
+    ndigits: int,
+) -> Decimal:
+    '''
+    Return the minimum float value for an input integer value.
+
+    eg. 3 -> 0.001
+
+    '''
+    if ndigits == 0:
+        return Decimal('0')
+
+    return Decimal('0.' + '0'*(ndigits-1) + '1')
+
+
+class Asset(Struct, frozen=True):
+    '''
+    Container type describing any transactable asset and its
+    contract-like and/or underlying technology meta-info.
+
+    '''
+    name: str
+    atype: str  # AssetTypeName
+
+    # minimum transaction size / precision.
+    # eg. for buttcoin this is a "satoshi".
+    tx_tick: Decimal
+
+    # NOTE: additional info optionally packed in by the backend, but
+    # should not be explicitly required in our generic API.
+    info: dict | None = None
+
+    # `None` is not toml-compat so drop info
+    # if no extra data added..
+    def to_dict(
+        self,
+        **kwargs,
+    ) -> dict:
+        dct = super().to_dict(**kwargs)
+        if (info := dct.pop('info', None)):
+            dct['info'] = info
+
+        assert dct['tx_tick']
+        return dct
+
+    @classmethod
+    def from_msg(
+        cls,
+        msg: dict[str, Any],
+    ) -> Asset:
+        return cls(
+            tx_tick=Decimal(str(msg.pop('tx_tick'))),
+            info=msg.pop('info', None),
+            **msg,
+        )
+
+    def __str__(self) -> str:
+        return self.name
+
+    def quantize(
+        self,
+        size: float,
+
+    ) -> Decimal:
+        '''
+        Truncate input ``size: float`` using ``Decimal``
+        quantized form of the digit precision defined
+        by ``self.lot_tick_size``.
+
+        '''
+        digits = float_digits(self.tx_tick)
+        return Decimal(size).quantize(
+            Decimal(f'1.{"0".ljust(digits, "0")}'),
+            rounding=ROUND_HALF_EVEN
+        )
+
+    @classmethod
+    def guess_from_mkt_ep_key(
+        cls,
+        mkt_ep_key: str,
+        atype: str | None = None,
+
+    ) -> Asset:
+        '''
+        A hacky guess method for presuming a (target) asset's properties
+        based on either the actualy market endpoint key, or config settings
+        from the user.
+
+        '''
+        atype = atype or 'unknown'
+
+        # attempt to strip off any source asset
+        # via presumed syntax of:
+        # - <dst>/<src>
+        # - <dst>.<src>
+        # - etc.
+        for char in ['/', '.']:
+            dst, _, src = mkt_ep_key.partition(char)
+            if src:
+                if not atype:
+                    atype = 'fiat'
+                break
+
+        return Asset(
+            name=dst,
+            atype=atype,
+            tx_tick=Decimal('0.01'),
+        )
+
+
+def maybe_cons_tokens(
+    tokens: list[Any],
+    delim_char: str = '.',
+) -> str:
+    '''
+    Construct `str` output from a maybe-concatenation of input
+    sequence of elements in ``tokens``.
+
+    '''
+    return delim_char.join(filter(bool, tokens)).lower()
+
+
+class MktPair(Struct, frozen=True):
+    '''
+    Market description for a pair of assets which are tradeable:
+    a market which enables transactions of the form,
+        buy: source asset -> destination asset
+        sell: destination asset -> source asset
+
+    The main intention of this type is for a **simple** cross-asset
+    venue/broker normalized descrption type from which all
+    market-auctions can be mapped from FQME identifiers.
+
+    TODO: our eventual target fqme format/schema is:
+    <dst>/<src>.<expiry>.<con_info_1>.<con_info_2>. -> .<venue>.<broker>
+          ^ -- optional tokens ------------------------------- ^
+
+
+    Notes:
+    ------
+
+    Some venues provide a different semantic (which we frankly find
+    confusing and non-general) such as "base" and "quote" asset.
+    For example this is how `binance` defines the terms:
+
+    https://binance-docs.github.io/apidocs/websocket_api/en/#public-api-definitions
+    https://binance-docs.github.io/apidocs/futures/en/#public-endpoints-info
+
+    - *base* asset refers to the asset that is the *quantity* of a symbol.
+    - *quote* asset refers to the asset that is the *price* of a symbol.
+
+    In other words the "quote" asset is the asset that the market
+    is pricing "buys" *in*, and the *base* asset it the one that the market
+    allows you to "buy" an *amount of*. Put more simply the *quote*
+    asset is our "source" asset and the *base* asset is our "destination"
+    asset.
+
+    This defintion can be further understood reading our
+    `.brokers.binance.api.Pair` type wherein the
+    `Pair.[quote/base]AssetPrecision` field determines the (transfer)
+    transaction precision available per asset; i.e. the satoshis
+    unit in bitcoin for representing the minimum size of a
+    transaction that can take place on the blockchain.
+
+    '''
+    dst: str | Asset
+    # "destination asset" (name) used to buy *to*
+    # (or used to sell *from*)
+
+    price_tick: Decimal  # minimum price increment
+    size_tick: Decimal  # minimum size (aka vlm) increment
+    # the tick size is the number describing the smallest step in value
+    # available in this market between the source and destination
+    # assets.
+    # https://en.wikipedia.org/wiki/Tick_size
+    # https://en.wikipedia.org/wiki/Commodity_tick
+    # https://en.wikipedia.org/wiki/Percentage_in_point
+
+    # unique "broker id" since every market endpoint provider
+    # has their own nomenclature and schema for market maps.
+    bs_mktid: str
+    broker: str  # the middle man giving access
+
+    # NOTE: to start this field is optional but should eventually be
+    # required; the reason is for backward compat since more positioning
+    # calculations were not originally stored with a src asset..
+
+    src: str | Asset = ''
+    # "source asset" (name) used to buy *from*
+    # (or used to sell *to*).
+
+    venue: str = ''  # market venue provider name
+    expiry: str = ''  # for derivs, expiry datetime parseable str
+
+    # destination asset's financial type/classification name
+    # NOTE: this is required for the order size allocator system,
+    # since we use different default settings based on the type
+    # of the destination asset, eg. futes use a units limits vs.
+    # equities a $limit.
+    # dst_type: AssetTypeName | None = None
+
+    # source asset's financial type/classification name
+    # TODO: is a src type required for trading?
+    # there's no reason to need any more then the one-way alloc-limiter
+    # config right?
+    # src_type: AssetTypeName
+
+    # for derivs, info describing contract, egs.
+    # strike price, call or put, swap type, exercise model, etc.
+    contract_info: list[str] | None = None
+
+    # TODO: rename to sectype since all of these can
+    # be considered "securities"?
+    _atype: str = ''
+
+    # allow explicit disable of the src part of the market
+    # pair name -> useful for legacy markets like qqq.nasdaq.ib
+    _fqme_without_src: bool = False
+
+    # NOTE: when cast to `str` return fqme
+    def __str__(self) -> str:
+        return self.fqme
+
+    def to_dict(
+        self,
+        **kwargs,
+    ) -> dict:
+        d = super().to_dict(**kwargs)
+        d['src'] = self.src.to_dict(**kwargs)
+
+        if not isinstance(self.dst, str):
+            d['dst'] = self.dst.to_dict(**kwargs)
+        else:
+            d['dst'] = str(self.dst)
+
+        d['price_tick'] = str(self.price_tick)
+        d['size_tick'] = str(self.size_tick)
+
+        if self.contract_info is None:
+            d.pop('contract_info')
+
+        # d.pop('_fqme_without_src')
+
+        return d
+
+    @classmethod
+    def from_msg(
+        cls,
+        msg: dict[str, Any],
+
+    ) -> MktPair:
+        '''
+        Constructor for a received msg-dict normally received over IPC.
+
+        '''
+        if not isinstance(
+            dst_asset_msg := msg.pop('dst'),
+            str,
+        ):
+            dst: Asset = Asset.from_msg(dst_asset_msg)  # .copy()
+        else:
+            dst: str = dst_asset_msg
+
+        src_asset_msg: dict = msg.pop('src')
+        src: Asset = Asset.from_msg(src_asset_msg)  # .copy()
+
+        # XXX NOTE: ``msgspec`` can encode `Decimal` but it doesn't
+        # decide to it by default since we aren't spec-cing these
+        # msgs as structs proper to get them to decode implictily
+        # (yet) as per,
+        # - https://github.com/pikers/piker/pull/354
+        # - https://github.com/goodboy/tractor/pull/311
+        # SO we have to ensure we do a struct type
+        # case (which `.copy()` does) to ensure we get the right
+        # type!
+        return cls(
+            dst=dst,
+            src=src,
+            price_tick=Decimal(msg.pop('price_tick')),
+            size_tick=Decimal(msg.pop('size_tick')),
+            **msg,
+        ).copy()
+
+    @property
+    def resolved(self) -> bool:
+        return isinstance(self.dst, Asset)
+
+    @classmethod
+    def from_fqme(
+        cls,
+        fqme: str,
+
+        price_tick: float | str,
+        size_tick: float | str,
+        bs_mktid: str,
+
+        broker: str | None = None,
+        **kwargs,
+
+    ) -> MktPair:
+
+        _fqme: str = fqme
+        if (
+            broker
+            and broker not in fqme
+        ):
+            _fqme = f'{fqme}.{broker}'
+
+        broker, mkt_ep_key, venue, expiry = unpack_fqme(_fqme)
+
+        kven: str = kwargs.pop('venue', venue)
+        if venue:
+            assert venue == kven
+        else:
+            venue = kven
+
+        exp: str = kwargs.pop('expiry', expiry)
+        if expiry:
+            assert exp == expiry
+        else:
+            expiry = exp
+
+        dst: Asset = Asset.guess_from_mkt_ep_key(
+            mkt_ep_key,
+            atype=kwargs.get('_atype'),
+        )
+
+        # XXX: loading from a fqme string will
+        # leave this pair as "un resolved" meaning
+        # we don't yet have `.dst` set as an `Asset`
+        # which we expect to be filled in by some
+        # backend client with access to that data-info.
+        return cls(
+            dst=dst,
+            # XXX: not resolved to ``Asset`` :(
+            #src=src,
+
+            broker=broker,
+            venue=venue,
+            # XXX NOTE: we presume this token
+            # if the expiry for now!
+            expiry=expiry,
+
+            price_tick=price_tick,
+            size_tick=size_tick,
+            bs_mktid=bs_mktid,
+
+            **kwargs,
+
+        ).copy()
+
+    @property
+    def key(self) -> str:
+        '''
+        The "endpoint key" for this market.
+
+        '''
+        return self.pair
+
+    def pair(
+        self,
+        delim_char: str | None = None,
+    ) -> str:
+        '''
+        The "endpoint asset pair key" for this market.
+        Eg. mnq/usd or btc/usdt or xmr/btc
+
+        In most other tina platforms this is referred to as the
+        "symbol".
+
+        '''
+        return maybe_cons_tokens(
+            [str(self.dst),
+             str(self.src)],
+            # TODO: make the default '/'
+            delim_char=delim_char or '',
+        )
+
+    @property
+    def suffix(self) -> str:
+        '''
+        The "contract suffix" for this market.
+
+        Eg. mnq/usd.20230616.cme.ib
+                    ^ ----- ^
+        or tsla/usd.20230324.200c.cboe.ib
+                    ^ ---------- ^
+
+        In most other tina platforms they only show you these details in
+        some kinda "meta data" format, we have FQMEs so we do this up
+        front and explicit.
+
+        '''
+        field_strs = [self.expiry]
+        con_info = self.contract_info
+        if con_info is not None:
+            field_strs.extend(con_info)
+
+        return maybe_cons_tokens(field_strs)
+
+    def get_fqme(
+        self,
+
+        # NOTE: allow dropping the source asset from the
+        # market endpoint's pair key. Eg. to change
+        # mnq/usd.<> -> mnq.<> which is useful when
+        # searching (legacy) stock exchanges.
+        without_src: bool = False,
+        delim_char: str | None = None,
+
+    ) -> str:
+        '''
+        Return the fully qualified market endpoint-address for the
+        pair of transacting assets.
+
+        fqme = "fully qualified market endpoint"
+
+        And yes, you pronounce it colloquially as read..
+
+        Basically the idea here is for all client code (consumers of piker's
+        APIs which query the data/broker-provider agnostic layer(s)) should be
+        able to tell which backend / venue / derivative each data feed/flow is
+        from by an explicit string-key of the current form:
+
+        <market-instrument-name>
+            .<venue>
+            .<expiry>
+            .<derivative-suffix-info>
+            .<brokerbackendname>
+
+        eg. for an explicit daq mini futes contract: mnq.cme.20230317.ib
+
+        TODO: I have thoughts that we should actually change this to be
+        more like an "attr lookup" (like how the web should have done
+        urls, but marketting peeps ruined it etc. etc.)
+
+        <broker>.<venue>.<instrumentname>.<suffixwithmetadata>
+
+        TODO:
+        See community discussion on naming and nomenclature, order
+        of addressing hierarchy, general schema, internal representation:
+
+        https://github.com/pikers/piker/issues/467
+
+        '''
+        key: str = (
+            self.pair(delim_char=delim_char)
+            if not (without_src or self._fqme_without_src)
+            else str(self.dst)
+        )
+
+        return maybe_cons_tokens([
+            key,  # final "pair name" (eg. qqq[/usd], btcusdt)
+            self.venue,
+            self.suffix,  # includes expiry and other con info
+            self.broker,
+        ])
+
+    # NOTE: the main idea behind an fqme is to map a "market address"
+    # to some endpoint from a transaction provider (eg. a broker) such
+    # that we build a table of `fqme: str -> bs_mktid: Any` where any "piker
+    # market address" maps 1-to-1 to some broker trading endpoint.
+    # @cached_property
+    fqme = property(get_fqme)
+
+    def get_bs_fqme(
+        self,
+        **kwargs,
+    ) -> str:
+        '''
+        FQME sin broker part XD
+
+        '''
+        sin_broker, *_ = self.get_fqme(**kwargs).rpartition('.')
+        return sin_broker
+
+    bs_fqme = property(get_bs_fqme)
+
+    @property
+    def fqsn(self) -> str:
+        return self.fqme
+
+    def quantize(
+        self,
+        size: float,
+
+        quantity_type: Literal['price', 'size'] = 'size',
+
+    ) -> Decimal:
+        '''
+        Truncate input ``size: float`` using ``Decimal``
+        and ``.size_tick``'s # of digits.
+
+        '''
+        match quantity_type:
+            case 'price':
+                digits = float_digits(self.price_tick)
+            case 'size':
+                digits = float_digits(self.size_tick)
+
+        return Decimal(size).quantize(
+            Decimal(f'1.{"0".ljust(digits, "0")}'),
+            rounding=ROUND_HALF_EVEN
+        )
+
+    # TODO: BACKWARD COMPAT, TO REMOVE?
+    @property
+    def type_key(self) -> str:
+
+        # if set explicitly then use it!
+        if self._atype:
+            return self._atype
+
+        if isinstance(self.dst, Asset):
+            return str(self.dst.atype)
+
+        return 'UNKNOWN'
+
+    @property
+    def price_tick_digits(self) -> int:
+        return float_digits(self.price_tick)
+
+    @property
+    def size_tick_digits(self) -> int:
+        return float_digits(self.size_tick)
+
+
+def unpack_fqme(
+    fqme: str,
+
+    broker: str | None = None
+
+) -> tuple[str, ...]:
+    '''
+    Unpack a fully-qualified-symbol-name to ``tuple``.
+
+    '''
+    venue = ''
+    suffix = ''
+
+    # TODO: probably reverse the order of all this XD
+    tokens = fqme.split('.')
+
+    match tokens:
+        case [mkt_ep, broker]:
+            # probably crypto
+            return (
+                broker,
+                mkt_ep,
+                '',
+                '',
+            )
+
+        # TODO: swap venue and suffix/deriv-info here?
+        case [mkt_ep, venue, suffix, broker]:
+            pass
+
+        # handle `bs_mktid` + `broker` input case
+        case [
+            mkt_ep, venue, suffix
+        ] if (
+            broker
+            and suffix != broker
+        ):
+            pass
+
+        case [mkt_ep, venue, broker]:
+            suffix = ''
+
+        case _:
+            raise ValueError(f'Invalid fqme: {fqme}')
+
+    return (
+        broker,
+        mkt_ep,
+        venue,
+        # '.'.join([mkt_ep, venue]),
+        suffix,
+    )
+
+
+class Symbol(Struct):
+    '''
+    I guess this is some kinda container thing for dealing with
+    all the different meta-data formats from brokers?
+
+    '''
+    key: str
+
+    broker: str = ''
+    venue: str = ''
+
+    # precision descriptors for price and vlm
+    tick_size: Decimal = Decimal('0.01')
+    lot_tick_size: Decimal = Decimal('0.0')
+
+    suffix: str = ''
+    broker_info: dict[str, dict[str, Any]] = {}
+
+    @classmethod
+    def from_fqme(
+        cls,
+        fqsn: str,
+        info: dict[str, Any],
+
+    ) -> Symbol:
+        broker, mktep, venue, suffix = unpack_fqme(fqsn)
+        tick_size = info.get('price_tick_size', 0.01)
+        lot_size = info.get('lot_tick_size', 0.0)
+
+        return Symbol(
+            broker=broker,
+            key=mktep,
+            tick_size=tick_size,
+            lot_tick_size=lot_size,
+            venue=venue,
+            suffix=suffix,
+            broker_info={broker: info},
+        )
+
+    @property
+    def type_key(self) -> str:
+        return list(self.broker_info.values())[0]['asset_type']
+
+    @property
+    def tick_size_digits(self) -> int:
+        return float_digits(self.tick_size)
+
+    @property
+    def lot_size_digits(self) -> int:
+        return float_digits(self.lot_tick_size)
+
+    @property
+    def price_tick(self) -> Decimal:
+        return Decimal(str(self.tick_size))
+
+    @property
+    def size_tick(self) -> Decimal:
+        return Decimal(str(self.lot_tick_size))
+
+    @property
+    def broker(self) -> str:
+        return list(self.broker_info.keys())[0]
+
+    @property
+    def fqme(self) -> str:
+        return maybe_cons_tokens([
+            self.key,  # final "pair name" (eg. qqq[/usd], btcusdt)
+            self.venue,
+            self.suffix,  # includes expiry and other con info
+            self.broker,
+        ])
+
+    def quantize(
+        self,
+        size: float,
+    ) -> Decimal:
+        digits = float_digits(self.lot_tick_size)
+        return Decimal(size).quantize(
+            Decimal(f'1.{"0".ljust(digits, "0")}'),
+            rounding=ROUND_HALF_EVEN
+        )
+
+    # NOTE: when cast to `str` return fqme
+    def __str__(self) -> str:
+        return self.fqme

piker/accounting/_pos.py

@@ -0,0 +1,983 @@
+# 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 __future__ import annotations
+from contextlib import contextmanager as cm
+from decimal import Decimal
+from pprint import pformat
+from pathlib import Path
+from types import ModuleType
+from typing import (
+    Any,
+    Iterator,
+    Generator
+)
+
+import pendulum
+from pendulum import (
+    datetime,
+    now,
+)
+import polars as pl
+import tomlkit
+
+from ._ledger import (
+    Transaction,
+    TransactionLedger,
+)
+from ._mktinfo import (
+    MktPair,
+    Asset,
+    unpack_fqme,
+)
+from .calc import (
+    ppu,
+    # iter_by_dt,
+)
+from .. import config
+from ..clearing._messages import (
+    BrokerdPosition,
+)
+from piker.types import Struct
+from piker.data._symcache import SymbologyCache
+from ..log import get_logger
+
+log = get_logger(__name__)
+
+
+class Position(Struct):
+    '''
+    An asset "position" model with attached clearing transaction history.
+
+    A financial "position" in `piker` terms is a summary of accounting
+    metrics computed from a transaction ledger; generally it describes
+    some accumulative "size" and "average price" from the summarized
+    underlying transaction set.
+
+    In piker we focus on the `.ppu` (price per unit) and the `.bep`
+    (break even price) including all transaction entries and exits since
+    the last "net-zero" size of the destination asset's holding.
+
+    This interface serves as an object API for computing and
+    tracking positions as well as supports serialization for
+    storage in the local file system (in TOML) and to interchange
+    as a msg over IPC.
+
+    '''
+    mkt: MktPair
+
+    # can be +ve or -ve for long/short
+    # size: float
+
+    # "price-per-unit price" above or below which pnl moves above and
+    # below zero for the entirety of the current "trade state". The ppu
+    # is only modified on "increases of" the absolute size of a position
+    # in one of a long/short "direction" (i.e. abs(.size_i) > 0 after
+    # the next transaction given .size was > 0 before that tx, and vice
+    # versa for -ve sized positions).
+    # ppu: float
+
+    # TODO: break-even-price support!
+    # bep: float
+
+    # unique "backend system market id"
+    bs_mktid: str
+
+    split_ratio: int | None = None
+
+    # TODO: use a `pl.DataFrame` intead?
+    _events: dict[str, Transaction | dict] = {}
+
+    @property
+    def expiry(self) -> datetime | None:
+        '''
+        Security expiry if it has a limited lifetime.
+
+        For non-derivative markets this is normally `None`.
+
+        '''
+        exp: str | None = self.mkt.expiry
+        if exp is None:
+            return None
+
+        match exp.lower():
+            # empty str, 'perp' (contract) or simply a null
+            # signifies instrument with NO expiry.
+            case 'perp' | '' | None:
+                return None
+
+            case str():
+                return pendulum.parse(exp)
+
+            case _:
+                raise ValueError(
+                    f'Unhandled `MktPair.expiry`: `{exp}`'
+                )
+
+    # 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 bep() -> float:
+    #     ...
+    def clears_df(self) -> pl.DataFrame:
+        ...
+
+    def clearsitems(self) -> list[(str, dict)]:
+        return ppu(
+            self.iter_by_type('clear'),
+            as_ledger=True
+        )
+
+    def iter_by_type(
+        self,
+        etype: str,
+
+    ) -> Iterator[dict | Transaction]:
+        '''
+        Iterate the internally managed ``._events: dict`` table in
+        datetime-stamped order.
+
+        '''
+        # sort on the expected datetime field
+        # for event in iter_by_dt(
+        for event in sorted(
+            self._events.values(),
+            key=lambda entry: entry.dt
+        ):
+            # if event.etype == etype:
+            match event:
+                case (
+                    {'etype': _etype} |
+                    Transaction(etype=str(_etype))
+                ):
+                    assert _etype == etype
+                    yield event
+
+
+    def minimized_clears(self) -> dict[str, dict]:
+        '''
+        Minimize the position's clears entries by removing
+        all transactions before the last net zero size except for when
+        a clear event causes a position "side" change (i.e. long to short
+        after a single fill) wherein we store the transaction prior to the
+        net-zero pass.
+
+        This avoids unnecessary history irrelevant to the current
+        non-net-zero size state when serializing for offline storage.
+
+        '''
+        # scan for the last "net zero" position by iterating
+        # transactions until the next net-zero cumsize, rinse,
+        # repeat.
+        cumsize: float = 0
+        clears_since_zero: list[dict] = []
+
+        for tid, cleardict in self.clearsitems():
+            cumsize = float(
+                # self.mkt.quantize(cumsize + cleardict['tx'].size
+                self.mkt.quantize(cleardict['cumsize'])
+            )
+            clears_since_zero.append(cleardict)
+
+            # NOTE: always pop sign change since we just use it to
+            # determine which entry to clear "up to".
+            sign_change: bool = cleardict.pop('sign_change')
+            if cumsize == 0:
+                clears_since_zero = clears_since_zero[:-2]
+                # clears_since_zero.clear()
+
+            elif sign_change:
+                clears_since_zero = clears_since_zero[:-1]
+
+        return clears_since_zero
+
+    def to_pretoml(self) -> tuple[str, dict]:
+        '''
+        Prep this position's data contents for export as an entry
+        in a TOML "account file" (such as
+        `account.binance.paper.toml`) including re-structuring of
+        the ``._events`` entries as an array of inline-subtables
+        for better ``pps.toml`` compactness.
+
+        '''
+        mkt: MktPair = self.mkt
+        assert isinstance(mkt, MktPair)
+
+        # 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
+        fqme: str = mkt.fqme
+        broker, mktep, venue, suffix = unpack_fqme(fqme)
+
+        # an asset resolved mkt where we have ``Asset`` info about
+        # each tradeable asset in the market.
+        asset_type: str = 'n/a'
+        if mkt.resolved:
+            dst: Asset = mkt.dst
+            asset_type = dst.atype
+
+        asdict: dict[str, Any] = {
+            'bs_mktid': self.bs_mktid,
+            # 'expiry': self.expiry or '',
+            'asset_type': asset_type,
+            'price_tick': mkt.price_tick,
+            'size_tick': mkt.size_tick,
+        }
+        if exp := self.expiry:
+            asdict['expiry'] = exp
+
+        clears_since_zero: list[dict] = self.minimized_clears()
+
+        # setup a "multi-line array of inline tables" which we call
+        # the "clears table", contained by each position entry in
+        # an "account file".
+        clears_table: tomlkit.Array = tomlkit.array()
+        clears_table.multiline(
+            multiline=True,
+            indent='',
+        )
+
+        for entry in clears_since_zero:
+            inline_table = tomlkit.inline_table()
+
+            # insert optional clear fields in column order
+            for k in ['ppu', 'cumsize']:
+                if val := entry.get(k):
+                    inline_table[k] = val
+
+            # insert required fields
+            for k in ['price', 'size', 'cost']:
+                inline_table[k] = entry[k]
+
+            # NOTE: we don't actually need to serialize datetime to parsable `str`
+            # since `tomlkit` supports a native `DateTime` but
+            # seems like we're not doing it entirely in clearing
+            # tables yet?
+            inline_table['dt'] = entry['dt']  # .isoformat('T')
+
+            tid: str = entry['tid']
+            inline_table['tid'] = tid
+            clears_table.append(inline_table)
+
+        # assert not events
+        asdict['clears'] = clears_table
+
+        return fqme, asdict
+
+    def update_from_msg(
+        self,
+        msg: BrokerdPosition,
+
+    ) -> None:
+        '''
+        Hard-set the current position from a remotely-received
+        (normally via IPC) msg by applying the msg as the one (and
+        only) txn in the `._events` table thus forcing the current
+        asset allocation blindly.
+
+        '''
+        mkt: MktPair = self.mkt
+        now_dt: pendulum.DateTime = now()
+        now_str: str = str(now_dt)
+
+        # XXX: wipe all prior txn history since we wanted it we wouldn't
+        # be using this method to compute our state!
+        self._events.clear()
+
+        # NOTE WARNING XXX: we summarize the pos with a single
+        # summary transaction (for now) until we either pass THIS
+        # type as msg directly from emsd or come up with a better
+        # way?
+        t = Transaction(
+            fqme=mkt.fqme,
+            bs_mktid=mkt.bs_mktid,
+            size=msg['size'],
+            price=msg['avg_price'],
+            cost=0,
+
+            # NOTE: special provisions required!
+            # - tid needs to be unique or this txn will be ignored!!
+            tid=now_str,
+
+            # TODO: also figure out how to avoid this!
+            dt=now_dt,
+        )
+        self.add_clear(t)
+
+    @property
+    def dsize(self) -> float:
+        '''
+        The "dollar" size of the pp, normally in source asset
+        (fiat) units.
+
+        '''
+        return self.ppu * self.cumsize
+
+    def expired(self) -> bool:
+        '''
+        Predicate which checks if the contract/instrument is past
+        its expiry.
+
+        '''
+        return bool(self.expiry) and self.expiry < now()
+
+    def add_clear(
+        self,
+        t: Transaction,
+    ) -> bool:
+        '''
+        Update clearing table by calculating the rolling ppu and
+        (accumulative) size in both the clears entry and local
+        attrs state.
+
+        Inserts are always done in datetime sorted order.
+
+        '''
+        # added: bool = False
+        tid: str = t.tid
+        if tid in self._events:
+            log.warning(f'{t} is already added?!')
+            # return added
+
+        # TODO: apparently this IS possible with a dict but not
+        # common and probably not that beneficial unless we're also
+        # going to do cum-calcs on each insert?
+        # https://stackoverflow.com/questions/38079171/python-insert-new-element-into-sorted-list-of-dictionaries
+        # from bisect import insort
+        # insort(
+        #     self._clears,
+        #     clear,
+        #     key=lambda entry: entry['dt']
+        # )
+        self._events[tid] = t
+        return True
+
+    # TODO: compute these incrementally instead
+    # of re-looping through each time resulting in O(n**2)
+    # behaviour..? Can we have some kinda clears len to cached
+    # output subsys?
+    def calc_ppu(self) -> float:
+        return ppu(self.iter_by_type('clear'))
+
+        # # return self.clearsdict()
+        # # )
+        # return list(self.clearsdict())[-1][1]['ppu']
+
+    @property
+    def ppu(self) -> float:
+        return round(
+            self.calc_ppu(),
+            ndigits=self.mkt.price_tick_digits,
+        )
+
+    def calc_size(self) -> float:
+        '''
+        Calculate the unit size of this position in the destination
+        asset using the clears/trade event table; zero if expired.
+
+        '''
+        # time-expired pps (normally derivatives) are "closed"
+        # and have a zero size.
+        if self.expired():
+            return 0.
+
+        clears: list[(str, dict)] = self.clearsitems()
+        if clears:
+            return clears[-1][1]['cumsize']
+        else:
+            return 0.
+
+        # if self.split_ratio is not None:
+        #     size = round(size * self.split_ratio)
+
+        # return float(
+        #     self.mkt.quantize(size),
+        # )
+
+    # TODO: ideally we don't implicitly recompute the
+    # full sequence from `.clearsdict()` every read..
+    # the writer-updates-local-attr-state was actually kinda nice
+    # before, but sometimes led to hard to detect bugs when
+    # state was de-synced.
+    @property
+    def cumsize(self) -> float:
+
+        if (
+            self.expiry
+            and self.expiry < now()
+        ):
+            return 0
+
+        return round(
+            self.calc_size(),
+            ndigits=self.mkt.size_tick_digits,
+        )
+
+    # TODO: once we have an `.events` table with diff
+    # mkt event types..?
+    # def suggest_split(self) -> float:
+    #     ...
+
+
+class Account(Struct):
+    '''
+    The real-time (double-entry accounting) state of
+    a given **asset ownership tracking system**, normally offered
+    or measured from some brokerage, CEX or (implied virtual)
+    summary crypto$ "wallets" aggregated and tracked over some set
+    of DEX-es.
+
+    Both market-mapped and ledger-system-native (aka inter-account
+    "transfers") transactions are accounted and they pertain to
+    (implied) PnL relatve to any other accountable asset.
+
+    More specifically in piker terms, an account tracks all of:
+
+    - the *balances* of all assets currently available for use either
+      in (future) market or (inter-account/wallet) transfer
+      transactions.
+    - a transaction *ledger* from a given brokerd backend whic
+      is a recording of all (know) such transactions from the past.
+    - a set of financial *positions* as measured from the current
+      ledger state.
+
+    See the semantic origins from double-bookeeping:
+    https://en.wikipedia.org/wiki/Double-entry_bookkeeping
+
+    '''
+    mod: ModuleType
+    acctid: str
+    pps: dict[str, Position]
+
+    conf_path: Path
+    conf: dict | None = {}
+
+    # TODO: track a table of asset balances as `.balances:
+    # dict[Asset, float]`?
+
+    @property
+    def brokername(self) -> str:
+        return self.mod.name
+
+    def update_from_ledger(
+        self,
+        ledger: TransactionLedger | dict[str, Transaction],
+        cost_scalar: float = 2,
+        symcache: SymbologyCache | None = None,
+
+        _mktmap_table: dict[str, MktPair] | None = None,
+
+    ) -> dict[str, Position]:
+        '''
+        Update the internal `.pps[str, Position]` table from input
+        transactions recomputing the price-per-unit (ppu) and
+        accumulative size for each entry.
+
+        '''
+        if (
+            not isinstance(ledger, TransactionLedger)
+        ):
+            if symcache is None:
+                raise RuntimeError(
+                    'No ledger provided!\n'
+                    'We can not determine the `MktPair`s without a symcache..\n'
+                    'Please provide `symcache: SymbologyCache` when '
+                    'processing NEW positions!'
+                )
+            itertxns = sorted(
+                ledger.values(),
+                key=lambda t: t.dt,
+            )
+        else:
+            itertxns = ledger.iter_txns()
+            symcache = ledger.symcache
+
+        pps = self.pps
+        updated: dict[str, Position] = {}
+
+        # lifo update all pps from records, ensuring
+        # we compute the PPU and size sorted in time!
+        for txn in itertxns:
+            fqme: str = txn.fqme
+            bs_mktid: str = txn.bs_mktid
+
+            # template the mkt-info presuming a legacy market ticks
+            # if no info exists in the transactions..
+            try:
+                mkt: MktPair = symcache.mktmaps[fqme]
+            except KeyError:
+                if _mktmap_table is None:
+                    raise
+
+                # XXX: caller is allowed to provide a fallback
+                # mktmap table for the case where a new position is
+                # being added and the preloaded symcache didn't
+                # have this entry prior (eg. with frickin IB..)
+                mkt = _mktmap_table[fqme]
+
+            if not (pos := pps.get(bs_mktid)):
+
+                assert isinstance(
+                    mkt,
+                    MktPair,
+                )
+
+                # if no existing pos, allocate fresh one.
+                pos = pps[bs_mktid] = Position(
+                    mkt=mkt,
+                    bs_mktid=bs_mktid,
+                )
+            else:
+                # NOTE: if for some reason a "less resolved" mkt pair
+                # info has been set (based on the `.fqme` being
+                # a shorter string), instead use the one from the
+                # transaction since it likely has (more) full
+                # information from the provider.
+                if len(pos.mkt.fqme) < len(fqme):
+                    pos.mkt = mkt
+
+            # update clearing acnt!
+            # 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; `Position.add_clear()` stores txs in
+            # a `._events: dict[tid, tx]` which should always
+            # ensure this is true!
+            pos.add_clear(txn)
+            updated[txn.bs_mktid] = pos
+
+        # NOTE: deliver only the position entries that were
+        # actually updated (modified the state) from the input
+        # transaction set.
+        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 bs_mktid in list(pp_objs):
+            pos = pp_objs[bs_mktid]
+            # pos.ensure_state()
+
+            # "net-zero" is a "closed" position
+            if pos.cumsize == 0:
+                # NOTE: we DO NOT pop the pos 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[bs_mktid] = pos
+
+            else:
+                open_pp_objs[bs_mktid] = pos
+
+        return open_pp_objs, closed_pp_objs
+
+    def prep_toml(
+        self,
+        active: dict[str, Position] | None = None,
+
+    ) -> dict[str, Any]:
+
+        if active is None:
+            active, _ = self.dump_active()
+
+        # ONLY dict-serialize all active positions; those that are
+        # closed we don't store in the ``pps.toml``.
+        to_toml_dict: dict[str, Any] = {}
+
+        pos: Position
+        for bs_mktid, pos in active.items():
+            # pos.ensure_state()
+
+            # serialize to pre-toml form
+            # NOTE: we only store the minimal amount of clears that
+            # make up this position since the last net-zero state,
+            # see `Position.to_pretoml()` for details
+            fqme, asdict = pos.to_pretoml()
+
+            # clears: list[dict] = asdict['clears']
+            # assert 'Datetime' not in [0]['dt']
+            log.info(f'Updating active pp: {fqme}')
+
+            # XXX: ugh, it's cuz we push the section under
+            # the broker name.. maybe we need to rethink this?
+            brokerless_key = fqme.removeprefix(f'{self.brokername}.')
+            to_toml_dict[brokerless_key] = asdict
+
+        return to_toml_dict
+
+    def write_config(self) -> None:
+        '''
+        Write the current account state to the user's account TOML file, normally
+        something like ``pps.toml``.
+
+        '''
+        # TODO: show diff output?
+        # https://stackoverflow.com/questions/12956957/print-diff-of-python-dictionaries
+        # active, closed_pp_objs = acnt.dump_active()
+
+        active, closed = self.dump_active()
+        pp_entries = self.prep_toml(active=active)
+        if pp_entries:
+            log.info(
+                f'Updating positions in ``{self.conf_path}``:\n'
+                f'n{pformat(pp_entries)}'
+            )
+
+            if self.brokername in self.conf:
+                log.warning(
+                    f'Rewriting {self.conf_path} keys to drop <broker.acct>!'
+                )
+                # legacy key schema including <brokername.account>, so
+                # rewrite all entries to drop those tables since we now
+                # put that in the filename!
+                accounts = self.conf.pop(self.brokername)
+                assert len(accounts) == 1
+                entries = accounts.pop(self.acctid)
+                self.conf.update(entries)
+
+            self.conf.update(pp_entries)
+
+            # drop any entries that are computed as net-zero
+            # we don't care about storing in the pps file.
+            if closed:
+                bs_mktid: str
+                for bs_mktid, pos in closed.items():
+                    fqme: str = pos.mkt.fqme
+                    if fqme in self.conf:
+                        self.conf.pop(fqme)
+                    else:
+                        # TODO: we reallly need a diff set of
+                        # loglevels/colors per subsys.
+                        log.warning(
+                            f'Recent position for {fqme} was closed!'
+                        )
+
+        # if there are no active position entries according
+        # to the toml dump output above, then clear the config
+        # file of all entries.
+        elif self.conf:
+            for entry in list(self.conf):
+                del self.conf[entry]
+
+        # XXX WTF: if we use a tomlkit.Integer here we get this
+        # super weird --1 thing going on for cumsize!?1!
+        # NOTE: the fix was to always float() the size value loaded
+        # in open_pps() below!
+        config.write(
+            config=self.conf,
+            path=self.conf_path,
+            fail_empty=False,
+        )
+
+
+def load_account(
+    brokername: str,
+    acctid: str,
+
+    dirpath: Path | None = None,
+
+) -> tuple[dict, Path]:
+    '''
+    Load a accounting (with positions) file from
+    $CONFIG_DIR/accounting/account.<brokername>.<acctid>.toml
+
+    Where normally $CONFIG_DIR = ~/.config/piker/
+    and we implicitly create a accounting subdir which should
+    normally be linked to a git repo managed by the user B)
+
+    '''
+    legacy_fn: str = f'pps.{brokername}.{acctid}.toml'
+    fn: str = f'account.{brokername}.{acctid}.toml'
+
+    dirpath: Path = dirpath or (config._config_dir / 'accounting')
+    if not dirpath.is_dir():
+        dirpath.mkdir()
+
+    conf, path = config.load(
+        path=dirpath / fn,
+        decode=tomlkit.parse,
+        touch_if_dne=True,
+    )
+
+    if not conf:
+        legacypath = dirpath / legacy_fn
+        log.warning(
+            f'Your account file is using the legacy `pps.` prefix..\n'
+            f'Rewriting contents to new name -> {path}\n'
+            'Please delete the old file!\n'
+            f'|-> {legacypath}\n'
+        )
+        if legacypath.is_file():
+            legacy_config, _ = config.load(
+                path=legacypath,
+
+                # TODO: move to tomlkit:
+                # - needs to be fixed to support bidict?
+                #   https://github.com/sdispater/tomlkit/issues/289
+                # - we need to use or fork's fix to do multiline array
+                #   indenting.
+                decode=tomlkit.parse,
+            )
+            conf.update(legacy_config)
+
+            # XXX: override the presumably previously non-existant
+            # file with legacy's contents.
+            config.write(
+                conf,
+                path=path,
+                fail_empty=False,
+            )
+
+    return conf, path
+
+
+# TODO: make this async and offer a `get_account()` that
+# can be used from sync code which does the same thing as
+# open_trade_ledger()!
+@cm
+def open_account(
+    brokername: str,
+    acctid: str,
+    write_on_exit: bool = False,
+
+    # for testing or manual load from file
+    _fp: Path | None = None,
+
+) -> Generator[Account, None, None]:
+    '''
+    Read out broker-specific position entries from
+    incremental update file: ``pps.toml``.
+
+    '''
+    conf: dict
+    conf_path: Path
+    conf, conf_path = load_account(
+        brokername,
+        acctid,
+        dirpath=_fp,
+    )
+
+    if brokername in conf:
+        log.warning(
+            f'Rewriting {conf_path} keys to drop <broker.acct>!'
+        )
+        # legacy key schema including <brokername.account>, so
+        # rewrite all entries to drop those tables since we now
+        # put that in the filename!
+        accounts = conf.pop(brokername)
+        for acctid in accounts.copy():
+            entries = accounts.pop(acctid)
+            conf.update(entries)
+
+    # 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?
+    from ..brokers import get_brokermod
+    mod: ModuleType = get_brokermod(brokername)
+
+    pp_objs: dict[str, Position] = {}
+    acnt = Account(
+        mod,
+        acctid,
+        pp_objs,
+        conf_path,
+        conf=conf,
+    )
+
+    # unmarshal/load ``pps.toml`` config entries into object form
+    # and update `Account` obj entries.
+    for fqme, entry in conf.items():
+
+        # unique broker-backend-system market id
+        bs_mktid = str(
+            entry.get('bsuid')
+            or entry.get('bs_mktid')
+        )
+        price_tick = Decimal(str(
+            entry.get('price_tick_size')
+            or entry.get('price_tick')
+            or '0.01'
+        ))
+        size_tick = Decimal(str(
+            entry.get('lot_tick_size')
+            or entry.get('size_tick')
+            or '0.0'
+        ))
+
+        # load the pair using the fqme which
+        # will make the pair "unresolved" until
+        # the backend broker actually loads
+        # the market and position info.
+        mkt = MktPair.from_fqme(
+            fqme,
+            price_tick=price_tick,
+            size_tick=size_tick,
+            bs_mktid=bs_mktid,
+        )
+
+        # TODO: RE: general "events" instead of just "clears":
+        # - make this an `events` field and support more event types
+        #   such as 'split', 'name_change', 'mkt_info', etc..
+        # - should be make a ``Struct`` for clear/event entries? convert
+        #   "clear events table" from the toml config (list of a dicts)
+        #   and load it into object form for use in position processing of
+        #   new clear events.
+
+        # convert clears sub-tables (only in this form
+        # for toml re-presentation) back into a master table.
+        toml_clears_list: list[dict[str, Any]] = entry['clears']
+        trans: list[Transaction] = []
+
+        for clears_table in toml_clears_list:
+            tid = clears_table['tid']
+            dt: tomlkit.items.DateTime | str = clears_table['dt']
+
+            # woa cool, `tomlkit` will actually load datetimes into
+            # native form B)
+            if isinstance(dt, str):
+                dt = pendulum.parse(dt)
+
+            clears_table['dt'] = dt
+            trans.append(Transaction(
+                fqme=bs_mktid,
+                # sym=mkt,
+                bs_mktid=bs_mktid,
+                tid=tid,
+                # XXX: not sure why sometimes these are loaded as
+                # `tomlkit.Integer` and are eventually written with
+                # an extra `-` in front like `--1`?
+                size=float(clears_table['size']),
+                price=float(clears_table['price']),
+                cost=clears_table['cost'],
+                dt=dt,
+            ))
+
+        split_ratio = entry.get('split_ratio')
+
+        # if a string-ified expiry field is loaded we try to parse
+        # it, THO, they should normally be serialized as native
+        # TOML datetimes, since that's supported.
+        if (
+            (expiry := entry.get('expiry'))
+            and isinstance(expiry, str)
+        ):
+            expiry: pendulum.DateTime = pendulum.parse(expiry)
+
+        pp = pp_objs[bs_mktid] = Position(
+            mkt,
+            split_ratio=split_ratio,
+            bs_mktid=bs_mktid,
+        )
+
+        # 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!
+        for t in trans:
+            pp.add_clear(t)
+
+    try:
+        yield acnt
+    finally:
+        if write_on_exit:
+            acnt.write_config()
+
+
+# TODO: drop the old name and THIS!
+@cm
+def open_pps(
+    *args,
+    **kwargs,
+) -> Generator[Account, None, None]:
+    log.warning(
+        '`open_pps()` is now deprecated!\n'
+        'Please use `with open_account() as cnt:`'
+    )
+    with open_account(*args, **kwargs) as acnt:
+        yield acnt
+
+
+def load_account_from_ledger(
+
+    brokername: str,
+    acctname: str,
+
+    # post normalization filter on ledger entries to be processed
+    filter_by_ids: dict[str, list[str]] | None = None,
+
+    ledger: TransactionLedger | None = None,
+    **kwargs,
+
+) -> Account:
+    '''
+    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
+    bs_mktid-mapped dict-sets of the transactions and pps.
+
+    '''
+    acnt: Account
+    with open_account(
+        brokername,
+        acctname,
+        **kwargs,
+    ) as acnt:
+        if ledger is not None:
+            acnt.update_from_ledger(ledger)
+
+    return acnt

piker/accounting/calc.py

@@ -0,0 +1,698 @@
+# 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/>.
+
+'''
+Calculation routines for balance and position tracking such that
+you know when you're losing money (if possible) XD
+
+'''
+from __future__ import annotations
+from collections.abc import ValuesView
+from contextlib import contextmanager as cm
+from math import copysign
+from typing import (
+    Any,
+    Callable,
+    Iterator,
+    TYPE_CHECKING,
+)
+
+import polars as pl
+from pendulum import (
+    DateTime,
+    from_timestamp,
+    parse,
+)
+
+if TYPE_CHECKING:
+    from ._ledger import (
+        Transaction,
+        TransactionLedger,
+    )
+
+
+def ppu(
+    clears: Iterator[Transaction],
+
+    # 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,
+
+    # return the ledger of clears as a (now dt sorted) dict with
+    # new position fields inserted alongside each entry.
+    as_ledger: bool = False,
+
+) -> float | list[(str, dict)]:
+    '''
+    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.
+
+    -----
+    TODO: get the BEP computed and working similarly!
+    -----
+    the equivalent "break even price" or bep at each new clear
+    event step conversely only changes when an "position exiting
+    clear" which **decreases** the cumulative dst asset size:
+
+    bep[-1] = ppu[-1] - (cum_pnl[-1] / cumsize[-1])
+
+    '''
+    asize_h: list[float] = []  # historical accumulative size
+    ppu_h: list[float] = []  # historical price-per-unit
+    # ledger: dict[str, dict] = {}
+    ledger: list[dict] = []
+
+    t: Transaction
+    for t in clears:
+        clear_size: float = t.size
+        clear_price: str | float = t.price
+        is_clear: bool = not isinstance(clear_price, str)
+
+        last_accum_size = asize_h[-1] if asize_h else 0
+        accum_size: float = last_accum_size + clear_size
+        accum_sign = copysign(1, accum_size)
+        sign_change: bool = False
+
+        # on transfers we normally write some non-valid
+        # price since withdrawal to another account/wallet
+        # has nothing to do with inter-asset-market prices.
+        # TODO: this should be better handled via a `type: 'tx'`
+        # field as per existing issue surrounding all this:
+        # https://github.com/pikers/piker/issues/510
+        if isinstance(clear_price, str):
+            # TODO: we can't necessarily have this commit to
+            # the overall pos size since we also need to
+            # include other positions contributions to this
+            # balance or we might end up with a -ve balance for
+            # the position..
+            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: float = accum_size
+            abs_diff: float = 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: float | int = abs(accum_size)
+
+        if (
+            abs_diff > 0
+            and is_clear
+        ):
+            cost_basis = (
+                # cost basis for this clear
+                clear_price * abs(clear_size)
+                +
+                # transaction cost
+                accum_sign * cost_scalar * t.cost
+            )
+
+            if asize_h:
+                size_last: float = abs(asize_h[-1])
+                cb_last: float = ppu_h[-1] * size_last
+                ppu: float = (cost_basis + cb_last) / abs_new_size
+
+            else:
+                ppu: float = cost_basis / abs_new_size
+
+        else:
+            # TODO: for PPU we should probably handle txs out
+            # (aka withdrawals) similarly by simply not having
+            # them contrib to the running PPU calc and only
+            # when the next entry clear comes in (which will
+            # then have a higher weighting on the PPU).
+
+            # 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.
+            ppu: float = ppu_h[-1] if ppu_h else 0  # set to previous value
+
+        # extend with new rolling metric for this step
+        ppu_h.append(ppu)
+        asize_h.append(accum_size)
+
+        # ledger[t.tid] = {
+            # 'txn': t,
+        # ledger[t.tid] = t.to_dict() | {
+        ledger.append((
+            t.tid,
+            t.to_dict() | {
+                'ppu': ppu,
+                'cumsize': accum_size,
+                'sign_change': sign_change,
+
+                # TODO: cum_pnl, bep
+            }
+        ))
+
+    final_ppu = ppu_h[-1] if ppu_h else 0
+    # TODO: once we have etypes in all ledger entries..
+    # handle any split info entered (for now) manually by user
+    # if self.split_ratio is not None:
+    #     final_ppu /= self.split_ratio
+
+    if as_ledger:
+        return ledger
+
+    else:
+        return final_ppu
+
+
+def iter_by_dt(
+    records: (
+        dict[str, dict[str, Any]]
+        | ValuesView[dict]  # eg. `Position._events.values()`
+        | list[dict]
+        | list[Transaction]  # XXX preferred!
+    ),
+
+    # NOTE: parsers are looked up in the insert order
+    # so if you know that the record stats show some field
+    # is more common then others, stick it at the top B)
+    parsers: dict[str, Callable | None] = {
+        'dt': parse,  # parity case
+        'datetime': parse,  # datetime-str
+        'time': from_timestamp,  # float epoch
+    },
+    key: Callable | None = None,
+
+) -> Iterator[tuple[str, dict]]:
+    '''
+    Iterate entries of a transaction table sorted by entry recorded
+    datetime presumably set at the ``'dt'`` field in each entry.
+
+    '''
+    if isinstance(records, dict):
+        records: list[tuple[str, dict]] = list(records.items())
+
+    def dyn_parse_to_dt(
+        tx: tuple[str, dict[str, Any]] | Transaction,
+    ) -> DateTime:
+
+        # handle `.items()` inputs
+        if isinstance(tx, tuple):
+            tx = tx[1]
+
+        # dict or tx object?
+        isdict: bool = isinstance(tx, dict)
+
+        # get best parser for this record..
+        for k in parsers:
+            if (
+                isdict and k in tx
+                 or getattr(tx, k, None)
+            ):
+                v = tx[k] if isdict else tx.dt
+                assert v is not None, f'No valid value for `{k}`!?'
+
+                # only call parser on the value if not None from
+                # the `parsers` table above (when NOT using
+                # `.get()`), otherwise pass through the value and
+                # sort on it directly
+                if (
+                    not isinstance(v, DateTime)
+                    and (parser := parsers.get(k))
+                ):
+                    return parser(v)
+                else:
+                    return v
+
+        else:
+            # XXX: should never get here..
+            breakpoint()
+
+    entry: tuple[str, dict] | Transaction
+    for entry in sorted(
+        records,
+        key=key or dyn_parse_to_dt,
+    ):
+        # NOTE the type sig above; either pairs or txns B)
+        yield entry
+
+
+# TODO: probably just move this into the test suite or
+# keep it here for use from as such?
+# def ensure_state(self) -> None:
+#     '''
+#     Audit either the `.cumsize` and `.ppu` local instance vars against
+#     the clears table calculations and return the calc-ed values if
+#     they differ and log warnings to console.
+
+#     '''
+#     # clears: list[dict] = self._clears
+
+#     # self.first_clear_dt = min(clears, key=lambda e: e['dt'])['dt']
+#     last_clear: dict = clears[-1]
+#     csize: float = self.calc_size()
+#     accum: float = last_clear['accum_size']
+
+#     if not self.expired():
+#         if (
+#             csize != accum
+#             and csize != round(accum * (self.split_ratio or 1))
+#         ):
+#             raise ValueError(f'Size mismatch: {csize}')
+#     else:
+#         assert csize == 0, 'Contract is expired but non-zero size?'
+
+#     if self.cumsize != csize:
+#         log.warning(
+#             'Position state mismatch:\n'
+#             f'{self.cumsize} => {csize}'
+#         )
+#         self.cumsize = csize
+
+#     cppu: float = self.calc_ppu()
+#     ppu: float = last_clear['ppu']
+#     if (
+#         cppu != ppu
+#         and self.split_ratio is not None
+
+#         # handle any split info entered (for now) manually by user
+#         and cppu != (ppu / self.split_ratio)
+#     ):
+#         raise ValueError(f'PPU mismatch: {cppu}')
+
+#     if self.ppu != cppu:
+#         log.warning(
+#             'Position state mismatch:\n'
+#             f'{self.ppu} => {cppu}'
+#         )
+#         self.ppu = cppu
+
+
+@cm
+def open_ledger_dfs(
+
+    brokername: str,
+    acctname: str,
+
+    ledger: TransactionLedger | None = None,
+
+    **kwargs,
+
+) -> tuple[
+    dict[str, pl.DataFrame],
+    TransactionLedger,
+]:
+    '''
+    Open a ledger of trade records (presumably from some broker
+    backend), normalize the records into `Transactions` via the
+    backend's declared endpoint, cast to a `polars.DataFrame` which
+    can update the ledger on exit.
+
+    '''
+    from piker.toolz import open_crash_handler
+    with open_crash_handler():
+        if not ledger:
+            import time
+            from ._ledger import open_trade_ledger
+
+            now = time.time()
+
+            with open_trade_ledger(
+                    brokername,
+                    acctname,
+                    rewrite=True,
+                    allow_from_sync_code=True,
+
+                    # proxied through from caller
+                    **kwargs,
+
+            ) as ledger:
+                if not ledger:
+                    raise ValueError(f'No ledger for {acctname}@{brokername} exists?')
+
+                print(f'LEDGER LOAD TIME: {time.time() - now}')
+
+        yield ledger_to_dfs(ledger), ledger
+
+
+def ledger_to_dfs(
+    ledger: TransactionLedger,
+
+) -> dict[str, pl.DataFrame]:
+
+    txns: dict[str, Transaction] = ledger.to_txns()
+
+    # ldf = pl.DataFrame(
+    #     list(txn.to_dict() for txn in txns.values()),
+    ldf = pl.from_dicts(
+        list(txn.to_dict() for txn in txns.values()),
+
+        # only for ordering the cols
+        schema=[
+            ('fqme', str),
+            ('tid', str),
+            ('bs_mktid', str),
+            ('expiry', str),
+            ('etype', str),
+            ('dt', str),
+            ('size', pl.Float64),
+            ('price', pl.Float64),
+            ('cost', pl.Float64),
+        ],
+    ).sort(  # chronological order
+        'dt'
+    ).with_columns([
+        pl.col('dt').str.to_datetime(),
+        # pl.col('expiry').str.to_datetime(),
+        # pl.col('expiry').dt.date(),
+    ])
+
+    # filter out to the columns matching values filter passed
+    # as input.
+    # if filter_by_ids:
+    #     for col, vals in filter_by_ids.items():
+    #         str_vals = set(map(str, vals))
+    #         pred: pl.Expr = pl.col(col).eq(str_vals.pop())
+    #         for val in str_vals:
+    #             pred |= pl.col(col).eq(val)
+
+    #     fdf = df.filter(pred)
+
+    # TODO: originally i had tried just using a plain ol' groupby
+    # + agg here but the issue was re-inserting to the src frame.
+    # however, learning more about `polars` seems like maybe we can
+    # use `.over()`?
+    # https://pola-rs.github.io/polars/py-polars/html/reference/expressions/api/polars.Expr.over.html#polars.Expr.over
+    # => CURRENTLY we break up into a frame per mkt / fqme
+    dfs: dict[str, pl.DataFrame] = ldf.partition_by(
+        'bs_mktid',
+        as_dict=True,
+    )
+
+    # TODO: not sure if this is even possible but..
+    # - it'd be more ideal to use `ppt = df.groupby('fqme').agg([`
+    # - ppu and bep calcs!
+    for key in dfs:
+
+        # covert to lazy form (since apparently we might need it
+        # eventually ...)
+        df: pl.DataFrame = dfs[key]
+
+        ldf: pl.LazyFrame = df.lazy()
+
+        df = dfs[key] = ldf.with_columns([
+
+            pl.cumsum('size').alias('cumsize'),
+
+            # amount of source asset "sent" (via buy txns in
+            # the market) to acquire the dst asset, PER txn.
+            # when this value is -ve (i.e. a sell operation) then
+            # the amount sent is actually "returned".
+            (
+                (pl.col('price') * pl.col('size'))
+                +
+                (pl.col('cost')) # * pl.col('size').sign())
+            ).alias('dst_bot'),
+
+        ]).with_columns([
+
+            # rolling balance in src asset units
+            (pl.col('dst_bot').cumsum() * -1).alias('src_balance'),
+
+            # "position operation type" in terms of increasing the
+            # amount in the dst asset (entering) or decreasing the
+            # amount in the dst asset (exiting).
+            pl.when(
+                pl.col('size').sign() == pl.col('cumsize').sign()
+
+            ).then(
+                pl.lit('enter')  # see above, but is just price * size per txn
+
+            ).otherwise(
+                pl.when(pl.col('cumsize') == 0)
+                .then(pl.lit('exit_to_zero'))
+                .otherwise(pl.lit('exit'))
+            ).alias('descr'),
+
+            (pl.col('cumsize').sign() == pl.col('size').sign())
+            .alias('is_enter'),
+
+        ]).with_columns([
+
+            # pl.lit(0, dtype=pl.Utf8).alias('virt_cost'),
+            pl.lit(0, dtype=pl.Float64).alias('applied_cost'),
+            pl.lit(0, dtype=pl.Float64).alias('pos_ppu'),
+            pl.lit(0, dtype=pl.Float64).alias('per_txn_pnl'),
+            pl.lit(0, dtype=pl.Float64).alias('cum_pos_pnl'),
+            pl.lit(0, dtype=pl.Float64).alias('pos_bep'),
+            pl.lit(0, dtype=pl.Float64).alias('cum_ledger_pnl'),
+            pl.lit(None, dtype=pl.Float64).alias('ledger_bep'),
+
+            # TODO: instead of the iterative loop below i guess we
+            # could try using embedded lists to track which txns
+            # are part of which ppu / bep calcs? Not sure this will
+            # look any better nor be any more performant though xD
+            # pl.lit([[0]], dtype=pl.List(pl.Float64)).alias('list'),
+
+        # choose fields to emit for accounting puposes
+        ]).select([
+            pl.exclude([
+                'tid',
+                # 'dt',
+                'expiry',
+                'bs_mktid',
+                'etype',
+                # 'is_enter',
+            ]),
+        ]).collect()
+
+        # compute recurrence relations for ppu and bep
+        last_ppu: float = 0
+        last_cumsize: float = 0
+        last_ledger_pnl: float = 0
+        last_pos_pnl: float = 0
+        virt_costs: list[float, float] = [0., 0.]
+
+        # imperatively compute the PPU (price per unit) and BEP
+        # (break even price) iteratively over the ledger, oriented
+        # around each position state: a state of split balances in
+        # > 1 asset.
+        for i, row in enumerate(df.iter_rows(named=True)):
+
+            cumsize: float = row['cumsize']
+            is_enter: bool = row['is_enter']
+            price: float = row['price']
+            size: float = row['size']
+
+            # the profit is ALWAYS decreased, aka made a "loss"
+            # by the constant fee charged by the txn provider!
+            # see below in final PnL calculation and row element
+            # set.
+            txn_cost: float = row['cost']
+            pnl: float = 0
+
+            # ALWAYS reset per-position cum PnL
+            if last_cumsize == 0:
+                last_pos_pnl: float = 0
+
+            # a "position size INCREASING" or ENTER transaction
+            # which "makes larger", in src asset unit terms, the
+            # trade's side-size of the destination asset:
+            # - "buying" (more) units of the dst asset
+            # - "selling" (more short) units of the dst asset
+            if is_enter:
+
+                # Naively include transaction cost in breakeven
+                # price and presume the worst case of the
+                # exact-same-cost-to-exit this transaction's worth
+                # of size even though in reality it will be dynamic
+                # based on exit strategy, price, liquidity, etc..
+                virt_cost: float = txn_cost
+
+                # cpu: float = cost / size
+                # cummean of the cost-per-unit used for modelling
+                # a projected future exit cost which we immediately
+                # include in the costs incorporated to BEP on enters
+                last_cum_costs_size, last_cpu = virt_costs
+                cum_costs_size: float = last_cum_costs_size + abs(size)
+                cumcpu = (
+                    (last_cpu * last_cum_costs_size)
+                    +
+                    txn_cost
+                ) / cum_costs_size
+                virt_costs = [cum_costs_size, cumcpu]
+
+                txn_cost = txn_cost + virt_cost
+                # df[i, 'virt_cost'] = f'{-virt_cost} FROM {cumcpu}@{cum_costs_size}'
+
+                # a cumulative mean of the price-per-unit acquired
+                # in the destination asset:
+                # https://en.wikipedia.org/wiki/Moving_average#Cumulative_average
+                # You could also think of this measure more
+                # generally as an exponential mean with `alpha
+                # = 1/N` where `N` is the current number of txns
+                # included in the "position" defining set:
+                # https://en.wikipedia.org/wiki/Exponential_smoothing
+                ppu: float = (
+                    (
+                        (last_ppu * last_cumsize)
+                        +
+                        (price * size)
+                    ) /
+                    cumsize
+                )
+
+            # a "position size DECREASING" or EXIT transaction
+            # which "makes smaller" the trade's side-size of the
+            # destination asset:
+            # - selling previously bought units of the dst asset
+            #   (aka 'closing' a long position).
+            # - buying previously borrowed and sold (short) units
+            #   of the dst asset (aka 'covering'/'closing' a short
+            #   position).
+            else:
+                # only changes on position size increasing txns
+                ppu: float = last_ppu
+
+                # UNWIND IMPLIED COSTS FROM ENTRIES
+                # => Reverse the virtual/modelled (2x predicted) txn
+                # cost that was included in the least-recently
+                # entered txn that is still part of the current CSi
+                # set.
+                # => we look up the cost-per-unit cumsum and apply
+                # if over the current txn size (by multiplication)
+                # and then reverse that previusly applied cost on
+                # the txn_cost for this record.
+                #
+                # NOTE: current "model" is just to previously assumed 2x
+                # the txn cost for a matching enter-txn's
+                # cost-per-unit; we then immediately reverse this
+                # prediction and apply the real cost received here.
+                last_cum_costs_size, last_cpu = virt_costs
+                prev_virt_cost: float = last_cpu * abs(size)
+                txn_cost: float = txn_cost - prev_virt_cost  # +ve thus a "reversal"
+                cum_costs_size: float = last_cum_costs_size - abs(size)
+                virt_costs = [cum_costs_size, last_cpu]
+
+                # df[i, 'virt_cost'] = (
+                #     f'{-prev_virt_cost} FROM {last_cpu}@{cum_costs_size}'
+                # )
+
+                # the per-txn profit or loss (PnL) given we are
+                # (partially) "closing"/"exiting" the position via
+                # this txn.
+                pnl: float = (last_ppu - price) * size
+
+            # always subtract txn cost from total txn pnl
+            txn_pnl: float = pnl - txn_cost
+
+            # cumulative PnLs per txn
+            last_ledger_pnl = (
+                last_ledger_pnl + txn_pnl
+            )
+            last_pos_pnl = df[i, 'cum_pos_pnl'] = (
+                last_pos_pnl + txn_pnl
+            )
+
+            if cumsize == 0:
+                last_ppu = ppu = 0
+
+            # compute the BEP: "break even price", a value that
+            # determines at what price the remaining cumsize can be
+            # liquidated such that the net-PnL on the current
+            # position will result in ZERO gain or loss from open
+            # to close including all txn costs B)
+            if (
+                abs(cumsize) > 0  # non-exit-to-zero position txn
+            ):
+                cumsize_sign: float = copysign(1, cumsize)
+                ledger_bep: float = (
+                    (
+                        (ppu * cumsize)
+                        -
+                        (last_ledger_pnl * cumsize_sign)
+                    ) / cumsize
+                )
+
+                # NOTE: when we "enter more" dst asset units (aka
+                # increase position state) AFTER having exited some
+                # units (aka decreasing the pos size some) the bep
+                # needs to be RECOMPUTED based on new ppu such that
+                # liquidation of the cumsize at the bep price
+                # results in a zero-pnl for the existing position
+                # (since the last one).
+                # for position lifetime BEP we never can have
+                # a valid value once the position is "closed"
+                # / full exitted Bo
+                pos_bep: float = (
+                    (
+                        (ppu * cumsize)
+                        -
+                        (last_pos_pnl * cumsize_sign)
+                    ) / cumsize
+                )
+
+            # inject DF row with all values
+            df[i, 'pos_ppu'] = ppu
+            df[i, 'per_txn_pnl'] = txn_pnl
+            df[i, 'applied_cost'] = -txn_cost
+            df[i, 'cum_pos_pnl'] = last_pos_pnl
+            df[i, 'pos_bep'] = pos_bep
+            df[i, 'cum_ledger_pnl'] = last_ledger_pnl
+            df[i, 'ledger_bep'] = ledger_bep
+
+            # keep backrefs to suffice reccurence relation
+            last_ppu: float = ppu
+            last_cumsize: float = cumsize
+
+    # TODO?: pass back the current `Position` object loaded from
+    # the account as well? Would provide incentive to do all
+    # this ledger loading inside a new async open_account().
+    # bs_mktid: str = df[0]['bs_mktid']
+    # pos: Position = acnt.pps[bs_mktid]
+
+    return dfs

piker/accounting/cli.py

@@ -0,0 +1,311 @@
+# 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/>.
+
+'''
+CLI front end for trades ledger and position tracking management.
+
+'''
+from __future__ import annotations
+from pprint import pformat
+
+
+from rich.console import Console
+from rich.markdown import Markdown
+import polars as pl
+import tractor
+import trio
+import typer
+
+from ..log import get_logger
+from ..service import (
+    open_piker_runtime,
+)
+from ..clearing._messages import BrokerdPosition
+from ..calc import humanize
+from ..brokers._daemon import broker_init
+from ._ledger import (
+    load_ledger,
+    TransactionLedger,
+    # open_trade_ledger,
+)
+from .calc import (
+    open_ledger_dfs,
+)
+
+
+ledger = typer.Typer()
+
+
+def unpack_fqan(
+    fully_qualified_account_name: str,
+    console: Console | None = None,
+) -> tuple | bool:
+    try:
+        brokername, account = fully_qualified_account_name.split('.')
+        return brokername, account
+    except ValueError:
+        if console is not None:
+            md = Markdown(
+                f'=> `{fully_qualified_account_name}` <=\n\n'
+                'is not a valid '
+                '__fully qualified account name?__\n\n'
+                'Your account name needs to be of the form '
+                '`<brokername>.<account_name>`\n'
+            )
+            console.print(md)
+        return False
+
+
+@ledger.command()
+def sync(
+    fully_qualified_account_name: str,
+    pdb: bool = False,
+
+    loglevel: str = typer.Option(
+        'error',
+        "-l",
+    ),
+):
+    log = get_logger(loglevel)
+    console = Console()
+
+    pair: tuple[str, str]
+    if not (pair := unpack_fqan(
+        fully_qualified_account_name,
+        console,
+    )):
+        return
+
+    brokername, account = pair
+
+    brokermod, start_kwargs, deamon_ep = broker_init(
+        brokername,
+        loglevel=loglevel,
+    )
+    brokername: str = brokermod.name
+
+    async def main():
+
+        async with (
+            open_piker_runtime(
+                name='ledger_cli',
+                loglevel=loglevel,
+                debug_mode=pdb,
+
+            ) as (actor, sockaddr),
+
+            tractor.open_nursery() as an,
+        ):
+            try:
+                log.info(
+                    f'Piker runtime up as {actor.uid}@{sockaddr}'
+                )
+
+                portal = await an.start_actor(
+                    loglevel=loglevel,
+                    debug_mode=pdb,
+                    **start_kwargs,
+                )
+
+                from ..clearing import (
+                    open_brokerd_dialog,
+                )
+                brokerd_stream: tractor.MsgStream
+
+                async with (
+                    # engage the brokerd daemon context
+                    portal.open_context(
+                        deamon_ep,
+                        brokername=brokername,
+                        loglevel=loglevel,
+                    ),
+
+                    # manually open the brokerd trade dialog EP
+                    # (what the EMS normally does internall) B)
+                    open_brokerd_dialog(
+                        brokermod,
+                        portal,
+                        exec_mode=(
+                            'paper'
+                            if account == 'paper'
+                            else 'live'
+                        ),
+                        loglevel=loglevel,
+                    ) as (
+                        brokerd_stream,
+                        pp_msg_table,
+                        accounts,
+                    ),
+                ):
+                    try:
+                        assert len(accounts) == 1
+                        if not pp_msg_table:
+                            ld, fpath = load_ledger(brokername, account)
+                            assert not ld, f'WTF did we fail to parse ledger:\n{ld}'
+
+                            console.print(
+                                '[yellow]'
+                                'No pps found for '
+                                f'`{brokername}.{account}` '
+                                'account!\n\n'
+                                '[/][underline]'
+                                'None of the following ledger files exist:\n\n[/]'
+                                f'{fpath.as_uri()}\n'
+                            )
+                            return
+
+                        pps_by_symbol: dict[str, BrokerdPosition] = pp_msg_table[
+                            brokername,
+                            account,
+                        ]
+
+                        summary: str = (
+                            '[dim underline]Piker Position Summary[/] '
+                            f'[dim blue underline]{brokername}[/]'
+                            '[dim].[/]'
+                            f'[blue underline]{account}[/]'
+                            f'[dim underline] -> total pps: [/]'
+                            f'[green]{len(pps_by_symbol)}[/]\n'
+                        )
+                        # for ppdict in positions:
+                        for fqme, ppmsg in pps_by_symbol.items():
+                            # ppmsg = BrokerdPosition(**ppdict)
+                            size = ppmsg.size
+                            if size:
+                                ppu: float = round(
+                                    ppmsg.avg_price,
+                                    ndigits=2,
+                                )
+                                cost_basis: str = humanize(size * ppu)
+                                h_size: str = humanize(size)
+
+                                if size < 0:
+                                    pcolor = 'red'
+                                else:
+                                    pcolor = 'green'
+
+                                # sematic-highlight of fqme
+                                fqme = ppmsg.symbol
+                                tokens = fqme.split('.')
+                                styled_fqme = f'[blue underline]{tokens[0]}[/]'
+                                for tok in tokens[1:]:
+                                    styled_fqme += '[dim].[/]'
+                                    styled_fqme += f'[dim blue underline]{tok}[/]'
+
+                                # TODO: instead display in a ``rich.Table``?
+                                summary += (
+                                    styled_fqme +
+                                    '[dim]: [/]'
+                                    f'[{pcolor}]{h_size}[/]'
+                                    '[dim blue]u @[/]'
+                                    f'[{pcolor}]{ppu}[/]'
+                                    '[dim blue] = [/]'
+                                    f'[{pcolor}]$ {cost_basis}\n[/]'
+                                )
+
+                        console.print(summary)
+
+                    finally:
+                        # exit via ctx cancellation.
+                        brokerd_ctx: tractor.Context = brokerd_stream._ctx
+                        await brokerd_ctx.cancel(timeout=1)
+
+                    # TODO: once ported to newer tractor branch we should
+                    # be able to do a loop like this:
+                    # while brokerd_ctx.cancel_called_remote is None:
+                    #     await trio.sleep(0.01)
+                    #     await brokerd_ctx.cancel()
+
+            finally:
+                await portal.cancel_actor()
+
+    trio.run(main)
+
+
+@ledger.command()
+def disect(
+    # "fully_qualified_account_name"
+    fqan: str,
+    fqme: str,  # for ib
+
+    # TODO: in tractor we should really have
+    # a debug_mode ctx for wrapping any kind of code no?
+    pdb: bool = False,
+    bs_mktid: str = typer.Option(
+        None,
+        "-bid",
+    ),
+    loglevel: str = typer.Option(
+        'error',
+        "-l",
+    ),
+):
+    from piker.log import get_console_log
+    from piker.toolz import open_crash_handler
+    get_console_log(loglevel)
+
+    pair: tuple[str, str]
+    if not (pair := unpack_fqan(fqan)):
+        raise ValueError('{fqan} malformed!?')
+
+    brokername, account = pair
+
+    # ledger dfs groupby-partitioned by fqme
+    dfs: dict[str, pl.DataFrame]
+    # actual ledger instance
+    ldgr: TransactionLedger
+
+    pl.Config.set_tbl_cols(-1)
+    pl.Config.set_tbl_rows(-1)
+    with (
+        open_crash_handler(),
+        open_ledger_dfs(
+            brokername,
+            account,
+        ) as (dfs, ldgr),
+    ):
+
+        # look up specific frame for fqme-selected asset
+        if (df := dfs.get(fqme)) is None:
+            mktids2fqmes: dict[str, list[str]] = {}
+            for bs_mktid in dfs:
+                df: pl.DataFrame = dfs[bs_mktid]
+                fqmes: pl.Series[str] = df['fqme']
+                uniques: list[str] = fqmes.unique()
+                mktids2fqmes[bs_mktid] = set(uniques)
+                if fqme in uniques:
+                    break
+            print(
+                f'No specific ledger for fqme={fqme} could be found in\n'
+                f'{pformat(mktids2fqmes)}?\n'
+                f'Maybe the `{brokername}` backend uses something '
+                'else for its `bs_mktid` then the `fqme`?\n'
+                'Scanning for matches in unique fqmes per frame..\n'
+            )
+
+        # :pray:
+        assert not df.is_empty()
+
+        # muck around in pdbp REPL
+        breakpoint()
+
+        # TODO: we REALLY need a better console REPL for this
+        # kinda thing..
+        # - `xonsh` is an obvious option (and it looks amazin) but
+        # we need to figure out how to embed it better then just:
+        # from xonsh.main import main
+        # main(argv=[])
+        # which will not actually inject the `df` to globals?

piker/brokers/__init__.py

@@ -17,17 +17,40 @@
 """
 Broker clients, daemons and general back end machinery.
 """
+from contextlib import (
+    asynccontextmanager as acm,
+)
 from importlib import import_module
 from types import ModuleType
 
-# TODO: move to urllib3/requests once supported
+from tractor.trionics import maybe_open_context
-import asks
-asks.init('trio')
 
-__brokers__ = [
+from ._util import (
+    log,
+    BrokerError,
+    SymbolNotFound,
+    NoData,
+    DataUnavailable,
+    DataThrottle,
+    resproc,
+    get_logger,
+)
+
+__all__: list[str] = [
+    'BrokerError',
+    'SymbolNotFound',
+    'NoData',
+    'DataUnavailable',
+    'DataThrottle',
+    'resproc',
+    'get_logger',
+]
+
+__brokers__: list[str] = [
     'binance',
     'ib',
     'kraken',
+    'kucoin',
 
     # broken but used to work
     # 'questrade',
@@ -39,22 +62,50 @@ __brokers__ = [
     # iex
 
     # deribit
-    # kucoin
     # bitso
 ]
 
 
 def get_brokermod(brokername: str) -> ModuleType:
-    """Return the imported broker module by name.
+    '''
-    """
+    Return the imported broker module by name.
-    module = import_module('.' + brokername, 'piker.brokers')
+
+    '''
+    module: ModuleType = import_module('.' + brokername, 'piker.brokers')
     # we only allow monkeying because it's for internal keying
-    module.name =  module.__name__.split('.')[-1]
+    module.name = module.__name__.split('.')[-1]
     return module
 
 
 def iter_brokermods():
-    """Iterate all built-in broker modules.
+    '''
-    """
+    Iterate all built-in broker modules.
+
+    '''
     for name in __brokers__:
         yield get_brokermod(name)
+
+
+@acm
+async def open_cached_client(
+    brokername: str,
+    **kwargs,
+
+) -> 'Client':  # noqa
+    '''
+    Get a cached broker client from the current actor's local vars.
+
+    If one has not been setup do it and cache it.
+
+    '''
+    brokermod = get_brokermod(brokername)
+    async with maybe_open_context(
+        acm_func=brokermod.get_client,
+        kwargs=kwargs,
+
+    ) as (cache_hit, client):
+
+        if cache_hit:
+            log.runtime(f'Reusing existing {client}')
+
+        yield client

piker/brokers/_daemon.py

@@ -0,0 +1,276 @@
+# 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/>.
+
+'''
+Broker-daemon-actor "endpoint-hooks": the service task entry points for
+``brokerd``.
+
+'''
+from __future__ import annotations
+from contextlib import (
+    asynccontextmanager as acm,
+)
+from types import ModuleType
+from typing import (
+    TYPE_CHECKING,
+    AsyncContextManager,
+)
+import exceptiongroup as eg
+
+import tractor
+import trio
+
+from . import _util
+from . import get_brokermod
+
+if TYPE_CHECKING:
+    from ..data import _FeedsBus
+
+# `brokerd` enabled modules
+# TODO: move this def to the `.data` subpkg..
+# NOTE: keeping this list as small as possible is part of our caps-sec
+# model and should be treated with utmost care!
+_data_mods: str = [
+    'piker.brokers.core',
+    'piker.brokers.data',
+    'piker.brokers._daemon',
+    'piker.data',
+    'piker.data.feed',
+    'piker.data._sampling'
+]
+
+
+# TODO: we should rename the daemon to datad prolly once we split up
+# broker vs. data tasks into separate actors?
+@tractor.context
+async def _setup_persistent_brokerd(
+    ctx: tractor.Context,
+    brokername: str,
+    loglevel: str | None = None,
+
+) -> None:
+    '''
+    Allocate a actor-wide service nursery in ``brokerd``
+    such that feeds can be run in the background persistently by
+    the broker backend as needed.
+
+    '''
+    # NOTE: we only need to setup logging once (and only) here
+    # since all hosted daemon tasks will reference this same
+    # log instance's (actor local) state and thus don't require
+    # any further (level) configuration on their own B)
+    log = _util.get_console_log(
+        loglevel or tractor.current_actor().loglevel,
+        name=f'{_util.subsys}.{brokername}',
+    )
+
+    # set global for this actor to this new process-wide instance B)
+    _util.log = log
+
+    # further, set the log level on any broker broker specific
+    # logger instance.
+
+    from piker.data import feed
+    assert not feed._bus
+
+    # allocate a nursery to the bus for spawning background
+    # tasks to service client IPC requests, normally
+    # `tractor.Context` connections to explicitly required
+    # `brokerd` endpoints such as:
+    # - `stream_quotes()`,
+    # - `manage_history()`,
+    # - `allocate_persistent_feed()`,
+    # - `open_symbol_search()`
+    # NOTE: see ep invocation details inside `.data.feed`.
+    try:
+        async with trio.open_nursery() as service_nursery:
+            bus: _FeedsBus = feed.get_feed_bus(
+                brokername,
+                service_nursery,
+            )
+            assert bus is feed._bus
+
+            # unblock caller
+            await ctx.started()
+
+            # we pin this task to keep the feeds manager active until the
+            # parent actor decides to tear it down
+            await trio.sleep_forever()
+
+    except eg.ExceptionGroup:
+        # TODO: likely some underlying `brokerd` IPC connection
+        # broke so here we handle a respawn and re-connect attempt!
+        # This likely should pair with development of the OCO task
+        # nusery in dev over @ `tractor` B)
+        # https://github.com/goodboy/tractor/pull/363
+        raise
+
+
+def broker_init(
+    brokername: str,
+    loglevel: str | None = None,
+
+    **start_actor_kwargs,
+
+) -> tuple[
+    ModuleType,
+    dict,
+    AsyncContextManager,
+]:
+    '''
+    Given an input broker name, load all named arguments
+    which can be passed for daemon endpoint + context spawn
+    as required in every `brokerd` (actor) service.
+
+    This includes:
+    - load the appropriate <brokername>.py pkg module,
+    - reads any declared `__enable_modules__: listr[str]` which will be
+      passed to `tractor.ActorNursery.start_actor(enabled_modules=<this>)`
+      at actor start time,
+    - deliver a references to the daemon lifetime fixture, which
+      for now is always the `_setup_persistent_brokerd()` context defined
+      above.
+
+    '''
+    from ..brokers import get_brokermod
+    brokermod = get_brokermod(brokername)
+    modpath: str = brokermod.__name__
+
+    start_actor_kwargs['name'] = f'brokerd.{brokername}'
+    start_actor_kwargs.update(
+        getattr(
+            brokermod,
+            '_spawn_kwargs',
+            {},
+        )
+    )
+
+    # XXX TODO: make this not so hacky/monkeypatched..
+    # -> we need a sane way to configure the logging level for all
+    # code running in brokerd.
+    # if utilmod := getattr(brokermod, '_util', False):
+    #     utilmod.log.setLevel(loglevel.upper())
+
+    # lookup actor-enabled modules declared by the backend offering the
+    # `brokerd` endpoint(s).
+    enabled: list[str]
+    enabled = start_actor_kwargs['enable_modules'] = [
+        __name__,  # so that eps from THIS mod can be invoked
+        modpath,
+    ]
+    for submodname in getattr(
+        brokermod,
+        '__enable_modules__',
+        [],
+    ):
+        subpath: str = f'{modpath}.{submodname}'
+        enabled.append(subpath)
+
+    return (
+        brokermod,
+        start_actor_kwargs,  # to `ActorNursery.start_actor()`
+
+        # XXX see impl above; contains all (actor global)
+        # setup/teardown expected in all `brokerd` actor instances.
+        _setup_persistent_brokerd,
+    )
+
+
+async def spawn_brokerd(
+
+    brokername: str,
+    loglevel: str | None = None,
+
+    **tractor_kwargs,
+
+) -> bool:
+
+    from piker.service._util import log  # use service mngr log
+    log.info(f'Spawning {brokername} broker daemon')
+
+    (
+        brokermode,
+        tractor_kwargs,
+        daemon_fixture_ep,
+    ) = broker_init(
+        brokername,
+        loglevel,
+        **tractor_kwargs,
+    )
+
+    brokermod = get_brokermod(brokername)
+    extra_tractor_kwargs = getattr(brokermod, '_spawn_kwargs', {})
+    tractor_kwargs.update(extra_tractor_kwargs)
+
+    # ask `pikerd` to spawn a new sub-actor and manage it under its
+    # actor nursery
+    from piker.service import Services
+
+    dname: str = tractor_kwargs.pop('name')  # f'brokerd.{brokername}'
+    portal = await Services.actor_n.start_actor(
+        dname,
+        enable_modules=_data_mods + tractor_kwargs.pop('enable_modules'),
+        debug_mode=Services.debug_mode,
+        **tractor_kwargs
+    )
+
+    # NOTE: the service mngr expects an already spawned actor + its
+    # portal ref in order to do non-blocking setup of brokerd
+    # service nursery.
+    await Services.start_service_task(
+        dname,
+        portal,
+
+        # signature of target root-task endpoint
+        daemon_fixture_ep,
+        brokername=brokername,
+        loglevel=loglevel,
+    )
+    return True
+
+
+@acm
+async def maybe_spawn_brokerd(
+
+    brokername: str,
+    loglevel: str | None = None,
+
+    **pikerd_kwargs,
+
+) -> tractor.Portal:
+    '''
+    Helper to spawn a brokerd service *from* a client who wishes to
+    use the sub-actor-daemon but is fine with re-using any existing
+    and contactable `brokerd`.
+
+    Mas o menos, acts as a cached-actor-getter factory.
+
+    '''
+    from piker.service import maybe_spawn_daemon
+
+    async with maybe_spawn_daemon(
+
+        f'brokerd.{brokername}',
+        service_task_target=spawn_brokerd,
+        spawn_args={
+            'brokername': brokername,
+        },
+        loglevel=loglevel,
+
+        **pikerd_kwargs,
+
+    ) as portal:
+        yield portal

piker/brokers/_util.py

@@ -1,5 +1,5 @@
 # piker: trading gear for hackers
-# Copyright (C) 2018-present  Tyler Goodlet (in stewardship of piker0)
+# Copyright (C) 2018-present Tyler Goodlet (in stewardship of 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
@@ -15,13 +15,32 @@
 # along with this program.  If not, see <https://www.gnu.org/licenses/>.
 
 """
-Handy utils.
+Handy cross-broker utils.
+
 """
+from __future__ import annotations
+from functools import partial
+
 import json
-import asks
+import httpx
 import logging
 
-from ..log import colorize_json
+from ..log import (
+    get_logger,
+    get_console_log,
+    colorize_json,
+)
+subsys: str = 'piker.brokers'
+
+# NOTE: level should be reset by any actor that is spawned
+# as well as given a (more) explicit name/key such
+# as `piker.brokers.binance` matching the subpkg.
+log = get_logger(subsys)
+
+get_console_log = partial(
+    get_console_log,
+    name=subsys,
+)
 
 
 class BrokerError(Exception):
@@ -32,6 +51,7 @@ class SymbolNotFound(BrokerError):
     "Symbol not found by broker search"
 
 
+# TODO: these should probably be moved to `.tsp/.data`?
 class NoData(BrokerError):
     '''
     Symbol data not permitted or no data
@@ -41,14 +61,15 @@ class NoData(BrokerError):
     def __init__(
         self,
         *args,
-        frame_size: int = 1000,
+        info: dict|None = None,
 
     ) -> None:
         super().__init__(*args)
+        self.info: dict|None = info
 
         # when raised, machinery can check if the backend
         # set a "frame size" for doing datetime calcs.
-        self.frame_size: int = 1000
+        # self.frame_size: int = 1000
 
 
 class DataUnavailable(BrokerError):
@@ -69,18 +90,19 @@ class DataThrottle(BrokerError):
     # TODO: add in throttle metrics/feedback
 
 
-
 def resproc(
-    resp: asks.response_objects.Response,
+    resp: httpx.Response,
     log: logging.Logger,
     return_json: bool = True,
     log_resp: bool = False,
 
-) -> asks.response_objects.Response:
+) -> httpx.Response:
-    """Process response and return its json content.
+    '''
+    Process response and return its json content.
 
     Raise the appropriate error on non-200 OK responses.
-    """
+
+    '''
     if not resp.status_code == 200:
         raise BrokerError(resp.body)
     try:

piker/brokers/binance.py

@@ -1,591 +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/>.
-
-"""
-Binance backend
-
-"""
-from contextlib import asynccontextmanager as acm
-from datetime import datetime
-from typing import (
-    Any, Union, Optional,
-    AsyncGenerator, Callable,
-)
-import time
-
-import trio
-from trio_typing import TaskStatus
-import pendulum
-import asks
-from fuzzywuzzy import process as fuzzy
-import numpy as np
-import tractor
-import wsproto
-
-from .._cacheables import open_cached_client
-from ._util import (
-    resproc,
-    SymbolNotFound,
-    DataUnavailable,
-)
-from ..log import (
-    get_logger,
-    get_console_log,
-)
-from ..data.types import Struct
-from ..data._web_bs import (
-    open_autorecon_ws,
-    NoBsWs,
-)
-
-log = get_logger(__name__)
-
-
-_url = 'https://api.binance.com'
-
-
-# Broker specific ohlc schema (rest)
-_ohlc_dtype = [
-    ('index', int),
-    ('time', int),
-    ('open', float),
-    ('high', float),
-    ('low', float),
-    ('close', float),
-    ('volume', float),
-    ('bar_wap', float),  # will be zeroed by sampler if not filled
-
-    # XXX: some additional fields are defined in the docs:
-    # https://binance-docs.github.io/apidocs/spot/en/#kline-candlestick-data
-
-    # ('close_time', int),
-    # ('quote_vol', float),
-    # ('num_trades', int),
-    # ('buy_base_vol', float),
-    # ('buy_quote_vol', float),
-    # ('ignore', 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 = False
-
-
-# https://binance-docs.github.io/apidocs/spot/en/#exchange-information
-class Pair(Struct, frozen=True):
-    symbol: str
-    status: str
-
-    baseAsset: str
-    baseAssetPrecision: int
-    cancelReplaceAllowed: bool
-    allowTrailingStop: bool
-    quoteAsset: str
-    quotePrecision: int
-    quoteAssetPrecision: int
-
-    baseCommissionPrecision: int
-    quoteCommissionPrecision: int
-
-    orderTypes: list[str]
-
-    icebergAllowed: bool
-    ocoAllowed: bool
-    quoteOrderQtyMarketAllowed: bool
-    isSpotTradingAllowed: bool
-    isMarginTradingAllowed: bool
-
-    defaultSelfTradePreventionMode: str
-    allowedSelfTradePreventionModes: list[str]
-
-    filters: list[dict[str, Union[str, int, float]]]
-    permissions: list[str]
-
-
-class OHLC(Struct):
-    '''
-    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
-    high: float
-    low: float
-    close: float
-    volume: float
-
-    close_time: int
-
-    quote_vol: float
-    num_trades: int
-    buy_base_vol: float
-    buy_quote_vol: float
-    ignore: int
-
-    # null the place holder for `bar_wap` until we
-    # figure out what to extract for this.
-    bar_wap: float = 0.0
-
-
-# convert datetime obj timestamp to unixtime in milliseconds
-def binance_timestamp(
-    when: datetime
-) -> int:
-    return int((when.timestamp() * 1000) + (when.microsecond / 1000))
-
-
-class Client:
-
-    def __init__(self) -> None:
-        self._sesh = asks.Session(connections=4)
-        self._sesh.base_location = _url
-        self._pairs: dict[str, Any] = {}
-
-    async def _api(
-        self,
-        method: str,
-        params: dict,
-    ) -> dict[str, Any]:
-        resp = await self._sesh.get(
-            path=f'/api/v3/{method}',
-            params=params,
-            timeout=float('inf')
-        )
-        return resproc(resp, log)
-
-    async def symbol_info(
-
-        self,
-        sym: Optional[str] = None,
-
-    ) -> dict[str, Any]:
-        '''Get symbol info for the exchange.
-
-        '''
-        # TODO: we can load from our self._pairs cache
-        # on repeat calls...
-
-        # will retrieve all symbols by default
-        params = {}
-
-        if sym is not None:
-            sym = sym.lower()
-            params = {'symbol': sym}
-
-        resp = await self._api(
-            'exchangeInfo',
-            params=params,
-        )
-
-        entries = resp['symbols']
-        if not entries:
-            raise SymbolNotFound(f'{sym} not found')
-
-        syms = {item['symbol']: item for item in entries}
-
-        if sym is not None:
-            return syms[sym]
-        else:
-            return syms
-
-    async def cache_symbols(
-        self,
-    ) -> dict:
-        if not self._pairs:
-            self._pairs = await self.symbol_info()
-
-        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]['symbol']: item[0]
-                for item in matches}
-
-    async def bars(
-        self,
-        symbol: str,
-        start_dt: Optional[datetime] = None,
-        end_dt: Optional[datetime] = None,
-        limit: int = 1000,  # <- max allowed per query
-        as_np: bool = True,
-
-    ) -> dict:
-
-        if end_dt is None:
-            end_dt = pendulum.now('UTC').add(minutes=1)
-
-        if start_dt is None:
-            start_dt = end_dt.start_of(
-                'minute').subtract(minutes=limit)
-
-        start_time = binance_timestamp(start_dt)
-        end_time = binance_timestamp(end_dt)
-
-        # https://binance-docs.github.io/apidocs/spot/en/#kline-candlestick-data
-        bars = await self._api(
-            'klines',
-            params={
-                'symbol': symbol.upper(),
-                'interval': '1m',
-                'startTime': start_time,
-                'endTime': end_time,
-                'limit': limit
-            }
-        )
-
-        # TODO: pack this bars scheme into a ``pydantic`` validator type:
-        # https://binance-docs.github.io/apidocs/spot/en/#kline-candlestick-data
-
-        # TODO: we should port this to ``pydantic`` to avoid doing
-        # manual validation ourselves..
-        new_bars = []
-        for i, bar in enumerate(bars):
-
-            bar = OHLC(*bar)
-            bar.typecast()
-
-            row = []
-            for j, (name, ftype) in enumerate(_ohlc_dtype[1:]):
-
-                # TODO: maybe we should go nanoseconds on all
-                # history time stamps?
-                if name == 'time':
-                    # convert to epoch seconds: float
-                    row.append(bar.time / 1000.0)
-
-                else:
-                    row.append(getattr(bar, name))
-
-            new_bars.append((i,) + tuple(row))
-
-        array = np.array(new_bars, dtype=_ohlc_dtype) if as_np else bars
-        return array
-
-
-@acm
-async def get_client() -> Client:
-    client = Client()
-    await client.cache_symbols()
-    yield client
-
-
-# validation type
-class AggTrade(Struct):
-    e: str  # Event type
-    E: int  # Event time
-    s: str  # Symbol
-    a: int  # Aggregate trade ID
-    p: float  # Price
-    q: float  # Quantity
-    f: int  # First trade ID
-    l: int  # Last trade ID
-    T: int  # Trade time
-    m: bool  # Is the buyer the market maker?
-    M: bool  # Ignore
-
-
-async def stream_messages(ws: NoBsWs) -> AsyncGenerator[NoBsWs, dict]:
-
-    timeouts = 0
-    while True:
-
-        with trio.move_on_after(3) as cs:
-            msg = await ws.recv_msg()
-
-        if cs.cancelled_caught:
-
-            timeouts += 1
-            if timeouts > 2:
-                log.error("binance feed seems down and slow af? rebooting...")
-                await ws._connect()
-
-            continue
-
-        # for l1 streams binance doesn't add an event type field so
-        # identify those messages by matching keys
-        # https://binance-docs.github.io/apidocs/spot/en/#individual-symbol-book-ticker-streams
-
-        if msg.get('u'):
-            sym = msg['s']
-            bid = float(msg['b'])
-            bsize = float(msg['B'])
-            ask = float(msg['a'])
-            asize = float(msg['A'])
-
-            yield 'l1', {
-                'symbol': sym,
-                '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}
-                ]
-            }
-
-        elif msg.get('e') == 'aggTrade':
-
-            # NOTE: this is purely for a definition, ``msgspec.Struct``
-            # 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
-            # from all backends!
-            yield 'trade', {
-                'symbol': msg.s,
-                'last': msg.p,
-                'brokerd_ts': time.time(),
-                'ticks': [{
-                    'type': 'trade',
-                    'price': float(msg.p),
-                    'size': float(msg.q),
-                    'broker_ts': msg.T,
-                }],
-            }
-
-
-def make_sub(pairs: list[str], sub_name: str, uid: int) -> dict[str, str]:
-    """Create a request subscription packet dict.
-
-    https://binance-docs.github.io/apidocs/spot/en/#live-subscribing-unsubscribing-to-streams
-    """
-    return {
-        'method': 'SUBSCRIBE',
-        'params': [
-            f'{pair.lower()}@{sub_name}'
-            for pair in pairs
-        ],
-        'id': uid
-    }
-
-
-@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('binance') as client:
-
-        async def get_ohlc(
-            timeframe: float,
-            end_dt: datetime | None = None,
-            start_dt: datetime | None = None,
-
-        ) -> tuple[
-            np.ndarray,
-            datetime,  # start
-            datetime,  # end
-        ]:
-            if timeframe != 60:
-                raise DataUnavailable('Only 1m bars are supported')
-
-            array = await client.bars(
-                symbol,
-                start_dt=start_dt,
-                end_dt=end_dt,
-            )
-            times = array['time']
-            if (
-                end_dt is None
-            ):
-                inow = round(time.time())
-                if (inow - times[-1]) > 60:
-                    await tractor.breakpoint()
-
-            start_dt = pendulum.from_timestamp(times[0])
-            end_dt = pendulum.from_timestamp(times[-1])
-
-            return array, start_dt, end_dt
-
-        yield get_ohlc, {'erlangs': 3, 'rate': 3}
-
-
-async def stream_quotes(
-
-    send_chan: trio.abc.SendChannel,
-    symbols: list[str],
-    feed_is_live: trio.Event,
-    loglevel: str = None,
-
-    # startup sync
-    task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
-
-) -> None:
-    # XXX: required to propagate ``tractor`` loglevel to piker logging
-    get_console_log(loglevel or tractor.current_actor().loglevel)
-
-    sym_infos = {}
-    uid = 0
-
-    async with (
-        open_cached_client('binance') as client,
-        send_chan as send_chan,
-    ):
-
-        # keep client cached for real-time section
-        cache = await client.cache_symbols()
-
-        for sym in symbols:
-            d = cache[sym.upper()]
-            syminfo = Pair(**d)  # validation
-
-            si = sym_infos[sym] = syminfo.to_dict()
-            filters = {}
-            for entry in syminfo.filters:
-                ftype = entry['filterType']
-                filters[ftype] = entry
-
-            # XXX: after manually inspecting the response format we
-            # just directly pick out the info we need
-            si['price_tick_size'] = float(
-                filters['PRICE_FILTER']['tickSize']
-            )
-            si['lot_tick_size'] = float(
-                filters['LOT_SIZE']['stepSize']
-            )
-            si['asset_type'] = 'crypto'
-
-        symbol = symbols[0]
-
-        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):
-            # setup subs
-
-            # trade data (aka L1)
-            # https://binance-docs.github.io/apidocs/spot/en/#symbol-order-book-ticker
-            l1_sub = make_sub(symbols, 'bookTicker', uid)
-            await ws.send_msg(l1_sub)
-
-            # aggregate (each order clear by taker **not** by maker)
-            # trades data:
-            # https://binance-docs.github.io/apidocs/spot/en/#aggregate-trade-streams
-            agg_trades_sub = make_sub(symbols, 'aggTrade', uid)
-            await ws.send_msg(agg_trades_sub)
-
-            # ack from ws server
-            res = await ws.recv_msg()
-            assert res['id'] == uid
-
-            yield
-
-            subs = []
-            for sym in symbols:
-                subs.append("{sym}@aggTrade")
-                subs.append("{sym}@bookTicker")
-
-            # unsub from all pairs on teardown
-            if ws.connected():
-                await ws.send_msg({
-                    "method": "UNSUBSCRIBE",
-                    "params": subs,
-                    "id": uid,
-                })
-
-                # XXX: do we need to ack the unsub?
-                # await ws.recv_msg()
-
-        async with open_autorecon_ws(
-            'wss://stream.binance.com/ws',
-            fixture=subscribe,
-        ) as ws:
-
-            # pull a first quote and deliver
-            msg_gen = stream_messages(ws)
-
-            typ, quote = await msg_gen.__anext__()
-
-            while typ != 'trade':
-                # TODO: use ``anext()`` when it lands in 3.10!
-                typ, quote = await msg_gen.__anext__()
-
-            task_status.started((init_msgs,  quote))
-
-            # signal to caller feed is ready for consumption
-            feed_is_live.set()
-
-            # import time
-            # last = time.time()
-
-            # start streaming
-            async for typ, msg in msg_gen:
-
-                # period = time.time() - last
-                # hz = 1/period if period else float('inf')
-                # if hz > 60:
-                #     log.info(f'Binance quotez : {hz}')
-
-                topic = msg['symbol'].lower()
-                await send_chan.send({topic: msg})
-                # last = time.time()
-
-
-@tractor.context
-async def open_symbol_search(
-    ctx: tractor.Context,
-) -> Client:
-    async with open_cached_client('binance') as client:
-
-        # load all symbols locally for fast search
-        cache = await client.cache_symbols()
-        await ctx.started()
-
-        async with ctx.open_stream() as stream:
-
-            async for pattern in stream:
-                # results = await client.symbol_info(sym=pattern.upper())
-
-                matches = fuzzy.extractBests(
-                    pattern,
-                    cache,
-                    score_cutoff=50,
-                )
-                # repack in dict form
-                await stream.send(
-                    {item[0]['symbol']: item[0]
-                     for item in matches}
-                )

piker/brokers/binance/__init__.py

@@ -0,0 +1,60 @@
+# piker: trading gear for hackers
+# Copyright (C)
+#   Guillermo Rodriguez (aka ze jefe)
+#   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/>.
+
+"""
+binancial secs on the floor, in the office, behind the dumpster.
+
+"""
+from .api import (
+    get_client,
+)
+from .feed import (
+    get_mkt_info,
+    open_history_client,
+    open_symbol_search,
+    stream_quotes,
+)
+from .broker import (
+    open_trade_dialog,
+    get_cost,
+)
+from .venues import (
+    SpotPair,
+    FutesPair,
+)
+
+__all__ = [
+    'get_client',
+    'get_mkt_info',
+    'get_cost',
+    'SpotPair',
+    'FutesPair',
+    'open_trade_dialog',
+    'open_history_client',
+    'open_symbol_search',
+    'stream_quotes',
+]
+
+
+# `brokerd` modules
+__enable_modules__: list[str] = [
+    'api',
+    'feed',
+    'broker',
+]

piker/brokers/binance/broker.py

@@ -0,0 +1,710 @@
+# piker: trading gear for hackers
+# Copyright (C)
+#   Guillermo Rodriguez (aka ze jefe)
+#   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/>.
+
+'''
+Live order control B)
+
+'''
+from __future__ import annotations
+from pprint import pformat
+from typing import (
+    Any,
+    AsyncIterator,
+)
+import time
+from time import time_ns
+
+from bidict import bidict
+import tractor
+import trio
+
+from piker.accounting import (
+    Asset,
+)
+from piker.brokers._util import (
+    get_logger,
+)
+from piker.data._web_bs import (
+    open_autorecon_ws,
+    NoBsWs,
+)
+from piker.brokers import (
+    open_cached_client,
+    BrokerError,
+)
+from piker.clearing import (
+    OrderDialogs,
+)
+from piker.clearing._messages import (
+    BrokerdOrder,
+    BrokerdOrderAck,
+    BrokerdStatus,
+    BrokerdPosition,
+    BrokerdFill,
+    BrokerdCancel,
+    BrokerdError,
+    Status,
+    Order,
+)
+from .venues import (
+    Pair,
+    _futes_ws,
+    _testnet_futes_ws,
+)
+from .api import Client
+
+log = get_logger('piker.brokers.binance')
+
+
+# Fee schedule template, mostly for paper engine fees modelling.
+# https://www.binance.com/en/support/faq/what-are-market-makers-and-takers-360007720071
+def get_cost(
+    price: float,
+    size: float,
+    is_taker: bool = False,
+
+) -> float:
+
+    # https://www.binance.com/en/fee/trading
+    cb: float = price * size
+    match is_taker:
+        case True:
+            return cb * 0.001000
+
+        case False if cb < 1e6:
+            return cb * 0.001000
+
+        case False if 1e6 >= cb < 5e6:
+            return cb * 0.000900
+
+        # NOTE: there's more but are you really going
+        # to have a cb bigger then this per trade?
+        case False if cb >= 5e6:
+            return cb * 0.000800
+
+
+async def handle_order_requests(
+    ems_order_stream: tractor.MsgStream,
+    client: Client,
+    dids: bidict[str, str],
+    dialogs: OrderDialogs,
+
+) -> None:
+    '''
+    Receive order requests from `emsd`, translate tramsit API calls and transmit.
+
+    '''
+    msg: dict | BrokerdOrder | BrokerdCancel
+    async for msg in ems_order_stream:
+        log.info(f'Rx order request:\n{pformat(msg)}')
+        match msg:
+            case {
+                'action': 'cancel',
+            }:
+                cancel = BrokerdCancel(**msg)
+                existing: BrokerdOrder | None = dialogs.get(cancel.oid)
+                if not existing:
+                    log.error(
+                        f'NO Existing order-dialog for {cancel.oid}!?'
+                    )
+                    await ems_order_stream.send(BrokerdError(
+                        oid=cancel.oid,
+
+                        # TODO: do we need the symbol?
+                        # https://github.com/pikers/piker/issues/514
+                        symbol='unknown',
+
+                        reason=(
+                            'Invalid `binance` order request dialog oid',
+                        )
+                    ))
+                    continue
+
+                else:
+                    symbol: str = existing['symbol']
+                    try:
+                        await client.submit_cancel(
+                            symbol,
+                            cancel.oid,
+                        )
+                    except BrokerError as be:
+                        await ems_order_stream.send(
+                            BrokerdError(
+                                oid=msg['oid'],
+                                symbol=symbol,
+                                reason=(
+                                    '`binance` CANCEL failed:\n'
+                                    f'{be}'
+                                ))
+                        )
+                        continue
+
+            case {
+                'account': ('binance.usdtm' | 'binance.spot') as account,
+                'action': action,
+            } if action in {'buy', 'sell'}:
+
+                # validate
+                order = BrokerdOrder(**msg)
+                oid: str = order.oid  # emsd order id
+                modify: bool = False
+
+                # NOTE: check and report edits
+                if existing := dialogs.get(order.oid):
+                    log.info(
+                        f'Existing order for {oid} updated:\n'
+                        f'{pformat(existing.maps[-1])} -> {pformat(msg)}'
+                    )
+                    modify = True
+
+                    # only add new msg AFTER the existing check
+                    dialogs.add_msg(oid, msg)
+
+                else:
+                    # XXX NOTE: update before the ack!
+                    # track latest request state such that map
+                    # lookups start at the most recent msg and then
+                    # scan reverse-chronologically.
+                    dialogs.add_msg(oid, msg)
+
+                    # XXX: ACK the request **immediately** before sending
+                    # the api side request to ensure the ems maps the oid ->
+                    # reqid correctly!
+                    resp = BrokerdOrderAck(
+                        oid=oid,  # ems order request id
+                        reqid=oid,  # our custom int mapping
+                        account='binance',  # piker account
+                    )
+                    await ems_order_stream.send(resp)
+
+                # call our client api to submit the order
+                # NOTE: modifies only require diff key for user oid:
+                # https://binance-docs.github.io/apidocs/futures/en/#modify-order-trade
+                try:
+                    reqid = await client.submit_limit(
+                        symbol=order.symbol,
+                        side=order.action,
+                        quantity=order.size,
+                        price=order.price,
+                        oid=oid,
+                        modify=modify,
+                    )
+
+                    # SMH they do gen their own order id: ints.. 
+                    # assert reqid == order.oid
+                    dids[order.oid] = reqid
+
+                except BrokerError as be:
+                    await ems_order_stream.send(
+                        BrokerdError(
+                            oid=msg['oid'],
+                            symbol=msg['symbol'],
+                            reason=(
+                                '`binance` request failed:\n'
+                                f'{be}'
+                            ))
+                    )
+                    continue
+
+            case _:
+                account = msg.get('account')
+                if account not in {'binance.spot', 'binance.futes'}:
+                    log.error(
+                        'Order request does not have a valid binance account name?\n'
+                        'Only one of\n'
+                        '- `binance.spot` or,\n'
+                        '- `binance.usdtm`\n'
+                        'is currently valid!'
+                    )
+                await ems_order_stream.send(
+                    BrokerdError(
+                        oid=msg['oid'],
+                        symbol=msg['symbol'],
+                        reason=(
+                            f'Invalid `binance` broker request msg:\n{msg}'
+                        ))
+                )
+
+
+@tractor.context
+async def open_trade_dialog(
+    ctx: tractor.Context,
+
+) -> AsyncIterator[dict[str, Any]]:
+
+    # TODO: how do we set this from the EMS such that
+    # positions are loaded from the correct venue on the user
+    # stream at startup? (that is in an attempt to support both
+    # spot and futes markets?)
+    # - I guess we just want to instead start 2 separate user
+    #   stream tasks right? unless we want another actor pool?
+    #   XXX: see issue: <urlhere>
+    venue_name: str = 'futes'
+    venue_mode: str = 'usdtm_futes'
+    account_name: str = 'usdtm'
+    use_testnet: bool = False
+
+    # TODO: if/when we add .accounting support we need to
+    # do a open_symcache() call.. though maybe we can hide
+    # this in a new async version of open_account()?
+    async with open_cached_client('binance') as client:
+        subconf: dict|None = client.conf.get(venue_name)
+
+        # XXX: if no futes.api_key or spot.api_key has been set we
+        # always fall back to the paper engine!
+        if (
+            not subconf
+            or
+            not subconf.get('api_key')
+        ):
+            await ctx.started('paper')
+            return
+
+        use_testnet: bool = subconf.get('use_testnet', False)
+
+    async with (
+        open_cached_client('binance') as client,
+    ):
+        client.mkt_mode: str = venue_mode
+
+        # TODO: map these wss urls depending on spot or futes
+        # setting passed when this task is spawned?
+        wss_url: str = _futes_ws if not use_testnet else _testnet_futes_ws
+
+        wss: NoBsWs
+        async with (
+            client.manage_listen_key() as listen_key,
+            open_autorecon_ws(f'{wss_url}/?listenKey={listen_key}') as wss,
+        ):
+            nsid: int = time_ns()
+            await wss.send_msg({
+                # "method": "SUBSCRIBE",
+                "method": "REQUEST",
+                "params":
+                [
+                    f"{listen_key}@account",
+                    f"{listen_key}@balance",
+                    f"{listen_key}@position",
+
+                    # TODO: does this even work!? seems to cause
+                    # a hang on the first msg..? lelelel.
+                    # f"{listen_key}@order",
+                ],
+                "id": nsid
+            })
+
+            with trio.fail_after(6):
+                msg = await wss.recv_msg()
+                assert msg['id'] == nsid
+
+            # TODO: load other market wide data / statistics:
+            # - OI: https://binance-docs.github.io/apidocs/futures/en/#open-interest
+            # - OI stats: https://binance-docs.github.io/apidocs/futures/en/#open-interest-statistics
+            accounts: bidict[str, str] = bidict({'binance.usdtm': None})
+            balances: dict[Asset, float] = {}
+            positions: list[BrokerdPosition] = []
+
+            for resp_dict in msg['result']:
+                resp: dict = resp_dict['res']
+                req: str = resp_dict['req']
+
+                # @account response should be something like:
+                # {'accountAlias': 'sRFzFzAuuXsR',
+                #  'canDeposit': True,
+                #  'canTrade': True,
+                #  'canWithdraw': True,
+                #  'feeTier': 0}
+                if 'account' in req:
+                    # NOTE: fill in the hash-like key/alias binance
+                    # provides for the account.
+                    alias: str = resp['accountAlias']
+                    accounts['binance.usdtm'] = alias
+
+                # @balance response:
+                # {'accountAlias': 'sRFzFzAuuXsR',
+                #      'balances': [{'asset': 'BTC',
+                #                    'availableBalance': '0.00000000',
+                #                    'balance': '0.00000000',
+                #                    'crossUnPnl': '0.00000000',
+                #                    'crossWalletBalance': '0.00000000',
+                #                    'maxWithdrawAmount': '0.00000000',
+                #                    'updateTime': 0}]
+                #                     ...
+                # }
+                elif 'balance' in req:
+                    for entry in resp['balances']:
+                        name: str = entry['asset']
+                        balance: float = float(entry['balance'])
+                        last_update_t: int = entry['updateTime']
+
+                        spot_asset: Asset = client._venue2assets['spot'][name]
+
+                        if balance > 0:
+                            balances[spot_asset] = (balance, last_update_t)
+                            # await tractor.pause()
+
+                # @position response:
+                # {'positions': [{'entryPrice': '0.0',
+                #                    'isAutoAddMargin': False,
+                #                    'isolatedMargin': '0',
+                #                    'leverage': 20,
+                #                    'liquidationPrice': '0',
+                #                    'marginType': 'CROSSED',
+                #                    'markPrice': '0.60289650',
+                #                    'markPrice': '0.00000000',
+                #                    'maxNotionalValue': '25000',
+                #                    'notional': '0',
+                #                    'positionAmt': '0',
+                #                    'positionSide': 'BOTH',
+                #                    'symbol': 'ETHUSDT_230630',
+                #                    'unRealizedProfit': '0.00000000',
+                #                    'updateTime': 1672741444894}
+                #                    ...
+                # }
+                elif 'position' in req:
+                    for entry in resp['positions']:
+                        bs_mktid: str = entry['symbol']
+                        entry_size: float = float(entry['positionAmt'])
+
+                        pair: Pair | None = client._venue2pairs[
+                            venue_mode
+                        ].get(bs_mktid)
+                        if (
+                            pair
+                            and entry_size > 0
+                        ):
+                            entry_price: float = float(entry['entryPrice'])
+
+                            ppmsg = BrokerdPosition(
+                                broker='binance',
+                                account=f'binance.{account_name}',
+
+                                # TODO: maybe we should be passing back
+                                # a `MktPair` here?
+                                symbol=pair.bs_fqme.lower() + '.binance',
+
+                                size=entry_size,
+                                avg_price=entry_price,
+                            )
+                            positions.append(ppmsg)
+
+                        if pair is None:
+                            log.warning(
+                                f'`{bs_mktid}` Position entry but no market pair?\n'
+                                f'{pformat(entry)}\n'
+                            )
+
+            await ctx.started((
+                positions,
+                list(accounts)
+            ))
+
+            # TODO: package more state tracking into the dialogs API?
+            # - hmm maybe we could include `OrderDialogs.dids:
+            #   bidict` as part of the interface and then ask for
+            #   a reqid field to be passed at init?
+            #   |-> `OrderDialog(reqid_field='orderId')` kinda thing?
+            # - also maybe bundle in some kind of dialog to account
+            #   table?
+            dialogs = OrderDialogs()
+            dids: dict[str, int] = bidict()
+
+            # TODO: further init setup things to get full EMS and
+            # .accounting support B)
+            # - live order loading via user stream subscription and
+            #   update to the order dialog table.
+            #   - MAKE SURE we add live orders loaded during init
+            #   into the dialogs table to ensure they can be
+            #   cancelled, meaning we can do a symbol lookup.
+            # - position loading using `piker.accounting` subsys
+            #   and comparison with binance's own position calcs.
+            # - load pps and accounts using accounting apis, write
+            #   the ledger and account files
+            #   - table: Account
+            #   - ledger: TransactionLedger
+
+            async with (
+                trio.open_nursery() as tn,
+                ctx.open_stream() as ems_stream,
+            ):
+                # deliver all pre-exist open orders to EMS thus syncing
+                # state with existing live limits reported by them.
+                order: Order
+                for order in await client.get_open_orders():
+                    status_msg = Status(
+                        time_ns=time.time_ns(),
+                        resp='open',
+                        oid=order.oid,
+                        reqid=order.oid,
+
+                        # embedded order info
+                        req=order,
+                        src='binance',
+                    )
+                    dialogs.add_msg(order.oid, order.to_dict())
+                    await ems_stream.send(status_msg)
+
+                tn.start_soon(
+                    handle_order_requests,
+                    ems_stream,
+                    client,
+                    dids,
+                    dialogs,
+                )
+                tn.start_soon(
+                    handle_order_updates,
+                    venue_mode,
+                    account_name,
+                    client,
+                    ems_stream,
+                    wss,
+                    dialogs,
+
+                )
+
+                await trio.sleep_forever()
+
+
+async def handle_order_updates(
+    venue: str,
+    account_name: str,
+    client: Client,
+    ems_stream: tractor.MsgStream,
+    wss: NoBsWs,
+    dialogs: OrderDialogs,
+
+) -> None:
+    '''
+    Main msg handling loop for all things order management.
+
+    This code is broken out to make the context explicit and state
+    variables defined in the signature clear to the reader.
+
+    '''
+    async for msg in wss:
+        log.info(f'Rx USERSTREAM msg:\n{pformat(msg)}')
+        match msg:
+
+            # ORDER update
+            # spot: https://binance-docs.github.io/apidocs/spot/en/#payload-balance-update
+            # futes: https://binance-docs.github.io/apidocs/futures/en/#event-order-update
+            # futes: https://binance-docs.github.io/apidocs/futures/en/#event-balance-and-position-update
+            # {'o': {
+            #    'L': '0',
+            #    'N': 'USDT',
+            #    'R': False,
+            #    'S': 'BUY',
+            #    'T': 1687028772484,
+            #    'X': 'NEW',
+            #    'a': '0',
+            #    'ap': '0',
+            #    'b': '7012.06520',
+            #    'c': '518d4122-8d3e-49b0-9a1e-1fabe6f62e4c',
+            #    'cp': False,
+            #    'f': 'GTC',
+            #    'i': 3376956924,
+            #    'l': '0',
+            #    'm': False,
+            #    'n': '0',
+            #    'o': 'LIMIT',
+            #    'ot': 'LIMIT',
+            #    'p': '21136.80',
+            #    'pP': False,
+            #    'ps': 'BOTH',
+            #    'q': '0.047',
+            #    'rp': '0',
+            #    's': 'BTCUSDT',
+            #    'si': 0,
+            #    'sp': '0',
+            #    'ss': 0,
+            #    't': 0,
+            #    'wt': 'CONTRACT_PRICE',
+            #    'x': 'NEW',
+            #    'z': '0'}
+            # }
+            case {
+                # 'e': 'executionReport',
+                'e': 'ORDER_TRADE_UPDATE',
+                'T': int(epoch_ms),
+                'o': {
+                    's': bs_mktid,
+
+                    # XXX NOTE XXX see special ids for market
+                    # events or margin calls:
+                    # // special client order id:
+                    # // starts with "autoclose-": liquidation order
+                    # // "adl_autoclose": ADL auto close order
+                    # // "settlement_autoclose-": settlement order
+                    #     for delisting or delivery
+                    'c': oid,
+                    # 'i': reqid,  # binance internal int id
+
+                    # prices
+                    'a': submit_price,
+                    'ap': avg_price,
+                    'L': fill_price,
+
+                    # sizing
+                    'q': req_size,
+                    'l': clear_size_filled,  # this event
+                    'z': accum_size_filled,  # accum
+
+                    # commissions
+                    'n': cost,
+                    'N': cost_asset,
+
+                    # state
+                    'S': side,
+                    'X': status,
+                },
+            } as order_msg:
+                log.info(
+                    f'{status} for {side} ORDER oid: {oid}\n'
+                    f'bs_mktid: {bs_mktid}\n\n'
+
+                    f'order size: {req_size}\n'
+                    f'cleared size: {clear_size_filled}\n'
+                    f'accum filled size: {accum_size_filled}\n\n'
+
+                    f'submit price: {submit_price}\n'
+                    f'fill_price: {fill_price}\n'
+                    f'avg clearing price: {avg_price}\n\n'
+
+                    f'cost: {cost}@{cost_asset}\n'
+                )
+
+                # status remap from binance to piker's
+                # status set:
+                # - NEW
+                # - PARTIALLY_FILLED
+                # - FILLED
+                # - CANCELED
+                # - EXPIRED
+                # https://binance-docs.github.io/apidocs/futures/en/#event-order-update
+
+                req_size: float = float(req_size)
+                accum_size_filled: float = float(accum_size_filled)
+                fill_price: float = float(fill_price)
+
+                match status:
+                    case 'PARTIALLY_FILLED' | 'FILLED':
+                        status = 'fill'
+
+                        fill_msg = BrokerdFill(
+                            time_ns=time_ns(),
+                            # reqid=reqid,
+                            reqid=oid,
+
+                            # just use size value for now?
+                            # action=action,
+                            size=clear_size_filled,
+                            price=fill_price,
+
+                            # TODO: maybe capture more msg data
+                            # i.e fees?
+                            broker_details={'name': 'broker'} | order_msg,
+                            broker_time=time.time(),
+                        )
+                        await ems_stream.send(fill_msg)
+
+                        if accum_size_filled == req_size:
+                            status = 'closed'
+                            dialogs.pop(oid)
+
+                    case 'NEW':
+                        status = 'open'
+
+                    case 'EXPIRED':
+                        status = 'canceled'
+                        dialogs.pop(oid)
+
+                    case _:
+                        status = status.lower()
+
+                resp = BrokerdStatus(
+                    time_ns=time_ns(),
+                    # reqid=reqid,
+                    reqid=oid,
+
+                    # TODO: i feel like we don't need to make the
+                    # ems and upstream clients aware of this?
+                    # account='binance.usdtm',
+
+                    status=status,
+
+                    filled=accum_size_filled,
+                    remaining=req_size - accum_size_filled,
+                    broker_details={
+                        'name': 'binance',
+                        'broker_time': epoch_ms / 1000.
+                    }
+                )
+                await ems_stream.send(resp)
+
+            # ACCOUNT and POSITION update B)
+            # {
+            #  'E': 1687036749218,
+            #  'e': 'ACCOUNT_UPDATE'
+            #  'T': 1687036749215,
+            #  'a': {'B': [{'a': 'USDT',
+            #               'bc': '0',
+            #               'cw': '1267.48920735',
+            #               'wb': '1410.90245576'}],
+            #        'P': [{'cr': '-3292.10973007',
+            #               'ep': '26349.90000',
+            #               'iw': '143.41324841',
+            #               'ma': 'USDT',
+            #               'mt': 'isolated',
+            #               'pa': '0.038',
+            #               'ps': 'BOTH',
+            #               's': 'BTCUSDT',
+            #               'up': '5.17555453'}],
+            #        'm': 'ORDER'},
+            # }
+            case {
+                'T': int(epoch_ms),
+                'e': 'ACCOUNT_UPDATE',
+                'a': {
+                    'P': [{
+                        's': bs_mktid,
+                        'pa': pos_amount,
+                        'ep': entry_price,
+                    }],
+                },
+            }:
+                # real-time relay position updates back to EMS
+                pair: Pair | None = client._venue2pairs[venue].get(bs_mktid)
+                ppmsg = BrokerdPosition(
+                    broker='binance',
+                    account=f'binance.{account_name}',
+
+                    # TODO: maybe we should be passing back
+                    # a `MktPair` here?
+                    symbol=pair.bs_fqme.lower() + '.binance',
+
+                    size=float(pos_amount),
+                    avg_price=float(entry_price),
+                )
+                await ems_stream.send(ppmsg)
+
+            case _:
+                log.warning(
+                    'Unhandled event:\n'
+                    f'{pformat(msg)}'
+                )

piker/brokers/binance/feed.py

@@ -0,0 +1,557 @@
+# 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 __future__ import annotations
+from contextlib import (
+    asynccontextmanager as acm,
+    aclosing,
+)
+from datetime import datetime
+from functools import (
+    partial,
+)
+import itertools
+from pprint import pformat
+from typing import (
+    Any,
+    AsyncGenerator,
+    Callable,
+    Generator,
+)
+import time
+
+import trio
+from trio_typing import TaskStatus
+from pendulum import (
+    from_timestamp,
+)
+import numpy as np
+import tractor
+
+from piker.brokers import (
+    open_cached_client,
+    NoData,
+)
+from piker._cacheables import (
+    async_lifo_cache,
+)
+from piker.accounting import (
+    Asset,
+    DerivTypes,
+    MktPair,
+    unpack_fqme,
+)
+from piker.types import Struct
+from piker.data.validate import FeedInit
+from piker.data._web_bs import (
+    open_autorecon_ws,
+    NoBsWs,
+)
+from piker.brokers._util import (
+    DataUnavailable,
+    get_logger,
+)
+
+from .api import (
+    Client,
+)
+from .venues import (
+    Pair,
+    FutesPair,
+    get_api_eps,
+)
+
+log = get_logger('piker.brokers.binance')
+
+
+class L1(Struct):
+    # https://binance-docs.github.io/apidocs/spot/en/#individual-symbol-book-ticker-streams
+
+    update_id: int
+    sym: str
+
+    bid: float
+    bsize: float
+    ask: float
+    asize: float
+
+
+# validation type
+class AggTrade(Struct, frozen=True):
+    e: str  # Event type
+    E: int  # Event time
+    s: str  # Symbol
+    a: int  # Aggregate trade ID
+    p: float  # Price
+    q: float  # Quantity
+    f: int  # First trade ID
+    l: int  # noqa Last trade ID
+    T: int  # Trade time
+    m: bool  # Is the buyer the market maker?
+    M: bool | None = None  # Ignore
+
+
+async def stream_messages(
+    ws: NoBsWs,
+
+) -> AsyncGenerator[NoBsWs, dict]:
+
+    # TODO: match syntax here!
+    msg: dict[str, Any]
+    async for msg in ws:
+        match msg:
+            # for l1 streams binance doesn't add an event type field so
+            # identify those messages by matching keys
+            # https://binance-docs.github.io/apidocs/spot/en/#individual-symbol-book-ticker-streams
+            case {
+                # NOTE: this is never an old value it seems, so
+                # they are always sending real L1 spread updates.
+                'u': upid,  # update id
+                's': sym,
+                'b': bid,
+                'B': bsize,
+                'a': ask,
+                'A': asize,
+            }:
+                # TODO: it would be super nice to have a `L1` piker type
+                # which "renders" incremental tick updates from a packed
+                # msg-struct:
+                # - backend msgs after packed into the type such that we
+                #   can reduce IPC usage but without each backend having
+                #   to do that incremental update logic manually B)
+                # - would it maybe be more efficient to use this instead?
+                #   https://binance-docs.github.io/apidocs/spot/en/#diff-depth-stream
+                l1 = L1(
+                    update_id=upid,
+                    sym=sym,
+                    bid=bid,
+                    bsize=bsize,
+                    ask=ask,
+                    asize=asize,
+                )
+                # for speed probably better to only specifically
+                # cast fields we need in numerical form?
+                # l1.typecast()
+
+                # repack into piker's tick-quote format
+                yield 'l1', {
+                    'symbol': l1.sym,
+                    'ticks': [
+                        {
+                            'type': 'bid',
+                            'price': float(l1.bid),
+                            'size': float(l1.bsize),
+                        },
+                        {
+                            'type': 'bsize',
+                            'price': float(l1.bid),
+                            'size': float(l1.bsize),
+                        },
+                        {
+                            'type': 'ask',
+                            'price': float(l1.ask),
+                            'size': float(l1.asize),
+                        },
+                        {
+                            'type': 'asize',
+                            'price': float(l1.ask),
+                            'size': float(l1.asize),
+                        }
+                    ]
+                }
+
+            # https://binance-docs.github.io/apidocs/spot/en/#aggregate-trade-streams
+            case {
+                'e': 'aggTrade',
+            }:
+                # NOTE: this is purely for a definition,
+                # ``msgspec.Struct`` does not runtime-validate until you
+                # decode/encode, see:
+                # https://jcristharif.com/msgspec/structs.html#type-validation
+                msg = AggTrade(**msg)  # TODO: should we .copy() ?
+                piker_quote: dict = {
+                    'symbol': msg.s,
+                    'last': float(msg.p),
+                    'brokerd_ts': time.time(),
+                    'ticks': [{
+                        'type': 'trade',
+                        'price': float(msg.p),
+                        'size': float(msg.q),
+                        'broker_ts': msg.T,
+                    }],
+                }
+                yield 'trade', piker_quote
+
+
+def make_sub(pairs: list[str], sub_name: str, uid: int) -> dict[str, str]:
+    '''
+    Create a request subscription packet dict.
+
+    - spot:
+      https://binance-docs.github.io/apidocs/spot/en/#live-subscribing-unsubscribing-to-streams
+
+    - futes:
+      https://binance-docs.github.io/apidocs/futures/en/#websocket-market-streams
+
+    '''
+    return {
+        'method': 'SUBSCRIBE',
+        'params': [
+            f'{pair.lower()}@{sub_name}'
+            for pair in pairs
+        ],
+        'id': uid
+    }
+
+
+# TODO, why aren't frame resp `log.info()`s showing in upstream
+# code?!
+@acm
+async def open_history_client(
+    mkt: MktPair,
+
+) -> tuple[Callable, int]:
+
+    # TODO implement history getter for the new storage layer.
+    async with open_cached_client('binance') as client:
+
+        async def get_ohlc(
+            timeframe: float,
+            end_dt: datetime | None = None,
+            start_dt: datetime | None = None,
+
+        ) -> tuple[
+            np.ndarray,
+            datetime,  # start
+            datetime,  # end
+        ]:
+            if timeframe != 60:
+                raise DataUnavailable('Only 1m bars are supported')
+
+            # TODO: better wrapping for venue / mode?
+            # - eventually logic for usd vs. coin settled futes
+            #   based on `MktPair.src` type/value?
+            # - maybe something like `async with
+            # Client.use_venue('usdtm_futes')`
+            if mkt.type_key in DerivTypes:
+                client.mkt_mode = 'usdtm_futes'
+            else:
+                client.mkt_mode = 'spot'
+
+            array: np.ndarray = await client.bars(
+                mkt=mkt,
+                start_dt=start_dt,
+                end_dt=end_dt,
+            )
+            if array.size == 0:
+                raise NoData(
+                    f'No frame for {start_dt} -> {end_dt}\n'
+                )
+
+            times = array['time']
+            if not times.any():
+                raise ValueError(
+                    'Bad frame with null-times?\n\n'
+                    f'{times}'
+                )
+
+            if end_dt is None:
+                inow: int = round(time.time())
+                if (inow - times[-1]) > 60:
+                    await tractor.pause()
+
+            start_dt = from_timestamp(times[0])
+            end_dt = from_timestamp(times[-1])
+            return array, start_dt, end_dt
+
+        yield get_ohlc, {'erlangs': 3, 'rate': 3}
+
+
+@async_lifo_cache()
+async def get_mkt_info(
+    fqme: str,
+
+) -> tuple[MktPair, Pair] | None:
+
+    # uppercase since kraken bs_mktid is always upper
+    if 'binance' not in fqme.lower():
+        fqme += '.binance'
+
+    mkt_mode: str = ''
+    broker, mkt_ep, venue, expiry = unpack_fqme(fqme)
+
+    # NOTE: we always upper case all tokens to be consistent with
+    # binance's symbology style for pairs, like `BTCUSDT`, but in
+    # theory we could also just keep things lower case; as long as
+    # we're consistent and the symcache matches whatever this func
+    # returns, always!
+    expiry: str = expiry.upper()
+    venue: str = venue.upper()
+    venue_lower: str = venue.lower()
+
+    # XXX TODO: we should change the usdtm_futes name to just
+    # usdm_futes (dropping the tether part) since it turns out that
+    # there are indeed USD-tokens OTHER THEN tether being used as
+    # the margin assets.. it's going to require a wholesale
+    # (variable/key) rename as well as file name adjustments to any
+    # existing tsdb set..
+    if 'usd' in venue_lower:
+        mkt_mode: str = 'usdtm_futes'
+
+    # NO IDEA what these contracts (some kinda DEX-ish futes?) are
+    # but we're masking them for now..
+    elif (
+        'defi' in venue_lower
+
+        # TODO: handle coinm futes which have a margin asset that
+        # is some crypto token!
+        # https://binance-docs.github.io/apidocs/delivery/en/#exchange-information
+        or 'btc' in venue_lower
+    ):
+        return None
+
+    else:
+        # NOTE: see the `FutesPair.bs_fqme: str` implementation
+        # to understand the reverse market info lookup below.
+        mkt_mode = venue_lower or 'spot'
+
+    if (
+        venue
+        and 'spot' not in venue_lower
+
+        # XXX: catch all in case user doesn't know which
+        # venue they want (usdtm vs. coinm) and we can choose
+        # a default (via config?) once we support coin-m APIs.
+        or 'perp' in venue_lower
+    ):
+        if not mkt_mode:
+            mkt_mode: str = f'{venue_lower}_futes'
+
+    async with open_cached_client(
+        'binance',
+    ) as client:
+
+        assets: dict[str, Asset] = await client.get_assets()
+        pair_str: str = mkt_ep.upper()
+
+        # switch venue-mode depending on input pattern parsing
+        # since we want to use a particular endpoint (set) for
+        # pair info lookup!
+        client.mkt_mode = mkt_mode
+
+        pair: Pair = await client.exch_info(
+            pair_str,
+            venue=mkt_mode,  # explicit
+            expiry=expiry,
+        )
+
+        if 'futes' in mkt_mode:
+            assert isinstance(pair, FutesPair)
+
+        dst: Asset | None = assets.get(pair.bs_dst_asset)
+        if (
+            not dst
+            # TODO: a known asset DNE list?
+            # and pair.baseAsset == 'DEFI'
+        ):
+            log.warning(
+                f'UNKNOWN {venue} asset {pair.baseAsset} from,\n'
+                f'{pformat(pair.to_dict())}'
+            )
+
+            # XXX UNKNOWN missing "asset", though no idea why?
+            # maybe it's only avail in the margin venue(s): /dapi/ ?
+            return None
+
+        mkt = MktPair(
+            dst=dst,
+            src=assets[pair.bs_src_asset],
+            price_tick=pair.price_tick,
+            size_tick=pair.size_tick,
+            bs_mktid=pair.symbol,
+            expiry=expiry,
+            venue=venue,
+            broker='binance',
+
+            # NOTE: sectype is always taken from dst, see
+            # `MktPair.type_key` and `Client._cache_pairs()`
+            # _atype=sectype,
+        )
+        return mkt, pair
+
+
+@acm
+async def subscribe(
+    ws: NoBsWs,
+    symbols: list[str],
+
+    # defined once at import time to keep a global state B)
+    iter_subids: Generator[int, None, None] = itertools.count(),
+
+):
+    # setup subs
+
+    subid: int = next(iter_subids)
+
+    # trade data (aka L1)
+    # https://binance-docs.github.io/apidocs/spot/en/#symbol-order-book-ticker
+    l1_sub = make_sub(symbols, 'bookTicker', subid)
+    await ws.send_msg(l1_sub)
+
+    # aggregate (each order clear by taker **not** by maker)
+    # trades data:
+    # https://binance-docs.github.io/apidocs/spot/en/#aggregate-trade-streams
+    agg_trades_sub = make_sub(symbols, 'aggTrade', subid)
+    await ws.send_msg(agg_trades_sub)
+
+    # might get ack from ws server, or maybe some
+    # other msg still in transit..
+    res = await ws.recv_msg()
+    subid: str | None = res.get('id')
+    if subid:
+        assert res['id'] == subid
+
+    yield
+
+    subs = []
+    for sym in symbols:
+        subs.append("{sym}@aggTrade")
+        subs.append("{sym}@bookTicker")
+
+    # unsub from all pairs on teardown
+    if ws.connected():
+        await ws.send_msg({
+            "method": "UNSUBSCRIBE",
+            "params": subs,
+            "id": subid,
+        })
+
+        # XXX: do we need to ack the unsub?
+        # await ws.recv_msg()
+
+
+async def stream_quotes(
+
+    send_chan: trio.abc.SendChannel,
+    symbols: list[str],
+    feed_is_live: trio.Event,
+    loglevel: str = None,
+
+    # startup sync
+    task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
+
+) -> None:
+
+    async with (
+        send_chan as send_chan,
+        open_cached_client('binance') as client,
+    ):
+        init_msgs: list[FeedInit] = []
+        for sym in symbols:
+            mkt: MktPair
+            pair: Pair
+            mkt, pair = await get_mkt_info(sym)
+
+            # build out init msgs according to latest spec
+            init_msgs.append(
+                FeedInit(mkt_info=mkt)
+            )
+
+        wss_url: str = get_api_eps(client.mkt_mode)[1]  # 2nd elem is wss url
+
+        # TODO: for sanity, but remove eventually Xp
+        if 'future' in mkt.type_key:
+            assert 'fstream' in wss_url
+
+        async with (
+            open_autorecon_ws(
+                url=wss_url,
+                fixture=partial(
+                    subscribe,
+                    symbols=[mkt.bs_mktid],
+                ),
+            ) as ws,
+
+            # avoid stream-gen closure from breaking trio..
+            aclosing(stream_messages(ws)) as msg_gen,
+        ):
+            # log.info('WAITING ON FIRST LIVE QUOTE..')
+            typ, quote = await anext(msg_gen)
+
+            # pull a first quote and deliver
+            while typ != 'trade':
+                typ, quote = await anext(msg_gen)
+
+            task_status.started((init_msgs, quote))
+
+            # signal to caller feed is ready for consumption
+            feed_is_live.set()
+
+            # import time
+            # last = time.time()
+
+            # XXX NOTE: can't include the `.binance` suffix
+            # or the sampling loop will not broadcast correctly
+            # since `bus._subscribers.setdefault(bs_fqme, set())`
+            # is used inside `.data.open_feed_bus()` !!!
+            topic: str = mkt.bs_fqme
+
+            # start streaming
+            async for typ, quote in msg_gen:
+                # period = time.time() - last
+                # hz = 1/period if period else float('inf')
+                # if hz > 60:
+                #     log.info(f'Binance quotez : {hz}')
+                await send_chan.send({topic: quote})
+                # last = time.time()
+
+
+@tractor.context
+async def open_symbol_search(
+    ctx: tractor.Context,
+) -> Client:
+
+    # NOTE: symbology tables are loaded as part of client
+    # startup in ``.api.get_client()`` and in this case
+    # are stored as `Client._pairs`.
+    async with open_cached_client('binance') as client:
+
+        # TODO: maybe we should deliver the cache
+        # so that client's can always do a local-lookup-first
+        # style try and then update async as (new) match results
+        # are delivered from here?
+        await ctx.started()
+
+        async with ctx.open_stream() as stream:
+
+            pattern: str
+            async for pattern in stream:
+                # NOTE: pattern fuzzy-matching is done within
+                # the methd impl.
+                pairs: dict[str, Pair] = await client.search_symbols(
+                    pattern,
+                )
+
+                # repack in fqme-keyed table
+                byfqme: dict[str, Pair] = {}
+                for pair in pairs.values():
+                    byfqme[pair.bs_fqme] = pair
+
+                await stream.send(byfqme)

piker/brokers/binance/venues.py

@@ -0,0 +1,303 @@
+# 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/>.
+
+"""
+Per market data-type definitions and schemas types.
+
+"""
+from __future__ import annotations
+from typing import (
+    Literal,
+)
+from decimal import Decimal
+
+from msgspec import field
+
+from piker.types import Struct
+
+
+# API endpoint paths by venue / sub-API
+_domain: str = 'binance.com'
+_spot_url = f'https://api.{_domain}'
+_futes_url = f'https://fapi.{_domain}'
+
+# WEBsocketz
+# NOTE XXX: see api docs which show diff addr?
+# https://developers.binance.com/docs/binance-trading-api/websocket_api#general-api-information
+_spot_ws: str = 'wss://stream.binance.com/ws'
+# or this one? ..
+# 'wss://ws-api.binance.com:443/ws-api/v3',
+
+# https://binance-docs.github.io/apidocs/futures/en/#websocket-market-streams
+_futes_ws: str = f'wss://fstream.{_domain}/ws'
+_auth_futes_ws: str = 'wss://fstream-auth.{_domain}/ws'
+
+# test nets
+# NOTE: spot test network only allows certain ep sets:
+# https://testnet.binance.vision/
+# https://www.binance.com/en/support/faq/how-to-test-my-functions-on-binance-testnet-ab78f9a1b8824cf0a106b4229c76496d
+_testnet_spot_url: str = 'https://testnet.binance.vision/api'
+_testnet_spot_ws: str = 'wss://testnet.binance.vision/ws'
+# or this one? ..
+# 'wss://testnet.binance.vision/ws-api/v3'
+
+_testnet_futes_url: str = 'https://testnet.binancefuture.com'
+_testnet_futes_ws: str = 'wss://stream.binancefuture.com/ws'
+
+
+MarketType = Literal[
+    'spot',
+    # 'margin',
+    'usdtm_futes',
+    # 'coinm_futes',
+]
+
+
+def get_api_eps(venue: MarketType) -> tuple[str, str]:
+    '''
+    Return API ep root paths per venue.
+
+    '''
+    return {
+        'spot': (
+            _spot_url,
+            _spot_ws,
+        ),
+        'usdtm_futes': (
+            _futes_url,
+            _futes_ws,
+        ),
+    }[venue]
+
+
+class Pair(Struct, frozen=True, kw_only=True):
+
+    symbol: str
+    status: str
+    orderTypes: list[str]
+
+    # src
+    quoteAsset: str
+    quotePrecision: int
+
+    # dst
+    baseAsset: str
+    baseAssetPrecision: int
+
+    filters: dict[
+        str,
+        str | int | float,
+    ] = field(default_factory=dict)
+
+    @property
+    def price_tick(self) -> Decimal:
+        # XXX: lul, after manually inspecting the response format we
+        # just directly pick out the info we need
+        step_size: str = self.filters['PRICE_FILTER']['tickSize'].rstrip('0')
+        return Decimal(step_size)
+
+    @property
+    def size_tick(self) -> Decimal:
+        step_size: str = self.filters['LOT_SIZE']['stepSize'].rstrip('0')
+        return Decimal(step_size)
+
+    @property
+    def bs_fqme(self) -> str:
+        return self.symbol
+
+    @property
+    def bs_mktid(self) -> str:
+        return f'{self.symbol}.{self.venue}'
+
+
+class SpotPair(Pair, frozen=True):
+
+    cancelReplaceAllowed: bool
+    allowTrailingStop: bool
+    quoteAssetPrecision: int
+
+    baseCommissionPrecision: int
+    quoteCommissionPrecision: int
+
+    icebergAllowed: bool
+    ocoAllowed: bool
+    quoteOrderQtyMarketAllowed: bool
+    isSpotTradingAllowed: bool
+    isMarginTradingAllowed: bool
+    otoAllowed: bool
+
+    defaultSelfTradePreventionMode: str
+    allowedSelfTradePreventionModes: list[str]
+    permissions: list[str]
+    permissionSets: list[list[str]]
+
+    # NOTE: see `.data._symcache.SymbologyCache.load()` for why
+    ns_path: str = 'piker.brokers.binance:SpotPair'
+
+    @property
+    def venue(self) -> str:
+        return 'SPOT'
+
+    @property
+    def bs_fqme(self) -> str:
+        return f'{self.symbol}.SPOT'
+
+    @property
+    def bs_src_asset(self) -> str:
+        return f'{self.quoteAsset}'
+
+    @property
+    def bs_dst_asset(self) -> str:
+        return f'{self.baseAsset}'
+
+
+class FutesPair(Pair):
+    symbol: str  # 'BTCUSDT',
+    pair: str  # 'BTCUSDT',
+    baseAssetPrecision: int # 8,
+    contractType: str  # 'PERPETUAL',
+    deliveryDate: int   # 4133404800000,
+    liquidationFee: float  # '0.012500',
+    maintMarginPercent: float  # '2.5000',
+    marginAsset: str  # 'USDT',
+    marketTakeBound: float  # '0.05',
+    maxMoveOrderLimit: int  # 10000,
+    onboardDate: int  # 1569398400000,
+    pricePrecision: int  # 2,
+    quantityPrecision: int  # 3,
+    quoteAsset: str  # 'USDT',
+    quotePrecision: int  # 8,
+    requiredMarginPercent: float  # '5.0000',
+    timeInForce: list[str]  # ['GTC', 'IOC', 'FOK', 'GTX'],
+    triggerProtect: float  # '0.0500',
+    underlyingSubType: list[str]  # ['PoW'],
+    underlyingType: str  # 'COIN'
+
+    # NOTE: see `.data._symcache.SymbologyCache.load()` for why
+    ns_path: str = 'piker.brokers.binance:FutesPair'
+
+    # NOTE: for compat with spot pairs and `MktPair.src: Asset`
+    # processing..
+    @property
+    def quoteAssetPrecision(self) -> int:
+        return self.quotePrecision
+
+    @property
+    def expiry(self) -> str:
+        symbol: str = self.symbol
+        contype: str = self.contractType
+        match contype:
+            case (
+                'CURRENT_QUARTER'
+                | 'CURRENT_QUARTER DELIVERING'
+                | 'NEXT_QUARTER'  # su madre binance..
+            ):
+                pair, _, expiry = symbol.partition('_')
+                assert pair == self.pair  # sanity
+                return f'{expiry}'
+
+            case 'PERPETUAL':
+                return 'PERP'
+
+            case '':
+                subtype: list[str] = self.underlyingSubType
+                if not subtype:
+                    if self.status == 'PENDING_TRADING':
+                        return 'PENDING'
+
+                match subtype:
+                    case ['DEFI']:
+                        return 'PERP'
+
+        # wow, just wow you binance guys suck..
+        if self.status == 'PENDING_TRADING':
+            return 'PENDING'
+
+        # XXX: yeah no clue then..
+        raise ValueError(
+            f'Bad .expiry token match: {contype} for {symbol}'
+        )
+
+    @property
+    def venue(self) -> str:
+        symbol: str = self.symbol
+        ctype: str = self.contractType
+        margin: str = self.marginAsset
+
+        match ctype:
+            case 'PERPETUAL':
+                return f'{margin}M'
+
+            case (
+                'CURRENT_QUARTER'
+                | 'CURRENT_QUARTER DELIVERING'
+                | 'NEXT_QUARTER'  # su madre binance..
+            ):
+                _, _, expiry = symbol.partition('_')
+                return f'{margin}M'
+
+            case '':
+                subtype: list[str] = self.underlyingSubType
+                if not subtype:
+                    if self.status == 'PENDING_TRADING':
+                        return f'{margin}M'
+
+                match subtype:
+                    case (
+                        ['DEFI']
+                        | ['USDC']
+                    ):
+                        return f'{subtype[0]}'
+
+        # XXX: yeah no clue then..
+        raise ValueError(
+            f'Bad .venue token match: {ctype}'
+        )
+
+    @property
+    def bs_fqme(self) -> str:
+        symbol: str = self.symbol
+        ctype: str = self.contractType
+        venue: str = self.venue
+        pair: str = self.pair
+
+        match ctype:
+            case (
+                'CURRENT_QUARTER'
+                | 'NEXT_QUARTER'  # su madre binance..
+            ):
+                pair, _, expiry = symbol.partition('_')
+                assert pair == self.pair
+
+        return f'{pair}.{venue}.{self.expiry}'
+
+    @property
+    def bs_src_asset(self) -> str:
+        return f'{self.quoteAsset}'
+
+    @property
+    def bs_dst_asset(self) -> str:
+        return f'{self.baseAsset}.{self.venue}'
+
+
+PAIRTYPES: dict[MarketType, Pair] = {
+    'spot': SpotPair,
+    'usdtm_futes': FutesPair,
+
+    # TODO: support coin-margined venue:
+    # https://binance-docs.github.io/apidocs/delivery/en/#change-log
+    # 'coinm_futes': CoinFutesPair,
+}

piker/brokers/cli.py

@@ -21,6 +21,7 @@ import os
 from functools import partial
 from operator import attrgetter
 from operator import itemgetter
+from types import ModuleType
 
 import click
 import trio
@@ -28,12 +29,23 @@ import tractor
 
 from ..cli import cli
 from .. import watchlists as wl
-from ..log import get_console_log, colorize_json, get_logger
+from ..log import (
-from .._daemon import maybe_spawn_brokerd, maybe_open_pikerd
+    colorize_json,
-from ..brokers import core, get_brokermod, data
+)
-
+from ._util import (
-log = get_logger('cli')
+    log,
-DEFAULT_BROKER = 'questrade'
+    get_console_log,
+)
+from ..service import (
+    maybe_spawn_brokerd,
+    maybe_open_pikerd,
+)
+from ..brokers import (
+    core,
+    get_brokermod,
+    data,
+)
+DEFAULT_BROKER = 'binance'
 
 _config_dir = click.get_app_dir('piker')
 _watchlists_data_path = os.path.join(_config_dir, 'watchlists.json')
@@ -60,6 +72,7 @@ def get_method(client, meth_name: str):
     print_ok('found!.')
     return method
 
+
 async def run_method(client, meth_name: str, **kwargs):
     method = get_method(client, meth_name)
     print('running...', end='', flush=True)
@@ -67,19 +80,20 @@ async def run_method(client, meth_name: str, **kwargs):
     print_ok(f'done! result: {type(result)}')
     return result
 
+
 async def run_test(broker_name: str):
     brokermod = get_brokermod(broker_name)
     total = 0
     passed = 0
     failed = 0
 
-    print(f'getting client...', end='', flush=True)
+    print('getting client...', end='', flush=True)
     if not hasattr(brokermod, 'get_client'):
         print_error('fail! no \'get_client\' context manager found.')
         return
 
     async with brokermod.get_client(is_brokercheck=True) as client:
-        print_ok(f'done! inside client context.')
+        print_ok('done! inside client context.')
 
         # check for methods present on brokermod
         method_list = [
@@ -130,7 +144,6 @@ async def run_test(broker_name: str):
 
             total += 1
 
-
         # check for methods present con brokermod.Client and their
         # results
 
@@ -180,10 +193,9 @@ def brokercheck(config, broker):
     trio.run(run_test, broker)
 
 
-
 @cli.command()
 @click.option('--keys', '-k', multiple=True,
-              help='Return results only for these keys')
+            help='Return results only for these keys')
 @click.argument('meth', nargs=1)
 @click.argument('kwargs', nargs=-1)
 @click.pass_obj
@@ -230,7 +242,7 @@ def quote(config, tickers):
 
     '''
     # global opts
-    brokermod = config['brokermods'][0]
+    brokermod = list(config['brokermods'].values())[0]
 
     quotes = trio.run(partial(core.stocks_quote, brokermod, tickers))
     if not quotes:
@@ -257,7 +269,7 @@ def bars(config, symbol, count):
 
     '''
     # global opts
-    brokermod = config['brokermods'][0]
+    brokermod = list(config['brokermods'].values())[0]
 
     # broker backend should return at the least a
     # list of candle dictionaries
@@ -292,7 +304,7 @@ def record(config, rate, name, dhost, filename):
 
     '''
     # global opts
-    brokermod = config['brokermods'][0]
+    brokermod = list(config['brokermods'].values())[0]
     loglevel = config['loglevel']
     log = config['log']
 
@@ -335,8 +347,6 @@ def contracts(ctx, loglevel, broker, symbol, ids):
     brokermod = get_brokermod(broker)
     get_console_log(loglevel)
 
-
-
     contracts = trio.run(partial(core.contracts, brokermod, symbol))
     if not ids:
         # just print out expiry dates which can be used with
@@ -359,7 +369,7 @@ def optsquote(config, symbol, date):
 
     '''
     # global opts
-    brokermod = config['brokermods'][0]
+    brokermod = list(config['brokermods'].values())[0]
 
     quotes = trio.run(
         partial(
@@ -376,58 +386,151 @@ def optsquote(config, symbol, date):
 @cli.command()
 @click.argument('tickers', nargs=-1, required=True)
 @click.pass_obj
-def symbol_info(config, tickers):
+def mkt_info(
+    config: dict,
+    tickers: list[str],
+):
     '''
     Print symbol quotes to the console
 
     '''
-    # global opts
+    from msgspec.json import encode, decode
-    brokermod = config['brokermods'][0]
+    from ..accounting import MktPair
+    from ..service import (
+        open_piker_runtime,
+    )
 
-    quotes = trio.run(partial(core.symbol_info, brokermod, tickers))
+    # global opts
-    if not quotes:
+    brokermods: dict[str, ModuleType] = config['brokermods']
-        log.error(f"No quotes could be found for {tickers}?")
+
+    mkts: list[MktPair] = []
+    async def main():
+
+        async with open_piker_runtime(
+            name='mkt_info_query',
+            # loglevel=loglevel,
+            debug_mode=True,
+
+        ) as (_, _):
+            for fqme in tickers:
+                bs_fqme, _, broker = fqme.rpartition('.')
+                brokermod: ModuleType = brokermods[broker]
+                mkt, bs_pair = await core.mkt_info(
+                    brokermod,
+                    bs_fqme,
+                )
+                mkts.append((mkt, bs_pair))
+
+    trio.run(main)
+
+    if not mkts:
+        log.error(
+            f'No market info could be found for {tickers}'
+        )
         return
 
-    if len(quotes) < len(tickers):
+    if len(mkts) < len(tickers):
-        syms = tuple(map(itemgetter('symbol'), quotes))
+        syms = tuple(map(itemgetter('fqme'), mkts))
         for ticker in tickers:
             if ticker not in syms:
-                brokermod.log.warn(f"Could not find symbol {ticker}?")
+                log.warn(f"Could not find symbol {ticker}?")
 
-    click.echo(colorize_json(quotes))
+
+    # TODO: use ``rich.Table`` intead here!
+    for mkt, bs_pair in mkts:
+        click.echo(
+            '\n'
+            '----------------------------------------------------\n'
+            f'{type(bs_pair)}\n'
+            '----------------------------------------------------\n'
+            f'{colorize_json(bs_pair.to_dict())}\n'
+            '----------------------------------------------------\n'
+            f'as piker `MktPair` with fqme: {mkt.fqme}\n'
+            '----------------------------------------------------\n'
+            # NOTE: roundtrip to json codec for console print
+            f'{colorize_json(decode(encode(mkt)))}'
+        )
 
 
 @cli.command()
 @click.argument('pattern', required=True)
+# TODO: move this to top level click/typer context for all subs
+@click.option(
+    '--pdb',
+    is_flag=True,
+    help='Enable tractor debug mode',
+)
 @click.pass_obj
-def search(config, pattern):
+def search(
+    config: dict,
+    pattern: str,
+    pdb: bool,
+):
     '''
     Search for symbols from broker backend(s).
 
     '''
     # global opts
-    brokermods = config['brokermods']
+    brokermods = list(config['brokermods'].values())
 
     # define tractor entrypoint
     async def main(func):
 
         async with maybe_open_pikerd(
             loglevel=config['loglevel'],
+            debug_mode=pdb,
         ):
             return await func()
 
-    quotes = trio.run(
+    from piker.toolz import open_crash_handler
-        main,
+    with open_crash_handler():
-        partial(
+        quotes = trio.run(
-            core.symbol_search,
+            main,
-            brokermods,
+            partial(
-            pattern,
+                core.symbol_search,
-        ),
+                brokermods,
-    )
+                pattern,
+            ),
+        )
 
-    if not quotes:
+        if not quotes:
-        log.error(f"No matches could be found for {pattern}?")
+            log.error(f"No matches could be found for {pattern}?")
-        return
+            return
 
-    click.echo(colorize_json(quotes))
+        click.echo(colorize_json(quotes))
+
+
+@cli.command()
+@click.argument('section', required=False)
+@click.argument('value', required=False)
+@click.option('--delete', '-d', flag_value=True, help='Delete section')
+@click.pass_obj
+def brokercfg(config, section, value, delete):
+    '''
+    If invoked with no arguments, open an editor to edit broker
+    configs file or get / update an individual section.
+
+    '''
+    from .. import config
+
+    if section:
+        conf, path = config.load()
+
+        if not delete:
+            if value:
+                config.set_value(conf, section, value)
+
+            click.echo(
+                colorize_json(
+                    config.get_value(conf, section))
+            )
+        else:
+            config.del_value(conf, section)
+
+        config.write(config=conf)
+
+    else:
+        conf, path = config.load(raw=True)
+        config.write(
+            raw=click.edit(text=conf)
+        )

piker/brokers/core.py

@@ -26,13 +26,11 @@ from typing import List, Dict, Any, Optional
 
 import trio
 
-from ..log import get_logger
+from ._util import log
 from . import get_brokermod
-from .._daemon import maybe_spawn_brokerd
+from ..service import maybe_spawn_brokerd
-from .._cacheables import open_cached_client
+from . import open_cached_client
-
+from ..accounting import MktPair
-
-log = get_logger(__name__)
 
 
 async def api(brokername: str, methname: str, **kwargs) -> dict:
@@ -97,15 +95,15 @@ async def option_chain(
             return await client.option_chains(contracts)
 
 
-async def contracts(
+# async def contracts(
-    brokermod: ModuleType,
+#     brokermod: ModuleType,
-    symbol: str,
+#     symbol: str,
-) -> Dict[str, Dict[str, Dict[str, Any]]]:
+# ) -> Dict[str, Dict[str, Dict[str, Any]]]:
-    """Return option contracts (all expiries) for ``symbol``.
+#     """Return option contracts (all expiries) for ``symbol``.
-    """
+#     """
-    async with brokermod.get_client() as client:
+#     async with brokermod.get_client() as client:
-        # return await client.get_all_contracts([symbol])
+#         # return await client.get_all_contracts([symbol])
-        return await client.get_all_contracts([symbol])
+#         return await client.get_all_contracts([symbol])
 
 
 async def bars(
@@ -119,17 +117,6 @@ async def bars(
         return await client.bars(symbol, **kwargs)
 
 
-async def symbol_info(
-    brokermod: ModuleType,
-    symbol: str,
-    **kwargs,
-) -> Dict[str, Dict[str, Dict[str, Any]]]:
-    """Return symbol info from broker.
-    """
-    async with brokermod.get_client() as client:
-        return await client.symbol_info(symbol, **kwargs)
-
-
 async def search_w_brokerd(name: str, pattern: str) -> dict:
 
     async with open_cached_client(name) as client:
@@ -158,7 +145,11 @@ async def symbol_search(
 
         async with maybe_spawn_brokerd(
             mod.name,
-            infect_asyncio=getattr(mod, '_infect_asyncio', False),
+            infect_asyncio=getattr(
+                mod,
+                '_infect_asyncio',
+                False,
+            ),
         ) as portal:
 
             results.append((
@@ -176,3 +167,20 @@ async def symbol_search(
             n.start_soon(search_backend, mod.name)
 
     return results
+
+
+async def mkt_info(
+    brokermod: ModuleType,
+    fqme: str,
+    **kwargs,
+
+) -> MktPair:
+    '''
+    Return MktPair info from broker including src and dst assets.
+
+    '''
+    async with open_cached_client(brokermod.name) as client:
+        assert client
+        return await brokermod.get_mkt_info(
+            fqme.replace(brokermod.name, '')
+        )

piker/brokers/data.py

@@ -41,13 +41,13 @@ import tractor
 from tractor.experimental import msgpub
 from async_generator import asynccontextmanager
 
-from ..log import get_logger, get_console_log
+from ._util import (
+    log,
+    get_console_log,
+)
 from . import get_brokermod
 
 
-log = get_logger(__name__)
-
-
 async def wait_for_network(
     net_func: Callable,
     sleep: int = 1
@@ -227,26 +227,28 @@ async def get_cached_feed(
 
 @tractor.stream
 async def start_quote_stream(
-    ctx: tractor.Context,  # marks this as a streaming func
+    stream: tractor.Context,  # marks this as a streaming func
     broker: str,
     symbols: List[Any],
     feed_type: str = 'stock',
     rate: int = 3,
 ) -> None:
-    """Handle per-broker quote stream subscriptions using a "lazy" pub-sub
+    '''
+    Handle per-broker quote stream subscriptions using a "lazy" pub-sub
     pattern.
 
     Spawns new quoter tasks for each broker backend on-demand.
     Since most brokers seems to support batch quote requests we
     limit to one task per process (for now).
-    """
+
+    '''
     # XXX: why do we need this again?
     get_console_log(tractor.current_actor().loglevel)
 
     # pull global vars from local actor
     symbols = list(symbols)
     log.info(
-        f"{ctx.chan.uid} subscribed to {broker} for symbols {symbols}")
+        f"{stream.chan.uid} subscribed to {broker} for symbols {symbols}")
     # another actor task may have already created it
     async with get_cached_feed(broker) as feed:
 
@@ -290,13 +292,13 @@ async def start_quote_stream(
             assert fquote['displayable']
             payload[sym] = fquote
 
-        await ctx.send_yield(payload)
+        await stream.send_yield(payload)
 
         await stream_poll_requests(
 
             # ``trionics.msgpub`` required kwargs
             task_name=feed_type,
-            ctx=ctx,
+            ctx=stream,
             topics=symbols,
             packetizer=feed.mod.packetizer,
 
@@ -319,9 +321,11 @@ async def call_client(
 
 
 class DataFeed:
-    """Data feed client for streaming symbol data from and making API client calls
+    '''
-    to a (remote) ``brokerd`` daemon.
+    Data feed client for streaming symbol data from and making API
-    """
+    client calls to a (remote) ``brokerd`` daemon.
+
+    '''
     _allowed = ('stock', 'option')
 
     def __init__(self, portal, brokermod):

piker/brokers/deribit/__init__.py

@@ -21,8 +21,6 @@ Deribit backend.
 
 from piker.log import get_logger
 
-log = get_logger(__name__)
-
 from .api import (
     get_client,
 )
@@ -30,13 +28,15 @@ from .feed import (
     open_history_client,
     open_symbol_search,
     stream_quotes,
-    backfill_bars
+    # backfill_bars,
 )
 # from .broker import (
-    # trades_dialogue,
+    # open_trade_dialog,
     # norm_trade_records,
 # )
 
+log = get_logger(__name__)
+
 __all__ = [
     'get_client',
 #    'trades_dialogue',

piker/brokers/deribit/api.py

@@ -18,43 +18,33 @@
 Deribit backend.
 
 '''
-import json
-import time
 import asyncio
-
+from contextlib import (
-from contextlib import asynccontextmanager as acm, AsyncExitStack
+    asynccontextmanager as acm,
-from functools import partial
+)
 from datetime import datetime
-from typing import Any, Optional, Iterable, Callable
+from functools import partial
-
+import time
-import pendulum
+from typing import (
-import asks
+    Any,
-import trio
+    Optional,
-from trio_typing import Nursery, TaskStatus
+    Callable,
-from fuzzywuzzy import process as fuzzy
-import numpy as np
-
-from piker.data.types import Struct
-from piker.data._web_bs import (
-    NoBsWs,
-    open_autorecon_ws,
-    open_jsonrpc_session
 )
 
-from .._util import resproc
+import pendulum
-
+import trio
-from piker import config
+from trio_typing import TaskStatus
-from piker.log import get_logger
+from rapidfuzz import process as fuzzy
-
+import numpy as np
 from tractor.trionics import (
     broadcast_receiver,
-    BroadcastReceiver,
     maybe_open_context
 )
 from tractor import to_asyncio
-
+# XXX WOOPS XD
+# yeah you'll need to install it since it was removed in #489 by
+# accident; well i thought we had removed all usage..
 from cryptofeed import FeedHandler
-
 from cryptofeed.defines import (
     DERIBIT,
     L1_BOOK, TRADES,
@@ -62,6 +52,20 @@ from cryptofeed.defines import (
 )
 from cryptofeed.symbols import Symbol
 
+from piker.data import (
+    def_iohlcv_fields,
+    match_from_pairs,
+    Struct,
+)
+from piker.data._web_bs import (
+    open_jsonrpc_session
+)
+
+
+from piker import config
+from piker.log import get_logger
+
+
 log = get_logger(__name__)
 
 
@@ -75,26 +79,13 @@ _ws_url = 'wss://www.deribit.com/ws/api/v2'
 _testnet_ws_url = 'wss://test.deribit.com/ws/api/v2'
 
 
-# Broker specific ohlc schema (rest)
-_ohlc_dtype = [
-    ('index', int),
-    ('time', int),
-    ('open', float),
-    ('high', float),
-    ('low', float),
-    ('close', float),
-    ('volume', float),
-    ('bar_wap', float),  # will be zeroed by sampler if not filled
-]
-
-
 class JSONRPCResult(Struct):
     jsonrpc: str = '2.0'
     id: int
-    result: Optional[dict] = None
+    result: Optional[list[dict]] = None
     error: Optional[dict] = None
-    usIn: int 
+    usIn: int
-    usOut: int 
+    usOut: int
     usDiff: int
     testnet: bool
 
@@ -301,24 +292,29 @@ class Client:
         currency: str = 'btc',  # BTC, ETH, SOL, USDC
         kind: str = 'option',
         expired: bool = False
-    ) -> dict[str, Any]:
-        """Get symbol info for the exchange.
 
-        """
+    ) -> dict[str, dict]:
+        '''
+        Get symbol infos.
+
+        '''
         if self._pairs:
             return self._pairs
 
         # will retrieve all symbols by default
-        params = {
+        params: dict[str, str] = {
             'currency': currency.upper(),
             'kind': kind,
             'expired': str(expired).lower()
         }
 
-        resp = await self.json_rpc('public/get_instruments', params)
+        resp: JSONRPCResult = await self.json_rpc(
-        results = resp.result
+            'public/get_instruments',
-
+            params,
-        instruments = {
+        )
+        # convert to symbol-keyed table
+        results: list[dict] | None = resp.result
+        instruments: dict[str, dict] = {
             item['instrument_name'].lower(): item
             for item in results
         }
@@ -331,6 +327,7 @@ class Client:
     async def cache_symbols(
         self,
     ) -> dict:
+
         if not self._pairs:
             self._pairs = await self.symbol_info()
 
@@ -341,17 +338,23 @@ class Client:
         pattern: str,
         limit: int = 30,
     ) -> dict[str, Any]:
-        data = await self.symbol_info()
+        '''
+        Fuzzy search symbology set for pairs matching `pattern`.
 
-        matches = fuzzy.extractBests(
+        '''
-            pattern,
+        pairs: dict[str, Any] = await self.symbol_info()
-            data,
+        matches: dict[str, Pair] = match_from_pairs(
+            pairs=pairs,
+            query=pattern.upper(),
             score_cutoff=35,
             limit=limit
         )
-        # repack in dict form
+
-        return {item[0]['instrument_name'].lower(): item[0]
+       # repack in name-keyed table
-                for item in matches}
+        return {
+            pair['instrument_name'].lower(): pair
+            for pair in matches.values()
+        }
 
     async def bars(
         self,
@@ -405,7 +408,7 @@ class Client:
 
             new_bars.append((i,) + tuple(row))
 
-        array = np.array(new_bars, dtype=_ohlc_dtype) if as_np else klines
+        array = np.array(new_bars, dtype=def_iohlcv_fields) if as_np else klines
         return array
 
     async def last_trades(

piker/brokers/deribit/feed.py

@@ -26,11 +26,11 @@ import time
 import trio
 from trio_typing import TaskStatus
 import pendulum
-from fuzzywuzzy import process as fuzzy
+from rapidfuzz import process as fuzzy
 import numpy as np
 import tractor
 
-from piker._cacheables import open_cached_client
+from piker.brokers import open_cached_client
 from piker.log import get_logger, get_console_log
 from piker.data import ShmArray
 from piker.brokers._util import (
@@ -39,7 +39,6 @@ from piker.brokers._util import (
 )
 
 from cryptofeed import FeedHandler
-
 from cryptofeed.defines import (
     DERIBIT, L1_BOOK, TRADES, OPTION, CALL, PUT
 )
@@ -62,9 +61,10 @@ log = get_logger(__name__)
 
 @acm
 async def open_history_client(
-    instrument: str,
+    mkt: MktPair,
 ) -> tuple[Callable, int]:
 
+    fnstrument: str = mkt.bs_fqme
     # TODO implement history getter for the new storage layer.
     async with open_cached_client('deribit') as client:
 

piker/brokers/ib/README.rst

@@ -127,7 +127,7 @@ your ``pps.toml`` file will have position entries like,
     [ib.algopaper."mnq.globex.20221216"]
     size = -1.0
     ppu = 12423.630576923071
-    bsuid = 515416577
+    bs_mktid = 515416577
     expiry = "2022-12-16T00:00:00+00:00"
     clears = [
      { dt = "2022-08-31T18:54:46+00:00", ppu = 12423.630576923071, accum_size = -19.0, price = 12372.75, size = 1.0, cost = 0.57, tid = "0000e1a7.630f5e5a.01.01" },

piker/brokers/ib/__init__.py

@@ -30,29 +30,52 @@ from .api import (
 )
 from .feed import (
     open_history_client,
-    open_symbol_search,
     stream_quotes,
 )
 from .broker import (
-    trades_dialogue,
+    open_trade_dialog,
+)
+from .ledger import (
+    norm_trade,
     norm_trade_records,
+    tx_sort,
+)
+from .symbols import (
+    get_mkt_info,
+    open_symbol_search,
+    _search_conf,
 )
 
 __all__ = [
     'get_client',
-    'trades_dialogue',
+    'get_mkt_info',
+    'norm_trade',
+    'norm_trade_records',
+    'open_trade_dialog',
     'open_history_client',
     'open_symbol_search',
     'stream_quotes',
+    '_search_conf',
+    'tx_sort',
+]
+
+_brokerd_mods: list[str] = [
+    'api',
+    'broker',
+]
+
+_datad_mods: list[str] = [
+    'feed',
+    'symbols',
 ]
 
 
 # tractor RPC enable arg
-__enable_modules__: list[str] = [
+__enable_modules__: list[str] = (
-    'api',
+    _brokerd_mods
-    'feed',
+    +
-    'broker',
+    _datad_mods
-]
+)
 
 # passed to ``tractor.ActorNursery.start_actor()``
 _spawn_kwargs = {
@@ -63,3 +86,8 @@ _spawn_kwargs = {
 # know if ``brokerd`` should be spawned with
 # ``tractor``'s aio mode.
 _infect_asyncio: bool = True
+
+# XXX NOTE: for now we disable symcache with this backend since
+# there is no clearly simple nor practical way to download "all
+# symbology info" for all supported venues..
+_no_symcache: bool = True

piker/brokers/ib/_flex_reports.py

@@ -0,0 +1,195 @@
+# 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/>.
+
+"""
+"FLEX" report processing utils.
+
+"""
+from bidict import bidict
+import pendulum
+from pprint import pformat
+from typing import Any
+
+from .api import (
+    get_config,
+    log,
+)
+from piker.accounting import (
+    open_trade_ledger,
+)
+
+
+def parse_flex_dt(
+    record: str,
+) -> pendulum.datetime:
+    '''
+    Parse stupid flex record datetime stamps for the `dateTime` field..
+
+    '''
+    date, ts = record.split(';')
+    dt = pendulum.parse(date)
+    ts = f'{ts[:2]}:{ts[2:4]}:{ts[4:]}'
+    tsdt = pendulum.parse(ts)
+    return dt.set(hour=tsdt.hour, minute=tsdt.minute, second=tsdt.second)
+
+
+def flex_records_to_ledger_entries(
+    accounts: bidict,
+    trade_entries: list[object],
+
+) -> dict:
+    '''
+    Convert flex report entry objects into ``dict`` form, pretty much
+    straight up without modification except add a `pydatetime` field
+    from the parsed timestamp.
+
+    '''
+    trades_by_account = {}
+    for t in trade_entries:
+        entry = t.__dict__
+
+        # XXX: LOL apparently ``toml`` has a bug
+        # where a section key error will show up in the write
+        # if you leave a table key as an `int`? So i guess
+        # cast to strs for all keys..
+
+        # oddly for some so-called "BookTrade" entries
+        # this field seems to be blank, no cuckin clue.
+        # trade['ibExecID']
+        tid = str(entry.get('ibExecID') or entry['tradeID'])
+        # date = str(entry['tradeDate'])
+
+        # XXX: is it going to cause problems if a account name
+        # get's lost? The user should be able to find it based
+        # on the actual exec history right?
+        acctid = accounts[str(entry['accountId'])]
+
+        # probably a flex record with a wonky non-std timestamp..
+        dt = entry['pydatetime'] = parse_flex_dt(entry['dateTime'])
+        entry['datetime'] = str(dt)
+
+        if not tid:
+            # this is likely some kind of internal adjustment
+            # transaction, likely one of the following:
+            # - an expiry event that will show a "book trade" indicating
+            #   some adjustment to cash balances: zeroing or itm settle.
+            # - a manual cash balance position adjustment likely done by
+            #   the user from the accounts window in TWS where they can
+            #   manually set the avg price and size:
+            #   https://api.ibkr.com/lib/cstools/faq/web1/index.html#/tag/DTWS_ADJ_AVG_COST
+            log.warning(f'Skipping ID-less ledger entry:\n{pformat(entry)}')
+            continue
+
+        trades_by_account.setdefault(
+            acctid, {}
+        )[tid] = entry
+
+    for acctid in trades_by_account:
+        trades_by_account[acctid] = dict(sorted(
+            trades_by_account[acctid].items(),
+            key=lambda entry: entry[1]['pydatetime'],
+        ))
+
+    return trades_by_account
+
+
+def load_flex_trades(
+    path: str | None = None,
+
+) -> dict[str, Any]:
+
+    from ib_insync import flexreport, util
+
+    conf = get_config()
+
+    if not path:
+        # load ``brokers.toml`` and try to get the flex
+        # token and query id that must be previously defined
+        # by the user.
+        token = conf.get('flex_token')
+        if not token:
+            raise ValueError(
+                'You must specify a ``flex_token`` field in your'
+                '`brokers.toml` in order load your trade log, see our'
+                'intructions for how to set this up here:\n'
+                'PUT LINK HERE!'
+            )
+
+        qid = conf['flex_trades_query_id']
+
+        # TODO: hack this into our logging
+        # system like we do with the API client..
+        util.logToConsole()
+
+        # TODO: rewrite the query part of this with async..httpx?
+        report = flexreport.FlexReport(
+            token=token,
+            queryId=qid,
+        )
+
+    else:
+        # XXX: another project we could potentially look at,
+        # https://pypi.org/project/ibflex/
+        report = flexreport.FlexReport(path=path)
+
+    trade_entries = report.extract('Trade')
+    ln = len(trade_entries)
+    log.info(f'Loaded {ln} trades from flex query')
+
+    trades_by_account = flex_records_to_ledger_entries(
+        conf['accounts'].inverse,  # reverse map to user account names
+        trade_entries,
+    )
+
+    ledger_dict: dict | None = None
+
+    for acctid in trades_by_account:
+        trades_by_id = trades_by_account[acctid]
+
+        with open_trade_ledger(
+            'ib',
+            acctid,
+            allow_from_sync_code=True,
+        ) as ledger_dict:
+            tid_delta = set(trades_by_id) - set(ledger_dict)
+            log.info(
+                'New trades detected\n'
+                f'{pformat(tid_delta)}'
+            )
+            if tid_delta:
+                sorted_delta = dict(sorted(
+                    {tid: trades_by_id[tid] for tid in tid_delta}.items(),
+                    key=lambda entry: entry[1].pop('pydatetime'),
+                ))
+                ledger_dict.update(sorted_delta)
+
+    return ledger_dict
+
+
+if __name__ == '__main__':
+    import sys
+    import os
+
+    args = sys.argv
+    if len(args) > 1:
+        args = args[1:]
+        for arg in args:
+            path = os.path.abspath(arg)
+            load_flex_trades(path=path)
+    else:
+        # expect brokers.toml to have an entry and
+        # pull from the web service.
+        load_flex_trades()

piker/brokers/ib/_util.py

@@ -0,0 +1,269 @@
+# 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/>.
+
+'''
+``ib`` utilities and hacks suitable for use in the backend and/or as
+runnable script-programs.
+
+'''
+from __future__ import annotations
+from functools import partial
+from typing import (
+    Literal,
+    TYPE_CHECKING,
+)
+import subprocess
+
+import tractor
+
+from piker.brokers._util import get_logger
+
+if TYPE_CHECKING:
+    from .api import Client
+    from ib_insync import IB
+
+log = get_logger('piker.brokers.ib')
+
+_reset_tech: Literal[
+    'vnc',
+    'i3ipc_xdotool',
+
+    # TODO: in theory we can use a different linux DE API or
+    # some other type of similar window scanning/mgmt client
+    # (on other OSs) to do the same.
+
+] = 'vnc'
+
+
+async def data_reset_hack(
+    # vnc_host: str,
+    client: Client,
+    reset_type: Literal['data', 'connection'],
+
+) -> None:
+    '''
+    Run key combos for resetting data feeds and yield back to caller
+    when complete.
+
+    NOTE: this is a linux-only hack around!
+
+    There are multiple "techs" you can use depending on your infra setup:
+
+    - if running ib-gw in a container with a VNC server running the most
+      performant method is the `'vnc'` option.
+
+    - if running ib-gw/tws locally, and you are using `i3` you can use
+      the ``i3ipc`` lib and ``xdotool`` to send the appropriate click
+      and key-combos automatically to your local desktop's java X-apps.
+
+    https://interactivebrokers.github.io/tws-api/historical_limitations.html#pacing_violations
+
+    TODOs:
+        - a return type that hopefully determines if the hack was
+          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.
+
+    '''
+    ib_client: IB = client.ib
+
+    # look up any user defined vnc socket address mapped from
+    # a particular API socket port.
+    api_port: str = str(ib_client.client.port)
+    vnc_host: str
+    vnc_port: int
+    vnc_sockaddr: tuple[str] | None = client.conf.get('vnc_addrs')
+
+    no_setup_msg:str = (
+        f'No data reset hack test setup for {vnc_sockaddr}!\n'
+        'See config setup tips @\n'
+        'https://github.com/pikers/piker/tree/master/piker/brokers/ib'
+    )
+
+    if not vnc_sockaddr:
+        log.warning(
+            no_setup_msg
+            +
+            'REQUIRES A `vnc_addrs: array` ENTRY'
+        )
+
+    vnc_host, vnc_port = vnc_sockaddr.get(
+        api_port,
+        ('localhost', 3003)
+    )
+    global _reset_tech
+
+    match _reset_tech:
+        case 'vnc':
+            try:
+                await tractor.to_asyncio.run_task(
+                    partial(
+                        vnc_click_hack,
+                        host=vnc_host,
+                        port=vnc_port,
+                    )
+                )
+            except OSError:
+                if vnc_host != 'localhost':
+                    log.warning(no_setup_msg)
+                    return False
+
+                try:
+                    import i3ipc  # noqa  (since a deps dynamic check)
+                except ModuleNotFoundError:
+                    log.warning(no_setup_msg)
+                    return False
+
+                try:
+                    i3ipc_xdotool_manual_click_hack()
+                    _reset_tech = 'i3ipc_xdotool'
+                    return True
+                except OSError:
+                    log.exception(no_setup_msg)
+                    return False
+
+        case 'i3ipc_xdotool':
+            i3ipc_xdotool_manual_click_hack()
+
+        case _ as tech:
+            raise RuntimeError(f'{tech} is not supported for reset tech!?')
+
+    # we don't really need the ``xdotool`` approach any more B)
+    return True
+
+
+async def vnc_click_hack(
+    host: str,
+    port: int,
+    reset_type: str = 'data'
+) -> None:
+    '''
+    Reset the data or network connection for the VNC attached
+    ib gateway using magic combos.
+
+    '''
+    try:
+        import asyncvnc
+    except ModuleNotFoundError:
+        log.warning(
+            "In order to leverage `piker`'s built-in data reset hacks, install "
+            "the `asyncvnc` project: https://github.com/barneygale/asyncvnc"
+        )
+        return
+
+    # two different hot keys which trigger diff types of reset
+    # requests B)
+    key = {
+        'data': 'f',
+        'connection': 'r'
+    }[reset_type]
+
+    async with asyncvnc.connect(
+        host,
+        port=port,
+
+        # TODO: doesn't work see:
+        # https://github.com/barneygale/asyncvnc/issues/7
+        # password='ibcansmbz',
+
+    ) as client:
+
+        # move to middle of screen
+        # 640x1800
+        client.mouse.move(
+            x=500,
+            y=500,
+        )
+        client.mouse.click()
+        client.keyboard.press('Ctrl', 'Alt', key)  # keys are stacked
+
+
+def i3ipc_xdotool_manual_click_hack() -> None:
+    '''
+    Do the data reset hack but expecting a local X-window using `xdotool`.
+
+    '''
+    import i3ipc
+    i3 = i3ipc.Connection()
+
+    # TODO: might be worth offering some kinda api for grabbing
+    # the window id from the pid?
+    # https://stackoverflow.com/a/2250879
+    t = i3.get_tree()
+
+    orig_win_id = t.find_focused().window
+
+    # for tws
+    win_names: list[str] = [
+        'Interactive Brokers',  # tws running in i3
+        'IB Gateway',  # gw running in i3
+        # 'IB',  # gw running in i3 (newer version?)
+    ]
+
+    try:
+        for name in win_names:
+            results = t.find_titled(name)
+            print(f'results for {name}: {results}')
+            if results:
+                con = results[0]
+                print(f'Resetting data feed for {name}')
+                win_id = str(con.window)
+                w, h = con.rect.width, con.rect.height
+
+                # TODO: seems to be a few libs for python but not sure
+                # if they support all the sub commands we need, order of
+                # most recent commit history:
+                # https://github.com/rr-/pyxdotool
+                # https://github.com/ShaneHutter/pyxdotool
+                # https://github.com/cphyc/pyxdotool
+
+                # TODO: only run the reconnect (2nd) kc on a detected
+                # disconnect?
+                for key_combo, timeout in [
+                    # only required if we need a connection reset.
+                    # ('ctrl+alt+r', 12),
+                    # data feed reset.
+                    ('ctrl+alt+f', 6)
+                ]:
+                    subprocess.call([
+                        'xdotool',
+                        'windowactivate', '--sync', win_id,
+
+                        # move mouse to bottom left of window (where
+                        # there should be nothing to click).
+                        'mousemove_relative', '--sync', str(w-4), str(h-4),
+
+                        # NOTE: we may need to stick a `--retry 3` in here..
+                        'click', '--window', win_id,
+                        '--repeat', '3', '1',
+
+                        # hackzorzes
+                        'key', key_combo,
+                        ],
+                        timeout=timeout,
+                    )
+
+        # re-activate and focus original window
+        subprocess.call([
+            'xdotool',
+            'windowactivate', '--sync', str(orig_win_id),
+            'click', '--window', str(orig_win_id), '1',
+        ])
+    except subprocess.TimeoutExpired:
+        log.exception('xdotool timed out?')

piker/brokers/ib/ledger.py

@@ -0,0 +1,529 @@
+# 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/>.
+
+'''
+Trade transaction accounting and normalization.
+
+'''
+from __future__ import annotations
+from bisect import insort
+from dataclasses import asdict
+from decimal import Decimal
+from functools import partial
+from pprint import pformat
+from typing import (
+    Any,
+    Callable,
+    TYPE_CHECKING,
+)
+
+from bidict import bidict
+from pendulum import (
+    DateTime,
+    parse,
+    from_timestamp,
+)
+from ib_insync import (
+    Contract,
+    Commodity,
+    Fill,
+    Execution,
+    CommissionReport,
+)
+
+from piker.types import Struct
+from piker.data import (
+    SymbologyCache,
+)
+from piker.accounting import (
+    Asset,
+    dec_digits,
+    digits_to_dec,
+    Transaction,
+    MktPair,
+    iter_by_dt,
+)
+from ._flex_reports import parse_flex_dt
+from ._util import log
+
+if TYPE_CHECKING:
+    from .api import (
+        Client,
+        MethodProxy,
+    )
+
+
+tx_sort: Callable = partial(
+    iter_by_dt,
+    parsers={
+        'dateTime': parse_flex_dt,
+        'datetime': parse,
+
+        # XXX: for some some fucking 2022 and
+        # back options records.. f@#$ me..
+        'date': parse,
+    }
+)
+
+
+def norm_trade(
+    tid: str,
+    record: dict[str, Any],
+
+    # this is the dict that was returned from
+    # `Client.get_mkt_pairs()` and when running offline ledger
+    # processing from `.accounting`, this will be the table loaded
+    # into `SymbologyCache.pairs`.
+    pairs: dict[str, Struct],
+    symcache: SymbologyCache | None = None,
+
+) -> Transaction | None:
+
+    conid: int = str(record.get('conId') or record['conid'])
+    bs_mktid: str = str(conid)
+
+    # NOTE: sometimes weird records (like BTTX?)
+    # have no field for this?
+    comms: float = -1 * (
+        record.get('commission')
+        or record.get('ibCommission')
+        or 0
+    )
+    if not comms:
+        log.warning(
+            'No commissions found for record?\n'
+            f'{pformat(record)}\n'
+        )
+
+    price: float = (
+        record.get('price')
+        or record.get('tradePrice')
+    )
+    if price is None:
+        log.warning(
+            'No `price` field found in record?\n'
+            'Skipping normalization..\n'
+            f'{pformat(record)}\n'
+        )
+        return None
+
+    # the api doesn't do the -/+ on the quantity for you but flex
+    # records do.. are you fucking serious ib...!?
+    size: float|int = (
+        record.get('quantity')
+        or record['shares']
+    ) * {
+        'BOT': 1,
+        'SLD': -1,
+    }[record['side']]
+
+    symbol: str = record['symbol']
+    exch: str = (
+        record.get('listingExchange')
+        or record.get('primaryExchange')
+        or record['exchange']
+    )
+
+    # NOTE: remove null values since `tomlkit` can't serialize
+    # them to file.
+    if dnc := record.pop('deltaNeutralContract', None):
+        record['deltaNeutralContract'] = dnc
+
+    # likely an opts contract record from a flex report..
+    # TODO: no idea how to parse ^ the strike part from flex..
+    # (00010000 any, or 00007500 tsla, ..)
+    # we probably must do the contract lookup for this?
+    if (
+        '   ' in symbol
+        or '--' in exch
+    ):
+        underlying, _, tail = symbol.partition('   ')
+        exch: str = 'opt'
+        expiry: str = tail[:6]
+        # otype = tail[6]
+        # strike = tail[7:]
+
+        log.warning(
+            f'Skipping option contract -> NO SUPPORT YET!\n'
+            f'{symbol}\n'
+        )
+        return None
+
+    # timestamping is way different in API records
+    dtstr: str = record.get('datetime')
+    date: str = record.get('date')
+    flex_dtstr: str = record.get('dateTime')
+
+    if dtstr or date:
+        dt: DateTime = parse(dtstr or date)
+
+    elif flex_dtstr:
+        # probably a flex record with a wonky non-std timestamp..
+        dt: DateTime = parse_flex_dt(record['dateTime'])
+
+    # special handling of symbol extraction from
+    # flex records using some ad-hoc schema parsing.
+    asset_type: str = (
+        record.get('assetCategory')
+        or record.get('secType')
+        or 'STK'
+    )
+
+    if (expiry := (
+            record.get('lastTradeDateOrContractMonth')
+            or record.get('expiry')
+        )
+    ):
+        expiry: str = str(expiry).strip(' ')
+        # NOTE: we directly use the (simple and usually short)
+        # date-string expiry token when packing the `MktPair`
+        # since we want the fqme to contain *that* token.
+        # It might make sense later to instead parse and then
+        # render different output str format(s) for this same
+        # purpose depending on asset-type-market down the road.
+        # Eg. for derivs we use the short token only for fqme
+        # but use the isoformat('T') for transactions and
+        # account file position entries?
+        # dt_str: str = pendulum.parse(expiry).isoformat('T')
+
+    # XXX: pretty much all legacy market assets have a fiat
+    # currency (denomination) determined by their venue.
+    currency: str = record['currency']
+    src = Asset(
+        name=currency.lower(),
+        atype='fiat',
+        tx_tick=Decimal('0.01'),
+    )
+
+    match asset_type:
+        case 'FUT':
+            # XXX (flex) ledger entries don't necessarily have any
+            # simple 3-char key.. sometimes the .symbol is some
+            # weird internal key that we probably don't want in the
+            # .fqme => we should probably just wrap `Contract` to
+            # this like we do other crypto$ backends XD
+
+            # NOTE: at least older FLEX records should have
+            # this field.. no idea about API entries..
+            local_symbol: str | None = record.get('localSymbol')
+            underlying_key: str = record.get('underlyingSymbol')
+            descr: str | None = record.get('description')
+
+            if (
+                not (
+                    local_symbol
+                    and symbol in local_symbol
+                )
+                and (
+                        descr
+                        and symbol not in descr
+                    )
+            ):
+                con_key, exp_str = descr.split(' ')
+                symbol: str = underlying_key or con_key
+
+            dst = Asset(
+                name=symbol.lower(),
+                atype='future',
+                tx_tick=Decimal('1'),
+            )
+
+        case 'STK':
+            dst = Asset(
+                name=symbol.lower(),
+                atype='stock',
+                tx_tick=Decimal('1'),
+            )
+
+        case 'CASH':
+            if currency not in symbol:
+                # likely a dict-casted `Forex` contract which
+                # has .symbol as the dst and .currency as the
+                # src.
+                name: str = symbol.lower()
+            else:
+                # likely a flex-report record which puts
+                # EUR.USD as the symbol field and just USD in
+                # the currency field.
+                name: str = symbol.lower().replace(f'.{src.name}', '')
+
+            dst = Asset(
+                name=name,
+                atype='fiat',
+                tx_tick=Decimal('0.01'),
+            )
+
+        case 'OPT':
+            dst = Asset(
+                name=symbol.lower(),
+                atype='option',
+                tx_tick=Decimal('1'),
+
+                # TODO: we should probably always cast to the
+                # `Contract` instance then dict-serialize that for
+                # the `.info` field!
+                # info=asdict(Option()),
+            )
+
+        case 'CMDTY':
+            from .symbols import _adhoc_symbol_map
+            con_kwargs, _ = _adhoc_symbol_map[symbol.upper()]
+            dst = Asset(
+                name=symbol.lower(),
+                atype='commodity',
+                tx_tick=Decimal('1'),
+                info=asdict(Commodity(**con_kwargs)),
+            )
+
+    # try to build out piker fqme from record.
+    # src: str = record['currency']
+    price_tick: Decimal = digits_to_dec(dec_digits(price))
+
+    # NOTE: can't serlialize `tomlkit.String` so cast to native
+    atype: str = str(dst.atype)
+
+    # if not (mkt := symcache.mktmaps.get(bs_mktid)):
+    mkt = MktPair(
+        bs_mktid=bs_mktid,
+        dst=dst,
+
+        price_tick=price_tick,
+        # NOTE: for "legacy" assets, volume is normally discreet, not
+        # a float, but we keep a digit in case the suitz decide
+        # to get crazy and change it; we'll be kinda ready
+        # schema-wise..
+        size_tick=Decimal('1'),
+
+        src=src,  # XXX: normally always a fiat
+
+        _atype=atype,
+
+        venue=exch,
+        expiry=expiry,
+        broker='ib',
+
+        _fqme_without_src=(atype != 'fiat'),
+    )
+
+    fqme: str = mkt.fqme
+
+    # XXX: if passed in, we fill out the symcache ad-hoc in order
+    # to make downstream accounting work..
+    if symcache is not None:
+        orig_mkt: MktPair | None  = symcache.mktmaps.get(bs_mktid)
+        if (
+            orig_mkt
+            and orig_mkt.fqme != mkt.fqme
+        ):
+            log.warning(
+            # print(
+                f'Contracts with common `conId`: {bs_mktid} mismatch..\n'
+                f'{orig_mkt.fqme} -> {mkt.fqme}\n'
+                # 'with DIFF:\n'
+                # f'{mkt - orig_mkt}'
+            )
+
+        symcache.mktmaps[bs_mktid] = mkt
+        symcache.mktmaps[fqme] = mkt
+        symcache.assets[src.name] = src
+        symcache.assets[dst.name] = dst
+
+    # NOTE: for flex records the normal fields for defining an fqme
+    # sometimes won't be available so we rely on two approaches for
+    # the "reverse lookup" of piker style fqme keys:
+    # - when dealing with API trade records received from
+    #   `IB.trades()` we do a contract lookup at he time of processing
+    # - when dealing with flex records, it is assumed the record
+    #   is at least a day old and thus the TWS position reporting system
+    #   should already have entries if the pps are still open, in
+    #   which case, we can pull the fqme from that table (see
+    #   `trades_dialogue()` above).
+    return Transaction(
+        fqme=fqme,
+        tid=tid,
+        size=size,
+        price=price,
+        cost=comms,
+        dt=dt,
+        expiry=expiry,
+        bs_mktid=str(conid),
+    )
+
+
+
+def norm_trade_records(
+    ledger: dict[str, Any],
+    symcache: SymbologyCache | None = None,
+
+) -> dict[str, Transaction]:
+    '''
+    Normalize (xml) flex-report or (recent) API trade records into
+    our ledger format with parsing for `MktPair` and `Asset`
+    extraction to fill in the `Transaction.sys: MktPair` field.
+
+    '''
+    records: list[Transaction] = []
+    for tid, record in ledger.items():
+
+        txn = norm_trade(
+            tid,
+            record,
+
+            # NOTE: currently no symcache support
+            pairs={},
+            symcache=symcache,
+        )
+
+        if txn is None:
+            continue
+
+        # inject txns sorted by datetime
+        insort(
+            records,
+            txn,
+            key=lambda t: t.dt
+        )
+
+    return {r.tid: r for r in records}
+
+
+def api_trades_to_ledger_entries(
+    accounts: bidict[str, str],
+    fills: list[Fill],
+
+) -> dict[str, dict]:
+    '''
+    Convert API execution objects entry objects into
+    flattened-``dict`` form, pretty much straight up without
+    modification except add a `pydatetime` field from the parsed
+    timestamp so that on write
+
+    '''
+    trades_by_account: dict[str, dict] = {}
+    for fill in fills:
+
+        # NOTE: for the schema, see the defn for `Fill` which is
+        # a `NamedTuple` subtype
+        fdict: dict = fill._asdict()
+
+        # flatten all (sub-)objects and convert to dicts.
+        # with values packed into one top level entry.
+        val: CommissionReport | Execution | Contract
+        txn_dict: dict[str, Any] = {}
+        for attr_name, val in fdict.items():
+            match attr_name:
+                # value is a `@dataclass` subtype
+                case 'contract' | 'execution' | 'commissionReport':
+                    txn_dict.update(asdict(val))
+
+                case 'time':
+                    # ib has wack ns timestamps, or is that us?
+                    continue
+
+                # TODO: we can remove this case right since there's
+                # only 4 fields on a `Fill`?
+                case _:
+                    txn_dict[attr_name] = val
+
+        tid = str(txn_dict['execId'])
+        dt = from_timestamp(txn_dict['time'])
+        txn_dict['datetime'] = str(dt)
+        acctid = accounts[txn_dict['acctNumber']]
+
+        # NOTE: only inserted (then later popped) for sorting below!
+        txn_dict['pydatetime'] = dt
+
+        if not tid:
+            # this is likely some kind of internal adjustment
+            # transaction, likely one of the following:
+            # - an expiry event that will show a "book trade" indicating
+            #   some adjustment to cash balances: zeroing or itm settle.
+            # - a manual cash balance position adjustment likely done by
+            #   the user from the accounts window in TWS where they can
+            #   manually set the avg price and size:
+            #   https://api.ibkr.com/lib/cstools/faq/web1/index.html#/tag/DTWS_ADJ_AVG_COST
+            log.warning(
+                'Skipping ID-less ledger txn_dict:\n'
+                f'{pformat(txn_dict)}'
+            )
+            continue
+
+        trades_by_account.setdefault(
+            acctid, {}
+        )[tid] = txn_dict
+
+    # TODO: maybe we should just bisect.insort() into a list of
+    # tuples and then return a dict of that?
+    # sort entries in output by python based datetime
+    for acctid in trades_by_account:
+        trades_by_account[acctid] = dict(sorted(
+            trades_by_account[acctid].items(),
+            key=lambda entry: entry[1].pop('pydatetime'),
+        ))
+
+    return trades_by_account
+
+
+async def update_ledger_from_api_trades(
+    fills: list[Fill],
+    client: Client | MethodProxy,
+    accounts_def_inv: bidict[str, str],
+
+    # NOTE: provided for ad-hoc insertions "as transactions are
+    # processed" -> see `norm_trade()` signature requirements.
+    symcache: SymbologyCache | None = None,
+
+) -> tuple[
+    dict[str, Transaction],
+    dict[str, dict],
+]:
+    # XXX; ERRGGG..
+    # pack in the "primary/listing exchange" value from a
+    # contract lookup since it seems this isn't available by
+    # default from the `.fills()` method endpoint...
+    fill: Fill
+    for fill in fills:
+        con: Contract = fill.contract
+        conid: str = con.conId
+        pexch: str | None = con.primaryExchange
+
+        if not pexch:
+            cons = await client.get_con(conid=conid)
+            if cons:
+                con = cons[0]
+                pexch = con.primaryExchange or con.exchange
+            else:
+                # for futes it seems like the primary is always empty?
+                pexch: str = con.exchange
+
+        # pack in the ``Contract.secType``
+        # entry['asset_type'] = condict['secType']
+
+    entries: dict[str, dict] = api_trades_to_ledger_entries(
+        accounts_def_inv,
+        fills,
+    )
+    # normalize recent session's trades to the `Transaction` type
+    trans_by_acct: dict[str, dict[str, Transaction]] = {}
+
+    for acctid, trades_by_id in entries.items():
+        # normalize to transaction form
+        trans_by_acct[acctid] = norm_trade_records(
+            trades_by_id,
+            symcache=symcache,
+        )
+
+    return trans_by_acct, entries

piker/brokers/ib/symbols.py

@@ -0,0 +1,615 @@
+# 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/>.
+
+'''
+Symbology search and normalization.
+
+'''
+from __future__ import annotations
+from contextlib import (
+    nullcontext,
+)
+from decimal import Decimal
+import time
+from typing import (
+    Awaitable,
+    TYPE_CHECKING,
+)
+
+from rapidfuzz import process as fuzzy
+import ib_insync as ibis
+import tractor
+import trio
+
+from piker.accounting import (
+    Asset,
+    MktPair,
+    unpack_fqme,
+)
+from piker._cacheables import (
+    async_lifo_cache,
+)
+
+from ._util import (
+    log,
+)
+
+if TYPE_CHECKING:
+    from .api import (
+        MethodProxy,
+        Client,
+    )
+
+_futes_venues = (
+    'GLOBEX',
+    'NYMEX',
+    'CME',
+    'CMECRYPTO',
+    'COMEX',
+    # 'CMDTY',  # special name case..
+    'CBOT',  # (treasury) yield futures
+)
+
+_adhoc_cmdty_set = {
+    # metals
+    # https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid%20Info&wlId=IB&conid=69067924
+    'xauusd.cmdty',  # london gold spot ^
+    'xagusd.cmdty',  # silver spot
+}
+
+# NOTE: if you aren't seeing one of these symbol's futues contracts
+# show up, it's likely the `.<venue>` part is wrong!
+_adhoc_futes_set = {
+
+    # equities
+    'nq.cme',
+    'mnq.cme',  # micro
+
+    'es.cme',
+    'mes.cme',  # micro
+
+    # cypto$
+    'brr.cme',
+    'mbt.cme',  # micro
+    'ethusdrr.cme',
+
+    # agriculture
+    'he.comex',  # lean hogs
+    'le.comex',  # live cattle (geezers)
+    'gf.comex',  # feeder cattle (younguns)
+
+    # raw
+    'lb.comex',  # random len lumber
+
+    'gc.comex',
+    'mgc.comex',  # micro
+
+    # oil & gas
+    'cl.nymex',
+
+    'ni.comex',  # silver futes
+    'qi.comex',  # mini-silver futes
+
+    # treasury yields
+    # etfs by duration:
+    # SHY -> IEI -> IEF -> TLT
+    'zt.cbot',  # 2y
+    'z3n.cbot',  # 3y
+    'zf.cbot',  # 5y
+    'zn.cbot',  # 10y
+    'zb.cbot',  # 30y
+
+    # (micros of above)
+    '2yy.cbot',
+    '5yy.cbot',
+    '10y.cbot',
+    '30y.cbot',
+}
+
+
+# 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(' ,')
+)
+
+# manually discovered tick discrepancies,
+# onl god knows how or why they'd cuck these up..
+_adhoc_mkt_infos: dict[int | str, dict] = {
+    'vtgn.nasdaq': {'price_tick': Decimal('0.01')},
+}
+
+
+# map of symbols to contract ids
+_adhoc_symbol_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('.')
+    assert venue.upper() in _futes_venues, f'{venue}'
+    _adhoc_symbol_map[sym.upper()] = (
+        {'exchange': venue},
+        {},
+    )
+
+
+# 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
+
+    # no idea
+    'NSE',
+    'VALUE',
+    'FUNDSERV',
+    'SWB2',
+    'PSE',
+    'PHLX',
+}
+
+# optional search config the backend can register for
+# it's symbol search handling (in this case we avoid
+# accepting patterns before the kb has settled more then
+# a quarter second).
+_search_conf = {
+    'pause_period': 6 / 16,
+}
+
+
+@tractor.context
+async def open_symbol_search(ctx: tractor.Context) -> None:
+    '''
+    Symbology search brokerd-endpoint.
+
+    '''
+    from .api import open_client_proxies
+    from .feed import open_data_client
+
+    # TODO: load user defined symbol set locally for fast search?
+    await ctx.started({})
+
+    async with (
+        open_client_proxies() as (proxies, _),
+        open_data_client() as data_proxy,
+    ):
+        async with ctx.open_stream() as stream:
+
+            # select a non-history client for symbol search to lighten
+            # the load in the main data node.
+            proxy = data_proxy
+            for name, proxy in proxies.items():
+                if proxy is data_proxy:
+                    continue
+                break
+
+            ib_client = proxy._aio_ns.ib
+            log.info(
+                f'Using API client for symbol-search\n'
+                f'{ib_client}\n'
+            )
+
+            last = time.time()
+            async for pattern in stream:
+                log.info(f'received {pattern}')
+                now: float = time.time()
+
+                # this causes tractor hang...
+                # assert 0
+
+                assert pattern, 'IB can not accept blank search pattern'
+
+                # throttle search requests to no faster then 1Hz
+                diff = now - last
+                if diff < 1.0:
+                    log.debug('throttle sleeping')
+                    await trio.sleep(diff)
+                    try:
+                        pattern = stream.receive_nowait()
+                    except trio.WouldBlock:
+                        pass
+
+                if (
+                    not pattern
+                    or pattern.isspace()
+
+                    # XXX: not sure if this is a bad assumption but it
+                    # seems to make search snappier?
+                    or len(pattern) < 1
+                ):
+                    log.warning('empty pattern received, skipping..')
+
+                    # TODO: *BUG* if nothing is returned here the client
+                    # side will cache a null set result and not showing
+                    # anything to the use on re-searches when this query
+                    # timed out. We probably need a special "timeout" msg
+                    # or something...
+
+                    # XXX: this unblocks the far end search task which may
+                    # hold up a multi-search nursery block
+                    await stream.send({})
+
+                    continue
+
+                log.info(f'searching for {pattern}')
+
+                last = time.time()
+
+                # async batch search using api stocks endpoint and module
+                # defined adhoc symbol set.
+                stock_results = []
+
+                async def extend_results(
+                    target: Awaitable[list]
+                ) -> None:
+                    try:
+                        results = await target
+                    except tractor.trionics.Lagged:
+                        print("IB SYM-SEARCH OVERRUN?!?")
+                        return
+
+                    stock_results.extend(results)
+
+                for _ in range(10):
+                    with trio.move_on_after(3) as cs:
+                        async with trio.open_nursery() as sn:
+                            sn.start_soon(
+                                extend_results,
+                                proxy.search_symbols(
+                                    pattern=pattern,
+                                    upto=5,
+                                ),
+                            )
+
+                            # trigger async request
+                            await trio.sleep(0)
+
+                    if cs.cancelled_caught:
+                        log.warning(
+                            f'Search timeout? {proxy._aio_ns.ib.client}'
+                        )
+                        continue
+                    elif stock_results:
+                        break
+                    # else:
+                    # await tractor.pause()
+
+                    # # match against our ad-hoc set immediately
+                    # adhoc_matches = fuzzy.extract(
+                    #     pattern,
+                    #     list(_adhoc_futes_set),
+                    #     score_cutoff=90,
+                    # )
+                    # log.info(f'fuzzy matched adhocs: {adhoc_matches}')
+                    # adhoc_match_results = {}
+                    # if adhoc_matches:
+                    #     # TODO: do we need to pull contract details?
+                    #     adhoc_match_results = {i[0]: {} for i in
+                    #     adhoc_matches}
+
+                log.debug(f'fuzzy matching stocks {stock_results}')
+                stock_matches = fuzzy.extract(
+                    pattern,
+                    stock_results,
+                    score_cutoff=50,
+                )
+
+                # matches = adhoc_match_results | {
+                matches = {
+                    item[0]: {} for item in stock_matches
+                }
+                # TODO: we used to deliver contract details
+                # {item[2]: item[0] for item in stock_matches}
+
+                log.debug(f"sending matches: {matches.keys()}")
+                await stream.send(matches)
+
+
+# re-mapping to piker asset type names
+# https://github.com/erdewit/ib_insync/blob/master/ib_insync/contract.py#L113
+_asset_type_map = {
+    'STK': 'stock',
+    'OPT': 'option',
+    'FUT': 'future',
+    'CONTFUT': 'continuous_future',
+    'CASH': 'fiat',
+    'IND': 'index',
+    'CFD': 'cfd',
+    'BOND': 'bond',
+    'CMDTY': 'commodity',
+    'FOP': 'futures_option',
+    'FUND': 'mutual_fund',
+    'WAR': 'warrant',
+    'IOPT': 'warran',
+    'BAG': 'bag',
+    'CRYPTO': 'crypto',  # bc it's diff then fiat?
+    # 'NEWS': 'news',
+}
+
+
+def parse_patt2fqme(
+    # client: Client,
+    pattern: str,
+
+) -> tuple[str, str, str, str]:
+
+    # TODO: we can't use this currently because
+    # ``wrapper.starTicker()`` currently cashes ticker instances
+    # which means getting a singel quote will potentially look up
+    # a quote for a ticker that it already streaming and thus run
+    # into state clobbering (eg. list: Ticker.ticks). It probably
+    # makes sense to try this once we get the pub-sub working on
+    # individual symbols...
+
+    # XXX UPDATE: we can probably do the tick/trades scraping
+    # inside our eventkit handler instead to bypass this entirely?
+
+    currency = ''
+
+    # fqme parsing stage
+    # ------------------
+    if '.ib' in pattern:
+        _, symbol, venue, expiry = unpack_fqme(pattern)
+
+    else:
+        symbol = pattern
+        expiry = ''
+
+        # # another hack for forex pairs lul.
+        # if (
+        #     '.idealpro' in symbol
+        #     # or '/' in symbol
+        # ):
+        #     exch: str = 'IDEALPRO'
+        #     symbol = symbol.removesuffix('.idealpro')
+        #     if '/' in symbol:
+        #         symbol, currency = symbol.split('/')
+
+        # else:
+        # TODO: yes, a cache..
+        # try:
+        #     # give the cache a go
+        #     return client._contracts[symbol]
+        # except KeyError:
+        #     log.debug(f'Looking up contract for {symbol}')
+        expiry: str = ''
+        if symbol.count('.') > 1:
+            symbol, _, expiry = symbol.rpartition('.')
+
+        # use heuristics to figure out contract "type"
+        symbol, venue = symbol.upper().rsplit('.', maxsplit=1)
+
+    return symbol, currency, venue, expiry
+
+
+def con2fqme(
+    con: ibis.Contract,
+    _cache: dict[int, (str, bool)] = {}
+
+) -> tuple[str, bool]:
+    '''
+    Convert contracts to fqme-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: bool = False
+    if con.conId:
+        try:
+            # TODO: LOL so apparently IB just changes the contract
+            # ID (int) on a whim.. so we probably need to use an
+            # FQME style key after all...
+            return _cache[con.conId]
+        except KeyError:
+            pass
+
+    suffix: str = con.primaryExchange or con.exchange
+    symbol: str = con.symbol
+    expiry: str = con.lastTradeDateOrContractMonth or ''
+
+    match con:
+        case ibis.Option():
+            # TODO: option symbol parsing and sane display:
+            symbol = con.localSymbol.replace(' ', '')
+
+        case (
+            ibis.Commodity()
+            # search API endpoint returns std con box..
+            | ibis.Contract(secType='CMDTY')
+        ):
+            # 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 or 'idealpro'
+
+            # 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}'
+
+    fqme_key = symbol.lower()
+    if suffix:
+        fqme_key = '.'.join((fqme_key, suffix)).lower()
+
+    _cache[con.conId] = fqme_key, calc_price
+    return fqme_key, calc_price
+
+
+@async_lifo_cache()
+async def get_mkt_info(
+    fqme: str,
+
+    proxy: MethodProxy | None = None,
+
+) -> tuple[MktPair, ibis.ContractDetails]:
+
+    if '.ib' not in fqme:
+        fqme += '.ib'
+    broker, pair, venue, expiry = unpack_fqme(fqme)
+
+    proxy: MethodProxy
+    if proxy is not None:
+        client_ctx = nullcontext(proxy)
+    else:
+        from .feed import (
+            open_data_client,
+        )
+        client_ctx = open_data_client
+
+    async with client_ctx as proxy:
+        try:
+            (
+                con,  # Contract
+                details,  # ContractDetails
+            ) = await proxy.get_sym_details(fqme=fqme)
+        except ConnectionError:
+            log.exception(f'Proxy is ded {proxy._aio_ns}')
+            raise
+
+    # TODO: more consistent field translation
+    atype = _asset_type_map[con.secType]
+
+    if atype == 'commodity':
+        venue: str = 'cmdty'
+    else:
+        venue = con.primaryExchange or con.exchange
+
+    price_tick: Decimal = Decimal(str(details.minTick))
+    ib_min_tick_gt_2: Decimal = Decimal('0.01')
+    if (
+        price_tick < ib_min_tick_gt_2
+    ):
+        # TODO: we need to add some kinda dynamic rounding sys
+        # to our MktPair i guess?
+        # not sure where the logic should sit, but likely inside
+        # the `.clearing._ems` i suppose...
+        log.warning(
+            'IB seems to disallow a min price tick < 0.01 '
+            'when the price is > 2.0..?\n'
+            f'Decreasing min tick precision for {fqme} to 0.01'
+        )
+        # price_tick = ib_min_tick
+        # await tractor.pause()
+
+    if atype == 'stock':
+        # XXX: GRRRR they don't support fractional share sizes for
+        # stocks from the API?!
+        # if con.secType == 'STK':
+        size_tick = Decimal('1')
+    else:
+        size_tick: Decimal = Decimal(
+            str(details.minSize).rstrip('0')
+        )
+        # |-> TODO: there is also the Contract.sizeIncrement, bt wtf is it?
+
+    # NOTE: this is duplicate from the .broker.norm_trade_records()
+    # routine, we should factor all this parsing somewhere..
+    expiry_str = str(con.lastTradeDateOrContractMonth)
+    # if expiry:
+    #     expiry_str: str = str(pendulum.parse(
+    #         str(expiry).strip(' ')
+    #     ))
+
+    # TODO: currently we can't pass the fiat src asset because
+    # then we'll get a `MNQUSD` request for history data..
+    # we need to figure out how we're going to handle this (later?)
+    # but likely we want all backends to eventually handle
+    # ``dst/src.venue.`` style !?
+    src = Asset(
+        name=str(con.currency).lower(),
+        atype='fiat',
+        tx_tick=Decimal('0.01'),  # right?
+    )
+    dst = Asset(
+        name=con.symbol.lower(),
+        atype=atype,
+        tx_tick=size_tick,
+    )
+
+    mkt = MktPair(
+        src=src,
+        dst=dst,
+
+        price_tick=price_tick,
+        size_tick=size_tick,
+
+        bs_mktid=str(con.conId),
+        venue=str(venue),
+        expiry=expiry_str,
+        broker='ib',
+
+        # TODO: options contract info as str?
+        # contract_info=<optionsdetails>
+        _fqme_without_src=(atype != 'fiat'),
+    )
+
+    # just.. wow.
+    if entry := _adhoc_mkt_infos.get(mkt.bs_fqme):
+        log.warning(f'Frickin {mkt.fqme} has an adhoc {entry}..')
+        new = mkt.to_dict()
+        new['price_tick'] = entry['price_tick']
+        new['src'] = src
+        new['dst'] = dst
+        mkt = MktPair(**new)
+
+    # if possible register the bs_mktid to the just-built
+    # mkt so that it can be retreived by order mode tasks later.
+    # TODO NOTE: this is going to be problematic if/when we split
+    # out the datatd vs. brokerd actors since the mktmap lookup
+    # table will now be inaccessible..
+    if proxy is not None:
+        client: Client = proxy._aio_ns
+        client._contracts[mkt.bs_fqme] = con
+        client._cons2mkts[con] = mkt
+
+    return mkt, details

piker/brokers/kraken/README.rst

@@ -58,7 +58,7 @@ your ``pps.toml`` file will have position entries like,
    [kraken.spot."xmreur.kraken"]
    size = 4.80907954
    ppu = 103.97000000
-   bsuid = "XXMRZEUR"
+   bs_mktid = "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

@@ -19,43 +19,57 @@ Kraken backend.
 
 Sub-modules within break into the core functionalities:
 
-- ``broker.py`` part for orders / trading endpoints
+- .api: for the core API machinery which generally
-- ``feed.py`` for real-time data feed endpoints
+        a ``asks``/``trio-websocket`` implemented ``Client``.
-- ``api.py`` for the core API machinery which is ``trio``-ized
+- .broker: part for orders / trading endpoints.
-  wrapping around ``ib_insync``.
+- .feed: for real-time and historical data query endpoints.
+- .ledger: for transaction processing as it pertains to accounting.
+- .symbols: for market (name) search and symbology meta-defs.
 
 '''
-
+from .symbols import (
-from piker.log import get_logger
+    Pair,  # for symcache
-
+    open_symbol_search,
-log = get_logger(__name__)
+    # required by `.accounting`, `.data`
-
+    get_mkt_info,
+)
+# required by `.brokers`
 from .api import (
     get_client,
 )
 from .feed import (
-    open_history_client,
+    # required by `.data`
-    open_symbol_search,
     stream_quotes,
+    open_history_client,
 )
 from .broker import (
-    trades_dialogue,
+    # required by `.clearing`
+    open_trade_dialog,
+)
+from .ledger import (
+    # required by `.accounting`
+    norm_trade,
     norm_trade_records,
 )
 
+
 __all__ = [
     'get_client',
-    'trades_dialogue',
+    'get_mkt_info',
+    'Pair',
+    'open_trade_dialog',
     'open_history_client',
     'open_symbol_search',
     'stream_quotes',
     'norm_trade_records',
+    'norm_trade',
 ]
 
 
 # tractor RPC enable arg
 __enable_modules__: list[str] = [
     'api',
-    'feed',
     'broker',
+    'feed',
+    'symbols',
 ]

piker/brokers/kraken/api.py

@@ -15,7 +15,7 @@
 # along with this program.  If not, see <https://www.gnu.org/licenses/>.
 
 '''
-Kraken web API wrapping.
+Core (web) API client
 
 '''
 from contextlib import asynccontextmanager as acm
@@ -23,15 +23,12 @@ from datetime import datetime
 import itertools
 from typing import (
     Any,
-    Optional,
     Union,
 )
 import time
 
-from bidict import bidict
+import httpx
 import pendulum
-import asks
-from fuzzywuzzy import process as fuzzy
 import numpy as np
 import urllib.parse
 import hashlib
@@ -40,36 +37,37 @@ import base64
 import trio
 
 from piker import config
+from piker.data import (
+    def_iohlcv_fields,
+    match_from_pairs,
+)
+from piker.accounting._mktinfo import (
+    Asset,
+    digits_to_dec,
+    dec_digits,
+)
 from piker.brokers._util import (
     resproc,
     SymbolNotFound,
     BrokerError,
     DataThrottle,
 )
-from piker.pp import Transaction
+from piker.accounting import Transaction
-from . import log
+from piker.log import get_logger
+from .symbols import Pair
+
+log = get_logger('piker.brokers.kraken')
 
 # <uri>/<version>/
 _url = 'https://api.kraken.com/0'
 
+_headers: dict[str, str] = {
+    'User-Agent': 'krakenex/2.1.0 (+https://github.com/veox/python3-krakenex)'
+}
 
-# Broker specific ohlc schema which includes a vwap field
+# TODO: this is the only backend providing this right?
-_ohlc_dtype = [
+# in which case we should drop it from the defaults and
-    ('index', int),
+# instead make a custom fields descr in this module!
-    ('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',
@@ -77,12 +75,18 @@ _symbol_info_translation: dict[str, str] = {
 
 
 def get_config() -> dict[str, Any]:
+    '''
+    Load our section from `piker/brokers.toml`.
 
-    conf, path = config.load()
+    '''
-    section = conf.get('kraken')
+    conf, path = config.load(
-
+        conf_name='brokers',
-    if section is None:
+        touch_if_dne=True,
-        log.warning(f'No config section found for kraken in {path}')
+    )
+    if (section := conf.get('kraken')) is None:
+        log.warning(
+            f'No config section found for kraken in {path}'
+        )
         return {}
 
     return section
@@ -115,36 +119,49 @@ class InvalidKey(ValueError):
 
 class Client:
 
-    # global symbol normalization table
+    # assets and mkt pairs are key-ed by kraken's ReST response
-    _ntable: dict[str, str] = {}
+    # symbol-bs_mktids (we call them "X-keys" like fricking
-    _atable: bidict[str, str] = bidict()
+    # "XXMRZEUR"). these keys used directly since ledger endpoints
+    # return transaction sets keyed with the same set!
+    _Assets: dict[str, Asset] = {}
+    _AssetPairs: dict[str, Pair] = {}
+
+    # offer lookup tables for all .altname and .wsname
+    # to the equivalent .xname so that various symbol-schemas
+    # can be mapped to `Pair`s in the tables above.
+    _altnames: dict[str, str] = {}
+    _wsnames: dict[str, str] = {}
+
+    # key-ed by `Pair.bs_fqme: str`, and thus used for search
+    # allowing for lookup using piker's own FQME symbology sys.
+    _pairs: dict[str, Pair] = {}
+    _assets: dict[str, Asset] = {}
 
     def __init__(
         self,
         config: dict[str, str],
+        httpx_client: httpx.AsyncClient,
+
         name: str = '',
         api_key: str = '',
         secret: str = ''
     ) -> None:
-        self._sesh = asks.Session(connections=4)
+
-        self._sesh.base_location = _url
+        self._sesh: httpx.AsyncClient = httpx_client
-        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
 
+        self.conf: dict[str, str] = config
+
     @property
-    def pairs(self) -> dict[str, Any]:
+    def pairs(self) -> dict[str, Pair]:
+
         if self._pairs is None:
             raise RuntimeError(
-                "Make sure to run `cache_symbols()` on startup!"
+                "Client didn't run `.get_mkt_pairs()` on startup?!"
             )
-            # retreive and cache all symbols
 
         return self._pairs
 
@@ -153,10 +170,9 @@ class Client:
         method: str,
         data: dict,
     ) -> dict[str, Any]:
-        resp = await self._sesh.post(
+        resp: httpx.Response = await self._sesh.post(
-            path=f'/public/{method}',
+            url=f'/public/{method}',
             json=data,
-            timeout=float('inf')
         )
         return resproc(resp, log)
 
@@ -167,18 +183,18 @@ class Client:
         uri_path: str
     ) -> dict[str, Any]:
         headers = {
-            'Content-Type':
+            'Content-Type': 'application/x-www-form-urlencoded',
-                'application/x-www-form-urlencoded',
+            'API-Key': self._api_key,
-            'API-Key':
+            'API-Sign': get_kraken_signature(
-                self._api_key,
+                uri_path,
-            'API-Sign':
+                data,
-                get_kraken_signature(uri_path, data, self._secret)
+                self._secret,
+            ),
         }
-        resp = await self._sesh.post(
+        resp: httpx.Response = await self._sesh.post(
-            path=f'/private/{method}',
+            url=f'/private/{method}',
             data=data,
             headers=headers,
-            timeout=float('inf')
         )
         return resproc(resp, log)
 
@@ -204,24 +220,81 @@ class Client:
             'Balance',
             {},
         )
-        by_bsuid = resp['result']
+        by_bsmktid: dict[str, dict] = resp['result']
-        return {
-            self._atable[sym].lower(): float(bal)
-            for sym, bal in by_bsuid.items()
-        }
 
-    async def get_assets(self) -> dict[str, dict]:
+        balances: dict = {}
-        resp = await self._public('Assets', {})
+        for xname, bal in by_bsmktid.items():
-        return resp['result']
+            asset: Asset = self._Assets[xname]
 
-    async def cache_assets(self) -> None:
+            # TODO: which KEY should we use? it's used to index
-        assets = self.assets = await self.get_assets()
+            # the `Account.pps: dict` ..
-        for bsuid, info in assets.items():
+            key: str = asset.name.lower()
-            self._atable[bsuid] = info['altname']
+            # TODO: should we just return a `Decimal` here
+            # or is the rounded version ok?
+            balances[key] = round(
+                float(bal),
+                ndigits=dec_digits(asset.tx_tick)
+            )
+
+        return balances
+
+    async def get_assets(
+        self,
+        reload: bool = False,
+
+    ) -> dict[str, Asset]:
+        '''
+        Load and cache all asset infos and pack into
+        our native ``Asset`` struct.
+
+        https://docs.kraken.com/rest/#tag/Market-Data/operation/getAssetInfo
+
+        return msg:
+            "asset1": {
+                "aclass": "string",
+                "altname": "string",
+                "decimals": 0,
+                "display_decimals": 0,
+                "collateral_value": 0,
+                "status": "string"
+            }
+
+        '''
+        if (
+            not self._assets
+            or reload
+        ):
+            resp = await self._public('Assets', {})
+            assets: dict[str, dict] = resp['result']
+
+            for bs_mktid, info in assets.items():
+
+                altname: str = info['altname']
+                aclass: str = info['aclass']
+                asset = Asset(
+                    name=altname,
+                    atype=f'crypto_{aclass}',
+                    tx_tick=digits_to_dec(info['decimals']),
+                    info=info,
+                )
+                # NOTE: yes we keep 2 sets since kraken insists on
+                # keeping 3 frickin sets bc apparently they have
+                # no sane data engineers whol all like different
+                # keys for their fricking symbology sets..
+                self._Assets[bs_mktid] = asset
+                self._assets[altname.lower()] = asset
+                self._assets[altname] = asset
+
+        # we return the "most native" set merged with our preferred
+        # naming (which i guess is the "altname" one) since that's
+        # what the symcache loader will be storing, and we need the
+        # keys that are easiest to match against in any trade
+        # records.
+        return self._Assets | self._assets
 
     async def get_trades(
         self,
-        fetch_limit: int = 10,
+        fetch_limit: int | None = None,
 
     ) -> dict[str, Any]:
         '''
@@ -233,7 +306,10 @@ class Client:
         trades_by_id: dict[str, Any] = {}
 
         for i in itertools.count():
-            if i >= fetch_limit:
+            if (
+                fetch_limit
+                and i >= fetch_limit
+            ):
                 break
 
             # increment 'ofs' pagination offset
@@ -246,7 +322,8 @@ class Client:
             by_id = resp['result']['trades']
             trades_by_id.update(by_id)
 
-            # we can get up to 50 results per query
+            # can get up to 50 results per query, see:
+            # https://docs.kraken.com/rest/#tag/User-Data/operation/getTradeHistory
             if (
                 len(by_id) < 50
             ):
@@ -276,10 +353,15 @@ class Client:
         Currently only withdrawals are supported.
 
         '''
-        xfers: list[dict] = (await self.endpoint(
+        resp = await self.endpoint(
             'WithdrawStatus',
             {'asset': asset},
-        ))['result']
+        )
+        try:
+            xfers: list[dict] = resp['result']
+        except KeyError:
+            log.exception(f'Kraken suxxx: {resp}')
+            return []
 
         # eg. resp schema:
         # 'result': [{'method': 'Bitcoin', 'aclass': 'currency', 'asset':
@@ -289,20 +371,28 @@ class Client:
         #     'amount': '0.00300726', 'fee': '0.00001000', 'time':
         #     1658347714, 'status': 'Success'}]}
 
+        if xfers:
+            import tractor
+            await tractor.pp()
+
         trans: dict[str, Transaction] = {}
         for entry in xfers:
-            # look up the normalized name
+            # look up the normalized name and asset info
-            asset = self._atable[entry['asset']].lower()
+            asset_key: str = entry['asset']
+            asset: Asset = self._Assets[asset_key]
+            asset_key: str = asset.name.lower()
 
             # XXX: this is in the asset units (likely) so it isn't
             # quite the same as a commisions cost necessarily..)
+            # TODO: also round this based on `Pair` cost precision info?
             cost = float(entry['fee'])
+            # fqme: str = asset_key + '.kraken'
 
-            tran = Transaction(
+            tx = Transaction(
-                fqsn=asset + '.kraken',
+                fqme=asset_key,  # this must map to an entry in .assets!
                 tid=entry['txid'],
                 dt=pendulum.from_timestamp(entry['time']),
-                bsuid=f'{asset}{src_asset}',
+                bs_mktid=f'{asset_key}{src_asset}',
                 size=-1*(
                     float(entry['amount'])
                     +
@@ -313,9 +403,14 @@ class Client:
                 price='NaN',
 
                 # XXX: see note above
-                cost=0,
+                cost=cost,
+
+                # not a trade but a withdrawal or deposit on the
+                # asset (chain) system.
+                etype='transfer',
+
             )
-            trans[tran.tid] = tran
+            trans[tx.tid] = tx
 
         return trans
 
@@ -364,69 +459,124 @@ class Client:
         # txid is a transaction id given by kraken
         return await self.endpoint('CancelOrder', {"txid": reqid})
 
-    async def symbol_info(
+    async def asset_pairs(
         self,
-        pair: Optional[str] = None,
+        pair_patt: str | None = None,
 
-    ) -> dict[str, dict[str, str]]:
+    ) -> dict[str, Pair] | Pair:
+        '''
+        Query for a tradeable asset pair (info), or all if no input
+        pattern is provided.
 
-        if pair is not None:
+        https://docs.kraken.com/rest/#tag/Market-Data/operation/getTradableAssetPairs
-            pairs = {'pair': pair}
-        else:
-            pairs = None  # get all pairs
 
-        resp = await self._public('AssetPairs', pairs)
+        '''
-        err = resp['error']
+        if not self._AssetPairs:
-        if err:
+            # get all pairs by default, or filter
-            symbolname = pairs['pair'] if pair else None
+            # to whatever pattern is provided as input.
-            raise SymbolNotFound(f'{symbolname}.kraken')
+            req_pairs: dict[str, str] | None = None
+            if pair_patt is not None:
+                req_pairs = {'pair': pair_patt}
 
-        pairs = resp['result']
+            resp = await self._public(
+                'AssetPairs',
+                req_pairs,
+            )
+            err = resp['error']
+            if err:
+                raise SymbolNotFound(pair_patt)
 
-        if pair is not None:
+            # NOTE: we try to key pairs by our custom defined
-            _, data = next(iter(pairs.items()))
+            # `.bs_fqme` field since we want to offer search over
-            return data
+            # this pattern set, callers should fill out lookup
-        else:
+            # tables for kraken's bs_mktid keys to map to these
-            return pairs
+            # keys!
+            # XXX: FURTHER kraken's data eng team decided to offer
+            # 3 frickin market-pair-symbol key sets depending on
+            # which frickin API is being used.
+            # Example for the trading pair 'LTC<EUR'
+            # - the "X-key" from rest eps 'XLTCZEUR'
+            # - the "websocket key" from ws msgs is 'LTC/EUR'
+            # - the "altname key" also delivered in pair info is 'LTCEUR'
+            for xkey, data in resp['result'].items():
 
-    async def cache_symbols(
+                # NOTE: always cache in pairs tables for faster lookup
+                pair = Pair(xname=xkey, **data)
+
+                # register the above `Pair` structs for all
+                # key-sets/monikers: a set of 4 (frickin) tables
+                # acting as a combined surjection of all possible
+                # (and stupid) kraken names to their `Pair` obj.
+                self._AssetPairs[xkey] = pair
+                self._pairs[pair.bs_fqme] = pair
+                self._altnames[pair.altname] = pair
+                self._wsnames[pair.wsname] = pair
+
+        if pair_patt is not None:
+            return next(iter(self._pairs.items()))[1]
+
+        return self._AssetPairs
+
+    async def get_mkt_pairs(
         self,
+        reload: bool = False,
     ) -> dict:
-        if not self._pairs:
+        '''
-            self._pairs = await self.symbol_info()
+        Load all market pair info build and cache it for downstream
+        use.
 
-            ntable = {}
+        Multiple pair info lookup tables (like ``._altnames:
-            for restapikey, info in self._pairs.items():
+        dict[str, str]``) are created for looking up the
-                ntable[restapikey] = ntable[info['wsname']] = info['altname']
+        piker-native `Pair`-struct from any input of the three
+        (yes, it's that idiotic..) available symbol/pair-key-sets
+        that kraken frickin offers depending on the API including
+        the .altname, .wsname and the weird ass default set they
+        return in ReST responses .xname..
 
-            self._ntable.update(ntable)
+        '''
+        if (
+            not self._pairs
+            or reload
+        ):
+            await self.asset_pairs()
 
-        return self._pairs
+        return self._AssetPairs
 
     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(
+    ) -> dict[str, Any]:
-            pattern,
+        '''
-            data,
+        Search for a symbol by "alt name"..
+
+        It is expected that the ``Client._pairs`` table
+        gets populated before conducting the underlying fuzzy-search
+        over the pair-key set.
+
+        '''
+        if not len(self._pairs):
+            await self.get_mkt_pairs()
+            assert self._pairs, '`Client.get_mkt_pairs()` was never called!?'
+
+        matches: dict[str, Pair] = match_from_pairs(
+            pairs=self._pairs,
+            query=pattern.upper(),
             score_cutoff=50,
         )
-        # repack in dict form
+
-        return {item[0]['altname']: item[0] for item in matches}
+        # repack in .altname-keyed output table
+        return {
+            pair.altname: pair
+            for pair in matches.values()
+        }
 
     async def bars(
         self,
         symbol: str = 'XBTUSD',
 
         # UTC 2017-07-02 12:53:20
-        since: Optional[Union[int, datetime]] = None,
+        since: Union[int, datetime] | None = None,
         count: int = 720,  # <- max allowed per query
         as_np: bool = True,
 
@@ -480,11 +630,11 @@ class Client:
                 new_bars.append(
                     (i,) + tuple(
                         ftype(bar[j]) for j, (name, ftype) in enumerate(
-                            _ohlc_dtype[1:]
+                            def_iohlcv_fields[1:]
                         )
                     )
                 )
-            array = np.array(new_bars, dtype=_ohlc_dtype) if as_np else bars
+            array = np.array(new_bars, dtype=def_iohlcv_fields) if as_np else bars
             return array
         except KeyError:
             errmsg = json['error'][0]
@@ -499,9 +649,9 @@ class Client:
                 raise BrokerError(errmsg)
 
     @classmethod
-    def normalize_symbol(
+    def to_bs_fqme(
         cls,
-        ticker: str
+        pair_str: str
     ) -> str:
         '''
         Normalize symbol names to to a 3x3 pair from the global
@@ -509,28 +659,45 @@ class Client:
         the 'AssetPairs' endpoint, see methods above.
 
         '''
-        ticker = cls._ntable[ticker]
+        try:
-        return ticker.lower()
+            return cls._altnames[pair_str.upper()].bs_fqme
+        except KeyError as ke:
+            raise SymbolNotFound(f'kraken has no {ke.args[0]}')
 
 
 @acm
 async def get_client() -> Client:
 
-    conf = get_config()
+    conf: dict[str, Any] = get_config()
-    if conf:
+    async with httpx.AsyncClient(
-        client = Client(
+        base_url=_url,
-            conf,
+        headers=_headers,
-            name=conf['key_descr'],
-            api_key=conf['api_key'],
-            secret=conf['secret']
-        )
-    else:
-        client = Client({})
 
-    # at startup, load all symbols, and asset info in
+        # TODO: is there a way to numerate this?
-    # batch requests.
+        # https://www.python-httpx.org/advanced/clients/#why-use-a-client
-    async with trio.open_nursery() as nurse:
+        # connections=4
-        nurse.start_soon(client.cache_assets)
+    ) as trio_client:
-        await client.cache_symbols()
+        if conf:
+            client = Client(
+                conf,
+                httpx_client=trio_client,
 
-    yield client
+                # TODO: don't break these up and just do internal
+                # conf lookups instead..
+                name=conf['key_descr'],
+                api_key=conf['api_key'],
+                secret=conf['secret']
+            )
+        else:
+            client = Client(
+                conf={},
+                httpx_client=trio_client,
+            )
+
+        # at startup, load all symbols, and asset info in
+        # batch requests.
+        async with trio.open_nursery() as nurse:
+            nurse.start_soon(client.get_assets)
+            await client.get_mkt_pairs()
+
+        yield client

piker/brokers/kraken/broker.py

@@ -18,14 +18,12 @@
 Order api and machinery
 
 '''
-from collections import ChainMap, defaultdict
 from contextlib import (
     asynccontextmanager as acm,
-    contextmanager as cm,
+    aclosing,
 )
 from functools import partial
 from itertools import count
-import math
 from pprint import pformat
 import time
 from typing import (
@@ -35,18 +33,20 @@ from typing import (
     Union,
 )
 
-from async_generator import aclosing
 from bidict import bidict
-import pendulum
 import trio
 import tractor
 
-from piker.pp import (
+from piker.accounting import (
     Position,
-    PpTable,
+    Account,
     Transaction,
+    TransactionLedger,
     open_trade_ledger,
-    open_pps,
+    open_account,
+)
+from piker.clearing import(
+    OrderDialogs,
 )
 from piker.clearing._messages import (
     Order,
@@ -59,18 +59,24 @@ from piker.clearing._messages import (
     BrokerdPosition,
     BrokerdStatus,
 )
-from . import log
+from piker.brokers import (
+    open_cached_client,
+)
+from piker.data import open_symcache
 from .api import (
+    log,
     Client,
     BrokerError,
-    get_client,
 )
 from .feed import (
-    get_console_log,
     open_autorecon_ws,
     NoBsWs,
     stream_messages,
 )
+from .ledger import (
+    norm_trade_records,
+    verify_balances,
+)
 
 MsgUnion = Union[
     BrokerdCancel,
@@ -120,7 +126,7 @@ async def handle_order_requests(
     client: Client,
     ems_order_stream: tractor.MsgStream,
     token: str,
-    apiflows: dict[int, ChainMap[dict[str, dict]]],
+    apiflows: OrderDialogs,
     ids: bidict[str, int],
     reqids2txids: dict[int, str],
 
@@ -130,10 +136,8 @@ async def handle_order_requests(
     and deliver acks or errors.
 
     '''
-    # XXX: UGH, let's unify this.. with ``msgspec``.
+    # XXX: UGH, let's unify this.. with ``msgspec``!!!
-    msg: dict[str, Any]
+    msg: dict | Order
-    order: BrokerdOrder
-
     async for msg in ems_order_stream:
         log.info(f'Rx order msg:\n{pformat(msg)}')
         match msg:
@@ -179,11 +183,12 @@ async def handle_order_requests(
 
                 # logic from old `Client.submit_limit()`
                 if order.oid in ids:
-                    ep = 'editOrder'
+                    ep: str = 'editOrder'
-                    reqid = ids[order.oid]  # integer not txid
+                    reqid: int = ids[order.oid]  # integer not txid
                     try:
-                        txid = reqids2txids[reqid]
+                        txid: str = reqids2txids[reqid]
                     except KeyError:
+
                         # XXX: not sure if this block ever gets hit now?
                         log.error('TOO FAST EDIT')
                         reqids2txids[reqid] = TooFastEdit(reqid)
@@ -204,7 +209,7 @@ async def handle_order_requests(
                         }
 
                 else:
-                    ep = 'addOrder'
+                    ep: str = 'addOrder'
 
                     reqid = BrokerClient.new_reqid()
                     ids[order.oid] = reqid
@@ -217,8 +222,12 @@ async def handle_order_requests(
                         'type': order.action,
                     }
 
-                    psym = order.symbol.upper()
+                    # XXX strip any .<venue> token which should
-                    pair = f'{psym[:3]}/{psym[3:]}'
+                    # ONLY ever be '.spot' rn, until we support
+                    # futes.
+                    bs_fqme: str = order.symbol.replace('.spot', '')
+                    psym: str = bs_fqme.upper()
+                    pair: str = f'{psym[:3]}/{psym[3:]}'
 
                 # XXX: ACK the request **immediately** before sending
                 # the api side request to ensure the ems maps the oid ->
@@ -256,7 +265,7 @@ async def handle_order_requests(
                 await ws.send_msg(req)
 
                 # placehold for sanity checking in relay loop
-                apiflows[reqid].maps.append(msg)
+                apiflows.add_msg(reqid, msg)
 
             case _:
                 account = msg.get('account')
@@ -362,22 +371,23 @@ async def subscribe(
 
 
 def trades2pps(
-    table: PpTable,
+    acnt: Account,
+    ledger: TransactionLedger,
     acctid: str,
     new_trans: dict[str, Transaction] = {},
 
-) -> tuple[
+    write_storage: bool = True,
-    list[BrokerdPosition],
+
-    list[Transaction],
+) -> list[BrokerdPosition]:
-]:
     if new_trans:
-        updated = table.update_from_trans(
+        updated = acnt.update_from_ledger(
             new_trans,
+            symcache=ledger.symcache,
         )
         log.info(f'Updated pps:\n{pformat(updated)}')
 
-    pp_entries, closed_pp_objs = table.dump_active()
+    pp_entries, closed_pp_objs = acnt.dump_active()
-    pp_objs: dict[Union[str, int], Position] = table.pps
+    pp_objs: dict[Union[str, int], Position] = acnt.pps
 
     pps: dict[int, Position]
     position_msgs: list[dict] = []
@@ -391,42 +401,45 @@ def trades2pps(
                 # backend suffix prefixed but when
                 # reading accounts from ledgers we
                 # don't need it and/or it's prefixed
-                # in the section table.. we should
+                # in the section acnt.. we should
                 # just strip this from the message
                 # right since `.broker` is already
                 # included?
                 account='kraken.' + acctid,
-                symbol=p.symbol.front_fqsn(),
+                symbol=p.mkt.fqme,
-                size=p.size,
+                size=p.cumsize,
                 avg_price=p.ppu,
                 currency='',
             )
             position_msgs.append(msg)
 
+    if write_storage:
+        # TODO: ideally this blocks the this task
+        # as little as possible. we need to either do
+        # these writes in another actor, or try out `trio`'s
+        # async file IO api?
+        acnt.write_config()
+
     return position_msgs
 
 
 @tractor.context
-async def trades_dialogue(
+async def open_trade_dialog(
     ctx: tractor.Context,
-    loglevel: str = None,
 
 ) -> AsyncIterator[dict[str, Any]]:
 
-    # XXX: required to propagate ``tractor`` loglevel to ``piker`` logging
+    async with (
-    get_console_log(loglevel or tractor.current_actor().loglevel)
+        # TODO: maybe bind these together and deliver
-
+        # a tuple from `.open_cached_client()`?
-    async with get_client() as client:
+        open_cached_client('kraken') as client,
-
+        open_symcache('kraken') as symcache,
+    ):
+        # make ems flip to paper mode when no creds setup in
+        # `brokers.toml` B0
         if not client._api_key:
-            raise RuntimeError(
+            await ctx.started('paper')
-                'Missing Kraken API key in `brokers.toml`!?!?')
+            return
-
-        # TODO: make ems flip to paper mode via
-        # some returned signal if the user only wants to use
-        # the data feed or we return this?
-        # else:
-        #     await ctx.started(({}, ['paper']))
 
         # NOTE: currently we expect the user to define a "source fiat"
         # (much like the web UI let's you set an "account currency")
@@ -439,10 +452,7 @@ async def trades_dialogue(
         acc_name = 'kraken.' + acctid
 
         # task local msg dialog tracking
-        apiflows: defaultdict[
+        apiflows = OrderDialogs()
-            int,
-            ChainMap[dict[str, dict]],
-        ] = defaultdict(ChainMap)
 
         # 2way map for ems ids to kraken int reqids..
         ids: bidict[str, int] = bidict()
@@ -454,8 +464,8 @@ async def trades_dialogue(
         # - delete the *ABSOLUTE LAST* entry from account's corresponding
         #   trade ledgers file (NOTE this MUST be the last record
         #   delivered from the api ledger),
-        # - open you ``pps.toml`` and find that same tid and delete it
+        # - open you ``account.kraken.spot.toml`` and find that
-        #   from the pp's clears table,
+        #   same tid and delete it from the pos's clears table,
         # - set this flag to `True`
         #
         # You should see an update come in after the order mode
@@ -466,154 +476,85 @@ async def trades_dialogue(
         # update things correctly.
         simulate_pp_update: bool = False
 
+        acnt: Account
+        ledger: TransactionLedger
         with (
-            open_pps(
+            open_account(
                 'kraken',
                 acctid,
-            ) as table,
+                write_on_exit=True,
+            ) as acnt,
 
             open_trade_ledger(
                 'kraken',
                 acctid,
-            ) as ledger_dict,
+                symcache=symcache,
+            ) as ledger,
         ):
-            # transaction-ify the ledger entries
+            # TODO: loading ledger entries should all be done
-            ledger_trans = norm_trade_records(ledger_dict)
+            # within a newly implemented `async with open_account()
+            # as acnt` where `Account.ledger: TransactionLedger`
+            # can be used to explicitily update and write the
+            # offline TOML files!
+            # ------ - ------
+            # MOL the init sequence is:
+            # - get `Account` (with presumed pre-loaded ledger done
+            #   beind the scenes as part of ctx enter).
+            # - pull new trades from API, update the ledger with
+            #   normalized to `Transaction` entries of those
+            #   records, presumably (and implicitly) update the
+            #   acnt state including expiries, positions,
+            #   transfers..), and finally of course existing
+            #   per-asset balances.
+            # - validate all pos and balances ensuring there's
+            #   no seemingly noticeable discrepancies?
+
+            # LOAD and transaction-ify the EXISTING LEDGER
+            ledger_trans: dict[str, Transaction] = await norm_trade_records(
+                ledger,
+                client,
+                api_name_set='xname',
+            )
+
+            if not acnt.pps:
+                acnt.update_from_ledger(
+                    ledger_trans,
+                    symcache=ledger.symcache,
+                )
+                acnt.write_config()
 
             # TODO: eventually probably only load
             # as far back as it seems is not deliverd in the
             # most recent 50 trades and assume that by ordering we
-            # already have those records in the ledger.
+            # already have those records in the ledger?
-            tids2trades = await client.get_trades()
+            tids2trades: dict[str, dict] = await client.get_trades()
-            ledger_dict.update(tids2trades)
+            ledger.update(tids2trades)
-            api_trans = norm_trade_records(tids2trades)
+            if tids2trades:
+                ledger.write_config()
+
+            api_trans: dict[str, Transaction] = await norm_trade_records(
+                tids2trades,
+                client,
+                api_name_set='xname',
+            )
 
             # retrieve kraken reported balances
             # and do diff with ledger to determine
             # what amount of trades-transactions need
             # to be reloaded.
-            balances = await client.get_balances()
+            balances: dict[str, float] = await client.get_balances()
-            for dst, size in balances.items():
-                # we don't care about tracking positions
-                # in the user's source fiat currency.
-                if dst == src_fiat:
-                    continue
 
-                def has_pp(
+            verify_balances(
-                    dst: str,
+                acnt,
-                    size: float,
+                src_fiat,
+                balances,
+                client,
+                ledger,
+                ledger_trans,
+                api_trans,
+            )
 
-                ) -> Position | bool:
+            # XXX NOTE: only for simulate-testing a "new fill" since
-
-                    src2dst: dict[str, str] = {}
-                    for bsuid in table.pps:
-                        try:
-                            dst_name_start = bsuid.rindex(src_fiat)
-                        except (
-                            ValueError,   # substr not found
-                        ):
-                            # TODO: handle nested positions..(i.e.
-                            # positions where the src fiat was used to
-                            # buy some other dst which was furhter used
-                            # to buy another dst..)
-                            log.warning(
-                                f'No src fiat {src_fiat} found in {bsuid}?'
-                            )
-                            continue
-
-                        _dst = bsuid[:dst_name_start]
-                        if _dst != dst:
-                            continue
-
-                        src2dst[src_fiat] = dst
-
-                    for src, dst in src2dst.items():
-                        pair = f'{dst}{src_fiat}'
-                        pp = table.pps.get(pair)
-                        if (
-                            pp
-                            and math.isclose(pp.size, size)
-                        ):
-                            return pp
-
-                        elif (
-                            size == 0
-                            and pp.size
-                        ):
-                            log.warning(
-                                f'`kraken` account says you have  a ZERO '
-                                f'balance for {bsuid}:{pair}\n'
-                                f'but piker seems to think `{pp.size}`\n'
-                                'This is likely a discrepancy in piker '
-                                'accounting if the above number is'
-                                "large,' though it's likely to due lack"
-                                "f tracking xfers fees.."
-                            )
-                            return pp
-
-                    return False
-
-                pos = has_pp(dst, size)
-                if not pos:
-
-                    # we have a balance for which there is no pp
-                    # entry? so we have to likely update from the
-                    # ledger.
-                    updated = table.update_from_trans(ledger_trans)
-                    log.info(f'Updated pps from ledger:\n{pformat(updated)}')
-                    pos = has_pp(dst, size)
-
-                    if (
-                        not pos
-                        and not simulate_pp_update
-                    ):
-                        # try reloading from API
-                        table.update_from_trans(api_trans)
-                        pos = has_pp(dst, size)
-                        if not pos:
-
-                            # get transfers to make sense of abs balances.
-                            # NOTE: we do this after ledger and API
-                            # loading since we might not have an entry
-                            # in the ``pps.toml`` for the necessary pair
-                            # yet and thus this likely pair grabber will
-                            # likely fail.
-                            likely_pair = {
-                                bsuid[:3]: bsuid
-                                for bsuid in table.pps
-                            }.get(dst)
-                            if not likely_pair:
-                                raise ValueError(
-                                    'Could not find a position pair in '
-                                    'ledger for likely widthdrawal '
-                                    f'candidate: {dst}'
-                                )
-
-                            if likely_pair:
-                                # this was likely pp that had a withdrawal
-                                # from the dst asset out of the account.
-
-                                xfer_trans = await client.get_xfers(
-                                    dst,
-                                    src_asset=likely_pair[3:],
-                                )
-                                if xfer_trans:
-                                    updated = table.update_from_trans(
-                                        xfer_trans,
-                                        cost_scalar=1,
-                                    )
-                                    log.info(
-                                        'Updated {dst} from transfers:\n'
-                                        f'{pformat(updated)}'
-                                    )
-
-                        if has_pp(dst, size):
-                            raise ValueError(
-                                'Could not reproduce balance:\n'
-                                f'dst: {dst}, {size}\n'
-                            )
-
-            # only for simulate-testing a "new fill" since
             # otherwise we have to actually conduct a live clear.
             if simulate_pp_update:
                 tid = list(tids2trades)[0]
@@ -621,20 +562,28 @@ async def trades_dialogue(
                 # stage a first reqid of `0`
                 reqids2txids[0] = last_trade_dict['ordertxid']
 
-            ppmsgs = trades2pps(
+            ppmsgs: list[BrokerdPosition] = trades2pps(
-                table,
+                acnt,
+                ledger,
                 acctid,
             )
+            # sync with EMS delivering pps and accounts
             await ctx.started((ppmsgs, [acc_name]))
 
+            # TODO: ideally this blocks the this task
+            # as little as possible. we need to either do
+            # these writes in another actor, or try out `trio`'s
+            # async file IO api?
+            acnt.write_config()
+
             # Get websocket token for authenticated data stream
             # Assert that a token was actually received.
             resp = await client.endpoint('GetWebSocketsToken', {})
-            err = resp.get('error')
+            if err := resp.get('error'):
-            if err:
                 raise BrokerError(err)
 
-            token = resp['result']['token']
+            # resp token for ws init
+            token: str = resp['result']['token']
 
             ws: NoBsWs
             async with (
@@ -649,8 +598,6 @@ async def trades_dialogue(
                 aclosing(stream_messages(ws)) as stream,
                 trio.open_nursery() as nurse,
             ):
-                stream = stream_messages(ws)
-
                 # task for processing inbound requests from ems
                 nurse.start_soon(
                     handle_order_requests,
@@ -665,32 +612,35 @@ async def trades_dialogue(
 
                 # enter relay loop
                 await handle_order_updates(
-                    ws,
+                    client=client,
-                    stream,
+                    ws=ws,
-                    ems_stream,
+                    ws_stream=stream,
-                    apiflows,
+                    ems_stream=ems_stream,
-                    ids,
+                    apiflows=apiflows,
-                    reqids2txids,
+                    ids=ids,
-                    table,
+                    reqids2txids=reqids2txids,
-                    api_trans,
+                    acnt=acnt,
-                    acctid,
+                    ledger=ledger,
-                    acc_name,
+                    acctid=acctid,
-                    token,
+                    acc_name=acc_name,
+                    token=token,
                 )
 
 
 async def handle_order_updates(
+    client: Client,  # only for pairs table needed in ledger proc
     ws: NoBsWs,
     ws_stream: AsyncIterator,
     ems_stream: tractor.MsgStream,
-    apiflows: dict[int, ChainMap[dict[str, dict]]],
+    apiflows: OrderDialogs,
     ids: bidict[str, int],
     reqids2txids: bidict[int, str],
-    table: PpTable,
+    acnt: Account,
 
     # transaction records which will be updated
     # on new trade clearing events (aka order "fills")
-    ledger_trans: dict[str, Transaction],
+    ledger: TransactionLedger,
+    # ledger_trans: dict[str, Transaction],
     acctid: str,
     acc_name: str,
     token: str,
@@ -699,8 +649,8 @@ async def handle_order_updates(
     '''
     Main msg handling loop for all things order management.
 
-    This code is broken out to make the context explicit and state variables
+    This code is broken out to make the context explicit and state
-    defined in the signature clear to the reader.
+    variables defined in the signature clear to the reader.
 
     '''
     async for msg in ws_stream:
@@ -708,7 +658,7 @@ async def handle_order_updates(
 
             # TODO: turns out you get the fill events from the
             # `openOrders` before you get this, so it might be better
-            # to do all fill/status/pp updates in that sub and just use
+            # to do all fill/status/pos updates in that sub and just use
             # this one for ledger syncs?
 
             # For eg. we could take the "last 50 trades" and do a diff
@@ -750,7 +700,8 @@ async def handle_order_updates(
                     # if tid not in ledger_trans
                 }
                 for tid, trade in trades.items():
-                    assert tid not in ledger_trans
+                    # assert tid not in ledger_trans
+                    assert tid not in ledger
                     txid = trade['ordertxid']
                     reqid = trade.get('userref')
 
@@ -793,17 +744,25 @@ async def handle_order_updates(
                     )
                     await ems_stream.send(status_msg)
 
-                new_trans = norm_trade_records(trades)
+                new_trans = await norm_trade_records(
-                ppmsgs = trades2pps(
+                    trades,
-                    table,
+                    client,
-                    acctid,
+                    api_name_set='wsname',
-                    new_trans,
                 )
+                ppmsgs: list[BrokerdPosition] = trades2pps(
+                    acnt=acnt,
+                    ledger=ledger,
+                    acctid=acctid,
+                    new_trans=new_trans,
+                )
+                # ppmsgs = trades2pps(
+                #     acnt,
+                #     acctid,
+                #     new_trans,
+                # )
                 for pp_msg in ppmsgs:
                     await ems_stream.send(pp_msg)
 
-                ledger_trans.update(new_trans)
-
             # process and relay order state change events
             # https://docs.kraken.com/websockets/#message-openOrders
             case [
@@ -845,8 +804,9 @@ async def handle_order_updates(
                     # 'vol_exec': exec_vlm}  # 0.0000
                     match update_msg:
 
-                        # EMS-unknown LIVE order that needs to be
+                        # EMS-unknown pre-exising-submitted LIVE
-                        # delivered and loaded on the client-side.
+                        # order that needs to be delivered and
+                        # loaded on the client-side.
                         case {
                             'userref': reqid,
                             'descr': {
@@ -865,7 +825,7 @@ async def handle_order_updates(
                             ids.inverse.get(reqid) is None
                         ):
                             # parse out existing live order
-                            fqsn = pair.replace('/', '').lower()
+                            fqme = pair.replace('/', '').lower() + '.spot'
                             price = float(price)
                             size = float(vol)
 
@@ -892,14 +852,14 @@ async def handle_order_updates(
                                     action=action,
                                     exec_mode='live',
                                     oid=oid,
-                                    symbol=fqsn,
+                                    symbol=fqme,
                                     account=acc_name,
                                     price=price,
                                     size=size,
                                 ),
                                 src='kraken',
                             )
-                            apiflows[reqid].maps.append(status_msg.to_dict())
+                            apiflows.add_msg(reqid, status_msg.to_dict())
                             await ems_stream.send(status_msg)
                             continue
 
@@ -1035,7 +995,7 @@ async def handle_order_updates(
                                 ),
                             )
 
-                            apiflows[reqid].maps.append(update_msg)
+                            apiflows.add_msg(reqid, update_msg)
                             await ems_stream.send(resp)
 
                         # fill msg.
@@ -1114,9 +1074,8 @@ async def handle_order_updates(
                     )
                     continue
 
-                # update the msg chain
+                # update the msg history
-                chain = apiflows[reqid]
+                apiflows.add_msg(reqid, event)
-                chain.maps.append(event)
 
                 if status == 'error':
                     # any of ``{'add', 'edit', 'cancel'}``
@@ -1126,11 +1085,16 @@ async def handle_order_updates(
                         f'Failed to {action} order {reqid}:\n'
                         f'{errmsg}'
                     )
+
+                    symbol: str = 'N/A'
+                    if chain := apiflows.get(reqid):
+                        symbol: str = chain.get('symbol', 'N/A')
+
                     await ems_stream.send(BrokerdError(
                         oid=oid,
                         # XXX: use old reqid in case it changed?
                         reqid=reqid,
-                        symbol=chain.get('symbol', 'N/A'),
+                        symbol=symbol,
 
                         reason=f'Failed {action}:\n{errmsg}',
                         broker_details=event
@@ -1155,56 +1119,3 @@ async def handle_order_updates(
                         })
             case _:
                 log.warning(f'Unhandled trades update msg: {msg}')
-
-
-def norm_trade_records(
-    ledger: dict[str, Any],
-
-) -> dict[str, Transaction]:
-
-    records: dict[str, Transaction] = {}
-
-    for tid, record in ledger.items():
-
-        size = float(record.get('vol')) * {
-            'buy': 1,
-            'sell': -1,
-        }[record['type']]
-
-        # we normalize to kraken's `altname` always..
-        bsuid = norm_sym = Client.normalize_symbol(record['pair'])
-
-        records[tid] = Transaction(
-            fqsn=f'{norm_sym}.kraken',
-            tid=tid,
-            size=size,
-            price=float(record['price']),
-            cost=float(record['fee']),
-            dt=pendulum.from_timestamp(float(record['time'])),
-            bsuid=bsuid,
-
-            # XXX: there are no derivs on kraken right?
-            # expiry=expiry,
-        )
-
-    return records
-
-
-@cm
-def open_ledger(
-    acctid: str,
-    trade_entries: list[dict[str, Any]],
-
-) -> set[Transaction]:
-    '''
-    Write recent session's trades to the user's (local) ledger file.
-
-    '''
-    with open_trade_ledger(
-        'kraken',
-        acctid,
-    ) as ledger:
-        yield ledger
-
-        # update on exit
-        ledger.update(trade_entries)

piker/brokers/kraken/feed.py

@@ -18,81 +18,44 @@
 Real-time and historical data feed endpoints.
 
 '''
-from contextlib import asynccontextmanager as acm
+from contextlib import (
+    asynccontextmanager as acm,
+    aclosing,
+)
 from datetime import datetime
 from typing import (
-    Any,
+    AsyncGenerator,
-    Optional,
     Callable,
+    Optional,
 )
 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
 
-from piker._cacheables import open_cached_client
+from piker.accounting._mktinfo import (
+    MktPair,
+)
+from piker.brokers import (
+    open_cached_client,
+)
 from piker.brokers._util import (
     BrokerError,
     DataThrottle,
     DataUnavailable,
 )
-from piker.log import get_console_log
+from piker.types import Struct
-from piker.data import ShmArray
+from piker.data.validate import FeedInit
-from piker.data.types import Struct
 from piker.data._web_bs import open_autorecon_ws, NoBsWs
-from . import log
 from .api import (
-    Client,
+    log,
 )
+from .symbols import get_mkt_info
 
 
-# https://www.kraken.com/features/api#get-tradable-pairs
+class OHLC(Struct, frozen=True):
-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
-
-    cost_decimals: int
-    costmin: float
-    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
-    tick_size: float # min price step size
-    status: str
-
-    short_position_limit: float
-    long_position_limit: float
-
-
-class OHLC(Struct):
     '''
     Description of the flattened OHLC quote format.
 
@@ -103,6 +66,8 @@ class OHLC(Struct):
     chan_id: int  # internal kraken id
     chan_name: str  # eg. ohlc-1  (name-interval)
     pair: str  # fx pair
+
+    # unpacked from array
     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
@@ -112,8 +77,6 @@ class OHLC(Struct):
     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(
@@ -126,26 +89,9 @@ async def stream_messages(
     though a single async generator.
 
     '''
-    too_slow_count = last_hb = 0
+    last_hb: float = 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
 
+    async for msg in ws:
         match msg:
             case {'event': 'heartbeat'}:
                 now = time.time()
@@ -170,90 +116,99 @@ async def process_data_feed_msgs(
     Parse and pack data feed messages.
 
     '''
-    async for msg in stream_messages(ws):
+    async with aclosing(stream_messages(ws)) as ws_stream:
-        match msg:
+        async for msg in ws_stream:
-            case {
+            match msg:
-                'errorMessage': errmsg
+                case {
-            }:
+                    'errorMessage': errmsg
-                raise BrokerError(errmsg)
+                }:
+                    raise BrokerError(errmsg)
 
-            case {
+                case {
-                'event': 'subscriptionStatus',
+                    'event': 'subscriptionStatus',
-            } as sub:
+                } as sub:
-                log.info(
+                    log.info(
-                    'WS subscription is active:\n'
+                        'WS subscription is active:\n'
-                    f'{sub}'
+                        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()
+                    continue
-                    yield 'ohlc', ohlc
 
-                elif 'spread' in chan_name:
+                case [
+                    chan_id,
+                    *payload_array,
+                    chan_name,
+                    pair
+                ]:
+                    if 'ohlc' in chan_name:
+                        array: list = payload_array[0]
+                        ohlc = OHLC(
+                            chan_id,
+                            chan_name,
+                            pair,
+                            *map(float, array[:-1]),
+                            count=array[-1],
+                        )
+                        yield 'ohlc', ohlc.copy()
 
-                    bid, ask, ts, bsize, asize = map(
+                    elif 'spread' in chan_name:
-                        float, payload_array[0])
 
-                    # TODO: really makes you think IB has a horrible API...
+                        bid, ask, ts, bsize, asize = map(
-                    quote = {
+                            float, payload_array[0])
-                        'symbol': pair.replace('/', ''),
-                        'ticks': [
-                            {'type': 'bid', 'price': bid, 'size': bsize},
-                            {'type': 'bsize', 'price': bid, 'size': bsize},
 
-                            {'type': 'ask', 'price': ask, 'size': asize},
+                        # TODO: really makes you think IB has a horrible API...
-                            {'type': 'asize', 'price': ask, 'size': asize},
+                        quote = {
-                        ],
+                            'symbol': pair.replace('/', ''),
-                    }
+                            'ticks': [
-                    yield 'l1', quote
+                                {'type': 'bid', 'price': bid, 'size': bsize},
+                                {'type': 'bsize', 'price': bid, 'size': bsize},
 
-                # elif 'book' in msg[-2]:
+                                {'type': 'ask', 'price': ask, 'size': asize},
-                #     chan_id, *payload_array, chan_name, pair = msg
+                                {'type': 'asize', 'price': ask, 'size': asize},
-                #     print(msg)
+                            ],
+                        }
+                        yield 'l1', quote
 
-            case _:
+                    # elif 'book' in msg[-2]:
-                print(f'UNHANDLED MSG: {msg}')
+                    #     chan_id, *payload_array, chan_name, pair = msg
-                # yield msg
+                    #     print(msg)
+
+                case {
+                    'connectionID': conid,
+                    'event': 'systemStatus',
+                    'status': 'online',
+                    'version': ver,
+                }:
+                    log.info(
+                        f'Established {ver} ws connection with id: {conid}'
+                    )
+                    continue
+
+                case _:
+                    print(f'UNHANDLED MSG: {msg}')
+                    # yield msg
 
 
-def normalize(
+def normalize(ohlc: OHLC) -> dict:
-    ohlc: OHLC,
+    '''
+    Norm an `OHLC` msg to piker's minimal (live-)quote schema.
 
-) -> 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
-
+    return quote
-    # 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
 
 
 @acm
 async def open_history_client(
-    symbol: str,
+    mkt: MktPair,
 
-) -> tuple[Callable, int]:
+) -> AsyncGenerator[Callable, None]:
+
+    symbol: str = mkt.bs_mktid
 
     # TODO implement history getter for the new storage layer.
     async with open_cached_client('kraken') as client:
@@ -323,45 +278,20 @@ async def stream_quotes(
     ``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 = {}
+    ws_pairs: list[str] = []
-    sym_infos = {}
+    init_msgs: list[FeedInit] = []
 
-    async with open_cached_client('kraken') as client, send_chan as send_chan:
+    async with (
+        send_chan as send_chan,
+    ):
+        for sym_str in symbols:
+            mkt, pair = await get_mkt_info(sym_str)
+            init_msgs.append(
+                FeedInit(mkt_info=mkt)
+            )
 
-        # keep client cached for real-time section
+            ws_pairs.append(pair.wsname)
-        for sym in symbols:
-
-            # transform to upper since piker style is always lower
-            sym = sym.upper()
-            sym_info = await client.symbol_info(sym)
-            try:
-                si = Pair(**sym_info)  # validation
-            except TypeError:
-                fields_diff = set(sym_info) - set(Pair.__struct_fields__)
-                raise TypeError(
-                    f'Missing msg fields {fields_diff}'
-                )
-            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: NoBsWs):
@@ -372,7 +302,7 @@ async def stream_quotes(
             # https://github.com/krakenfx/kraken-wsclient-py/blob/master/kraken_wsclient_py/kraken_wsclient_py.py#L188
             ohlc_sub = {
                 'event': 'subscribe',
-                'pair': list(ws_pairs.values()),
+                'pair': ws_pairs,
                 'subscription': {
                     'name': 'ohlc',
                     'interval': 1,
@@ -388,7 +318,7 @@ async def stream_quotes(
             # trade data (aka L1)
             l1_sub = {
                 'event': 'subscribe',
-                'pair': list(ws_pairs.values()),
+                'pair': ws_pairs,
                 'subscription': {
                     'name': 'spread',
                     # 'depth': 10}
@@ -403,7 +333,7 @@ async def stream_quotes(
             # unsub from all pairs on teardown
             if ws.connected():
                 await ws.send_msg({
-                    'pair': list(ws_pairs.values()),
+                    'pair': ws_pairs,
                     'event': 'unsubscribe',
                     'subscription': ['ohlc', 'spread'],
                 })
@@ -418,83 +348,68 @@ async def stream_quotes(
             open_autorecon_ws(
                 'wss://ws.kraken.com/',
                 fixture=subscribe,
+                reset_after=20,
             ) as ws,
+
+            # avoid stream-gen closure from breaking trio..
+            # NOTE: not sure this actually works XD particularly
+            # if we call `ws._connect()` manally in the streaming
+            # async gen..
             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)
+            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
+            last_interval_start: float = ohlc_last.etime
 
             # start streaming
-            async for typ, ohlc in msg_gen:
+            topic: str = mkt.bs_fqme
-
+            async for typ, quote in msg_gen:
-                if typ == 'ohlc':
+                match typ:
 
                     # TODO: can get rid of all this by using
-                    # ``trades`` subscription...
+                    # ``trades`` subscription..? Not sure why this
+                    # wasn't used originally? (music queues) zoltannn..
+                    # https://docs.kraken.com/websockets/#message-trade
+                    case 'ohlc':
+                        # generate tick values to match time & sales pane:
+                        # https://trade.kraken.com/charts/KRAKEN:BTC-USD?period=1m
+                        volume = quote.volume
 
-                    # generate tick values to match time & sales pane:
+                        # new OHLC sample interval
-                    # https://trade.kraken.com/charts/KRAKEN:BTC-USD?period=1m
+                        if quote.etime > last_interval_start:
-                    volume = ohlc.volume
+                            last_interval_start: float = quote.etime
+                            tick_volume: float = volume
 
-                    # new OHLC sample interval
+                        else:
-                    if ohlc.etime > last_interval_start:
+                            # this is the tick volume *within the interval*
-                        last_interval_start = ohlc.etime
+                            tick_volume: float = volume - ohlc_last.volume
-                        tick_volume = volume
 
-                    else:
+                        ohlc_last = quote
-                        # this is the tick volume *within the interval*
+                        last = quote.close
-                        tick_volume = volume - ohlc_last.volume
 
-                    ohlc_last = ohlc
+                        quote = normalize(quote)
-                    last = ohlc.close
+                        ticks = quote.setdefault(
+                            'ticks',
+                            [],
+                        )
+                        if tick_volume:
+                            ticks.append({
+                                'type': 'trade',
+                                'price': last,
+                                'size': tick_volume,
+                            })
 
-                    if tick_volume:
+                    case 'l1':
-                        ohlc.ticks.append({
+                        # passthrough quote msg
-                            'type': 'trade',
+                        pass
-                            'price': last,
-                            'size': tick_volume,
-                        })
 
-                    topic, quote = normalize(ohlc)
+                    case _:
-
+                        log.warning(f'Unknown WSS message: {typ}, {quote}')
-                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/brokers/kraken/ledger.py

@@ -0,0 +1,269 @@
+# 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/>.
+
+'''
+Trade transaction accounting and normalization.
+
+'''
+import math
+from pprint import pformat
+from typing import (
+    Any,
+)
+
+import pendulum
+
+from piker.accounting import (
+    Transaction,
+    Position,
+    Account,
+    get_likely_pair,
+    TransactionLedger,
+    # MktPair,
+)
+from piker.types import Struct
+from piker.data import (
+    SymbologyCache,
+)
+from .api import (
+    log,
+    Client,
+    Pair,
+)
+# from .feed import get_mkt_info
+
+
+def norm_trade(
+    tid: str,
+    record: dict[str, Any],
+
+    # this is the dict that was returned from
+    # `Client.get_mkt_pairs()` and when running offline ledger
+    # processing from `.accounting`, this will be the table loaded
+    # into `SymbologyCache.pairs`.
+    pairs: dict[str, Struct],
+    symcache: SymbologyCache | None = None,
+
+) -> Transaction:
+
+    size: float = float(record.get('vol')) * {
+        'buy': 1,
+        'sell': -1,
+    }[record['type']]
+
+    # NOTE: this value may be either the websocket OR the rest schema
+    # so we need to detect the key format and then choose the
+    # correct symbol lookup table to evetually get a ``Pair``..
+    # See internals of `Client.asset_pairs()` for deats!
+    src_pair_key: str = record['pair']
+
+    # XXX: kraken's data engineering is soo bad they require THREE
+    # different pair schemas (more or less seemingly tied to
+    # transport-APIs)..LITERALLY they return different market id
+    # pairs in the ledger endpoints vs. the websocket event subs..
+    # lookup pair using appropriately provided tabled depending
+    # on API-key-schema..
+    pair: Pair = pairs[src_pair_key]
+    fqme: str = pair.bs_fqme.lower() + '.kraken'
+
+    return Transaction(
+        fqme=fqme,
+        tid=tid,
+        size=size,
+        price=float(record['price']),
+        cost=float(record['fee']),
+        dt=pendulum.from_timestamp(float(record['time'])),
+        bs_mktid=pair.bs_mktid,
+    )
+
+
+async def norm_trade_records(
+    ledger: dict[str, Any],
+    client: Client,
+    api_name_set: str = 'xname',
+
+) -> dict[str, Transaction]:
+    '''
+    Loop through an input ``dict`` of trade records
+    and convert them to ``Transactions``.
+
+    '''
+    records: dict[str, Transaction] = {}
+    for tid, record in ledger.items():
+
+        # manual_fqme: str = f'{bs_mktid.lower()}.kraken'
+        # mkt: MktPair = (await get_mkt_info(manual_fqme))[0]
+        # fqme: str = mkt.fqme
+        # assert fqme == manual_fqme
+        pairs: dict[str, Pair] = {
+            'xname': client._AssetPairs,
+            'wsname': client._wsnames,
+            'altname': client._altnames,
+        }[api_name_set]
+
+        records[tid] = norm_trade(
+            tid,
+            record,
+            pairs=pairs,
+        )
+
+    return records
+
+
+def has_pp(
+    acnt: Account,
+    src_fiat: str,
+    dst: str,
+    size: float,
+
+) -> Position | None:
+
+    src2dst: dict[str, str] = {}
+    for bs_mktid in acnt.pps:
+        likely_pair = get_likely_pair(
+            src_fiat,
+            dst,
+            bs_mktid,
+        )
+        if likely_pair:
+            src2dst[src_fiat] = dst
+
+    for src, dst in src2dst.items():
+        pair: str = f'{dst}{src_fiat}'
+        pos: Position = acnt.pps.get(pair)
+        if (
+            pos
+            and math.isclose(pos.size, size)
+        ):
+            return pos
+
+        elif (
+            size == 0
+            and pos.size
+        ):
+            log.warning(
+                f'`kraken` account says you have  a ZERO '
+                f'balance for {bs_mktid}:{pair}\n'
+                f'but piker seems to think `{pos.size}`\n'
+                'This is likely a discrepancy in piker '
+                'accounting if the above number is'
+                "large,' though it's likely to due lack"
+                "f tracking xfers fees.."
+            )
+            return pos
+
+    return None  # indicate no entry found
+
+
+# TODO: factor most of this "account updating from txns" into the
+# the `Account` impl so has to provide for hiding the mostly
+# cross-provider updates from txn sets
+async def verify_balances(
+    acnt: Account,
+    src_fiat: str,
+    balances: dict[str, float],
+    client: Client,
+    ledger: TransactionLedger,
+    ledger_trans: dict[str, Transaction],  # from toml
+    api_trans: dict[str, Transaction],  # from API
+
+    simulate_pp_update: bool = False,
+
+) -> None:
+    for dst, size in balances.items():
+
+        # we don't care about tracking positions
+        # in the user's source fiat currency.
+        if (
+            dst == src_fiat
+            or not any(
+                dst in bs_mktid for bs_mktid in acnt.pps
+            )
+        ):
+            log.warning(
+                f'Skipping balance `{dst}`:{size} for position calcs!'
+            )
+            continue
+
+        # we have a balance for which there is no pos entry
+        # - we have to likely update from the ledger?
+        if not has_pp(acnt, src_fiat, dst, size):
+            updated = acnt.update_from_ledger(
+                ledger_trans,
+                symcache=ledger.symcache,
+            )
+            log.info(f'Updated pps from ledger:\n{pformat(updated)}')
+
+            # FIRST try reloading from API records
+            if (
+                not has_pp(acnt, src_fiat, dst, size)
+                and not simulate_pp_update
+            ):
+                acnt.update_from_ledger(
+                    api_trans,
+                    symcache=ledger.symcache,
+                )
+
+                # get transfers to make sense of abs
+                # balances.
+                # NOTE: we do this after ledger and API
+                # loading since we might not have an
+                # entry in the
+                # ``account.kraken.spot.toml`` for the
+                # necessary pair yet and thus this
+                # likely pair grabber will likely fail.
+                if not has_pp(acnt, src_fiat, dst, size):
+                    for bs_mktid in acnt.pps:
+                        likely_pair: str | None = get_likely_pair(
+                            src_fiat,
+                            dst,
+                            bs_mktid,
+                        )
+                        if likely_pair:
+                            break
+                    else:
+                        raise ValueError(
+                            'Could not find a position pair in '
+                            'ledger for likely widthdrawal '
+                            f'candidate: {dst}'
+                        )
+
+                    # this was likely pos that had a withdrawal
+                    # from the dst asset out of the account.
+                    if likely_pair:
+                        xfer_trans = await client.get_xfers(
+                            dst,
+
+                            # TODO: not all src assets are
+                            # 3 chars long...
+                            src_asset=likely_pair[3:],
+                        )
+                        if xfer_trans:
+                            updated = acnt.update_from_ledger(
+                                xfer_trans,
+                                cost_scalar=1,
+                                symcache=ledger.symcache,
+                            )
+                            log.info(
+                                f'Updated {dst} from transfers:\n'
+                                f'{pformat(updated)}'
+                            )
+
+                if has_pp(acnt, src_fiat, dst, size):
+                    raise ValueError(
+                        'Could not reproduce balance:\n'
+                        f'dst: {dst}, {size}\n'
+                    )

piker/brokers/kraken/symbols.py

@@ -0,0 +1,206 @@
+# 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/>.
+
+'''
+Symbology defs and search.
+
+'''
+from decimal import Decimal
+
+import tractor
+from rapidfuzz import process as fuzzy
+
+from piker._cacheables import (
+    async_lifo_cache,
+)
+from piker.accounting._mktinfo import (
+    digits_to_dec,
+)
+from piker.brokers import (
+    open_cached_client,
+    SymbolNotFound,
+)
+from piker.types import Struct
+from piker.accounting._mktinfo import (
+    Asset,
+    MktPair,
+    unpack_fqme,
+)
+
+
+# https://www.kraken.com/features/api#get-tradable-pairs
+class Pair(Struct):
+    xname: str  # idiotic bs_mktid equiv i guess?
+    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
+
+    cost_decimals: int
+    costmin: float
+    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
+    tick_size: float  # min price step size
+    status: str
+
+    short_position_limit: float = 0
+    long_position_limit: float = float('inf')
+
+    # TODO: should we make this a literal NamespacePath ref?
+    ns_path: str = 'piker.brokers.kraken:Pair'
+
+    @property
+    def bs_mktid(self) -> str:
+        '''
+        Kraken seems to index it's market symbol sets in
+        transaction ledgers using the key returned from rest
+        queries.. so use that since apparently they can't
+        make up their minds on a better key set XD
+
+        '''
+        return self.xname
+
+    @property
+    def price_tick(self) -> Decimal:
+        return digits_to_dec(self.pair_decimals)
+
+    @property
+    def size_tick(self) -> Decimal:
+        return digits_to_dec(self.lot_decimals)
+
+    @property
+    def bs_dst_asset(self) -> str:
+        dst, _ = self.wsname.split('/')
+        return dst
+
+    @property
+    def bs_src_asset(self) -> str:
+        _, src = self.wsname.split('/')
+        return src
+
+    @property
+    def bs_fqme(self) -> str:
+        '''
+        Basically the `.altname` but with special '.' handling and
+        `.SPOT` suffix appending (for future multi-venue support).
+
+        '''
+        dst, src = self.wsname.split('/')
+        # XXX: omg for stupid shite like ETH2.S/ETH..
+        dst = dst.replace('.', '-')
+        return f'{dst}{src}.SPOT'
+
+
+@tractor.context
+async def open_symbol_search(ctx: tractor.Context) -> None:
+    async with open_cached_client('kraken') as client:
+
+        # load all symbols locally for fast search
+        cache = await client.get_mkt_pairs()
+        await ctx.started(cache)
+
+        async with ctx.open_stream() as stream:
+            async for pattern in stream:
+                await stream.send(
+                    await client.search_symbols(pattern)
+                )
+
+
+@async_lifo_cache()
+async def get_mkt_info(
+    fqme: str,
+
+) -> tuple[MktPair, Pair]:
+    '''
+    Query for and return a `MktPair` and backend-native `Pair` (or
+    wtv else) info.
+
+    If more then one fqme is provided return a ``dict`` of native
+    key-strs to `MktPair`s.
+
+    '''
+    venue: str = 'spot'
+    expiry: str = ''
+    if '.kraken' not in fqme:
+        fqme += '.kraken'
+
+    broker, pair, venue, expiry = unpack_fqme(fqme)
+    venue: str = venue or 'spot'
+
+    if venue.lower() != 'spot':
+        raise SymbolNotFound(
+            'kraken only supports spot markets right now!\n'
+            f'{fqme}\n'
+        )
+
+    async with open_cached_client('kraken') as client:
+
+        # uppercase since kraken bs_mktid is always upper
+        # bs_fqme, _, broker = fqme.partition('.')
+        # pair_str: str = bs_fqme.upper()
+        pair_str: str = f'{pair}.{venue}'
+
+        pair: Pair | None = client._pairs.get(pair_str.upper())
+        if not pair:
+            bs_fqme: str = client.to_bs_fqme(pair_str)
+            pair: Pair = client._pairs[bs_fqme]
+
+        if not (assets := client._assets):
+            assets: dict[str, Asset] = await client.get_assets()
+
+        dst_asset: Asset = assets[pair.bs_dst_asset]
+        src_asset: Asset = assets[pair.bs_src_asset]
+
+        mkt = MktPair(
+            dst=dst_asset,
+            src=src_asset,
+
+            price_tick=pair.price_tick,
+            size_tick=pair.size_tick,
+            bs_mktid=pair.bs_mktid,
+
+            expiry=expiry,
+            venue=venue or 'spot',
+
+            # TODO: futes
+            # _atype=_atype,
+
+            broker='kraken',
+        )
+        return mkt, pair

piker/brokers/questrade.py

@@ -1,5 +1,5 @@
 # piker: trading gear for hackers
-# Copyright (C) 2018-present  Tyler Goodlet (in stewardship of piker0)
+# Copyright (C) 2018-present  Tyler Goodlet (in stewardship of 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
@@ -40,13 +40,17 @@ import wrapt
 import asks
 
 from ..calc import humanize, percent_change
-from .._cacheables import open_cached_client, async_lifo_cache
+from . import open_cached_client
+from piker._cacheables import async_lifo_cache
 from .. import config
 from ._util import resproc, BrokerError, SymbolNotFound
-from ..log import get_logger, colorize_json, get_console_log
+from ..log import (
-
+    colorize_json,
-
+)
-log = get_logger(__name__)
+from ._util import (
+    log,
+    get_console_log,
+)
 
 _use_practice_account = False
 _refresh_token_ep = 'https://{}login.questrade.com/oauth2/'

piker/brokers/robinhood.py

@@ -27,12 +27,13 @@ from typing import List
 from async_generator import asynccontextmanager
 import asks
 
-from ..log import get_logger
+from ._util import (
-from ._util import resproc, BrokerError
+    resproc,
+    BrokerError,
+    log,
+)
 from ..calc import percent_change
 
-log = get_logger(__name__)
-
 _service_ep = 'https://api.robinhood.com'
 
 
@@ -65,8 +66,10 @@ class Client:
         self.api = _API(self._sess)
 
     def _zip_in_order(self, symbols: [str], quotes: List[dict]):
-        return {quote.get('symbol', sym) if quote else sym: quote
+        return {
-                for sym, quote in zip(symbols, results_dict)}
+            quote.get('symbol', sym) if quote else sym: quote
+            for sym, quote in zip(symbols, quotes)
+        }
 
     async def quote(self, symbols: [str]):
         """Retrieve quotes for a list of ``symbols``.

piker/clearing/README.rst

@@ -0,0 +1,49 @@
+piker.clearing
+______________
+trade execution-n-control subsys for both live and paper trading as
+well as algo-trading manual override/interaction across any backend
+broker and data provider.
+
+avail UIs
+*********
+
+order ctl
+---------
+the `piker.clearing` subsys is exposed mainly though
+the `piker chart` GUI as a "chart trader" style UX and
+is automatically enabled whenever a chart is opened.
+
+.. ^TODO, more prose here!
+
+the "manual" order control features are exposed via the
+`piker.ui.order_mode` API and can pretty much always be
+used (at least) in simulated-trading mode, aka "paper"-mode, and
+the micro-manual is as follows:
+
+``order_mode`` (
+    edge triggered activation by any of the following keys,
+    ``mouse-click`` on y-level to submit at that price
+    ):
+
+    - ``f``/ ``ctl-f`` to stage buy
+    - ``d``/ ``ctl-d`` to stage sell
+    - ``a`` to stage alert
+
+
+``search_mode`` (
+    ``ctl-l`` or ``ctl-space`` to open,
+    ``ctl-c`` or ``ctl-space`` to close
+    ) :
+
+    - begin typing to have symbol search automatically lookup
+      symbols from all loaded backend (broker) providers
+    - arrow keys and mouse click to navigate selection
+    - vi-like ``ctl-[hjkl]`` for navigation
+
+
+position (pp) mgmt
+------------------
+you can also configure your position allocation limits from the
+sidepane.
+
+.. ^TODO, explain and provide tut once more refined!

piker/clearing/__init__.py

@@ -18,9 +18,38 @@
 Market machinery for order executions, book, management.
 
 """
-from ._client import open_ems
+from ..log import get_logger
+from ._client import (
+    open_ems,
+    OrderClient,
+)
+from ._ems import (
+    open_brokerd_dialog,
+)
+from ._util import OrderDialogs
+from ._messages import(
+    Order,
+    Status,
+    Cancel,
+
+    # TODO: deprecate these and replace end-2-end with
+    # client-side-dialog set above B)
+    # https://github.com/pikers/piker/issues/514
+    BrokerdPosition
+)
 
 
 __all__ = [
+    'FeeModel',
     'open_ems',
+    'OrderClient',
+    'open_brokerd_dialog',
+    'OrderDialogs',
+    'Order',
+    'Status',
+    'Cancel',
+    'BrokerdPosition'
+
 ]
+
+log = get_logger(__name__)

piker/clearing/_client.py

@@ -1,5 +1,5 @@
 # piker: trading gear for hackers
-# Copyright (C) Tyler Goodlet (in stewardship for piker0)
+# 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
@@ -27,65 +27,103 @@ import trio
 import tractor
 from tractor.trionics import broadcast_receiver
 
-from ..log import get_logger
+from ._util import (
-from ..data.types import Struct
+    log,  # sub-sys logger
-from .._daemon import maybe_open_emsd
+)
-from ._messages import Order, Cancel
+from piker.types import Struct
-from ..brokers import get_brokermod
+from ..service import maybe_open_emsd
+from ._messages import (
+    Order,
+    Cancel,
+    BrokerdPosition,
+)
 
 if TYPE_CHECKING:
     from ._messages import (
-        BrokerdPosition,
         Status,
     )
 
 
-log = get_logger(__name__)
+class OrderClient(Struct):
+    '''
+    EMS-client-side order book ctl and tracking.
 
-
+    (A)sync API for submitting orders and alerts to the `emsd` service;
-class OrderBook(Struct):
+    this is the main control for execution management from client code.
-    '''EMS-client-side order book ctl and tracking.
-
-    A style similar to "model-view" is used here where this api is
-    provided as a supervised control for an EMS actor which does all the
-    hard/fast work of talking to brokers/exchanges to conduct
-    executions.
-
-    Currently, this is mostly for keeping local state to match the EMS
-    and use received events to trigger graphics updates.
 
     '''
+    # IPC stream to `emsd` actor
+    _ems_stream: tractor.MsgStream
+
     # mem channels used to relay order requests to the EMS daemon
-    _to_ems: trio.abc.SendChannel
+    _to_relay_task: trio.abc.SendChannel
-    _from_order_book: trio.abc.ReceiveChannel
+    _from_sync_order_client: trio.abc.ReceiveChannel
+
+    # history table
     _sent_orders: dict[str, Order] = {}
 
-    def send(
+    def send_nowait(
         self,
         msg: Order | dict,
 
-    ) -> dict:
+    ) -> dict | Order:
+        '''
+        Sync version of ``.send()``.
+
+        '''
         self._sent_orders[msg.oid] = msg
-        self._to_ems.send_nowait(msg)
+        self._to_relay_task.send_nowait(msg)
         return msg
 
-    def send_update(
+    async def send(
         self,
+        msg: Order | dict,
 
+    ) -> dict | Order:
+        '''
+        Send a new order msg async to the `emsd` service.
+
+        '''
+        self._sent_orders[msg.oid] = msg
+        await self._ems_stream.send(msg)
+        return msg
+
+    def update_nowait(
+        self,
         uuid: str,
         **data: dict,
 
     ) -> dict:
+        '''
+        Sync version of ``.update()``.
+
+        '''
         cmd = self._sent_orders[uuid]
         msg = cmd.copy(update=data)
         self._sent_orders[uuid] = msg
-        self._to_ems.send_nowait(msg)
+        self._to_relay_task.send_nowait(msg)
-        return cmd
+        return msg
 
-    def cancel(self, uuid: str) -> bool:
+    async def update(
-        """Cancel an order (or alert) in the EMS.
+        self,
+        uuid: str,
+        **data: dict,
+    ) -> dict:
+        '''
+        Update an existing order dialog with a msg updated from
+        ``update`` kwargs.
 
-        """
+        '''
+        cmd = self._sent_orders[uuid]
+        msg = cmd.copy(update=data)
+        self._sent_orders[uuid] = msg
+        await self._ems_stream.send(msg)
+        return msg
+
+    def _mk_cancel_msg(
+        self,
+        uuid: str,
+    ) -> Cancel:
         cmd = self._sent_orders.get(uuid)
         if not cmd:
             log.error(
@@ -93,77 +131,77 @@ class OrderBook(Struct):
                 f'Maybe there is a stale entry or line?\n'
                 f'You should report this as a bug!'
             )
-        msg = Cancel(
+            return
+
+        fqme = str(cmd.symbol)
+        return Cancel(
             oid=uuid,
-            symbol=cmd.symbol,
+            symbol=fqme,
-        )
-        self._to_ems.send_nowait(msg)
-
-
-_orders: OrderBook = None
-
-
-def get_orders(
-    emsd_uid: tuple[str, str] = None
-) -> OrderBook:
-    """"
-    OrderBook singleton factory per actor.
-
-    """
-    if emsd_uid is not None:
-        # TODO: read in target emsd's active book on startup
-        pass
-
-    global _orders
-
-    if _orders is None:
-        size = 100
-        tx, rx = trio.open_memory_channel(size)
-        brx = broadcast_receiver(rx, size)
-
-        # setup local ui event streaming channels for request/resp
-        # streamging with EMS daemon
-        _orders = OrderBook(
-            _to_ems=tx,
-            _from_order_book=brx,
         )
 
-    return _orders
+    def cancel_nowait(
+        self,
+        uuid: str,
+
+    ) -> None:
+        '''
+        Sync version of ``.cancel()``.
+
+        '''
+        self._to_relay_task.send_nowait(
+            self._mk_cancel_msg(uuid)
+        )
+
+    async def cancel(
+        self,
+        uuid: str,
+
+    ) -> bool:
+        '''
+        Cancel an already existintg order (or alert) dialog.
+
+        '''
+        await self._ems_stream.send(
+            self._mk_cancel_msg(uuid)
+        )
 
 
-# TODO: we can get rid of this relay loop once we move
-# order_mode inputs to async code!
-async def relay_order_cmds_from_sync_code(
 
+async def relay_orders_from_sync_code(
+
+    client: OrderClient,
     symbol_key: str,
     to_ems_stream: tractor.MsgStream,
 
 ) -> None:
-    """
+    '''
-    Order streaming task: deliver orders transmitted from UI
+    Order submission relay task: deliver orders sent from synchronous (UI)
-    to downstream consumers.
+    code to the EMS via ``OrderClient._from_sync_order_client``.
 
     This is run in the UI actor (usually the one running Qt but could be
     any other client service code). This process simply delivers order
-    messages to the above ``_to_ems`` send channel (from sync code using
+    messages to the above ``_to_relay_task`` send channel (from sync code using
     ``.send_nowait()``), these values are pulled from the channel here
     and relayed to any consumer(s) that called this function using
     a ``tractor`` portal.
 
     This effectively makes order messages look like they're being
     "pushed" from the parent to the EMS where local sync code is likely
-    doing the pushing from some UI.
+    doing the pushing from some non-async UI handler.
 
-    """
+    '''
-    book = get_orders()
+    async with (
-    async with book._from_order_book.subscribe() as orders_stream:
+        client._from_sync_order_client.subscribe() as sync_order_cmds
-        async for cmd in orders_stream:
+    ):
+        async for cmd in sync_order_cmds:
             sym = cmd.symbol
-            msg = pformat(cmd)
+            msg = pformat(cmd.to_dict())
+
             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}:'
@@ -173,77 +211,48 @@ async def relay_order_cmds_from_sync_code(
 
 @acm
 async def open_ems(
-    fqsn: str,
+    fqme: str,
     mode: str = 'live',
+    loglevel: str = 'error',
 
 ) -> tuple[
-    OrderBook,
+    OrderClient,  # client
-    tractor.MsgStream,
+    tractor.MsgStream,  # order ctl stream
     dict[
         # brokername, acctid
         tuple[str, str],
-        list[BrokerdPosition],
+        dict[str, BrokerdPosition],
     ],
     list[str],
     dict[str, Status],
 ]:
     '''
-    Spawn an EMS daemon and begin sending orders and receiving
+    (Maybe) spawn an EMS-daemon (emsd), deliver an `OrderClient` for
-    alerts.
+    requesting orders/alerts and a `trades_stream` which delivers all
+    response-msgs.
 
-    This EMS tries to reduce most broker's terrible order entry apis to
+    This is a "client side" entrypoint which may spawn the `emsd` service
-    a very simple protocol built on a few easy to grok and/or
+    if it can't be discovered and generally speaking is the lowest level
-    "rantsy" premises:
+    broker control client-API.
-
-    - most users will prefer "dark mode" where orders are not submitted
-      to a broker until and execution condition is triggered
-      (aka client-side "hidden orders")
-
-    - Brokers over-complicate their apis and generally speaking hire
-      poor designers to create them. We're better off using creating a super
-      minimal, schema-simple, request-event-stream protocol to unify all the
-      existing piles of shit (and shocker, it'll probably just end up
-      looking like a decent crypto exchange's api)
-
-    - all order types can be implemented with client-side limit orders
-
-    - we aren't reinventing a wheel in this case since none of these
-      brokers are exposing FIX protocol; it is they doing the re-invention.
-
-
-    TODO: make some fancy diagrams using mermaid.io
-
-    the possible set of responses from the stream  is currently:
-    - 'dark_submitted', 'broker_submitted'
-    - 'dark_cancelled', 'broker_cancelled'
-    - 'dark_executed', 'broker_executed'
-    - 'broker_filled'
 
     '''
-    # wait for service to connect back to us signalling
+    # TODO: prolly hand in the `MktPair` instance directly here as well!
-    # ready for order commands
+    from piker.accounting import unpack_fqme
-    book = get_orders()
+    broker, mktep, venue, suffix = unpack_fqme(fqme)
 
-    from ..data._source import unpack_fqsn
+    async with maybe_open_emsd(
-    broker, symbol, suffix = unpack_fqsn(fqsn)
+        broker,
-
+        loglevel=loglevel,
-    async with maybe_open_emsd(broker) as portal:
+    ) as portal:
-
-        mod = get_brokermod(broker)
-        if (
-            not getattr(mod, 'trades_dialogue', None)
-            or mode == 'paper'
-        ):
-            mode = 'paper'
 
         from ._ems import _emsd_main
         async with (
             # connect to emsd
             portal.open_context(
-
                 _emsd_main,
-                fqsn=fqsn,
+                fqme=fqme,
                 exec_mode=mode,
+                loglevel=loglevel,
 
             ) as (
                 ctx,
@@ -257,18 +266,36 @@ async def open_ems(
             # open 2-way trade command stream
             ctx.open_stream() as trades_stream,
         ):
+            size: int = 100  # what should this be?
+            tx, rx = trio.open_memory_channel(size)
+            brx = broadcast_receiver(rx, size)
+
+            # setup local ui event streaming channels for request/resp
+            # streamging with EMS daemon
+            client = OrderClient(
+                _ems_stream=trades_stream,
+                _to_relay_task=tx,
+                _from_sync_order_client=brx,
+            )
+
+            client._ems_stream = 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,
+                    relay_orders_from_sync_code,
-                    fqsn,
+                    client,
+                    fqme,
                     trades_stream
                 )
 
                 yield (
-                    book,
+                    client,
                     trades_stream,
                     positions,
                     accounts,
                     dialogs,
                 )
+
+                # stop the sync-msg-relay task on exit.
+                n.cancel_scope.cancel()

piker/clearing/_messages.py

@@ -18,39 +18,14 @@
 Clearing sub-system message and protocols.
 
 """
-# from collections import (
+from __future__ import annotations
-#     ChainMap,
-#     deque,
-# )
 from typing import (
-    Optional,
     Literal,
 )
 
-from ..data._source import Symbol
+from msgspec import field
-from ..data.types import Struct
 
-
+from piker.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:
@@ -92,13 +67,14 @@ class Order(Struct):
 
     # internal ``emdsd`` unique "order id"
     oid: str  # uuid4
-    symbol: str | Symbol
+    # TODO: figure out how to optionally typecast this to `MktPair`?
+    symbol: str  # | MktPair
     account: str  # should we set a default as '' ?
 
     price: float
     size: float  # -ve is "sell", +ve is "buy"
 
-    brokers: Optional[list[str]] = []
+    brokers: list[str] = []
 
 
 class Cancel(Struct):
@@ -138,7 +114,7 @@ class Status(Struct):
 
     # this maps normally to the ``BrokerdOrder.reqid`` below, an id
     # normally allocated internally by the backend broker routing system
-    reqid: Optional[int | str] = None
+    reqid: int | str | None = None
 
     # the (last) source order/request msg if provided
     # (eg. the Order/Cancel which causes this msg) and
@@ -151,7 +127,7 @@ class Status(Struct):
     # 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
+    src: str | None = None
 
     # set when a cancel request msg was set for this order flow dialog
     # but the brokerd dialog isn't yet in a cancelled state.
@@ -162,6 +138,18 @@ class Status(Struct):
     brokerd_msg: dict = {}
 
 
+class Error(Status):
+    resp: str = 'error'
+
+    # TODO: allow re-wrapping from existing (last) status?
+    @classmethod
+    def from_status(
+        cls,
+        msg: Status,
+    ) -> Error:
+        ...
+
+
 # ---------------
 # emsd -> brokerd
 # ---------------
@@ -179,7 +167,7 @@ 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: int | str | None = None
     action: str = 'cancel'
 
 
@@ -189,7 +177,7 @@ class BrokerdOrder(Struct):
     account: str
     time_ns: int
 
-    symbol: str  # fqsn
+    symbol: str  # fqme
     price: float
     size: float
 
@@ -203,7 +191,7 @@ class BrokerdOrder(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: int | str | None = None
 
 
 # ---------------
@@ -225,24 +213,27 @@ class BrokerdOrderAck(Struct):
 
     # emsd id originally sent in matching request msg
     oid: str
+    # TODO: do we need this?
     account: str = ''
     name: str = 'ack'
 
 
 class BrokerdStatus(Struct):
 
-    reqid: int | str
     time_ns: int
+    reqid: int | str
     status: Literal[
         'open',
         'canceled',
-        'fill',
         'pending',
-        'error',
+        # 'error',  # NOTE: use `BrokerdError`
+        'closed',
     ]
-
-    account: str
     name: str = 'status'
+
+    oid: str = ''
+    # TODO: do we need this?
+    account: str | None = None,
     filled: float = 0.0
     reason: str = ''
     remaining: float = 0.0
@@ -250,31 +241,31 @@ class BrokerdStatus(Struct):
     # external: bool = False
 
     # XXX: not required schema as of yet
-    broker_details: dict = {
+    broker_details: dict = field(default_factory=lambda: {
         'name': '',
-    }
+    })
 
 
 class BrokerdFill(Struct):
     '''
-    A single message indicating a "fill-details" event from the broker
+    A single message indicating a "fill-details" event from the
-    if avaiable.
+    broker if avaiable.
 
     '''
     # brokerd timestamp required for order mode arrow placement on x-axis
     # TODO: maybe int if we force ns?
     # we need to normalize this somehow since backends will use their
     # own format and likely across many disparate epoch clocks...
+    time_ns: int
     broker_time: float
     reqid: int | str
-    time_ns: int
 
     # order exeuction related
     size: float
     price: float
 
     name: str = 'fill'
-    action: Optional[str] = None
+    action: str | None = None
     broker_details: dict = {}  # meta-data (eg. commisions etc.)
 
 
@@ -285,23 +276,27 @@ class BrokerdError(Struct):
     This is still a TODO thing since we're not sure how to employ it yet.
 
     '''
-    oid: str
-    symbol: str
     reason: str
 
+    # TODO: drop this right?
+    symbol: str | None = None
+
+    oid: str | None = None
     # 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: str | None = None
 
     name: str = 'error'
     broker_details: dict = {}
 
 
+# TODO: yeah, so we REALLY need to completely deprecate
+# this and use the `.accounting.Position` msg-type instead..
 class BrokerdPosition(Struct):
-    '''Position update event from brokerd.
+    '''
+    Position update event from brokerd.
 
     '''
-
     broker: str
     account: str
     symbol: str

piker/clearing/_paper_engine.py

@@ -1,5 +1,5 @@
 # piker: trading gear for hackers
-# Copyright (C) Tyler Goodlet (in stewardship for piker0)
+# 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
@@ -14,21 +14,24 @@
 # 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/>.
 
-"""
+'''
-Fake trading for forward testing.
+Fake trading: a full forward testing simulation engine.
 
-"""
+We can real-time emulate any mkt conditions you want bruddr B)
+Just slide us the model que quieres..
+
+'''
 from collections import defaultdict
-from contextlib import asynccontextmanager
+from contextlib import asynccontextmanager as acm
 from datetime import datetime
 from operator import itemgetter
 import itertools
+from pprint import pformat
 import time
 from typing import (
-    Any,
-    Optional,
     Callable,
 )
+from types import ModuleType
 import uuid
 
 from bidict import bidict
@@ -36,16 +39,30 @@ import pendulum
 import trio
 import tractor
 
-from .. import data
+from piker.brokers import get_brokermod
-from ..data._source import Symbol
+from piker.service import find_service
-from ..data.types import Struct
+from piker.accounting import (
-from ..pp import (
+    Account,
+    MktPair,
     Position,
     Transaction,
+    TransactionLedger,
+    open_account,
+    open_trade_ledger,
+    unpack_fqme,
+)
+from piker.data import (
+    Feed,
+    SymbologyCache,
+    iterticks,
+    open_feed,
+    open_symcache,
+)
+from piker.types import Struct
+from ._util import (
+    log,  # sub-sys logger
+    get_console_log,
 )
-from ..data._normalize import iterticks
-from ..data._source import unpack_fqsn
-from ..log import get_logger
 from ._messages import (
     BrokerdCancel,
     BrokerdOrder,
@@ -57,9 +74,6 @@ from ._messages import (
 )
 
 
-log = get_logger(__name__)
-
-
 class PaperBoi(Struct):
     '''
     Emulates a broker order client providing approximately the same API
@@ -69,16 +83,17 @@ class PaperBoi(Struct):
 
     '''
     broker: str
-
     ems_trades_stream: tractor.MsgStream
+    acnt: Account
+    ledger: TransactionLedger
+    fees: Callable
 
     # map of paper "live" orders which be used
     # to simulate fills based on paper engine settings
     _buys: defaultdict[str, bidict]
     _sells: defaultdict[str, bidict]
     _reqids: bidict
-    _positions: dict[str, Position]
+    _mkts: dict[str, MktPair] = {}
-    _trade_ledger: dict[str, Any]
 
     # init edge case L1 spread
     last_ask: tuple[float, float] = (float('inf'), 0)  # price, size
@@ -91,7 +106,7 @@ class PaperBoi(Struct):
         price: float,
         action: str,
         size: float,
-        reqid: Optional[str],
+        reqid: str | None,
 
     ) -> int:
         '''
@@ -115,9 +130,12 @@ class PaperBoi(Struct):
         # for dark orders since we want the dark_executed
         # to trigger first thus creating a lookup entry
         # in the broker trades event processing loop
-        await trio.sleep(0.05)
+        await trio.sleep(0.01)
 
-        if action == 'sell':
+        if (
+            action == 'sell'
+            and size > 0
+        ):
             size = -size
 
         msg = BrokerdStatus(
@@ -179,7 +197,7 @@ class PaperBoi(Struct):
             self._sells[symbol].pop(oid, None)
 
         # TODO: net latency model
-        await trio.sleep(0.05)
+        await trio.sleep(0.01)
 
         msg = BrokerdStatus(
             status='canceled',
@@ -193,7 +211,7 @@ class PaperBoi(Struct):
     async def fake_fill(
         self,
 
-        fqsn: str,
+        fqme: str,
         price: float,
         size: float,
         action: str,  # one of {'buy', 'sell'}
@@ -212,7 +230,7 @@ class PaperBoi(Struct):
 
         '''
         # TODO: net latency model
-        await trio.sleep(0.05)
+        await trio.sleep(0.01)
         fill_time_ns = time.time_ns()
         fill_time_s = time.time()
 
@@ -234,8 +252,6 @@ class PaperBoi(Struct):
         log.info(f'Fake filling order:\n{fill_msg}')
         await self.ems_trades_stream.send(fill_msg)
 
-        self._trade_ledger.update(fill_msg.to_dict())
-
         if order_complete:
             msg = BrokerdStatus(
                 reqid=reqid,
@@ -248,42 +264,57 @@ class PaperBoi(Struct):
             )
             await self.ems_trades_stream.send(msg)
 
-        # lookup any existing position
+        # NOTE: for paper we set the "bs_mktid" as just the fqme since
-        key = fqsn.rstrip(f'.{self.broker}')
+        # we don't actually have any unique backend symbol ourselves
-        pp = self._positions.setdefault(
+        # other then this thing, our fqme address.
-            fqsn,
+        bs_mktid: str = fqme
-            Position(
+        if fees := self.fees:
-                Symbol(
+            cost: float = fees(price, size)
-                    key=key,
+        else:
-                    broker_info={self.broker: {}},
+            cost: float = 0
-                ),
+
-                size=size,
-                ppu=price,
-                bsuid=key,
-            )
-        )
         t = Transaction(
-            fqsn=fqsn,
+            fqme=fqme,
             tid=oid,
             size=size,
             price=price,
-            cost=0,  # TODO: cost model
+            cost=cost,
             dt=pendulum.from_timestamp(fill_time_s),
-            bsuid=key,
+            bs_mktid=bs_mktid,
         )
-        pp.add_clear(t)
+
+        # update in-mem ledger and pos table
+        self.ledger.update_from_t(t)
+        self.acnt.update_from_ledger(
+            {oid: t},
+            symcache=self.ledger._symcache,
+
+            # XXX when a backend has no symcache support yet we can
+            # simply pass in the gmi() retreived table created
+            # during init :o
+            _mktmap_table=self._mkts,
+        )
+
+        # transmit pp msg to ems
+        pp: Position = self.acnt.pps[bs_mktid]
 
         pp_msg = BrokerdPosition(
             broker=self.broker,
             account='paper',
-            symbol=fqsn,
+            symbol=fqme,
+
+            size=pp.cumsize,
+            avg_price=pp.ppu,
+
             # TODO: we need to look up the asset currency from
             # broker info. i guess for crypto this can be
             # inferred from the pair?
-            currency='',
+            # currency=bs_mktid,
-            size=pp.size,
-            avg_price=pp.ppu,
         )
+        # write all updates to filesys immediately
+        # (adds latency but that works for simulation anyway)
+        self.ledger.write_config()
+        self.acnt.write_config()
 
         await self.ems_trades_stream.send(pp_msg)
 
@@ -312,6 +343,7 @@ async def simulate_fills(
     # this stream may eventually contain multiple symbols
     async for quotes in quote_stream:
         for sym, quote in quotes.items():
+            # print(sym)
             for tick in iterticks(
                 quote,
                 # dark order price filter(s)
@@ -420,7 +452,7 @@ async def simulate_fills(
 
                         # clearing price would have filled entirely
                         await client.fake_fill(
-                            fqsn=sym,
+                            fqme=sym,
                             # todo slippage to determine fill price
                             price=tick_price,
                             size=size,
@@ -468,6 +500,7 @@ async def handle_order_requests(
                     BrokerdOrderAck(
                         oid=order.oid,
                         reqid=reqid,
+                        account='paper'
                     )
                 )
 
@@ -511,80 +544,207 @@ _sells: defaultdict[
         tuple[float, float, str, str],  # order info
     ]
 ] = defaultdict(bidict)
-_positions: dict[str, Position] = {}
 
 
 @tractor.context
-async def trades_dialogue(
+async def open_trade_dialog(
 
     ctx: tractor.Context,
     broker: str,
-    fqsn: str,
+    fqme: str | None = None,  # if empty, we only boot broker mode
-    loglevel: str = None,
+    loglevel: str = 'warning',
 
 ) -> None:
 
-    tractor.log.get_console_log(loglevel)
+    # enable piker.clearing console log for *this* subactor
+    get_console_log(loglevel)
 
-    async with (
+    symcache: SymbologyCache
-        data.open_feed(
+    async with open_symcache(get_brokermod(broker)) as symcache:
-            [fqsn],
-            loglevel=loglevel,
-        ) as feed,
 
-    ):
+        acnt: Account
-        pp_msgs: list[BrokerdPosition] = []
+        ledger: TransactionLedger
-        pos: Position
+        with (
-        token: str  # f'{symbol}.{self.broker}'
+
-        for token, pos in _positions.items():
+            # TODO: probably do the symcache and ledger loading
-            pp_msgs.append(BrokerdPosition(
+            # implicitly behind this? Deliver an account, and ledger
-                broker=broker,
+            # pair or make the ledger an attr of the account?
-                account='paper',
+            open_account(
-                symbol=pos.symbol.front_fqsn(),
+                broker,
-                size=pos.size,
+                'paper',
-                avg_price=pos.ppu,
+                write_on_exit=True,
+            ) as acnt,
+
+            open_trade_ledger(
+                broker,
+                'paper',
+                symcache=symcache,
+            ) as ledger
+        ):
+            # NOTE: WE MUST retreive market(pair) info from each
+            # backend broker since ledger entries (in their
+            # provider-native format) often don't contain necessary
+            # market info per trade record entry..
+            # FURTHER, if no fqme was passed in, we presume we're
+            # running in "ledger-sync-only mode" and thus we load
+            # mkt info for each symbol found in the ledger to
+            # an acnt table manually.
+
+            # TODO: how to process ledger info from backends?
+            # - should we be rolling our own actor-cached version of these
+            #   client API refs or using portal IPC to send requests to the
+            #   existing brokerd daemon?
+            # - alternatively we can possibly expect and use
+            #   a `.broker.ledger.norm_trade()` ep?
+            brokermod: ModuleType = get_brokermod(broker)
+            gmi: Callable = getattr(brokermod, 'get_mkt_info', None)
+
+            # update all transactions with mkt info before
+            # loading any pps
+            mkt_by_fqme: dict[str, MktPair] = {}
+            if (
+                fqme
+                and fqme not in symcache.mktmaps
+            ):
+                log.warning(
+                    f'Symcache for {broker} has no `{fqme}` entry?\n'
+                    'Manually requesting mkt map data via `.get_mkt_info()`..'
+                )
+
+                bs_fqme, _, broker = fqme.rpartition('.')
+                mkt, pair = await gmi(bs_fqme)
+                mkt_by_fqme[mkt.fqme] = mkt
+
+            # for each sym in the ledger load its `MktPair` info
+            for tid, txdict in ledger.data.items():
+                l_fqme: str = txdict.get('fqme') or txdict['fqsn']
+
+                if (
+                    gmi
+                    and l_fqme not in symcache.mktmaps
+                    and l_fqme not in mkt_by_fqme
+                ):
+                    log.warning(
+                        f'Symcache for {broker} has no `{l_fqme}` entry?\n'
+                        'Manually requesting mkt map data via `.get_mkt_info()`..'
+                    )
+                    mkt, pair = await gmi(
+                        l_fqme.rstrip(f'.{broker}'),
+                    )
+                    mkt_by_fqme[l_fqme] = mkt
+
+                # if an ``fqme: str`` input was provided we only
+                # need a ``MktPair`` for that one market, since we're
+                # running in real simulated-clearing mode, not just ledger
+                # syncing.
+                if (
+                    fqme is not None
+                    and fqme in mkt_by_fqme
+                ):
+                    break
+
+            # update pos table from ledger history and provide a ``MktPair``
+            # lookup for internal position accounting calcs.
+            acnt.update_from_ledger(
+                ledger,
+
+                # NOTE: if the symcache fails on fqme lookup
+                # (either sycache not yet supported or not filled
+                # in) use manually constructed table from calling
+                # the `.get_mkt_info()` provider EP above.
+                _mktmap_table=mkt_by_fqme,
+            )
+
+            pp_msgs: list[BrokerdPosition] = []
+            pos: Position
+            token: str  # f'{symbol}.{self.broker}'
+            for token, pos in acnt.pps.items():
+
+                pp_msgs.append(BrokerdPosition(
+                    broker=broker,
+                    account='paper',
+                    symbol=pos.mkt.fqme,
+                    size=pos.cumsize,
+                    avg_price=pos.ppu,
+                ))
+
+            await ctx.started((
+                pp_msgs,
+                ['paper'],
             ))
 
-        # TODO: load paper positions per broker from .toml config file
+            # write new positions state in case ledger was
-        # and pass as symbol to position data mapping: ``dict[str, dict]``
+            # newer then that tracked in pps.toml
-        await ctx.started((
+            acnt.write_config()
-            pp_msgs,
-            ['paper'],
-        ))
 
-        async with (
+            # exit early since no fqme was passed,
-            ctx.open_stream() as ems_stream,
+            # normally this case is just to load
-            trio.open_nursery() as n,
+            # positions "offline".
-        ):
+            if fqme is None:
-            client = PaperBoi(
+                log.warning(
-                broker,
+                    'Paper engine only running in position delivery mode!\n'
-                ems_stream,
+                    'NO SIMULATED CLEARING LOOP IS ACTIVE!'
-                _buys=_buys,
+                )
-                _sells=_sells,
+                await trio.sleep_forever()
+                return
 
-                _reqids=_reqids,
+            feed: Feed
+            async with (
+                open_feed(
+                    [fqme],
+                    loglevel=loglevel,
+                ) as feed,
+            ):
+                # sanity check all the mkt infos
+                for fqme, flume in feed.flumes.items():
+                    mkt: MktPair = symcache.mktmaps.get(fqme) or mkt_by_fqme[fqme]
+                    if mkt != flume.mkt:
+                        diff: tuple = mkt - flume.mkt
+                        log.warning(
+                            'MktPair sig mismatch?\n'
+                            f'{pformat(diff)}'
+                        )
 
-                # TODO: load paper positions from ``positions.toml``
+                get_cost: Callable = getattr(
-                _positions=_positions,
+                    brokermod,
+                    'get_cost',
+                    None,
+                )
 
-                # TODO: load postions from ledger file
+                async with (
-                _trade_ledger={},
+                    ctx.open_stream() as ems_stream,
-            )
+                    trio.open_nursery() as n,
+                ):
+                    client = PaperBoi(
+                        broker=broker,
+                        ems_trades_stream=ems_stream,
+                        acnt=acnt,
+                        ledger=ledger,
+                        fees=get_cost,
 
-            n.start_soon(
+                        _buys=_buys,
-                handle_order_requests,
+                        _sells=_sells,
-                client,
+                        _reqids=_reqids,
-                ems_stream,
-            )
 
-            # paper engine simulator clearing task
+                        _mkts=mkt_by_fqme,
-            await simulate_fills(feed.streams[broker], client)
+
+                    )
+
+                    n.start_soon(
+                        handle_order_requests,
+                        client,
+                        ems_stream,
+                    )
+
+                    # paper engine simulator clearing task
+                    await simulate_fills(feed.streams[broker], client)
 
 
-@asynccontextmanager
+@acm
 async def open_paperboi(
-    fqsn: str,
+    fqme: str | None = None,
-    loglevel: str,
+    broker: str | None = None,
+    loglevel: str | None = None,
 
 ) -> Callable:
     '''
@@ -592,28 +752,91 @@ async def open_paperboi(
     its context.
 
     '''
-    broker, symbol, expiry = unpack_fqsn(fqsn)
+    if not fqme:
+        assert broker, 'One of `broker` or `fqme` is required siss..!'
+    else:
+        broker, _, _, _ = unpack_fqme(fqme)
+
+    we_spawned: bool = False
     service_name = f'paperboi.{broker}'
 
     async with (
-        tractor.find_actor(service_name) as portal,
+        find_service(service_name) as portal,
-        tractor.open_nursery() as tn,
+        tractor.open_nursery() as an,
     ):
-        # only spawn if no paperboi already is up
+        # NOTE: only spawn if no paperboi already is up since we likely
-        # (we likely don't need more then one proc for basic
+        # don't need more then one actor for simulated order clearing
-        # simulated order clearing)
+        # per broker-backend.
         if portal is None:
             log.info('Starting new paper-engine actor')
-            portal = await tn.start_actor(
+            portal = await an.start_actor(
                 service_name,
                 enable_modules=[__name__]
             )
+            we_spawned = True
 
         async with portal.open_context(
-            trades_dialogue,
+            open_trade_dialog,
             broker=broker,
-            fqsn=fqsn,
+            fqme=fqme,
             loglevel=loglevel,
 
         ) as (ctx, first):
             yield ctx, first
+
+            # ALWAYS tear down connection AND any newly spawned
+            # paperboi actor on exit!
+            await ctx.cancel()
+
+            if we_spawned:
+                await portal.cancel_actor()
+
+
+def norm_trade(
+    tid: str,
+    txdict: dict,
+    pairs: dict[str, Struct],
+    symcache: SymbologyCache | None = None,
+
+    brokermod: ModuleType | None = None,
+
+) -> Transaction:
+    from pendulum import (
+        DateTime,
+        parse,
+    )
+
+    # special field handling for datetimes
+    # to ensure pendulum is used!
+    dt: DateTime = parse(txdict['dt'])
+    expiry: str | None = txdict.get('expiry')
+    fqme: str = txdict.get('fqme') or txdict.pop('fqsn')
+
+    price: float = txdict['price']
+    size: float =  txdict['size']
+    cost: float = txdict.get('cost', 0)
+    if (
+        brokermod
+        and (get_cost := getattr(
+            brokermod,
+            'get_cost',
+            False,
+        ))
+    ):
+        cost = get_cost(
+            price,
+            size,
+            is_taker=True,
+        )
+
+    return Transaction(
+        fqme=fqme,
+        tid=txdict['tid'],
+        dt=dt,
+        price=price,
+        size=size,
+        cost=cost,
+        bs_mktid=txdict['bs_mktid'],
+        expiry=parse(expiry) if expiry else None,
+        etype='clear',
+    )

piker/clearing/_util.py

@@ -0,0 +1,93 @@
+# 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/>.
+"""
+Sub-sys module commons.
+
+"""
+from collections import ChainMap
+from functools import partial
+from typing import Any
+
+from ..log import (
+    get_logger,
+    get_console_log,
+)
+from piker.types import Struct
+subsys: str = 'piker.clearing'
+
+log = get_logger(subsys)
+
+get_console_log = partial(
+    get_console_log,
+    name=subsys,
+)
+
+
+class OrderDialogs(Struct):
+    '''
+    Order control dialog (and thus transaction) tracking via
+    message recording.
+
+    Allows easily recording messages associated with a given set of
+    order control transactions and looking up the latest field
+    state using the entire (reverse chronological) msg flow.
+
+    '''
+    _flows: dict[str, ChainMap] = {}
+
+    def add_msg(
+        self,
+        oid: str,
+        msg: dict,
+    ) -> None:
+
+        # NOTE: manually enter a new map on the first msg add to
+        # avoid creating one with an empty dict first entry in
+        # `ChainMap.maps` which is the default if none passed at
+        # init.
+        cm: ChainMap = self._flows.get(oid)
+        if cm:
+            cm.maps.insert(0, msg)
+        else:
+            cm = ChainMap(msg)
+            self._flows[oid] = cm
+
+    # TODO: wrap all this in the `collections.abc.Mapping` interface?
+    def get(
+        self,
+        oid: str,
+
+    ) -> ChainMap[str, Any]:
+        '''
+        Return the dialog `ChainMap` for provided id.
+
+        '''
+        return self._flows.get(oid, None)
+
+    def pop(
+        self,
+        oid: str,
+
+    ) -> ChainMap[str, Any]:
+        '''
+        Pop and thus remove the `ChainMap` containing the msg flow
+        for the given order id.
+
+        '''
+        if (flow := self._flows.pop(oid, None)) is None:
+            log.warning(f'No flow found for oid: {oid}')
+
+        return flow

piker/cli/__init__.py

@@ -1,116 +1,219 @@
 # piker: trading gear for hackers
-# Copyright (C) 2018-present  Tyler Goodlet (in stewardship of pikers)
+# Copyright (C) 2018-present Tyler Goodlet
+# (in stewardship for pikers, everywhere.)
 
-# This program is free software: you can redistribute it and/or modify
+# This program is free software: you can redistribute it and/or
-# it under the terms of the GNU Affero General Public License as published by
+# modify it under the terms of the GNU Affero General Public
-# the Free Software Foundation, either version 3 of the License, or
+# License as published by the Free Software Foundation, either
-# (at your option) any later version.
+# 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
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-# GNU Affero General Public License for more details.
+# Affero General Public License for more details.
 
-# You should have received a copy of the GNU Affero General Public License
+# You should have received a copy of the GNU Affero General Public
-# along with this program.  If not, see <https://www.gnu.org/licenses/>.
+# License along with this program.  If not, see
+# <https://www.gnu.org/licenses/>.
 
 '''
 CLI commons.
 
 '''
 import os
-from pprint import pformat
+# from contextlib import AsyncExitStack
+from types import ModuleType
 
 import click
 import trio
 import tractor
+from tractor._multiaddr import parse_maddr
 
-from ..log import get_console_log, get_logger, colorize_json
+from ..log import (
+    get_console_log,
+    get_logger,
+    colorize_json,
+)
 from ..brokers import get_brokermod
-from .._daemon import (
+from ..service import (
     _default_registry_host,
     _default_registry_port,
 )
 from .. import config
 
 
-log = get_logger('cli')
+log = get_logger('piker.cli')
+
+
+def load_trans_eps(
+    network: dict | None = None,
+    maddrs: list[tuple] | None = None,
+
+) -> dict[str, dict[str, dict]]:
+
+    # transport-oriented endpoint multi-addresses
+    eps: dict[
+        str,  # service name, eg. `pikerd`, `emsd`..
+
+        # libp2p style multi-addresses parsed into prot layers
+        list[dict[str, str | int]]
+    ] = {}
+
+    if (
+        network
+        and not maddrs
+    ):
+        # load network section and (attempt to) connect all endpoints
+        # which are reachable B)
+        for key, maddrs in network.items():
+            match key:
+
+                # TODO: resolve table across multiple discov
+                # prots Bo
+                case 'resolv':
+                    pass
+
+                case 'pikerd':
+                    dname: str = key
+                    for maddr in maddrs:
+                        layers: dict = parse_maddr(maddr)
+                        eps.setdefault(
+                            dname,
+                            [],
+                        ).append(layers)
+
+    elif maddrs:
+        # presume user is manually specifying the root actor ep.
+        eps['pikerd'] = [parse_maddr(maddr)]
+
+    return eps
 
 
 @click.command()
-@click.option('--loglevel', '-l', default='warning', help='Logging level')
-@click.option('--tl', is_flag=True, help='Enable tractor logging')
-@click.option('--pdb', is_flag=True, help='Enable tractor debug mode')
-@click.option('--host', '-h', default=None, help='Host addr to bind')
-@click.option('--port', '-p', default=None, help='Port number to bind')
 @click.option(
-    '--tsdb',
+    '--loglevel',
-    is_flag=True,
+    '-l',
-    help='Enable local ``marketstore`` instance'
+    default='warning',
+    help='Logging level',
 )
+@click.option(
+    '--tl',
+    is_flag=True,
+    help='Enable tractor-runtime logs',
+)
+@click.option(
+    '--pdb',
+    is_flag=True,
+    help='Enable tractor debug mode',
+)
+@click.option(
+    '--maddr',
+    '-m',
+    default=None,
+    help='Multiaddrs to bind or contact',
+)
+# @click.option(
+#     '--tsdb',
+#     is_flag=True,
+#     help='Enable local ``marketstore`` instance'
+# )
+# @click.option(
+#     '--es',
+#     is_flag=True,
+#     help='Enable local ``elasticsearch`` instance'
+# )
 def pikerd(
+    maddr: list[str] | None,
     loglevel: str,
-    host: str,
-    port: int,
     tl: bool,
     pdb: bool,
-    tsdb: bool,
+    # tsdb: bool,
+    # es: bool,
 ):
     '''
     Spawn the piker broker-daemon.
 
     '''
-    from .._daemon import open_pikerd
+    from tractor.devx import maybe_open_crash_handler
-    log = get_console_log(loglevel)
+    with maybe_open_crash_handler(pdb=pdb):
+        log = get_console_log(loglevel, name='cli')
 
-    if pdb:
+        if pdb:
-        log.warning((
+            log.warning((
-            "\n"
+                "\n"
-            "!!! You have enabled daemon DEBUG mode !!!\n"
+                "!!! YOU HAVE ENABLED DAEMON DEBUG MODE !!!\n"
-            "If a daemon crashes it will likely block"
+                "When a `piker` daemon crashes it will block the "
-            " the service until resumed from console!\n"
+                "task-thread until resumed from console!\n"
-            "\n"
+                "\n"
-        ))
+            ))
 
-    reg_addr: None | tuple[str, int] = None
+        # service-actor registry endpoint socket-address set
-    if host or port:
+        regaddrs: list[tuple[str, int]] = []
-        reg_addr = (
+
-            host or _default_registry_host,
+        conf, _ = config.load(
-            int(port) or _default_registry_port,
+            conf_name='conf',
         )
-
+        network: dict = conf.get('network')
-    async def main():
+        if (
-
+            network is None
-        async with (
+            and not maddr
-            open_pikerd(
-                loglevel=loglevel,
-                debug_mode=pdb,
-                registry_addr=reg_addr,
-
-            ),  # normally delivers a ``Services`` handle
-            trio.open_nursery() as n,
         ):
-            if tsdb:
+            regaddrs = [(
-                from piker.data._ahab import start_ahab
+                _default_registry_host,
-                from piker.data.marketstore import start_marketstore
+                _default_registry_port,
+            )]
 
-                log.info('Spawning `marketstore` supervisor')
+        else:
-                ctn_ready, config, (cid, pid) = await n.start(
+            eps: dict = load_trans_eps(
-                    start_ahab,
+                network,
-                    'marketstored',
+                maddr,
-                    start_marketstore,
+            )
+            for layers in eps['pikerd']:
+                regaddrs.append((
+                    layers['ipv4']['addr'],
+                    layers['tcp']['port'],
+                ))
 
-                )
+        from .. import service
-                log.info(
-                    f'`marketstored` up!\n'
-                    f'pid: {pid}\n'
-                    f'container id: {cid[:12]}\n'
-                    f'config: {pformat(config)}'
-                )
 
-            await trio.sleep_forever()
+        async def main():
+            service_mngr: service.Services
 
-    trio.run(main)
+            async with (
+                service.open_pikerd(
+                    registry_addrs=regaddrs,
+                    loglevel=loglevel,
+                    debug_mode=pdb,
+
+                ) as service_mngr,  # normally delivers a ``Services`` handle
+
+                # AsyncExitStack() as stack,
+            ):
+                # TODO: spawn all other sub-actor daemons according to
+                # multiaddress endpoint spec defined by user config
+                assert service_mngr
+
+                # if tsdb:
+                #     dname, conf = await stack.enter_async_context(
+                #         service.marketstore.start_ahab_daemon(
+                #             service_mngr,
+                #             loglevel=loglevel,
+                #         )
+                #     )
+                #     log.info(f'TSDB `{dname}` up with conf:\n{conf}')
+
+                # if es:
+                #     dname, conf = await stack.enter_async_context(
+                #         service.elastic.start_ahab_daemon(
+                #             service_mngr,
+                #             loglevel=loglevel,
+                #         )
+                #     )
+                #     log.info(f'DB `{dname}` up with conf:\n{conf}')
+
+                await trio.sleep_forever()
+
+        trio.run(main)
 
 
 @click.group(context_settings=config._context_defaults)
@@ -123,8 +226,24 @@ def pikerd(
 @click.option('--loglevel', '-l', default='warning', help='Logging level')
 @click.option('--tl', is_flag=True, help='Enable tractor logging')
 @click.option('--configdir', '-c', help='Configuration directory')
-@click.option('--host', '-h', default=None, help='Host addr to bind')
+@click.option(
-@click.option('--port', '-p', default=None, help='Port number to bind')
+    '--pdb',
+    is_flag=True,
+    help='Enable runtime debug mode ',
+)
+@click.option(
+    '--maddr',
+    '-m',
+    default=None,
+    multiple=True,
+    help='Multiaddr to bind',
+)
+@click.option(
+    '--regaddr',
+    '-r',
+    default=None,
+    help='Registrar addr to contact',
+)
 @click.pass_context
 def cli(
     ctx: click.Context,
@@ -132,14 +251,19 @@ def cli(
     loglevel: str,
     tl: bool,
     configdir: str,
-    host: str,
+    pdb: bool,
-    port: int,
+
+    # TODO: make these list[str] with multiple -m maddr0 -m maddr1
+    maddr: list[str],
+    regaddr: str,
 
 ) -> None:
     if configdir is not None:
         assert os.path.isdir(configdir), f"`{configdir}` is not a valid path"
         config._override_config_dir(configdir)
 
+    # TODO: for typer see
+    # https://typer.tiangolo.com/tutorial/commands/context/
     ctx.ensure_object(dict)
 
     if not brokers:
@@ -147,15 +271,25 @@ def cli(
         from piker.brokers import __brokers__
         brokers = __brokers__
 
-    brokermods = [get_brokermod(broker) for broker in brokers]
+    brokermods: dict[str, ModuleType] = {
+        broker: get_brokermod(broker) for broker in brokers
+    }
     assert brokermods
 
-    reg_addr: None | tuple[str, int] = None
+    # TODO: load endpoints from `conf::[network].pikerd`
-    if host or port:
+    # - pikerd vs. regd, separate registry daemon?
-        reg_addr = (
+    # - expose datad vs. brokerd?
-            host or _default_registry_host,
+    # - bind emsd with certain perms on public iface?
-            int(port) or _default_registry_port,
+    regaddrs: list[tuple[str, int]] = regaddr or [(
-        )
+        _default_registry_host,
+        _default_registry_port,
+    )]
+
+    # TODO: factor [network] section parsing out from pikerd
+    # above and call it here as well.
+    # if maddr:
+    #     for addr in maddr:
+    #         layers: dict = parse_maddr(addr)
 
     ctx.obj.update({
         'brokers': brokers,
@@ -165,7 +299,12 @@ def cli(
         'log': get_console_log(loglevel),
         'confdir': config._config_dir,
         'wl_path': config._watchlists_data_path,
-        'registry_addr': reg_addr,
+        'registry_addrs': regaddrs,
+        'pdb': pdb,  # debug mode flag
+
+        # TODO: endpoint parsing, pinging and binding
+        # on no existing server.
+        # 'maddrs': maddr,
     })
 
     # allow enabling same loglevel in ``tractor`` machinery
@@ -179,7 +318,7 @@ def cli(
 @click.pass_obj
 def services(config, tl, ports):
 
-    from .._daemon import (
+    from ..service import (
         open_piker_runtime,
         _default_registry_port,
         _default_registry_host,
@@ -212,12 +351,15 @@ def services(config, tl, ports):
 
 
 def _load_clis() -> None:
-    from ..data import marketstore  # noqa
+    # from ..service import elastic  # noqa
-    from ..data import cli  # noqa
     from ..brokers import cli  # noqa
     from ..ui import cli  # noqa
     from ..watchlists import cli  # noqa
 
+    # typer implemented
+    from ..storage import cli  # noqa
+    from ..accounting import cli  # noqa
+
 
 # load downstream cli modules
 _load_clis()

piker/config.py

@@ -15,28 +15,42 @@
 # along with this program.  If not, see <https://www.gnu.org/licenses/>.
 
 """
-Broker configuration mgmt.
+Platform configuration (files) mgmt.
 
 """
 import platform
 import sys
 import os
-from os import path
-from os.path import dirname
 import shutil
-from typing import Optional
+from typing import (
+    Callable,
+    MutableMapping,
+)
+from pathlib import Path
 
 from bidict import bidict
-import toml
+import tomlkit
+try:
+    import tomllib
+except ModuleNotFoundError:
+    import tomli as tomllib
+
 
 from .log import get_logger
 
 log = get_logger('broker-config')
 
 
-# taken from ``click`` since apparently they have some
+# XXX NOTE: taken from ``click`` since apparently they have some
 # super weirdness with sigint and sudo..no clue
-def get_app_dir(app_name, roaming=True, force_posix=False):
+# we're probably going to slowly just modify it to our own version over
+# time..
+def get_app_dir(
+    app_name: str,
+    roaming: bool = True,
+    force_posix: bool = False,
+
+) -> str:
     r"""Returns the config folder for the application.  The default behavior
     is to return whatever is most appropriate for the operating system.
 
@@ -75,7 +89,31 @@ def get_app_dir(app_name, roaming=True, force_posix=False):
     def _posixify(name):
         return "-".join(name.split()).lower()
 
-    # if WIN:
+    # NOTE: for testing with `pytest` we leverage the `tmp_dir`
+    # fixture to generate (and clean up) a test-request-specific
+    # directory for isolated configuration files such that,
+    # - multiple tests can run (possibly in parallel) without data races
+    #   on the config state,
+    # - we don't need to ever worry about leaking configs into the
+    #   system thus avoiding needing to manage config cleaup fixtures or
+    #   other bothers (since obviously `tmp_dir` cleans up after itself).
+    #
+    # In order to "pass down" the test dir path to all (sub-)actors in
+    # the actor tree we preload the root actor's runtime vars state (an
+    # internal mechanism for inheriting state down an actor tree in
+    # `tractor`) with the testing dir and check for it whenever we
+    # detect `pytest` is being used (which it isn't under normal
+    # operation).
+    # if "pytest" in sys.modules:
+    #     import tractor
+    #     actor = tractor.current_actor(err_on_no_runtime=False)
+    #     if actor:  # runtime is up
+    #         rvs = tractor._state._runtime_vars
+    #         import pdbp; pdbp.set_trace()
+    #         testdirpath = Path(rvs['piker_vars']['piker_test_dir'])
+    #         assert testdirpath.exists(), 'piker test harness might be borked!?'
+    #         app_name = str(testdirpath)
+
     if platform.system() == 'Windows':
         key = "APPDATA" if roaming else "LOCALAPPDATA"
         folder = os.environ.get(key)
@@ -95,29 +133,38 @@ def get_app_dir(app_name, roaming=True, force_posix=False):
     )
 
 
-_config_dir = _click_config_dir = get_app_dir('piker')
+_click_config_dir: Path = Path(get_app_dir('piker'))
-_parent_user = os.environ.get('SUDO_USER')
+_config_dir: Path = _click_config_dir
 
-if _parent_user:
+# NOTE: when using `sudo` we attempt to determine the non-root user
-    non_root_user_dir = os.path.expanduser(
+# and still use their normal config dir.
-        f'~{_parent_user}'
+if (
+    (_parent_user := os.environ.get('SUDO_USER'))
+    and
+    _parent_user != 'root'
+):
+    non_root_user_dir = Path(
+        os.path.expanduser(f'~{_parent_user}')
     )
-    root = 'root'
+    root: str = 'root'
+    _ccds: str = str(_click_config_dir)  # click config dir as string
+    i_tail: int = int(_ccds.rfind(root) + len(root))
     _config_dir = (
-        non_root_user_dir +
+        non_root_user_dir
-        _click_config_dir[
+        /
-            _click_config_dir.rfind(root) + len(root):
+        Path(_ccds[i_tail+1:])  # +1 to capture trailing '/'
-        ]
     )
 
+
 _conf_names: set[str] = {
-    'brokers',
+    'conf',  # god config
-    'pps',
+    'brokers',  # sec backend deatz
-    'trades',
+    'watchlists',  # (user defined) market lists
-    'watchlists',
 }
 
-_watchlists_data_path = os.path.join(_config_dir, 'watchlists.json')
+# TODO: probably drop all this super legacy, questrade specific,
+# config stuff XD ?
+_watchlists_data_path: Path = _config_dir / Path('watchlists.json')
 _context_defaults = dict(
     default_map={
         # Questrade specific quote poll rates
@@ -131,6 +178,14 @@ _context_defaults = dict(
 )
 
 
+class ConfigurationError(Exception):
+    'Misconfigured settings, likely in a TOML file.'
+
+
+class NoSignature(ConfigurationError):
+    'No credentials setup for broker backend!'
+
+
 def _override_config_dir(
     path: str
 ) -> None:
@@ -145,10 +200,19 @@ def _conf_fn_w_ext(
     return f'{name}.toml'
 
 
+def get_conf_dir() -> Path:
+    '''
+    Return the user configuration directory ``Path``
+    on the local filesystem.
+
+    '''
+    return _config_dir
+
+
 def get_conf_path(
     conf_name: str = 'brokers',
 
-) -> str:
+) -> Path:
     '''
     Return the top-level default config path normally under
     ``~/.config/piker`` on linux for a given ``conf_name``, the config
@@ -156,7 +220,6 @@ def get_conf_path(
 
     Contains files such as:
     - brokers.toml
-    - pp.toml
     - watchlists.toml
 
     # maybe coming soon ;)
@@ -164,67 +227,102 @@ def get_conf_path(
     - strats.toml
 
     '''
-    assert conf_name in _conf_names
+    if 'account.' not in conf_name:
+        assert str(conf_name) in _conf_names
+
     fn = _conf_fn_w_ext(conf_name)
-    return os.path.join(
+    return _config_dir / Path(fn)
-        _config_dir,
-        fn,
-    )
 
 
-def repodir():
+def repodir() -> Path:
     '''
-    Return the abspath to the repo directory.
+    Return the abspath as ``Path`` to the git repo's root dir.
 
     '''
-    dirpath = path.abspath(
+    repodir: Path = Path(__file__).absolute().parent.parent
-        # we're 3 levels down in **this** module file
+    confdir: Path = repodir / 'config'
-        dirname(dirname(os.path.realpath(__file__)))
+
-    )
+    if not confdir.is_dir():
-    return dirpath
+        # prolly inside stupid GH actions CI..
+        repodir: Path = Path(os.environ.get('GITHUB_WORKSPACE'))
+        confdir: Path = repodir / 'config'
+
+    assert confdir.is_dir(), f'{confdir} DNE, {repodir} is likely incorrect!'
+    return repodir
 
 
 def load(
-    conf_name: str = 'brokers',
+    # NOTE: always appended with .toml suffix
-    path: str = None,
+    conf_name: str = 'conf',
+    path: Path | None = None,
+
+    decode: Callable[
+        [str | bytes,],
+        MutableMapping,
+    ] = tomllib.loads,
+
+    touch_if_dne: bool = False,
 
     **tomlkws,
 
-) -> (dict, str):
+) -> tuple[dict, Path]:
     '''
     Load config file by name.
 
+    If desired config is not in the top level piker-user config path then
+    pass the ``path: Path`` explicitly.
+
     '''
-    path = path or get_conf_path(conf_name)
+    # create the $HOME/.config/piker dir if dne
-
+    if not _config_dir.is_dir():
-    if not os.path.isdir(_config_dir):
+        _config_dir.mkdir(
-        os.mkdir(_config_dir)
+            parents=True,
-
+            exist_ok=True,
-    if not os.path.isfile(path):
+        )
-        fn = _conf_fn_w_ext(conf_name)
+
-
+    path_provided: bool = path is not None
-        template = os.path.join(
+    path: Path = path or get_conf_path(conf_name)
-            repodir(),
+
-            'config',
+    if (
-            fn
+        not path.is_file()
+        and touch_if_dne
+    ):
+        # only do a template if no path provided,
+        # just touch an empty file with same name.
+        if path_provided:
+            with path.open(mode='x'):
+                pass
+
+        # try to copy in a template config to the user's dir if one
+        # exists.
+        else:
+            fn: str = _conf_fn_w_ext(conf_name)
+            template: Path = repodir() / 'config' / fn
+            if template.is_file():
+                shutil.copyfile(template, path)
+
+            elif fn and template:
+                assert template.is_file(), f'{template} is not a file!?'
+
+            assert path.is_file(), f'Config file {path} not created!?'
+
+    with path.open(mode='r') as fp:
+        config: dict = decode(
+            fp.read(),
+            **tomlkws,
         )
-        # try to copy in a template config to the user's directory
-        # if one exists.
-        if os.path.isfile(template):
-            shutil.copyfile(template, path)
-    else:
-        with open(path, 'r'):
-            pass  # touch it
 
-    config = toml.load(path, **tomlkws)
     log.debug(f"Read config file {path}")
     return config, path
 
 
 def write(
     config: dict,  # toml config as dict
-    name: str = 'brokers',
+
-    path: str = None,
+    name: str | None = None,
+    path: Path | None = None,
+    fail_empty: bool = True,
+
     **toml_kwargs,
 
 ) -> None:
@@ -234,34 +332,41 @@ def write(
     Create a ``brokers.ini`` file if one does not exist.
 
     '''
-    path = path or get_conf_path(name)
+    if name:
-    dirname = os.path.dirname(path)
+        path: Path = path or get_conf_path(name)
-    if not os.path.isdir(dirname):
+        dirname: Path = path.parent
-        log.debug(f"Creating config dir {_config_dir}")
+        if not dirname.is_dir():
-        os.makedirs(dirname)
+            log.debug(f"Creating config dir {_config_dir}")
+            dirname.mkdir()
 
-    if not config:
+    if (
+        not config
+        and fail_empty
+    ):
         raise ValueError(
-            "Watch out you're trying to write a blank config!")
+            "Watch out you're trying to write a blank config!"
+        )
 
     log.debug(
         f"Writing config `{name}` file to:\n"
         f"{path}"
     )
-    with open(path, 'w') as cf:
+    with path.open(mode='w') as fp:
-        return toml.dump(
+        return tomlkit.dump(  # preserve style on write B)
             config,
-            cf,
+            fp,
             **toml_kwargs,
         )
 
 
 def load_accounts(
-    providers: Optional[list[str]] = None
+    providers: list[str] | None = None
 
-) -> bidict[str, Optional[str]]:
+) -> bidict[str, str | None]:
 
-    conf, path = load()
+    conf, path = load(
+        conf_name='brokers',
+    )
     accounts = bidict()
     for provider_name, section in conf.items():
         accounts_section = section.get('accounts')

piker/data/__init__.py

@@ -22,13 +22,7 @@ and storing data from your brokers as well as
 sharing live streams over a network.
 
 """
-import tractor
+from .ticktools import iterticks
-import trio
-
-from ..log import (
-    get_console_log,
-)
-from ._normalize import iterticks
 from ._sharedmem import (
     maybe_open_shm_array,
     attach_shm_array,
@@ -36,53 +30,42 @@ from ._sharedmem import (
     get_shm_token,
     ShmArray,
 )
+from ._source import (
+    def_iohlcv_fields,
+    def_ohlcv_fields,
+)
 from .feed import (
+    Feed,
     open_feed,
 )
+from .flows import Flume
+from ._symcache import (
+    SymbologyCache,
+    open_symcache,
+    get_symcache,
+    match_from_pairs,
+)
+from ._sampling import open_sample_stream
+from ..types import Struct
 
 
-__all__ = [
+__all__: list[str] = [
+    'Flume',
+    'Feed',
     'open_feed',
     'ShmArray',
     'iterticks',
     'maybe_open_shm_array',
+    'match_from_pairs',
     'attach_shm_array',
     'open_shm_array',
     'get_shm_token',
+    'def_iohlcv_fields',
+    'def_ohlcv_fields',
+    'open_symcache',
+    'open_sample_stream',
+    'get_symcache',
+    'Struct',
+    'SymbologyCache',
+    'types',
 ]
-
-
-@tractor.context
-async def _setup_persistent_brokerd(
-    ctx: tractor.Context,
-    brokername: str,
-
-) -> None:
-    '''
-    Allocate a actor-wide service nursery in ``brokerd``
-    such that feeds can be run in the background persistently by
-    the broker backend as needed.
-
-    '''
-    get_console_log(tractor.current_actor().loglevel)
-
-    from .feed import (
-        _bus,
-        get_feed_bus,
-    )
-    global _bus
-    assert not _bus
-
-    async with trio.open_nursery() as service_nursery:
-        # assign a nursery to the feeds bus for spawning
-        # background tasks from clients
-        get_feed_bus(brokername, service_nursery)
-
-        # unblock caller
-        await ctx.started()
-
-        # we pin this task to keep the feeds manager active until the
-        # parent actor decides to tear it down
-        await trio.sleep_forever()
-
-

piker/data/_m4.py

@@ -15,127 +15,34 @@
 # along with this program.  If not, see <https://www.gnu.org/licenses/>.
 
 '''
-Graphics related downsampling routines for compressing to pixel
+Graphics downsampling using the infamous M4 algorithm.
-limits on the display device.
+
+This is one of ``piker``'s secret weapons allowing us to boss all other
+charting platforms B)
+
+(AND DON'T YOU DARE TAKE THIS CODE WITHOUT CREDIT OR WE'LL SUE UR F#&@* ASS).
+
+NOTES: this method is a so called "visualization driven data
+aggregation" approach. It gives error-free line chart
+downsampling, see
+further scientific paper resources:
+- http://www.vldb.org/pvldb/vol7/p797-jugel.pdf
+- http://www.vldb.org/2014/program/papers/demo/p997-jugel.pdf
+
+Details on implementation of this algo are based in,
+https://github.com/pikers/piker/issues/109
 
 '''
 import math
 from typing import Optional
 
 import numpy as np
-from numpy.lib import recfunctions as rfn
 from numba import (
-    jit,
+    njit,
     # float64, optional, int64,
 )
 
-from ..log import get_logger
+from ._util import log
-
-
-log = get_logger(__name__)
-
-
-def hl2mxmn(ohlc: np.ndarray) -> np.ndarray:
-    '''
-    Convert a OHLC struct-array containing 'high'/'low' columns
-    to a "joined" max/min 1-d array.
-
-    '''
-    index = ohlc['index']
-    hls = ohlc[[
-        'low',
-        'high',
-    ]]
-
-    mxmn = np.empty(2*hls.size, dtype=np.float64)
-    x = np.empty(2*hls.size, dtype=np.float64)
-    trace_hl(hls, mxmn, x, index[0])
-    x = x + index[0]
-
-    return mxmn, x
-
-
-@jit(
-    # TODO: the type annots..
-    # float64[:](float64[:],),
-    nopython=True,
-)
-def trace_hl(
-    hl: 'np.ndarray',
-    out: np.ndarray,
-    x: np.ndarray,
-    start: int,
-
-    # the "offset" values in the x-domain which
-    # place the 2 output points around each ``int``
-    # master index.
-    margin: float = 0.43,
-
-) -> None:
-    '''
-    "Trace" the outline of the high-low values of an ohlc sequence
-    as a line such that the maximum deviation (aka disperaion) between
-    bars if preserved.
-
-    This routine is expected to modify input arrays in-place.
-
-    '''
-    last_l = hl['low'][0]
-    last_h = hl['high'][0]
-
-    for i in range(hl.size):
-        row = hl[i]
-        l, h = row['low'], row['high']
-
-        up_diff = h - last_l
-        down_diff = last_h - l
-
-        if up_diff > down_diff:
-            out[2*i + 1] = h
-            out[2*i] = last_l
-        else:
-            out[2*i + 1] = l
-            out[2*i] = last_h
-
-        last_l = l
-        last_h = h
-
-        x[2*i] = int(i) - margin
-        x[2*i + 1] = int(i) + margin
-
-    return out
-
-
-def ohlc_flatten(
-    ohlc: np.ndarray,
-    use_mxmn: bool = True,
-
-) -> tuple[np.ndarray, np.ndarray]:
-    '''
-    Convert an OHLCV struct-array into a flat ready-for-line-plotting
-    1-d array that is 4 times the size with x-domain values distributed
-    evenly (by 0.5 steps) over each index.
-
-    '''
-    index = ohlc['index']
-
-    if use_mxmn:
-        # traces a line optimally over highs to lows
-        # using numba. NOTE: pretty sure this is faster
-        # and looks about the same as the below output.
-        flat, x = hl2mxmn(ohlc)
-
-    else:
-        flat = rfn.structured_to_unstructured(
-            ohlc[['open', 'high', 'low', 'close']]
-        ).flatten()
-
-        x = np.linspace(
-            start=index[0] - 0.5,
-            stop=index[-1] + 0.5,
-            num=len(flat),
-        )
-    return x, flat
 
 
 def ds_m4(
@@ -160,16 +67,6 @@ def ds_m4(
     This is more or less an OHLC style sampling of a line-style series.
 
     '''
-    # NOTE: this method is a so called "visualization driven data
-    # aggregation" approach. It gives error-free line chart
-    # downsampling, see
-    # further scientific paper resources:
-    # - http://www.vldb.org/pvldb/vol7/p797-jugel.pdf
-    # - http://www.vldb.org/2014/program/papers/demo/p997-jugel.pdf
-
-    # Details on implementation of this algo are based in,
-    # https://github.com/pikers/piker/issues/109
-
     # XXX: from infinite on downsampling viewable graphics:
     # "one thing i remembered about the binning - if you are
     # picking a range within your timeseries the start and end bin
@@ -191,6 +88,14 @@ def ds_m4(
         x_end = x[-1]  # x end value/highest in domain
         xrange = (x_end - x_start)
 
+    if xrange < 0:
+        log.error(f'-VE M4 X-RANGE: {x_start} -> {x_end}')
+        # XXX: broken x-range calc-case, likely the x-end points
+        # are wrong and have some default value set (such as
+        # x_end -> <some epoch float> while x_start -> 0.5).
+        # breakpoint()
+        return None
+
     # XXX: always round up on the input pixels
     # lnx = len(x)
     # uppx *= max(4 / (1 + math.log(uppx, 2)), 1)
@@ -256,8 +161,7 @@ def ds_m4(
     return nb, x_out, y_out, ymn, ymx
 
 
-@jit(
+@njit(
-    nopython=True,
     nogil=True,
 )
 def _m4(

piker/data/_normalize.py

@@ -1,82 +0,0 @@
-# piker: trading gear for hackers
-# 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
-# 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/>.
-
-'''
-Stream format enforcement.
-
-'''
-from itertools import chain
-from typing import AsyncIterator
-
-
-def iterticks(
-    quote: dict,
-    types: tuple[str] = (
-        'trade',
-        'dark_trade',
-    ),
-    deduplicate_darks: bool = False,
-
-) -> AsyncIterator:
-    '''
-    Iterate through ticks delivered per quote cycle.
-
-    '''
-    if deduplicate_darks:
-        assert 'dark_trade' in types
-
-    # print(f"{quote}\n\n")
-    ticks = quote.get('ticks', ())
-    trades = {}
-    darks = {}
-
-    if ticks:
-
-        # do a first pass and attempt to remove duplicate dark
-        # trades with the same tick signature.
-        if deduplicate_darks:
-            for tick in ticks:
-                ttype = tick.get('type')
-
-                time = tick.get('time', None)
-                if time:
-                    sig = (
-                        time,
-                        tick['price'],
-                        tick.get('size')
-                    )
-
-                    if ttype == 'dark_trade':
-                        darks[sig] = tick
-
-                    elif ttype == 'trade':
-                        trades[sig] = tick
-
-            # filter duplicates
-            for sig, tick in trades.items():
-                tick = darks.pop(sig, None)
-                if tick:
-                    ticks.remove(tick)
-                    # print(f'DUPLICATE {tick}')
-
-            # re-insert ticks
-            ticks.extend(list(chain(trades.values(), darks.values())))
-
-        for tick in ticks:
-            # print(f"{quote['symbol']}: {tick}")
-            ttype = tick.get('type')
-            if ttype in types:
-                yield tick

piker/data/_pathops.py

@@ -0,0 +1,281 @@
+# piker: trading gear for hackers
+# Copyright (C) 2018-present  Tyler Goodlet (in stewardship of 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/>.
+"""
+Super fast ``QPainterPath`` generation related operator routines.
+
+"""
+import numpy as np
+from numpy.lib import recfunctions as rfn
+from numba import (
+    # types,
+    njit,
+    float64,
+    int64,
+    # optional,
+)
+
+# TODO: for ``numba`` typing..
+# from ._source import numba_ohlc_dtype
+from ._m4 import ds_m4
+
+
+def xy_downsample(
+    x,
+    y,
+    uppx,
+
+    x_spacer: float = 0.5,
+
+) -> tuple[
+    np.ndarray,
+    np.ndarray,
+    float,
+    float,
+]:
+    '''
+    Downsample 1D (flat ``numpy.ndarray``) arrays using M4 given an input
+    ``uppx`` (units-per-pixel) and add space between discreet datums.
+
+    '''
+    # downsample whenever more then 1 pixels per datum can be shown.
+    # always refresh data bounds until we get diffing
+    # working properly, see above..
+    m4_out = ds_m4(
+        x,
+        y,
+        uppx,
+    )
+
+    if m4_out is not None:
+        bins, x, y, ymn, ymx = m4_out
+        # flatten output to 1d arrays suitable for path-graphics generation.
+        x = np.broadcast_to(x[:, None], y.shape)
+        x = (x + np.array(
+            [-x_spacer, 0, 0, x_spacer]
+        )).flatten()
+        y = y.flatten()
+
+        return x, y, ymn, ymx
+
+    # XXX: we accept a None output for the case where the input range
+    # to ``ds_m4()`` is bad (-ve) and we want to catch and debug
+    # that (seemingly super rare) circumstance..
+    return None
+
+
+@njit(
+    # NOTE: need to construct this manually for readonly
+    # arrays, see https://github.com/numba/numba/issues/4511
+    # (
+    #     types.Array(
+    #         numba_ohlc_dtype,
+    #         1,
+    #         'C',
+    #         readonly=True,
+    #     ),
+    #     int64,
+    #     types.unicode_type,
+    #     optional(float64),
+    # ),
+    nogil=True
+)
+def path_arrays_from_ohlc(
+    data: np.ndarray,
+    start: int64,
+    bar_w: float64,
+    bar_gap: float64 = 0.16,
+    use_time_index: bool = True,
+
+    # XXX: ``numba`` issue: https://github.com/numba/numba/issues/8622
+    # index_field: str,
+
+) -> tuple[
+    np.ndarray,
+    np.ndarray,
+    np.ndarray,
+]:
+    '''
+    Generate an array of lines objects from input ohlc data.
+
+    '''
+    size = int(data.shape[0] * 6)
+
+    # XXX: see this for why the dtype might have to be defined outside
+    # the routine.
+    # https://github.com/numba/numba/issues/4098#issuecomment-493914533
+    x = np.zeros(
+        shape=size,
+        dtype=float64,
+    )
+    y, c = x.copy(), x.copy()
+
+    half_w: float = bar_w/2
+
+    # TODO: report bug for assert @
+    # ../piker/env/lib/python3.8/site-packages/numba/core/typing/builtins.py:991
+    for i, q in enumerate(data[start:], start):
+
+        open = q['open']
+        high = q['high']
+        low = q['low']
+        close = q['close']
+
+        if use_time_index:
+            index = float64(q['time'])
+        else:
+            index = float64(q['index'])
+
+        # XXX: ``numba`` issue: https://github.com/numba/numba/issues/8622
+        # index = float64(q[index_field])
+        # AND this (probably)
+        # open, high, low, close, index = q[
+        #     ['open', 'high', 'low', 'close', 'index']]
+
+        istart = i * 6
+        istop = istart + 6
+
+        # x,y detail the 6 points which connect all vertexes of a ohlc bar
+        mid: float = index + half_w
+        x[istart:istop] = (
+            index + bar_gap,
+            mid,
+            mid,
+            mid,
+            mid,
+            index + bar_w - bar_gap,
+        )
+        y[istart:istop] = (
+            open,
+            open,
+            low,
+            high,
+            close,
+            close,
+        )
+
+        # specifies that the first edge is never connected to the
+        # prior bars last edge thus providing a small "gap"/"space"
+        # between bars determined by ``bar_gap``.
+        c[istart:istop] = (1, 1, 1, 1, 1, 0)
+
+    return x, y, c
+
+
+def hl2mxmn(
+    ohlc: np.ndarray,
+    index_field: str = 'index',
+
+) -> np.ndarray:
+    '''
+    Convert a OHLC struct-array containing 'high'/'low' columns
+    to a "joined" max/min 1-d array.
+
+    '''
+    index = ohlc[index_field]
+    hls = ohlc[[
+        'low',
+        'high',
+    ]]
+
+    mxmn = np.empty(2*hls.size, dtype=np.float64)
+    x = np.empty(2*hls.size, dtype=np.float64)
+    trace_hl(hls, mxmn, x, index[0])
+    x = x + index[0]
+
+    return mxmn, x
+
+
+@njit(
+    # TODO: the type annots..
+    # float64[:](float64[:],),
+)
+def trace_hl(
+    hl: 'np.ndarray',
+    out: np.ndarray,
+    x: np.ndarray,
+    start: int,
+
+    # the "offset" values in the x-domain which
+    # place the 2 output points around each ``int``
+    # master index.
+    margin: float = 0.43,
+
+) -> None:
+    '''
+    "Trace" the outline of the high-low values of an ohlc sequence
+    as a line such that the maximum deviation (aka disperaion) between
+    bars if preserved.
+
+    This routine is expected to modify input arrays in-place.
+
+    '''
+    last_l = hl['low'][0]
+    last_h = hl['high'][0]
+
+    for i in range(hl.size):
+        row = hl[i]
+        lo, hi = row['low'], row['high']
+
+        up_diff = hi - last_l
+        down_diff = last_h - lo
+
+        if up_diff > down_diff:
+            out[2*i + 1] = hi
+            out[2*i] = last_l
+        else:
+            out[2*i + 1] = lo
+            out[2*i] = last_h
+
+        last_l = lo
+        last_h = hi
+
+        x[2*i] = int(i) - margin
+        x[2*i + 1] = int(i) + margin
+
+    return out
+
+
+def ohlc_flatten(
+    ohlc: np.ndarray,
+    use_mxmn: bool = True,
+    index_field: str = 'index',
+
+) -> tuple[np.ndarray, np.ndarray]:
+    '''
+    Convert an OHLCV struct-array into a flat ready-for-line-plotting
+    1-d array that is 4 times the size with x-domain values distributed
+    evenly (by 0.5 steps) over each index.
+
+    '''
+    index = ohlc[index_field]
+
+    if use_mxmn:
+        # traces a line optimally over highs to lows
+        # using numba. NOTE: pretty sure this is faster
+        # and looks about the same as the below output.
+        flat, x = hl2mxmn(ohlc)
+
+    else:
+        flat = rfn.structured_to_unstructured(
+            ohlc[['open', 'high', 'low', 'close']]
+        ).flatten()
+
+        x = np.linspace(
+            start=index[0] - 0.5,
+            stop=index[-1] + 0.5,
+            num=len(flat),
+        )
+    return x, flat

piker/data/_sampling.py

@@ -27,30 +27,41 @@ from collections import (
 from contextlib import asynccontextmanager as acm
 import time
 from typing import (
+    Any,
     AsyncIterator,
     TYPE_CHECKING,
 )
 
 import tractor
+from tractor import (
+    Context,
+    MsgStream,
+    Channel,
+)
 from tractor.trionics import (
     maybe_open_nursery,
 )
 import trio
 from trio_typing import TaskStatus
 
-from ..log import (
+from .ticktools import (
-    get_logger,
+    frame_ticks,
+    _tick_groups,
+)
+from ._util import (
+    log,
     get_console_log,
 )
-from .._daemon import maybe_spawn_daemon
+from ..service import maybe_spawn_daemon
 
 if TYPE_CHECKING:
     from ._sharedmem import (
         ShmArray,
     )
-    from .feed import _FeedsBus
+    from .feed import (
-
+        _FeedsBus,
-log = get_logger(__name__)
+        Sub,
+    )
 
 
 # highest frequency sample step is 1 second by default, though in
@@ -68,8 +79,8 @@ class Sampler:
 
     This non-instantiated type is meant to be a singleton within
     a `samplerd` actor-service spawned once by the user wishing to
-    time-step sample real-time quote feeds, see
+    time-step-sample (real-time) quote feeds, see
-    ``._daemon.maybe_open_samplerd()`` and the below
+    ``.service.maybe_open_samplerd()`` and the below
     ``register_with_sampler()``.
 
     '''
@@ -87,12 +98,11 @@ class Sampler:
     # holds all the ``tractor.Context`` remote subscriptions for
     # a particular sample period increment event: all subscribers are
     # notified on a step.
-    # subscribers: dict[int, list[tractor.MsgStream]] = {}
     subscribers: defaultdict[
         float,
         list[
             float,
-            set[tractor.MsgStream]
+            set[MsgStream]
         ],
     ] = defaultdict(
         lambda: [
@@ -233,6 +243,7 @@ class Sampler:
         self,
         period_s: float,
         time_stamp: float | None = None,
+        info: dict | None = None,
 
     ) -> None:
         '''
@@ -240,8 +251,11 @@ class Sampler:
         subscribers for a given sample period.
 
         '''
+        pair: list[float, set]
         pair = self.subscribers[period_s]
 
+        last_ts: float
+        subs: set
         last_ts, subs = pair
 
         task = trio.lowlevel.current_task()
@@ -252,39 +266,63 @@ class Sampler:
             f'broadcasting {period_s} -> {last_ts}\n'
             # f'consumers: {subs}'
         )
-        borked: set[tractor.MsgStream] = set()
+        borked: set[MsgStream] = set()
-        for stream in subs:
+        sent: set[MsgStream] = set()
+        while True:
             try:
-                await stream.send({
+                for stream in (subs - sent):
-                    'index': time_stamp or last_ts,
+                    try:
-                    'period': period_s,
+                        msg = {
-                })
+                            'index': time_stamp or last_ts,
-            except (
+                            'period': period_s,
-                trio.BrokenResourceError,
+                        }
-                trio.ClosedResourceError
+                        if info:
-            ):
+                            msg.update(info)
-                log.error(
+
-                    f'{stream._ctx.chan.uid} dropped connection'
+                        await stream.send(msg)
-                )
+                        sent.add(stream)
-                borked.add(stream)
+
+                    except (
+                        trio.BrokenResourceError,
+                        trio.ClosedResourceError
+                    ):
+                        log.error(
+                            f'{stream._ctx.chan.uid} dropped connection'
+                        )
+                        borked.add(stream)
+                else:
+                    break
+            except RuntimeError:
+                log.warning(f'Client subs {subs} changed while broadcasting')
+                continue
 
         for stream in borked:
             try:
                 subs.remove(stream)
-            except ValueError:
+            except KeyError:
                 log.warning(
                     f'{stream._ctx.chan.uid} sub already removed!?'
                 )
 
     @classmethod
-    async def broadcast_all(self) -> None:
+    async def broadcast_all(
-        for period_s in self.subscribers:
+        self,
-            await self.broadcast(period_s)
+        info: dict | None = None,
+    ) -> None:
+
+        # NOTE: take a copy of subs since removals can happen
+        # during the broadcast checkpoint which can cause
+        # a `RuntimeError` on interation of the underlying `dict`.
+        for period_s in list(self.subscribers):
+            await self.broadcast(
+                period_s,
+                info=info,
+            )
 
 
 @tractor.context
 async def register_with_sampler(
-    ctx: tractor.Context,
+    ctx: Context,
     period_s: float,
     shms_by_period: dict[float, dict] | None = None,
 
@@ -341,17 +379,29 @@ async def register_with_sampler(
 
             if open_index_stream:
                 try:
-                    async with ctx.open_stream() as stream:
+                    async with ctx.open_stream(
+                        allow_overruns=True,
+                    ) as stream:
                         if sub_for_broadcasts:
                             subs.add(stream)
 
                         # except broadcast requests from the subscriber
                         async for msg in stream:
-                            if msg == 'broadcast_all':
+                            if 'broadcast_all' in msg:
-                                await Sampler.broadcast_all()
+                                await Sampler.broadcast_all(
+                                    info=msg['broadcast_all'],
+                                )
                 finally:
-                    if sub_for_broadcasts:
+                    if (
-                        subs.remove(stream)
+                        sub_for_broadcasts
+                        and subs
+                    ):
+                        try:
+                            subs.remove(stream)
+                        except KeyError:
+                            log.warning(
+                                f'{stream._ctx.chan.uid} sub already removed!?'
+                            )
             else:
                 # if no shms are passed in we just wait until cancelled
                 # by caller.
@@ -379,7 +429,7 @@ async def spawn_samplerd(
     update and increment count write and stream broadcasting.
 
     '''
-    from piker._daemon import Services
+    from piker.service import Services
 
     dname = 'samplerd'
     log.info(f'Spawning `{dname}`')
@@ -417,9 +467,9 @@ async def spawn_samplerd(
 async def maybe_open_samplerd(
 
     loglevel: str | None = None,
-    **kwargs,
+    **pikerd_kwargs,
 
-) -> tractor._portal.Portal:  # noqa
+) -> tractor.Portal:  # noqa
     '''
     Client-side helper to maybe startup the ``samplerd`` service
     under the ``pikerd`` tree.
@@ -430,9 +480,9 @@ async def maybe_open_samplerd(
     async with maybe_spawn_daemon(
         dname,
         service_task_target=spawn_samplerd,
-        spawn_args={'loglevel': loglevel},
+        spawn_args={},
         loglevel=loglevel,
-        **kwargs,
+        **pikerd_kwargs,
 
     ) as portal:
         yield portal
@@ -448,6 +498,8 @@ async def open_sample_stream(
     cache_key: str | None = None,
     allow_new_sampler: bool = True,
 
+    ensure_is_active: bool = False,
+
 ) -> AsyncIterator[dict[str, float]]:
     '''
     Subscribe to OHLC sampling "step" events: when the time aggregation
@@ -490,11 +542,20 @@ async def open_sample_stream(
             },
         ) as (ctx, first)
     ):
-        async with (
+        if ensure_is_active:
-            ctx.open_stream() as istream,
+            assert len(first) > 1
 
-            # TODO: we don't need this task-bcasting right?
+        async with (
-            # istream.subscribe() as istream,
+            ctx.open_stream(
+                allow_overruns=True,
+            ) as istream,
+
+            # TODO: we DO need this task-bcasting so that
+            # for eg. the history chart update loop eventually
+            # receceives all backfilling event msgs such that
+            # the underlying graphics format arrays are
+            # re-allocated until all history is loaded!
+            istream.subscribe() as istream,
         ):
             yield istream
 
@@ -539,9 +600,9 @@ async def sample_and_broadcast(
             # TODO: we should probably not write every single
             # value to an OHLC sample stream XD
             # for a tick stream sure.. but this is excessive..
-            ticks = quote['ticks']
+            ticks: list[dict] = quote['ticks']
             for tick in ticks:
-                ticktype = tick['type']
+                ticktype: str = tick['type']
 
                 # write trade events to shm last OHLC sample
                 if ticktype in ('trade', 'utrade'):
@@ -551,13 +612,14 @@ async def sample_and_broadcast(
                     # more compact inline-way to do this assignment
                     # to both buffers?
                     for shm in [rt_shm, hist_shm]:
+
                         # update last entry
                         # benchmarked in the 4-5 us range
                         o, high, low, v = shm.array[-1][
                             ['open', 'high', 'low', 'volume']
                         ]
 
-                        new_v = tick.get('size', 0)
+                        new_v: float = tick.get('size', 0)
 
                         if v == 0 and new_v:
                             # no trades for this bar yet so the open
@@ -576,14 +638,14 @@ async def sample_and_broadcast(
                             'high',
                             'low',
                             'close',
-                            'bar_wap',  # can be optionally provided
+                            # 'bar_wap',  # can be optionally provided
                             'volume',
                         ]][-1] = (
                             o,
                             max(high, last),
                             min(low, last),
                             last,
-                            quote.get('bar_wap', 0),
+                            # quote.get('bar_wap', 0),
                             volume,
                         )
 
@@ -595,40 +657,49 @@ async def sample_and_broadcast(
             # eventually block this producer end of the feed and
             # thus other consumers still attached.
             sub_key: str = broker_symbol.lower()
-            subs: list[
+            subs: set[Sub] = bus.get_subs(sub_key)
-                tuple[
-                    tractor.MsgStream | trio.MemorySendChannel,
-                    float | None,  # tick throttle in Hz
-                ]
-            ] = bus.get_subs(sub_key)
 
             # NOTE: by default the broker backend doesn't append
-            # it's own "name" into the fqsn schema (but maybe it
+            # it's own "name" into the fqme schema (but maybe it
             # should?) so we have to manually generate the correct
             # key here.
-            fqsn = f'{broker_symbol}.{brokername}'
+            fqme: str = f'{broker_symbol}.{brokername}'
             lags: int = 0
 
-            for (stream, tick_throttle) in subs.copy():
+            # XXX TODO XXX: speed up this loop in an AOT compiled
+            # lang (like rust or nim or zig)!
+            # AND/OR instead of doing a fan out to TCP sockets
+            # here, we add a shm-style tick queue which readers can
+            # pull from instead of placing the burden of broadcast
+            # on solely on this `brokerd` actor. see issues:
+            # - https://github.com/pikers/piker/issues/98
+            # - https://github.com/pikers/piker/issues/107
+
+            # for (stream, tick_throttle) in subs.copy():
+            for sub in subs.copy():
+                ipc: MsgStream = sub.ipc
+                throttle: float = sub.throttle_rate
                 try:
                     with trio.move_on_after(0.2) as cs:
-                        if tick_throttle:
+                        if throttle:
+                            send_chan: trio.abc.SendChannel = sub.send_chan
+
                             # this is a send mem chan that likely
                             # pushes to the ``uniform_rate_send()`` below.
                             try:
-                                stream.send_nowait(
+                                send_chan.send_nowait(
-                                    (fqsn, quote)
+                                    (fqme, quote)
                                 )
                             except trio.WouldBlock:
                                 overruns[sub_key] += 1
-                                ctx = stream._ctx
+                                ctx: Context = ipc._ctx
-                                chan = ctx.chan
+                                chan: Channel = ctx.chan
 
                                 log.warning(
                                     f'Feed OVERRUN {sub_key}'
                                     '@{bus.brokername} -> \n'
                                     f'feed @ {chan.uid}\n'
-                                    f'throttle = {tick_throttle} Hz'
+                                    f'throttle = {throttle} Hz'
                                 )
 
                                 if overruns[sub_key] > 6:
@@ -645,33 +716,33 @@ async def sample_and_broadcast(
                                             f'{sub_key}:'
                                             f'{ctx.cid}@{chan.uid}'
                                         )
-                                        await stream.aclose()
+                                        await ipc.aclose()
                                         raise trio.BrokenResourceError
                         else:
-                            await stream.send(
+                            await ipc.send(
-                                {fqsn: quote}
+                                {fqme: quote}
                             )
 
                     if cs.cancelled_caught:
                         lags += 1
                         if lags > 10:
-                            await tractor.breakpoint()
+                            await tractor.pause()
 
                 except (
                     trio.BrokenResourceError,
                     trio.ClosedResourceError,
                     trio.EndOfChannel,
                 ):
-                    ctx = stream._ctx
+                    ctx: Context = ipc._ctx
-                    chan = ctx.chan
+                    chan: Channel = ctx.chan
                     if ctx:
                         log.warning(
                             'Dropped `brokerd`-quotes-feed connection:\n'
                             f'{broker_symbol}:'
                             f'{ctx.cid}@{chan.uid}'
                         )
-                    if tick_throttle:
+                    if sub.throttle_rate:
-                        assert stream._closed
+                        assert ipc._closed
 
                     # XXX: do we need to deregister here
                     # if it's done in the fee bus code?
@@ -680,80 +751,34 @@ async def sample_and_broadcast(
                     # since there seems to be some kinda race..
                     bus.remove_subs(
                         sub_key,
-                        {(stream, tick_throttle)},
+                        {sub},
                     )
 
 
-# a working tick-type-classes template
-_tick_groups = {
-    'clears': {'trade', 'dark_trade', 'last'},
-    'bids': {'bid', 'bsize'},
-    'asks': {'ask', 'asize'},
-}
-
-
-def frame_ticks(
-    first_quote: dict,
-    last_quote: dict,
-    ticks_by_type: dict,
-) -> None:
-    # append quotes since last iteration into the last quote's
-    # tick array/buffer.
-    ticks = last_quote.get('ticks')
-
-    # TODO: once we decide to get fancy really we should
-    # have a shared mem tick buffer that is just
-    # continually filled and the UI just ready from it
-    # at it's display rate.
-    if ticks:
-        # TODO: do we need this any more or can we just
-        # expect the receiver to unwind the below
-        # `ticks_by_type: dict`?
-        # => undwinding would potentially require a
-        # `dict[str, set | list]` instead with an
-        # included `'types' field which is an (ordered)
-        # set of tick type fields in the order which
-        # types arrived?
-        first_quote['ticks'].extend(ticks)
-
-        # XXX: build a tick-by-type table of lists
-        # of tick messages. This allows for less
-        # iteration on the receiver side by allowing for
-        # a single "latest tick event" look up by
-        # indexing the last entry in each sub-list.
-        # tbt = {
-        #     'types': ['bid', 'asize', 'last', .. '<type_n>'],
-
-        #     'bid': [tick0, tick1, tick2, .., tickn],
-        #     'asize': [tick0, tick1, tick2, .., tickn],
-        #     'last': [tick0, tick1, tick2, .., tickn],
-        #     ...
-        #     '<type_n>': [tick0, tick1, tick2, .., tickn],
-        # }
-
-        # append in reverse FIFO order for in-order iteration on
-        # receiver side.
-        for tick in ticks:
-            ttype = tick['type']
-            ticks_by_type[ttype].append(tick)
-
-
-# TODO: a less naive throttler, here's some snippets:
-# token bucket by njs:
-# https://gist.github.com/njsmith/7ea44ec07e901cb78ebe1dd8dd846cb9
 async def uniform_rate_send(
 
     rate: float,
     quote_stream: trio.abc.ReceiveChannel,
-    stream: tractor.MsgStream,
+    stream: MsgStream,
 
     task_status: TaskStatus = trio.TASK_STATUS_IGNORED,
 
 ) -> None:
+    '''
+    Throttle a real-time (presumably tick event) stream to a uniform
+    transmissiom rate, normally for the purposes of throttling a data
+    flow being consumed by a graphics rendering actor which itself is limited
+    by a fixed maximum display rate.
 
-    # try not to error-out on overruns of the subscribed (chart) client
+    Though this function isn't documented (nor was intentially written
-    stream._ctx._backpressure = True
+    to be) a token-bucket style algo, it effectively operates as one (we
+    think?).
 
+    TODO: a less naive throttler, here's some snippets:
+    token bucket by njs:
+    https://gist.github.com/njsmith/7ea44ec07e901cb78ebe1dd8dd846cb9
+
+    '''
     # TODO: compute the approx overhead latency per cycle
     left_to_sleep = throttle_period = 1/rate - 0.000616
 
@@ -763,10 +788,10 @@ async def uniform_rate_send(
     diff = 0
 
     task_status.started()
-    ticks_by_type: defaultdict[
+    ticks_by_type: dict[
         str,
-        list[dict],
+        list[dict[str, Any]],
-    ] = defaultdict(list)
+    ] = {}
 
     clear_types = _tick_groups['clears']
 
@@ -794,9 +819,9 @@ async def uniform_rate_send(
                     # expired we aren't supposed to send yet so append
                     # to the tick frame.
                     frame_ticks(
-                        first_quote,
                         last_quote,
-                        ticks_by_type,
+                        ticks_in_order=first_quote['ticks'],
+                        ticks_by_type=ticks_by_type,
                     )
 
                     # send cycle isn't due yet so continue waiting
@@ -816,8 +841,8 @@ async def uniform_rate_send(
 
                 frame_ticks(
                     first_quote,
-                    first_quote,
+                    ticks_in_order=first_quote['ticks'],
-                    ticks_by_type,
+                    ticks_by_type=ticks_by_type,
                 )
 
             # we have a quote already so send it now.
@@ -833,9 +858,9 @@ async def uniform_rate_send(
                     break
 
                 frame_ticks(
-                    first_quote,
                     last_quote,
-                    ticks_by_type,
+                    ticks_in_order=first_quote['ticks'],
+                    ticks_by_type=ticks_by_type,
                 )
 
         # measured_rate = 1 / (time.time() - last_send)
@@ -848,6 +873,16 @@ async def uniform_rate_send(
         # rate timing exactly lul
         try:
             await stream.send({sym: first_quote})
+        except tractor.RemoteActorError as rme:
+            if rme.type is not tractor._exceptions.StreamOverrun:
+                raise
+            ctx = stream._ctx
+            chan = ctx.chan
+            log.warning(
+                'Throttled quote-stream overrun!\n'
+                f'{sym}:{ctx.cid}@{chan.uid}'
+            )
+
         except (
             # NOTE: any of these can be raised by ``tractor``'s IPC
             # transport-layer and we want to be highly resilient

piker/data/_sharedmem.py

@@ -32,21 +32,9 @@ import numpy as np
 from numpy.lib import recfunctions as rfn
 import tractor
 
-from ..log import get_logger
+from ._util import log
-from ._source import base_iohlc_dtype
+from ._source import def_iohlcv_fields
-from .types import Struct
+from piker.types import Struct
-
-
-log = get_logger(__name__)
-
-
-# how  much is probably dependent on lifestyle
-_secs_in_day = int(60 * 60 * 24)
-# we try for a buncha times, but only on a run-every-other-day kinda week.
-_days_worth = 16
-_default_size = _days_worth * _secs_in_day
-# where to start the new data append index
-_rt_buffer_start = int((_days_worth - 1) * _secs_in_day)
 
 
 def cuckoff_mantracker():
@@ -73,7 +61,6 @@ def cuckoff_mantracker():
     mantracker._resource_tracker = ManTracker()
     mantracker.register = mantracker._resource_tracker.register
     mantracker.ensure_running = mantracker._resource_tracker.ensure_running
-    # ensure_running = mantracker._resource_tracker.ensure_running
     mantracker.unregister = mantracker._resource_tracker.unregister
     mantracker.getfd = mantracker._resource_tracker.getfd
 
@@ -171,7 +158,7 @@ def _make_token(
     to access a shared array.
 
     '''
-    dtype = base_iohlc_dtype if dtype is None else dtype
+    dtype = def_iohlcv_fields if dtype is None else dtype
     return _Token(
         shm_name=key,
         shm_first_index_name=key + "_first",
@@ -261,7 +248,6 @@ class ShmArray:
         # to load an empty array..
         if len(a) == 0 and self._post_init:
             raise RuntimeError('Empty array race condition hit!?')
-            # breakpoint()
 
         return a
 
@@ -271,7 +257,7 @@ class ShmArray:
 
         # type that all field values will be cast to
         # in the returned view.
-        common_dtype: np.dtype = np.float,
+        common_dtype: np.dtype = float,
 
     ) -> np.ndarray:
 
@@ -326,7 +312,7 @@ class ShmArray:
         field_map: Optional[dict[str, str]] = None,
         prepend: bool = False,
         update_first: bool = True,
-        start: Optional[int] = None,
+        start: int | None = None,
 
     ) -> int:
         '''
@@ -368,7 +354,11 @@ class ShmArray:
             # tries to access ``.array`` (which due to the index
             # overlap will be empty). Pretty sure we've fixed it now
             # but leaving this here as a reminder.
-            if prepend and update_first and length:
+            if (
+                prepend
+                and update_first
+                and length
+            ):
                 assert index < self._first.value
 
             if (
@@ -442,10 +432,10 @@ class ShmArray:
 
 
 def open_shm_array(
-
+    size: int,
-    key: Optional[str] = None,
+    key: str | None = None,
-    size: int = _default_size,  # see above
+    dtype: np.dtype | None = None,
-    dtype: Optional[np.dtype] = None,
+    append_start_index: int | None = None,
     readonly: bool = False,
 
 ) -> ShmArray:
@@ -510,10 +500,13 @@ def open_shm_array(
     # ``ShmArray._start.value: int = 0`` and the yet-to-be written
     # real-time section will start at ``ShmArray.index: int``.
 
-    # this sets the index to 3/4 of the length of the buffer
+    # this sets the index to nearly 2/3rds into the the length of
-    # leaving a "days worth of second samples" for the real-time
+    # the buffer leaving at least a "days worth of second samples"
-    # section.
+    # for the real-time section.
-    last.value = first.value = _rt_buffer_start
+    if append_start_index is None:
+        append_start_index = round(size * 0.616)
+
+    last.value = first.value = append_start_index
 
     shmarr = ShmArray(
         array,
@@ -527,7 +520,6 @@ def open_shm_array(
 
     # "unlink" created shm on process teardown by
     # pushing teardown calls onto actor context stack
-
     stack = tractor.current_actor().lifetime_stack
     stack.callback(shmarr.close)
     stack.callback(shmarr.destroy)
@@ -622,7 +614,10 @@ def attach_shm_array(
 
 def maybe_open_shm_array(
     key: str,
-    dtype: Optional[np.dtype] = None,
+    size: int,
+    dtype: np.dtype | None = None,
+    append_start_index: int | None = None,
+    readonly: bool = False,
     **kwargs,
 
 ) -> tuple[ShmArray, bool]:
@@ -643,13 +638,18 @@ def maybe_open_shm_array(
     use ``attach_shm_array``.
 
     '''
-    size = kwargs.pop('size', _default_size)
     try:
         # see if we already know this key
         token = _known_tokens[key]
-        return attach_shm_array(token=token, **kwargs), False
+        return (
+            attach_shm_array(
+                token=token,
+                readonly=readonly,
+            ),
+            False,
+        )
     except KeyError:
-        log.warning(f"Could not find {key} in shms cache")
+        log.debug(f"Could not find {key} in shms cache")
         if dtype:
             token = _make_token(
                 key,
@@ -659,15 +659,23 @@ def maybe_open_shm_array(
             try:
                 return attach_shm_array(token=token, **kwargs), False
             except FileNotFoundError:
-                log.warning(f"Could not attach to shm with token {token}")
+                log.debug(f"Could not attach to shm with token {token}")
 
         # This actor does not know about memory
         # associated with the provided "key".
         # Attempt to open a block and expect
         # to fail if a block has been allocated
         # on the OS by someone else.
-        return open_shm_array(key=key, dtype=dtype, **kwargs), True
+        return (
-
+            open_shm_array(
+                key=key,
+                size=size,
+                dtype=dtype,
+                append_start_index=append_start_index,
+                readonly=readonly,
+            ),
+            True,
+        )
 
 def try_read(
     array: np.ndarray

piker/data/_source.py

@@ -1,5 +1,5 @@
 # piker: trading gear for hackers
-# Copyright (C) 2018-present  Tyler Goodlet (in stewardship for piker0)
+# Copyright (C) 2018-present  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
@@ -18,35 +18,47 @@
 numpy data source coversion helpers.
 """
 from __future__ import annotations
-from typing import Any
-import decimal
 
 from bidict import bidict
 import numpy as np
 
-from .types import Struct
-# from numba import from_dtype
 
+def_iohlcv_fields: list[tuple[str, type]] = [
 
-ohlc_fields = [
+    # YES WE KNOW, this isn't needed in polars but we use it for doing
-    ('time', float),
+    # ring-buffer like pre/append ops our our `ShmArray` real-time
+    # numpy-array buffering system such that there is a master index
+    # that can be used for index-arithmetic when write data to the
+    # "middle" of the array. See the ``tractor.ipc.shm`` pkg for more
+    # details.
+    ('index', int),
+
+    # presume int for epoch stamps since it's most common
+    # and makes the most sense to avoid float rounding issues.
+    # TODO: if we want higher reso we should use the new
+    # ``time.time_ns()`` in python 3.10+
+    ('time', int),
     ('open', float),
     ('high', float),
     ('low', float),
     ('close', float),
     ('volume', float),
-    ('bar_wap', float),
+
+    # TODO: can we elim this from default field set to save on mem?
+    # i think only kraken really uses this in terms of what we get from
+    # their ohlc history API?
+    # ('bar_wap', float),  # shouldn't be default right?
 ]
 
-ohlc_with_index = ohlc_fields.copy()
+# remove index field
-ohlc_with_index.insert(0, ('index', int))
+def_ohlcv_fields: list[tuple[str, type]] = def_iohlcv_fields.copy()
-
+def_ohlcv_fields.pop(0)
-# our minimum structured array layout for ohlc data
+assert (len(def_iohlcv_fields) - len(def_ohlcv_fields)) == 1
-base_iohlc_dtype = np.dtype(ohlc_with_index)
-base_ohlc_dtype = np.dtype(ohlc_fields)
 
 # TODO: for now need to construct this manually for readonly arrays, see
 # https://github.com/numba/numba/issues/4511
+# from numba import from_dtype
+# base_ohlc_dtype = np.dtype(def_ohlc_fields)
 # numba_ohlc_dtype = from_dtype(base_ohlc_dtype)
 
 # map time frame "keys" to seconds values
@@ -61,28 +73,6 @@ tf_in_1s = bidict({
 })
 
 
-def mk_fqsn(
-    provider: str,
-    symbol: str,
-
-) -> str:
-    '''
-    Generate a "fully qualified symbol name" which is
-    a reverse-hierarchical cross broker/provider symbol
-
-    '''
-    return '.'.join([symbol, provider]).lower()
-
-
-def float_digits(
-    value: float,
-) -> int:
-    if value == 0:
-        return 0
-
-    return int(-decimal.Decimal(str(value)).as_tuple().exponent)
-
-
 def ohlc_zeros(length: int) -> np.ndarray:
     """Construct an OHLC field formatted structarray.
 
@@ -93,168 +83,6 @@ def ohlc_zeros(length: int) -> np.ndarray:
     return np.zeros(length, dtype=base_ohlc_dtype)
 
 
-def unpack_fqsn(fqsn: str) -> tuple[str, str, str]:
-    '''
-    Unpack a fully-qualified-symbol-name to ``tuple``.
-
-    '''
-    venue = ''
-    suffix = ''
-
-    # TODO: probably reverse the order of all this XD
-    tokens = fqsn.split('.')
-    if len(tokens) < 3:
-        # probably crypto
-        symbol, broker = tokens
-        return (
-            broker,
-            symbol,
-            '',
-        )
-
-    elif len(tokens) > 3:
-        symbol, venue, suffix, broker = tokens
-    else:
-        symbol, venue, broker = tokens
-        suffix = ''
-
-    # head, _, broker = fqsn.rpartition('.')
-    # symbol, _, suffix = head.rpartition('.')
-    return (
-        broker,
-        '.'.join([symbol, venue]),
-        suffix,
-    )
-
-
-class Symbol(Struct):
-    '''
-    I guess this is some kinda container thing for dealing with
-    all the different meta-data formats from brokers?
-
-    '''
-    key: str
-    tick_size: float = 0.01
-    lot_tick_size: float = 0.0  # "volume" precision as min step value
-    tick_size_digits: int = 2
-    lot_size_digits: int = 0
-    suffix: str = ''
-    broker_info: dict[str, dict[str, Any]] = {}
-
-    # specifies a "class" of financial instrument
-    # ex. stock, futer, option, bond etc.
-
-    # @validate_arguments
-    @classmethod
-    def from_broker_info(
-        cls,
-        broker: str,
-        symbol: str,
-        info: dict[str, Any],
-        suffix: str = '',
-
-    ) -> Symbol:
-
-        tick_size = info.get('price_tick_size', 0.01)
-        lot_tick_size = info.get('lot_tick_size', 0.0)
-
-        return Symbol(
-            key=symbol,
-            tick_size=tick_size,
-            lot_tick_size=lot_tick_size,
-            tick_size_digits=float_digits(tick_size),
-            lot_size_digits=float_digits(lot_tick_size),
-            suffix=suffix,
-            broker_info={broker: info},
-        )
-
-    @classmethod
-    def from_fqsn(
-        cls,
-        fqsn: str,
-        info: dict[str, Any],
-
-    ) -> Symbol:
-        broker, key, suffix = unpack_fqsn(fqsn)
-        return cls.from_broker_info(
-            broker,
-            key,
-            info=info,
-            suffix=suffix,
-        )
-
-    @property
-    def type_key(self) -> str:
-        return list(self.broker_info.values())[0]['asset_type']
-
-    @property
-    def brokers(self) -> list[str]:
-        return list(self.broker_info.keys())
-
-    def nearest_tick(self, value: float) -> float:
-        '''
-        Return the nearest tick value based on mininum increment.
-
-        '''
-        mult = 1 / self.tick_size
-        return round(value * mult) / mult
-
-    def front_feed(self) -> tuple[str, str]:
-        '''
-        Return the "current" feed key for this symbol.
-
-        (i.e. the broker + symbol key in a tuple).
-
-        '''
-        return (
-            list(self.broker_info.keys())[0],
-            self.key,
-        )
-
-    def tokens(self) -> tuple[str]:
-        broker, key = self.front_feed()
-        if self.suffix:
-            return (key, self.suffix, broker)
-        else:
-            return (key, broker)
-
-    @property
-    def fqsn(self) -> str:
-        return '.'.join(self.tokens()).lower()
-
-    def front_fqsn(self) -> str:
-        '''
-        fqsn = "fully qualified symbol name"
-
-        Basically the idea here is for all client-ish code (aka programs/actors
-        that ask the provider agnostic layers in the stack for data) should be
-        able to tell which backend / venue / derivative each data feed/flow is
-        from by an explicit string key of the current form:
-
-        <instrumentname>.<venue>.<suffixwithmetadata>.<brokerbackendname>
-
-        TODO: I have thoughts that we should actually change this to be
-        more like an "attr lookup" (like how the web should have done
-        urls, but marketting peeps ruined it etc. etc.):
-
-        <broker>.<venue>.<instrumentname>.<suffixwithmetadata>
-
-        '''
-        tokens = self.tokens()
-        fqsn = '.'.join(map(str.lower, tokens))
-        return fqsn
-
-    def iterfqsns(self) -> list[str]:
-        keys = []
-        for broker in self.broker_info.keys():
-            fqsn = mk_fqsn(self.key, broker)
-            if self.suffix:
-                fqsn += f'.{self.suffix}'
-            keys.append(fqsn)
-
-        return keys
-
-
 def _nan_to_closest_num(array: np.ndarray):
     """Return interpolated values instead of NaN.
 

piker/data/_symcache.py

@@ -0,0 +1,510 @@
+# 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/>.
+
+'''
+Mega-simple symbology cache via TOML files.
+
+Allow backend data providers and/or brokers to stash their
+symbology sets (aka the meta data we normalize into our
+`.accounting.MktPair` type) to the filesystem for faster lookup and
+offline usage.
+
+'''
+from __future__ import annotations
+from contextlib import (
+    asynccontextmanager as acm,
+)
+from pathlib import Path
+from pprint import pformat
+from typing import (
+    Any,
+    Sequence,
+    Hashable,
+    TYPE_CHECKING,
+)
+from types import ModuleType
+
+from rapidfuzz import process as fuzzy
+import tomli_w  # for fast symbol cache writing
+import tractor
+import trio
+try:
+    import tomllib
+except ModuleNotFoundError:
+    import tomli as tomllib
+from msgspec import field
+
+from piker.log import get_logger
+from piker import config
+from piker.types import Struct
+from piker.brokers import (
+    open_cached_client,
+    get_brokermod,
+)
+
+if TYPE_CHECKING:
+    from ..accounting import (
+        Asset,
+        MktPair,
+    )
+
+log = get_logger('data.cache')
+
+
+class SymbologyCache(Struct):
+    '''
+    Asset meta-data cache which holds lookup tables for 3 sets of
+    market-symbology related struct-types required by the
+    `.accounting` and `.data` subsystems.
+
+    '''
+    mod: ModuleType
+    fp: Path
+
+    # all asset-money-systems descriptions as minimally defined by
+    # in `.accounting.Asset`
+    assets: dict[str, Asset] = field(default_factory=dict)
+
+    # backend-system pairs loaded in provider (schema) specific
+    # structs.
+    pairs: dict[str, Struct] = field(default_factory=dict)
+    # serialized namespace path to the backend's pair-info-`Struct`
+    # defn B)
+    pair_ns_path: tractor.msg.NamespacePath | None = None
+
+    # TODO: piker-normalized `.accounting.MktPair` table?
+    # loaded from the `.pairs` and a normalizer
+    # provided by the backend pkg.
+    mktmaps: dict[str, MktPair] = field(default_factory=dict)
+
+    def write_config(self) -> None:
+
+        # put the backend's pair-struct type ref at the top
+        # of file if possible.
+        cachedict: dict[str, Any] = {
+            'pair_ns_path': str(self.pair_ns_path) or '',
+        }
+
+        # serialize all tables as dicts for TOML.
+        for key, table in {
+            'assets': self.assets,
+            'pairs': self.pairs,
+            'mktmaps': self.mktmaps,
+        }.items():
+            if not table:
+                log.warning(
+                    f'Asset cache table for `{key}` is empty?'
+                )
+                continue
+
+            dct = cachedict[key] = {}
+            for key, struct in table.items():
+                dct[key] = struct.to_dict(include_non_members=False)
+
+        try:
+            with self.fp.open(mode='wb') as fp:
+                tomli_w.dump(cachedict, fp)
+        except TypeError:
+            self.fp.unlink()
+            raise
+
+    async def load(self) -> None:
+        '''
+        Explicitly load the "symbology set" for this provider by using
+        2 required `Client` methods:
+
+          - `.get_assets()`: returning a table of `Asset`s
+          - `.get_mkt_pairs()`: returning a table of pair-`Struct`
+            types, custom defined by the particular backend.
+
+        AND, the required `.get_mkt_info()` module-level endpoint
+        which maps `fqme: str` -> `MktPair`s.
+
+        These tables are then used to fill out the `.assets`, `.pairs` and
+        `.mktmaps` tables on this cache instance, respectively.
+
+        '''
+        async with open_cached_client(self.mod.name) as client:
+
+            if get_assets := getattr(client, 'get_assets', None):
+                assets: dict[str, Asset] = await get_assets()
+                for bs_mktid, asset in assets.items():
+                    self.assets[bs_mktid] = asset
+            else:
+                log.warning(
+                    'No symbology cache `Asset` support for `{provider}`..\n'
+                    'Implement `Client.get_assets()`!'
+                )
+
+            if get_mkt_pairs := getattr(client, 'get_mkt_pairs', None):
+
+                pairs: dict[str, Struct] = await get_mkt_pairs()
+                for bs_fqme, pair in pairs.items():
+
+                    # NOTE: every backend defined pair should
+                    # declare it's ns path for roundtrip
+                    # serialization lookup.
+                    if not getattr(pair, 'ns_path', None):
+                        raise TypeError(
+                            f'Pair-struct for {self.mod.name} MUST define a '
+                            '`.ns_path: str`!\n'
+                            f'{pair}'
+                        )
+
+                    entry = await self.mod.get_mkt_info(pair.bs_fqme)
+                    if not entry:
+                        continue
+
+                    mkt: MktPair
+                    pair: Struct
+                    mkt, _pair = entry
+                    assert _pair is pair, (
+                        f'`{self.mod.name}` backend probably has a '
+                        'keying-symmetry problem between the pair-`Struct` '
+                        'returned from `Client.get_mkt_pairs()`and the '
+                        'module level endpoint: `.get_mkt_info()`\n\n'
+                        "Here's the struct diff:\n"
+                        f'{_pair - pair}'
+                    )
+                    # NOTE XXX: this means backends MUST implement
+                    # a `Struct.bs_mktid: str` field to provide
+                    # a native-keyed map to their own symbol
+                    # set(s).
+                    self.pairs[pair.bs_mktid] = pair
+
+                    # NOTE: `MktPair`s are keyed here using piker's
+                    # internal FQME schema so that search,
+                    # accounting and feed init can be accomplished
+                    # a sane, uniform, normalized basis.
+                    self.mktmaps[mkt.fqme] = mkt
+
+                self.pair_ns_path: str = tractor.msg.NamespacePath.from_ref(
+                    pair,
+                )
+
+            else:
+                log.warning(
+                    'No symbology cache `Pair` support for `{provider}`..\n'
+                    'Implement `Client.get_mkt_pairs()`!'
+                )
+
+        return self
+
+    @classmethod
+    def from_dict(
+        cls: type,
+        data: dict,
+        **kwargs,
+    ) -> SymbologyCache:
+
+        # normal init inputs
+        cache = cls(**kwargs)
+
+        # XXX WARNING: this may break if backend namespacing
+        # changes (eg. `Pair` class def is moved to another
+        # module) in which case you can manually update the
+        # `pair_ns_path` in the symcache file and try again.
+        # TODO: probably a verbose error about this?
+        Pair: type = tractor.msg.NamespacePath(
+            str(data['pair_ns_path'])
+        ).load_ref()
+
+        pairtable = data.pop('pairs')
+        for key, pairtable in pairtable.items():
+
+            # allow each serialized pair-dict-table to declare its
+            # specific struct type's path in cases where a backend
+            # supports multiples (normally with different
+            # schemas..) and we are storing them in a flat `.pairs`
+            # table.
+            ThisPair = Pair
+            if this_pair_type := pairtable.get('ns_path'):
+                ThisPair: type = tractor.msg.NamespacePath(
+                    str(this_pair_type)
+                ).load_ref()
+
+            pair: Struct = ThisPair(**pairtable)
+            cache.pairs[key] = pair
+
+        from ..accounting import (
+            Asset,
+            MktPair,
+        )
+
+        # load `dict` -> `Asset`
+        assettable = data.pop('assets')
+        for name, asdict in assettable.items():
+            cache.assets[name] = Asset.from_msg(asdict)
+
+        # load `dict` -> `MktPair`
+        dne: list[str] = []
+        mkttable = data.pop('mktmaps')
+        for fqme, mktdict in mkttable.items():
+
+            mkt = MktPair.from_msg(mktdict)
+            assert mkt.fqme == fqme
+
+            # sanity check asset refs from those (presumably)
+            # loaded asset set above.
+            src: Asset = cache.assets[mkt.src.name]
+            assert src == mkt.src
+            dst: Asset
+            if not (dst := cache.assets.get(mkt.dst.name)):
+                dne.append(mkt.dst.name)
+                continue
+            else:
+                assert dst.name == mkt.dst.name
+
+            cache.mktmaps[fqme] = mkt
+
+        log.warning(
+            f'These `MktPair.dst: Asset`s DNE says `{cache.mod.name}`?\n'
+            f'{pformat(dne)}'
+        )
+        return cache
+
+    @staticmethod
+    async def from_scratch(
+        mod: ModuleType,
+        fp: Path,
+        **kwargs,
+
+    ) -> SymbologyCache:
+        '''
+        Generate (a) new symcache (contents) entirely from scratch
+        including all (TOML) serialized data and file.
+
+        '''
+        log.info(f'GENERATING symbology cache for `{mod.name}`')
+        cache = SymbologyCache(
+            mod=mod,
+            fp=fp,
+            **kwargs,
+        )
+        await cache.load()
+        cache.write_config()
+        return cache
+
+    def search(
+        self,
+        pattern: str,
+        table: str = 'mktmaps'
+
+    ) -> dict[str, Struct]:
+        '''
+        (Fuzzy) search this cache's `.mktmaps` table, which is
+        keyed by FQMEs, for `pattern: str` and return the best
+        matches in a `dict` including the `MktPair` values.
+
+        '''
+        matches = fuzzy.extract(
+            pattern,
+            getattr(self, table),
+            score_cutoff=50,
+        )
+
+        # repack in dict[fqme, MktPair] form
+        return {
+            item[0].fqme: item[0]
+            for item in matches
+        }
+
+
+# actor-process-local in-mem-cache of symcaches (by backend).
+_caches: dict[str, SymbologyCache] = {}
+
+
+def mk_cachefile(
+    provider: str,
+) -> Path:
+    cachedir: Path = config.get_conf_dir() / '_cache'
+    if not cachedir.is_dir():
+        log.info(f'Creating `nativedb` director: {cachedir}')
+        cachedir.mkdir()
+
+    cachefile: Path = cachedir / f'{str(provider)}.symcache.toml'
+    cachefile.touch()
+    return cachefile
+
+
+@acm
+async def open_symcache(
+    mod_or_name: ModuleType | str,
+
+    reload: bool = False,
+    only_from_memcache: bool = False,  # no API req
+    _no_symcache: bool = False,  # no backend support
+
+) -> SymbologyCache:
+
+    if isinstance(mod_or_name, str):
+        mod = get_brokermod(mod_or_name)
+    else:
+        mod: ModuleType = mod_or_name
+
+    provider: str = mod.name
+    cachefile: Path = mk_cachefile(provider)
+
+    # NOTE: certain backends might not support a symbology cache
+    # (easily) and thus we allow for an empty instance to be loaded
+    # and manually filled in at the whim of the caller presuming
+    # the backend pkg-module is annotated appropriately.
+    if (
+        getattr(mod, '_no_symcache', False)
+        or _no_symcache
+    ):
+        yield SymbologyCache(
+            mod=mod,
+            fp=cachefile,
+        )
+        # don't do nuttin
+        return
+
+    # actor-level cache-cache XD
+    global _caches
+    if not reload:
+        try:
+            yield _caches[provider]
+        except KeyError:
+            msg: str = (
+                f'No asset info cache exists yet for `{provider}`'
+            )
+            if only_from_memcache:
+                raise RuntimeError(msg)
+            else:
+                log.warning(msg)
+
+    # if no cache exists or an explicit reload is requested, load
+    # the provider API and call appropriate endpoints to populate
+    # the mkt and asset tables.
+    if (
+        reload
+        or not cachefile.is_file()
+    ):
+        cache = await SymbologyCache.from_scratch(
+            mod=mod,
+            fp=cachefile,
+        )
+
+    else:
+        log.info(
+            f'Loading EXISTING `{mod.name}` symbology cache:\n'
+            f'> {cachefile}'
+        )
+        import time
+        now = time.time()
+        with cachefile.open('rb') as existing_fp:
+            data: dict[str, dict] = tomllib.load(existing_fp)
+            log.runtime(f'SYMCACHE TOML LOAD TIME: {time.time() - now}')
+
+            # if there's an empty file for some reason we need
+            # to do a full reload as well!
+            if not data:
+                cache = await SymbologyCache.from_scratch(
+                    mod=mod,
+                    fp=cachefile,
+                )
+            else:
+                cache = SymbologyCache.from_dict(
+                    data,
+                    mod=mod,
+                    fp=cachefile,
+                )
+
+
+        # TODO: use a real profiling sys..
+        # https://github.com/pikers/piker/issues/337
+        log.info(f'SYMCACHE LOAD TIME: {time.time() - now}')
+
+    yield cache
+
+    # TODO: write only when changes detected? but that should
+    # never happen right except on reload?
+    # cache.write_config()
+
+
+def get_symcache(
+    provider: str,
+    force_reload: bool = False,
+
+) -> SymbologyCache:
+    '''
+    Get any available symbology/assets cache from sync code by
+    (maybe) manually running `trio` to do the work.
+
+    '''
+    # spawn tractor runtime and generate cache
+    # if not existing.
+    async def sched_gen_symcache():
+        async with (
+            # only for runtime's debug mode
+            tractor.open_nursery(debug_mode=True),
+
+            open_symcache(
+                get_brokermod(provider),
+                reload=force_reload,
+            ) as symcache,
+        ):
+            return symcache
+
+    try:
+        symcache: SymbologyCache = trio.run(sched_gen_symcache)
+        assert symcache
+    except BaseException:
+        import pdbp
+        pdbp.xpm()
+
+    return symcache
+
+
+def match_from_pairs(
+    pairs: dict[str, Struct],
+    query: str,
+    score_cutoff: int = 50,
+    **extract_kwargs,
+
+) -> dict[str, Struct]:
+    '''
+    Fuzzy search over a "pairs table" maintained by most backends
+    as part of their symbology-info caching internals.
+
+    Scan the native symbol key set and return best ranked
+    matches back in a new `dict`.
+
+    '''
+
+    # TODO: somehow cache this list (per call) like we were in
+    # `open_symbol_search()`?
+    keys: list[str] = list(pairs)
+    matches: list[tuple[
+        Sequence[Hashable],  # matching input key
+        Any,  # scores
+        Any,
+    ]] = fuzzy.extract(
+        # NOTE: most backends provide keys uppercased
+        query=query,
+        choices=keys,
+        score_cutoff=score_cutoff,
+        **extract_kwargs,
+    )
+
+    # pop and repack pairs in output dict
+    matched_pairs: dict[str, Struct] = {}
+    for item in matches:
+        pair_key: str = item[0]
+        matched_pairs[pair_key] = pairs[pair_key]
+
+    return matched_pairs

piker/data/_util.py

@@ -0,0 +1,34 @@
+# 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/>.
+
+'''
+Data layer module commons.
+
+'''
+from functools import partial
+
+from ..log import (
+    get_logger,
+    get_console_log,
+)
+subsys: str = 'piker.data'
+
+log = get_logger(subsys)
+
+get_console_log = partial(
+    get_console_log,
+    name=subsys,
+)

piker/data/_web_bs.py

@@ -1,5 +1,5 @@
 # piker: trading gear for hackers
-# Copyright (C) Tyler Goodlet (in stewardship for piker0)
+# 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
@@ -18,23 +18,29 @@
 ToOlS fOr CoPInG wITh "tHE wEB" protocols.
 
 """
+from __future__ import annotations
 from contextlib import (
-    asynccontextmanager,
+    asynccontextmanager as acm,
-    AsyncExitStack,
 )
 from itertools import count
+from functools import partial
 from types import ModuleType
 from typing import (
     Any,
     Optional,
     Callable,
+    AsyncContextManager,
     AsyncGenerator,
     Iterable,
 )
 import json
 
 import trio
-import trio_websocket
+from trio_typing import TaskStatus
+from trio_websocket import (
+    WebSocketConnection,
+    open_websocket_url,
+)
 from wsproto.utilities import LocalProtocolError
 from trio_websocket._impl import (
     ConnectionClosed,
@@ -44,20 +50,23 @@ from trio_websocket._impl import (
     ConnectionTimeout,
 )
 
-from ..log import get_logger
+from piker.types import Struct
-
+from ._util import log
-from .types import Struct
-
-log = get_logger(__name__)
 
 
 class NoBsWs:
     '''
     Make ``trio_websocket`` sockets stay up no matter the bs.
 
-    You can provide a ``fixture`` async-context-manager which will be
+    A shim interface that allows client code to stream from some
-    enter/exitted around each reconnect operation.
+    ``WebSocketConnection`` but where any connectivy bs is handled
+    automatcially and entirely in the background.
+
+    NOTE: this type should never be created directly but instead is
+    provided via the ``open_autorecon_ws()`` factor below.
+
     '''
+    # apparently we can QoS for all sorts of reasons..so catch em.
     recon_errors = (
         ConnectionClosed,
         DisconnectionTimeout,
@@ -70,68 +79,42 @@ class NoBsWs:
     def __init__(
         self,
         url: str,
-        stack: AsyncExitStack,
+        rxchan: trio.MemoryReceiveChannel,
-        fixture: Optional[Callable] = None,
+        msg_recv_timeout: float,
+
         serializer: ModuleType = json
     ):
         self.url = url
-        self.fixture = fixture
+        self._rx = rxchan
-        self._stack = stack
+        self._timeout = msg_recv_timeout
-        self._ws: 'WebSocketConnection' = None  # noqa
 
-        # TODO: is there some method we can call
+        # signaling between caller and relay task which determines when
-        # on the underlying `._ws` to get this?
+        # socket is connected (and subscribed).
-        self._connected: bool = False
+        self._connected: trio.Event = trio.Event()
 
-    async def _connect(
+        # dynamically reset by the bg relay task
-        self,
+        self._ws: WebSocketConnection | None = None
-        tries: int = 1000,
+        self._cs: trio.CancelScope | None = None
-    ) -> None:
 
-        self._connected = False
+        # interchange codec methods
-        while True:
+        # TODO: obviously the method API here may be different
-            try:
+        # for another interchange format..
-                await self._stack.aclose()
+        self._dumps: Callable = serializer.dumps
-            except self.recon_errors:
+        self._loads: Callable = serializer.loads
-                await trio.sleep(0.5)
-            else:
-                break
-
-        last_err = None
-        for i in range(tries):
-            try:
-                self._ws = await self._stack.enter_async_context(
-                    trio_websocket.open_websocket_url(self.url)
-                )
-
-                if self.fixture is not None:
-                    # rerun user code fixture
-                    ret = await self._stack.enter_async_context(
-                        self.fixture(self)
-                    )
-
-                    assert ret is None
-
-                log.info(f'Connection success: {self.url}')
-
-                self._connected = True
-                return self._ws
-
-            except self.recon_errors as err:
-                last_err = err
-                log.error(
-                    f'{self} connection bail with '
-                    f'{type(err)}...retry attempt {i}'
-                )
-                await trio.sleep(0.5)
-                self._connected = False
-                continue
-        else:
-            log.exception('ws connection fail...')
-            raise last_err
 
     def connected(self) -> bool:
-        return self._connected
+        return self._connected.is_set()
+
+    async def reset(self) -> None:
+        '''
+        Reset the underlying ws connection by cancelling
+        the bg relay task and waiting for it to signal
+        a new connection.
+
+        '''
+        self._connected = trio.Event()
+        self._cs.cancel()
+        await self._connected.wait()
 
     async def send_msg(
         self,
@@ -139,18 +122,15 @@ class NoBsWs:
     ) -> None:
         while True:
             try:
-                return await self._ws.send_message(json.dumps(data))
+                msg: Any = self._dumps(data)
+                return await self._ws.send_message(msg)
             except self.recon_errors:
-                await self._connect()
+                await self.reset()
 
-    async def recv_msg(
+    async def recv_msg(self) -> Any:
-        self,
+        msg: Any = await self._rx.receive()
-    ) -> Any:
+        data = self._loads(msg)
-        while True:
+        return data
-            try:
-                return json.loads(await self._ws.get_message())
-            except self.recon_errors:
-                await self._connect()
 
     def __aiter__(self):
         return self
@@ -158,32 +138,229 @@ class NoBsWs:
     async def __anext__(self):
         return await self.recv_msg()
 
+    def set_recv_timeout(
+        self,
+        timeout: float,
+    ) -> None:
+        self._timeout = timeout
 
-@asynccontextmanager
+
+async def _reconnect_forever(
+    url: str,
+    snd: trio.MemorySendChannel,
+    nobsws: NoBsWs,
+    reset_after: int,  # msg recv timeout before reset attempt
+
+    fixture: AsyncContextManager | None = None,
+    task_status: TaskStatus = trio.TASK_STATUS_IGNORED,
+
+) -> None:
+
+    # TODO: can we just report "where" in the call stack
+    # the client code is using the ws stream?
+    # Maybe we can just drop this since it's already in the log msg
+    # orefix?
+    if fixture is not None:
+        src_mod: str = fixture.__module__
+    else:
+        src_mod: str = 'unknown'
+
+    async def proxy_msgs(
+        ws: WebSocketConnection,
+        pcs: trio.CancelScope,  # parent cancel scope
+    ):
+        '''
+        Receive (under `timeout` deadline) all msgs from from underlying
+        websocket and relay them to (calling) parent task via ``trio``
+        mem chan.
+
+        '''
+        # after so many msg recv timeouts, reset the connection
+        timeouts: int = 0
+
+        while True:
+            with trio.move_on_after(
+                # can be dynamically changed by user code
+                nobsws._timeout,
+            ) as cs:
+                try:
+                    msg: Any = await ws.get_message()
+                    await snd.send(msg)
+                except nobsws.recon_errors:
+                    log.exception(
+                        f'{src_mod}\n'
+                        f'{url} connection bail with:'
+                    )
+                    await trio.sleep(0.5)
+                    pcs.cancel()
+
+                    # go back to reonnect loop in parent task
+                    return
+
+            if cs.cancelled_caught:
+                timeouts += 1
+                if timeouts > reset_after:
+                    log.error(
+                        f'{src_mod}\n'
+                        'WS feed seems down and slow af.. reconnecting\n'
+                    )
+                    pcs.cancel()
+
+                    # go back to reonnect loop in parent task
+                    return
+
+    async def open_fixture(
+        fixture: AsyncContextManager,
+        nobsws: NoBsWs,
+        task_status: TaskStatus = trio.TASK_STATUS_IGNORED,
+    ):
+        '''
+        Open user provided `@acm` and sleep until any connection
+        reset occurs.
+
+        '''
+        async with fixture(nobsws) as ret:
+            assert ret is None
+            task_status.started()
+            await trio.sleep_forever()
+
+    # last_err = None
+    nobsws._connected = trio.Event()
+    task_status.started()
+
+    while not snd._closed:
+        log.info(
+            f'{src_mod}\n'
+            f'{url} trying (RE)CONNECT'
+        )
+
+        ws: WebSocketConnection
+        try:
+            async with (
+                trio.open_nursery() as n,
+                open_websocket_url(url) as ws,
+            ):
+                cs = nobsws._cs = n.cancel_scope
+                nobsws._ws = ws
+                log.info(
+                    f'{src_mod}\n'
+                    f'Connection success: {url}'
+                )
+
+                # begin relay loop to forward msgs
+                n.start_soon(
+                    proxy_msgs,
+                    ws,
+                    cs,
+                )
+
+                if fixture is not None:
+                    log.info(
+                        f'{src_mod}\n'
+                        f'Entering fixture: {fixture}'
+                    )
+
+                    # TODO: should we return an explicit sub-cs
+                    # from this fixture task?
+                    await n.start(
+                        open_fixture,
+                        fixture,
+                        nobsws,
+                    )
+
+                # indicate to wrapper / opener that we are up and block
+                # to let tasks run **inside** the ws open block above.
+                nobsws._connected.set()
+                await trio.sleep_forever()
+        except HandshakeError:
+            log.exception('Retrying connection')
+
+        # ws & nursery block ends
+
+        nobsws._connected = trio.Event()
+        if cs.cancelled_caught:
+            log.cancel(
+                f'{url} connection cancelled!'
+            )
+            # if wrapper cancelled us, we expect it to also
+            # have re-assigned a new event
+            assert (
+                nobsws._connected
+                and not nobsws._connected.is_set()
+            )
+
+        # -> from here, move to next reconnect attempt iteration
+        # in the while loop above Bp
+
+    else:
+        log.exception(
+            f'{src_mod}\n'
+            'ws connection closed by client...'
+        )
+
+
+@acm
 async def open_autorecon_ws(
     url: str,
 
-    # TODO: proper type cannot smh
+    fixture: AsyncContextManager | None = None,
-    fixture: Optional[Callable] = None,
+
+    # time in sec between msgs received before
+    # we presume connection might need a reset.
+    msg_recv_timeout: float = 16,
+
+    # count of the number of above timeouts before connection reset
+    reset_after: int = 3,
 
 ) -> AsyncGenerator[tuple[...],  NoBsWs]:
-    """Apparently we can QoS for all sorts of reasons..so catch em.
+    '''
+    An auto-reconnect websocket (wrapper API) around
+    ``trio_websocket.open_websocket_url()`` providing automatic
+    re-connection on network errors, msg latency and thus roaming.
 
-    """
+    Here we implement a re-connect websocket interface where a bg
-    async with AsyncExitStack() as stack:
+    nursery runs ``WebSocketConnection.receive_message()``s in a loop
-        ws = NoBsWs(url, stack, fixture=fixture)
+    and restarts the full http(s) handshake on catches of certain
-        await ws._connect()
+    connetivity errors, or some user defined recv timeout.
+
+    You can provide a ``fixture`` async-context-manager which will be
+    entered/exitted around each connection reset; eg. for (re)requesting
+    subscriptions without requiring streaming setup code to rerun.
+
+    '''
+    snd: trio.MemorySendChannel
+    rcv: trio.MemoryReceiveChannel
+    snd, rcv = trio.open_memory_channel(616)
+
+    async with trio.open_nursery() as n:
+        nobsws = NoBsWs(
+            url,
+            rcv,
+            msg_recv_timeout=msg_recv_timeout,
+        )
+        await n.start(
+            partial(
+                _reconnect_forever,
+                url,
+                snd,
+                nobsws,
+                fixture=fixture,
+                reset_after=reset_after,
+            )
+        )
+        await nobsws._connected.wait()
+        assert nobsws._cs
+        assert nobsws.connected()
 
         try:
-            yield ws
+            yield nobsws
-
         finally:
-            await stack.aclose()
+            n.cancel_scope.cancel()
 
 
 '''
-JSONRPC response-request style machinery for transparent multiplexing of msgs
+JSONRPC response-request style machinery for transparent multiplexing
-over a NoBsWs.
+of msgs over a `NoBsWs`.
 
 '''
 
@@ -195,48 +372,87 @@ class JSONRPCResult(Struct):
     error: Optional[dict] = None
 
 
-@asynccontextmanager
+@acm
 async def open_jsonrpc_session(
     url: str,
     start_id: int = 0,
     response_type: type = JSONRPCResult,
-    request_type: Optional[type] = None,
+    msg_recv_timeout: float = float('inf'),
-    request_hook: Optional[Callable] = None,
+    # ^NOTE, since only `deribit` is using this jsonrpc stuff atm
-    error_hook: Optional[Callable] = None,
+    # and options mkts are generally "slow moving"..
+    #
+    # FURTHER if we break the underlying ws connection then since we
+    # don't pass a `fixture` to the task that manages `NoBsWs`, i.e.
+    # `_reconnect_forever()`, the jsonrpc "transport pipe" get's
+    # broken and never restored with wtv init sequence is required to
+    # re-establish a working req-resp session.
+
 ) -> Callable[[str, dict], dict]:
+    '''
+    Init a json-RPC-over-websocket connection to the provided `url`.
+
+    A `json_rpc: Callable[[str, dict], dict` is delivered to the
+    caller for sending requests and a bg-`trio.Task` handles
+    processing of response msgs including error reporting/raising in
+    the parent/caller task.
+
+    '''
+    # NOTE, store all request msgs so we can raise errors on the
+    # caller side!
+    req_msgs: dict[int, dict] = {}
 
     async with (
-        trio.open_nursery() as n,
+        trio.open_nursery() as tn,
-        open_autorecon_ws(url) as ws
+        open_autorecon_ws(
+            url=url,
+            msg_recv_timeout=msg_recv_timeout,
+        ) as ws
     ):
-        rpc_id: Iterable = count(start_id)
+        rpc_id: Iterable[int] = count(start_id)
         rpc_results: dict[int, dict] = {}
 
-        async def json_rpc(method: str, params: dict) -> dict:
+        async def json_rpc(
+            method: str,
+            params: dict,
+        ) -> dict:
             '''
             perform a json rpc call and wait for the result, raise exception in
             case of error field present on response
             '''
+            nonlocal req_msgs
+
+            req_id: int = next(rpc_id)
             msg = {
                 'jsonrpc': '2.0',
-                'id': next(rpc_id),
+                'id': req_id,
                 'method': method,
                 'params': params
             }
             _id = msg['id']
 
-            rpc_results[_id] = {
+            result = rpc_results[_id] = {
                 'result': None,
-                'event': trio.Event()
+                'error': None,
+                'event': trio.Event(),  # signal caller resp arrived
             }
+            req_msgs[_id] = msg
 
             await ws.send_msg(msg)
 
+            # wait for reponse before unblocking requester code
             await rpc_results[_id]['event'].wait()
 
-            ret = rpc_results[_id]['result']
+            if (maybe_result := result['result']):
+                ret = maybe_result
+                del rpc_results[_id]
 
-            del rpc_results[_id]
+            else:
+                err = result['error']
+                raise Exception(
+                    f'JSONRPC request failed\n'
+                    f'req: {msg}\n'
+                    f'resp: {err}\n'
+                )
 
             if ret.error is not None:
                 raise Exception(json.dumps(ret.error, indent=4))
@@ -251,6 +467,7 @@ async def open_jsonrpc_session(
             the server side.
 
             '''
+            nonlocal req_msgs
             async for msg in ws:
                 match msg:
                     case {
@@ -274,19 +491,28 @@ async def open_jsonrpc_session(
                         'params': _,
                     }:
                         log.debug(f'Recieved\n{msg}')
-                        if request_hook:
-                            await request_hook(request_type(**msg))
 
                     case {
                         'error': error
                     }:
-                        log.warning(f'Recieved\n{error}')
+                        # retreive orig request msg, set error
-                        if error_hook:
+                        # response in original "result" msg,
-                            await error_hook(response_type(**msg))
+                        # THEN FINALLY set the event to signal caller
+                        # to raise the error in the parent task.
+                        req_id: int = error['id']
+                        req_msg: dict = req_msgs[req_id]
+                        result: dict = rpc_results[req_id]
+                        result['error'] = error
+                        result['event'].set()
+                        log.error(
+                            f'JSONRPC request failed\n'
+                            f'req: {req_msg}\n'
+                            f'resp: {error}\n'
+                        )
 
                     case _:
                         log.warning(f'Unhandled JSON-RPC msg!?\n{msg}')
 
-        n.start_soon(recv_task)
+        tn.start_soon(recv_task)
         yield json_rpc
-        n.cancel_scope.cancel()
+        tn.cancel_scope.cancel()

piker/data/cli.py

@@ -1,196 +0,0 @@
-# piker: trading gear for hackers
-# Copyright (C) 2018-present  Tyler Goodlet (in stewardship of 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/>.
-
-"""
-marketstore cli.
-
-"""
-from functools import partial
-from pprint import pformat
-
-from anyio_marketstore import open_marketstore_client
-import trio
-import tractor
-import click
-import numpy as np
-
-from .marketstore import (
-    get_client,
-    # stream_quotes,
-    ingest_quote_stream,
-    # _url,
-    _tick_tbk_ids,
-    mk_tbk,
-)
-from ..cli import cli
-from .. import watchlists as wl
-from ..log import get_logger
-from ._sharedmem import (
-    maybe_open_shm_array,
-)
-from ._source import (
-    base_iohlc_dtype,
-)
-
-
-log = get_logger(__name__)
-
-
-@cli.command()
-@click.option(
-    '--url',
-    default='ws://localhost:5993/ws',
-    help='HTTP URL of marketstore instance'
-)
-@click.argument('names', nargs=-1)
-@click.pass_obj
-def ms_stream(
-    config: dict,
-    names: list[str],
-    url: str,
-) -> None:
-    '''
-    Connect to a marketstore time bucket stream for (a set of) symbols(s)
-    and print to console.
-
-    '''
-    async def main():
-        # async for quote in stream_quotes(symbols=names):
-        #    log.info(f"Received quote:\n{quote}")
-        ...
-
-    trio.run(main)
-
-
-# @cli.command()
-# @click.option(
-#     '--url',
-#     default=_url,
-#     help='HTTP URL of marketstore instance'
-# )
-# @click.argument('names', nargs=-1)
-# @click.pass_obj
-# def ms_destroy(config: dict, names: list[str], url: str) -> None:
-#     """Destroy symbol entries in the local marketstore instance.
-#     """
-#     async def main():
-#         nonlocal names
-#         async with get_client(url) as client:
-# 
-#             if not names:
-#                 names = await client.list_symbols()
-# 
-#             # default is to wipe db entirely.
-#             answer = input(
-#                 "This will entirely wipe you local marketstore db @ "
-#                 f"{url} of the following symbols:\n {pformat(names)}"
-#                 "\n\nDelete [N/y]?\n")
-# 
-#             if answer == 'y':
-#                 for sym in names:
-#                     # tbk = _tick_tbk.format(sym)
-#                     tbk = tuple(sym, *_tick_tbk_ids)
-#                     print(f"Destroying {tbk}..")
-#                     await client.destroy(mk_tbk(tbk))
-#             else:
-#                 print("Nothing deleted.")
-# 
-#     tractor.run(main)
-
-
-@cli.command()
-@click.option(
-    '--tl',
-    is_flag=True,
-    help='Enable tractor logging')
-@click.option(
-    '--host',
-    default='localhost'
-)
-@click.option(
-    '--port',
-    default=5993
-)
-@click.argument('symbols', nargs=-1)
-@click.pass_obj
-def storesh(
-    config,
-    tl,
-    host,
-    port,
-    symbols: list[str],
-):
-    '''
-    Start an IPython shell ready to query the local marketstore db.
-
-    '''
-    from piker.data.marketstore import tsdb_history_update
-    from piker._daemon import open_piker_runtime
-
-    async def main():
-        nonlocal symbols
-
-        async with open_piker_runtime(
-            'storesh',
-            enable_modules=['piker.data._ahab'],
-        ):
-            symbol = symbols[0]
-            await tsdb_history_update(symbol)
-
-    trio.run(main)
-
-
-@cli.command()
-@click.option('--test-file', '-t', help='Test quote stream file')
-@click.option('--tl', is_flag=True, help='Enable tractor logging')
-@click.argument('name', nargs=1, required=True)
-@click.pass_obj
-def ingest(config, name, test_file, tl):
-    '''
-    Ingest real-time broker quotes and ticks to a marketstore instance.
-
-    '''
-    # global opts
-    loglevel = config['loglevel']
-    tractorloglevel = config['tractorloglevel']
-    # log = config['log']
-
-    watchlist_from_file = wl.ensure_watchlists(config['wl_path'])
-    watchlists = wl.merge_watchlist(watchlist_from_file, wl._builtins)
-    symbols = watchlists[name]
-
-    grouped_syms = {}
-    for sym in symbols:
-        symbol, _, provider = sym.rpartition('.')
-        if provider not in grouped_syms:
-            grouped_syms[provider] = []
-
-        grouped_syms[provider].append(symbol)
-
-    async def entry_point():
-        async with tractor.open_nursery() as n:
-            for provider, symbols in grouped_syms.items(): 
-                await n.run_in_actor(
-                    ingest_quote_stream,
-                    name='ingest_marketstore',
-                    symbols=symbols,
-                    brokername=provider,
-                    tries=1,
-                    actorloglevel=loglevel,
-                    loglevel=tractorloglevel
-                )
-
-    tractor.run(entry_point)

piker/data/flows.py

@@ -15,74 +15,42 @@
 # along with this program.  If not, see <https://www.gnu.org/licenses/>.
 
 """
-abstractions for organizing, managing and generally operating-on
+Public abstractions for organizing, managing and generally operating-on
 real-time data processing data-structures.
 
 "Streams, flumes, cascades and flows.."
 
 """
 from __future__ import annotations
-from contextlib import asynccontextmanager as acm
-from functools import partial
 from typing import (
-    AsyncIterator,
     TYPE_CHECKING,
 )
 
 import tractor
-from tractor.trionics import (
-    maybe_open_context,
-)
 import pendulum
 import numpy as np
 
-from .types import Struct
+from piker.types import Struct
-from ._source import (
-    Symbol,
-)
 from ._sharedmem import (
     attach_shm_array,
     ShmArray,
     _Token,
 )
-from ._sampling import (
-    open_sample_stream,
-)
 
 if TYPE_CHECKING:
-    from pyqtgraph import PlotItem
+    from ..accounting import MktPair
     from .feed import Feed
 
 
-# TODO: ideas for further abstractions as per
-# https://github.com/pikers/piker/issues/216 and
-# https://github.com/pikers/piker/issues/270:
-# - a ``Cascade`` would be the minimal "connection" of 2 ``Flumes``
-#   as per circuit parlance:
-#   https://en.wikipedia.org/wiki/Two-port_network#Cascade_connection
-#     - could cover the combination of our `FspAdmin` and the
-#       backend `.fsp._engine` related machinery to "connect" one flume
-#       to another?
-# - a (financial signal) ``Flow`` would be the a "collection" of such
-#    minmial cascades. Some engineering based jargon concepts:
-#     - https://en.wikipedia.org/wiki/Signal_chain
-#     - https://en.wikipedia.org/wiki/Daisy_chain_(electrical_engineering)
-#     - https://en.wikipedia.org/wiki/Audio_signal_flow
-#     - https://en.wikipedia.org/wiki/Digital_signal_processing#Implementation
-#     - https://en.wikipedia.org/wiki/Dataflow_programming
-#     - https://en.wikipedia.org/wiki/Signal_programming
-#     - https://en.wikipedia.org/wiki/Incremental_computing
-
-
 class Flume(Struct):
     '''
-    Composite reference type which points to all the addressing handles
+    Composite reference type which points to all the addressing
-    and other meta-data necessary for the read, measure and management
+    handles and other meta-data necessary for the read, measure and
-    of a set of real-time updated data flows.
+    management of a set of real-time updated data flows.
 
     Can be thought of as a "flow descriptor" or "flow frame" which
-    describes the high level properties of a set of data flows that can
+    describes the high level properties of a set of data flows that
-    be used seamlessly across process-memory boundaries.
+    can be used seamlessly across process-memory boundaries.
 
     Each instance's sub-components normally includes:
      - a msg oriented quote stream provided via an IPC transport
@@ -94,7 +62,7 @@ class Flume(Struct):
        queuing properties.
 
     '''
-    symbol: Symbol
+    mkt: MktPair
     first_quote: dict
     _rt_shm_token: _Token
 
@@ -105,6 +73,7 @@ class Flume(Struct):
     # private shm refs loaded dynamically from tokens
     _hist_shm: ShmArray | None = None
     _rt_shm: ShmArray | None = None
+    _readonly: bool = True
 
     stream: tractor.MsgStream | None = None
     izero_hist: int = 0
@@ -121,7 +90,7 @@ class Flume(Struct):
         if self._rt_shm is None:
             self._rt_shm = attach_shm_array(
                 token=self._rt_shm_token,
-                readonly=True,
+                readonly=self._readonly,
             )
 
         return self._rt_shm
@@ -134,12 +103,10 @@ class Flume(Struct):
                 'No shm token has been set for the history buffer?'
             )
 
-        if (
+        if self._hist_shm is None:
-            self._hist_shm is None
-        ):
             self._hist_shm = attach_shm_array(
                 token=self._hist_shm_token,
-                readonly=True,
+                readonly=self._readonly,
             )
 
         return self._hist_shm
@@ -147,26 +114,6 @@ class Flume(Struct):
     async def receive(self) -> dict:
         return await self.stream.receive()
 
-    @acm
-    async def index_stream(
-        self,
-        delay_s: float = 1,
-
-    ) -> AsyncIterator[int]:
-
-        if not self.feed:
-            raise RuntimeError('This flume is not part of any ``Feed``?')
-
-        # TODO: maybe a public (property) API for this in ``tractor``?
-        portal = self.stream._ctx._portal
-        assert portal
-
-        # XXX: this should be singleton on a host,
-        # a lone broker-daemon per provider should be
-        # created for all practical purposes
-        async with open_sample_stream(float(delay_s)) as stream:
-            yield stream
-
     def get_ds_info(
         self,
     ) -> tuple[float, float, float]:
@@ -178,10 +125,10 @@ class Flume(Struct):
         period and ratio between them.
 
         '''
-        times = self.hist_shm.array['time']
+        times: np.ndarray = self.hist_shm.array['time']
-        end = pendulum.from_timestamp(times[-1])
+        end: float | int = pendulum.from_timestamp(times[-1])
-        start = pendulum.from_timestamp(times[times != times[-1]][-1])
+        start: float | int = pendulum.from_timestamp(times[times != times[-1]][-1])
-        hist_step_size_s = (end - start).seconds
+        hist_step_size_s: float = (end - start).seconds
 
         times = self.rt_shm.array['time']
         end = pendulum.from_timestamp(times[-1])
@@ -197,125 +144,78 @@ class Flume(Struct):
 
     # TODO: get native msgspec decoding for these workinn
     def to_msg(self) -> dict:
-        msg = self.to_dict()
-        msg['symbol'] = msg['symbol'].to_dict()
 
-        # can't serialize the stream or feed objects, it's expected
+        msg = self.to_dict()
-        # you'll have a ref to it since this msg should be rxed on
+        msg['mkt'] = self.mkt.to_dict()
-        # a stream on whatever far end IPC..
+
+        # NOTE: pop all un-msg-serializable fields:
+        # - `tractor.MsgStream`
+        # - `Feed`
+        # - `Shmarray`
+        # it's expected the `.from_msg()` on the other side
+        # will get instead some kind of msg-compat version
+        # that it can load.
         msg.pop('stream')
         msg.pop('feed')
+        msg.pop('_rt_shm')
+        msg.pop('_hist_shm')
+
         return msg
 
     @classmethod
-    def from_msg(cls, msg: dict) -> dict:
+    def from_msg(
-        symbol = Symbol(**msg.pop('symbol'))
+        cls,
+        msg: dict,
+        readonly: bool = True,
+
+    ) -> dict:
+        '''
+        Load from an IPC msg presumably in either `dict` or
+        `msgspec.Struct` form.
+
+        '''
+        mkt_msg = msg.pop('mkt')
+        from ..accounting import MktPair  # cycle otherwise..
+        mkt = MktPair.from_msg(mkt_msg)
+        msg |= {'_readonly': readonly}
         return cls(
-            symbol=symbol,
+            mkt=mkt,
             **msg,
         )
 
     def get_index(
         self,
         time_s: float,
+        array: np.ndarray,
 
-    ) -> int:
+    ) -> int | float:
         '''
         Return array shm-buffer index for for epoch time.
 
         '''
-        array = self.rt_shm.array
         times = array['time']
-        mask = (times >= time_s)
+        first = np.searchsorted(
-
+            times,
-        if any(mask):
+            time_s,
-            return array['index'][mask][0]
+            side='left',
-
-        # just the latest index
-        array['index'][-1]
-
-    def slice_from_time(
-        self,
-        array: np.ndarray,
-        start_t: float,
-        stop_t: float,
-        timeframe_s: int = 1,
-        return_data: bool = False,
-
-    ) -> np.ndarray:
-        '''
-        Slice an input struct array providing only datums
-        "in view" of this chart.
-
-        '''
-        arr = {
-            1: self.rt_shm.array,
-            60: self.hist_shm.arry,
-        }[timeframe_s]
-
-        times = arr['time']
-        index = array['index']
-
-        # use advanced indexing to map the
-        # time range to the index range.
-        mask = (
-            (times >= start_t)
-            &
-            (times < stop_t)
         )
+        imx = times.shape[0] - 1
+        return min(first, imx)
 
-        # TODO: if we can ensure each time field has a uniform
+    # only set by external msg or creator, never
-        # step we can instead do some arithmetic to determine
+    # manually!
-        # the equivalent index like we used to?
+    _has_vlm: bool = True
-        # return array[
-        #     lbar - ifirst:
-        #     (rbar - ifirst) + 1
-        # ]
 
-        i_by_t = index[mask]
+    def has_vlm(self) -> bool:
-        i_0 = i_by_t[0]
 
-        abs_slc = slice(
+        if not self._has_vlm:
-            i_0,
+            return False
-            i_by_t[-1],
+
+        # make sure that the instrument supports volume history
+        # (sometimes this is not the case for some commodities and
+        # derivatives)
+        vlm: np.ndarray = self.rt_shm.array['volume']
+        return not bool(
+            np.all(np.isin(vlm, -1))
+            or np.all(np.isnan(vlm))
         )
-        # slice data by offset from the first index
-        # available in the passed datum set.
-        read_slc = slice(
-            0,
-            i_by_t[-1] - i_0,
-        )
-        if not return_data:
-            return (
-                abs_slc,
-                read_slc,
-            )
-
-        # also return the readable data from the timerange
-        return (
-            abs_slc,
-            read_slc,
-            arr[mask],
-        )
-
-    def view_data(
-        self,
-        plot: PlotItem,
-        timeframe_s: int = 1,
-
-    ) -> np.ndarray:
-
-        # get far-side x-indices plot view
-        vr = plot.viewRect()
-
-        (
-            abs_slc,
-            buf_slc,
-            iv_arr,
-        ) = self.slice_from_time(
-            start_t=vr.left(),
-            stop_t=vr.right(),
-            timeframe_s=timeframe_s,
-            return_data=True,
-        )
-        return iv_arr

piker/data/ingest.py

@@ -23,7 +23,7 @@ Api layer likely in here...
 from types import ModuleType
 from importlib import import_module
 
-from ..log import get_logger
+from ._util import get_logger
 
 log = get_logger(__name__)
 

piker/data/ticktools.py

@@ -0,0 +1,173 @@
+# 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/>.
+
+'''
+Tick event stream processing, filter-by-types, format-normalization.
+
+'''
+from itertools import chain
+from typing import (
+    Any,
+    AsyncIterator,
+)
+
+# tick-type-classes template for all possible "lowest level" events
+# that can can be emitted by the "top of book" L1 queues and
+# price-matching (with eventual clearing) in a double auction
+# market (queuing) system.
+_tick_groups: dict[str, set[str]] = {
+    'clears': {'trade', 'dark_trade', 'last'},
+    'bids': {'bid', 'bsize'},
+    'asks': {'ask', 'asize'},
+}
+
+# XXX alo define the flattened set of all such "fundamental ticks"
+# so that it can be used as filter, eg. in the graphics display
+# loop to compute running windowed y-ranges B)
+_auction_ticks: set[str] = set.union(*_tick_groups.values())
+
+
+def frame_ticks(
+    quote: dict[str, Any],
+
+    ticks_by_type: dict | None = None,
+    ticks_in_order: list[dict[str, Any]] | None = None
+
+) -> dict[
+    str,
+    list[dict[str, Any]]
+]:
+    '''
+    XXX: build a tick-by-type table of lists
+    of tick messages. This allows for less
+    iteration on the receiver side by allowing for
+    a single "latest tick event" look up by
+    indexing the last entry in each sub-list.
+
+    tbt = {
+        'types': ['bid', 'asize', 'last', .. '<type_n>'],
+
+        'bid': [tick0, tick1, tick2, .., tickn],
+        'asize': [tick0, tick1, tick2, .., tickn],
+        'last': [tick0, tick1, tick2, .., tickn],
+        ...
+        '<type_n>': [tick0, tick1, tick2, .., tickn],
+    }
+
+    If `ticks_in_order` is provided, append any retrieved ticks
+    since last iteration into this array/buffer/list.
+
+    '''
+    # TODO: once we decide to get fancy really we should
+    # have a shared mem tick buffer that is just
+    # continually filled and the UI just ready from it
+    # at it's display rate.
+
+    tbt = ticks_by_type if ticks_by_type is not None else {}
+    if not (ticks := quote.get('ticks')):
+        return tbt
+
+    # append in reverse FIFO order for in-order iteration on
+    # receiver side.
+    tick: dict[str, Any]
+    for tick in ticks:
+        tbt.setdefault(
+            tick['type'],
+            [],
+        ).append(tick)
+
+    # TODO: do we need this any more or can we just
+    # expect the receiver to unwind the below
+    # `ticks_by_type: dict`?
+    # => undwinding would potentially require a
+    # `dict[str, set | list]` instead with an
+    # included `'types' field which is an (ordered)
+    # set of tick type fields in the order which
+    # types arrived?
+    if ticks_in_order:
+        ticks_in_order.extend(ticks)
+
+    return tbt
+
+
+def iterticks(
+    quote: dict,
+    types: tuple[str] = (
+        'trade',
+        'dark_trade',
+    ),
+    deduplicate_darks: bool = False,
+    reverse: bool = False,
+
+    # TODO: should we offer delegating to `frame_ticks()` above
+    # with this?
+    frame_by_type: bool = False,
+
+) -> AsyncIterator:
+    '''
+    Iterate through ticks delivered per quote cycle, filter and
+    yield any declared in `types`.
+
+    '''
+    if deduplicate_darks:
+        assert 'dark_trade' in types
+
+    # print(f"{quote}\n\n")
+    ticks = quote.get('ticks', ())
+    trades = {}
+    darks = {}
+
+    if ticks:
+
+        # do a first pass and attempt to remove duplicate dark
+        # trades with the same tick signature.
+        if deduplicate_darks:
+            for tick in ticks:
+                ttype = tick.get('type')
+
+                time = tick.get('time', None)
+                if time:
+                    sig = (
+                        time,
+                        tick['price'],
+                        tick.get('size')
+                    )
+
+                    if ttype == 'dark_trade':
+                        darks[sig] = tick
+
+                    elif ttype == 'trade':
+                        trades[sig] = tick
+
+            # filter duplicates
+            for sig, tick in trades.items():
+                tick = darks.pop(sig, None)
+                if tick:
+                    ticks.remove(tick)
+                    # print(f'DUPLICATE {tick}')
+
+            # re-insert ticks
+            ticks.extend(list(chain(trades.values(), darks.values())))
+
+        # most-recent-first
+        if reverse:
+            ticks = reversed(ticks)
+
+        for tick in ticks:
+            # print(f"{quote['symbol']}: {tick}")
+            ttype = tick.get('type')
+            if ttype in types:
+                yield tick

piker/data/types.py

@@ -1,88 +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__
-        }
-
-    # Lul, doesn't seem to work that well..
-    # def __repr__(self):
-    #     # only turn on pprint when we detect a python REPL
-    #     # at runtime B)
-    #     if (
-    #         hasattr(sys, 'ps1')
-    #         # TODO: check if we're in pdb
-    #     ):
-    #         return self.pformat()
-
-    #     return super().__repr__()
-
-    def pformat(self) -> str:
-        return f'Struct({pformat(self.to_dict())})'
-
-    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/data/validate.py

@@ -0,0 +1,265 @@
+# 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/>.
+'''
+Data feed synchronization protocols, init msgs, and general
+data-provider-backend-agnostic schema definitions.
+
+'''
+from __future__ import annotations
+from decimal import Decimal
+from pprint import pformat
+from types import ModuleType
+from typing import (
+    Any,
+    Callable,
+)
+
+from msgspec import field
+
+from piker.types import Struct
+from piker.accounting import (
+    Asset,
+    MktPair,
+)
+from ._util import log
+
+
+class FeedInitializationError(ValueError):
+    '''
+    Live data feed setup failed due to API / msg incompatiblity!
+
+    '''
+
+
+class FeedInit(Struct, frozen=True):
+    '''
+    A stringent data provider startup msg schema validator.
+
+    The fields defined here are matched with those absolutely required
+    from each backend broker/data provider.
+
+    '''
+    mkt_info: MktPair
+
+    # NOTE: only field we use rn in ``.data.feed``
+    # TODO: maybe make a SamplerConfig(Struct)?
+    shm_write_opts: dict[str, Any] = field(
+        default_factory=lambda: {
+        'has_vlm': True,
+        'sum_tick_vlm': True,
+    })
+
+# XXX: we group backend endpoints into 3
+# groups to determine "degrees" of functionality.
+_eps: dict[str, list[str]] = {
+
+    # basic API `Client` layer
+    'middleware': [
+        'get_client',
+    ],
+
+    # (live) data streaming / loading / search
+    'datad': [
+        'get_mkt_info',
+        'open_history_client',
+        'open_symbol_search',
+        'stream_quotes',
+    ],
+
+    # live order control and trading
+    'brokerd': [
+        'trades_dialogue',
+        'open_trade_dialog',  # live order ctl
+        'norm_trade', # ledger normalizer for txns
+    ],
+}
+
+
+def validate_backend(
+    mod: ModuleType,
+    syms: list[str],
+    init_msgs: list[FeedInit] | dict[str, dict[str, Any]],
+
+    # TODO: do a module method scan and report mismatches.
+    check_eps: bool = False,
+
+    api_log_msg_level: str = 'critical'
+
+) -> FeedInit:
+    '''
+    Fail on malformed live quotes feed config/init or warn on changes
+    that haven't been implemented by this backend yet.
+
+    '''
+    for daemon_name, eps in _eps.items():
+        for name in eps:
+            ep: Callable = getattr(
+                mod,
+                name,
+                None,
+            )
+            if ep is None:
+                log.warning(
+                    f'Provider backend {mod.name} is missing '
+                    f'{daemon_name} support :(\n'
+                    f'The following endpoint is missing: {name}'
+                )
+
+    inits: list[
+        FeedInit | dict[str, Any]
+    ] = init_msgs
+
+    # convert to list if from old dict-style
+    if isinstance(init_msgs, dict):
+        inits = list(init_msgs.values())
+
+    init: FeedInit | dict[str, Any]
+    for i, init in enumerate(inits):
+
+        # XXX: eventually this WILL NOT necessarily be true.
+        if i > 0:
+            assert not len(init_msgs) == 1
+            if isinstance(init_msgs, dict):
+                keys: set = set(init_msgs.keys()) - set(syms)
+                raise FeedInitializationError(
+                    'TOO MANY INIT MSGS!\n'
+                    f'Unexpected keys: {keys}\n'
+                    'ALL MSGS:\n'
+                    f'{pformat(init_msgs)}\n'
+                )
+            else:
+                raise FeedInitializationError(
+                    'TOO MANY INIT MSGS!\n'
+                    f'{pformat(init_msgs)}\n'
+                )
+
+    # TODO: once all backends are updated we can remove this branching.
+    rx_msg: bool = False
+    warn_msg: str = ''
+    if not isinstance(init, FeedInit):
+        warn_msg += (
+            '\n'
+            '--------------------------\n'
+            ':::DEPRECATED API STYLE:::\n'
+            '--------------------------\n'
+            f'`{mod.name}.stream_quotes()` should deliver '
+            '`.started(FeedInit)`\n'
+            f'|-> CURRENTLY it is using DEPRECATED `.started(dict)` style!\n'
+            f'|-> SEE `FeedInit` in `piker.data.validate`\n'
+            '--------------------------------------------\n'
+        )
+    else:
+        rx_msg = True
+
+    # verify feed init state / schema
+    bs_fqme: str  # backend specific fqme
+    mkt: MktPair
+
+    match init:
+
+        # backend is using old dict msg delivery
+        case {
+            'symbol_info': dict(symbol_info),
+            'fqsn': bs_fqme,
+        } | {
+            'mkt_info': dict(symbol_info),
+            'fqsn': bs_fqme,
+        }:
+            symbol_info: dict
+            warn_msg += (
+                'It may also be still using the legacy `Symbol` style API\n'
+                'IT SHOULD BE PORTED TO THE NEW '
+                '`.accounting._mktinfo.MktPair`\n'
+                'STATTTTT!!!\n'
+            )
+
+            # XXX use default legacy (aka discrete precision) mkt
+            # price/size_ticks if none delivered.
+            price_tick = symbol_info.get(
+                'price_tick_size',
+                Decimal('0.01'),
+            )
+            size_tick = symbol_info.get(
+                'lot_tick_size',
+                Decimal('1'),
+            )
+            bs_mktid = init.get('bs_mktid') or bs_fqme
+            mkt = MktPair.from_fqme(
+                fqme=f'{bs_fqme}.{mod.name}',
+
+                price_tick=price_tick,
+                size_tick=size_tick,
+
+                bs_mktid=str(bs_mktid),
+                _atype=symbol_info['asset_type']
+            )
+
+        # backend is using new `MktPair` but not entirely
+        case {
+            'mkt_info': MktPair(
+                dst=Asset(),
+            ) as mkt,
+            'fqsn': bs_fqme,
+        }:
+            warn_msg += (
+                f'{mod.name} in API compat transition?\n'
+                "It's half dict, half man..\n"
+                '-------------------------------------\n'
+            )
+
+        case FeedInit(
+            mkt_info=MktPair(dst=Asset()) as mkt,
+            shm_write_opts=dict(shm_opts),
+        ) as init:
+            name: str = mod.name
+            log.info(
+                f"{name}'s `MktPair` info:\n"
+                f'{pformat(mkt.to_dict())}\n'
+                f'shm conf: {pformat(shm_opts)}\n'
+            )
+
+        case _:
+            raise FeedInitializationError(init)
+
+    # build a msg if we received a dict for input.
+    if not rx_msg:
+        assert bs_fqme in mkt.fqme
+        init = FeedInit(
+            mkt_info=mkt,
+            shm_write_opts=init.get('shm_write_opts'),
+        )
+
+    # `MktPair` value audits
+    mkt = init.mkt_info
+    assert mkt.type_key
+
+    # backend is using new `MktPair` but not embedded `Asset` types
+    # for the .src/.dst..
+    if not isinstance(mkt.src, Asset):
+        warn_msg += (
+            f'ALSO, {mod.name.upper()} should try to deliver\n'
+            'the new `MktPair.src: Asset` field!\n'
+            '-----------------------------------------------\n'
+        )
+
+    # complain about any non-idealities
+    if warn_msg:
+        # TODO: would be nice to register an API_COMPAT or something in
+        # maybe cyan for this in general throughput piker no?
+        logmeth = getattr(log, api_log_msg_level)
+        logmeth(warn_msg)
+
+    return init.copy()

piker/fsp/__init__.py

@@ -22,17 +22,40 @@ from typing import AsyncIterator
 
 import numpy as np
 
-from ._engine import cascade
+from ._api import (
+    maybe_mk_fsp_shm,
+    Fsp,
+)
+from ._engine import (
+    cascade,
+    Cascade,
+)
+from ._volume import (
+    dolla_vlm,
+    flow_rates,
+    tina_vwap,
+)
 
-__all__ = ['cascade']
+__all__: list[str] = [
+    'cascade',
+    'Cascade',
+    'maybe_mk_fsp_shm',
+    'Fsp',
+    'dolla_vlm',
+    'flow_rates',
+    'tina_vwap',
+]
 
 
 async def latency(
     source: 'TickStream[Dict[str, float]]',  # noqa
     ohlcv: np.ndarray
+
 ) -> AsyncIterator[np.ndarray]:
-    """Latency measurements, broker to piker.
+    '''
-    """
+    Latency measurements, broker to piker.
+
+    '''
     # TODO: do we want to offer yielding this async
     # before the rt data connection comes up?
 

piker/fsp/_api.py

@@ -174,18 +174,10 @@ def fsp(
     return Fsp(wrapped, outputs=(wrapped.__name__,))
 
 
-def mk_fsp_shm_key(
-    sym: str,
-    target: Fsp
-
-) -> str:
-    uid = tractor.current_actor().uid
-    return f'{sym}.fsp.{target.name}.{".".join(uid)}'
-
-
 def maybe_mk_fsp_shm(
     sym: str,
     target: Fsp,
+    size: int,
     readonly: bool = True,
 
 ) -> (str, ShmArray, bool):
@@ -194,7 +186,8 @@ def maybe_mk_fsp_shm(
     exists, otherwise load the shm already existing for that token.
 
     '''
-    assert isinstance(sym, str), '`sym` should be file-name-friendly `str`'
+    if not isinstance(sym, str):
+        raise ValueError('`sym: str` should be file-name-friendly')
 
     # TODO: load output types from `Fsp`
     # - should `index` be a required internal field?
@@ -206,11 +199,14 @@ def maybe_mk_fsp_shm(
         [(field_name, float) for field_name in target.outputs]
     )
 
-    key = mk_fsp_shm_key(sym, target)
+    # (attempt to) uniquely key the fsp shm buffers
+    actor_name, uuid = tractor.current_actor().uid
+    uuid_snip: str = uuid[:16]
+    key: str = f'piker.{actor_name}[{uuid_snip}].{sym}.{target.name}'
 
     shm, opened = maybe_open_shm_array(
         key,
-        # TODO: create entry for each time frame
+        size=size,
         dtype=fsp_dtype,
         readonly=True,
     )

piker/fsp/_engine.py

@@ -18,13 +18,12 @@
 core task logic for processing chains
 
 '''
-from dataclasses import dataclass
+from __future__ import annotations
+from contextlib import asynccontextmanager as acm
 from functools import partial
 from typing import (
     AsyncIterator,
     Callable,
-    Optional,
-    Union,
 )
 
 import numpy as np
@@ -33,9 +32,9 @@ from trio_typing import TaskStatus
 import tractor
 from tractor.msg import NamespacePath
 
+from piker.types import Struct
 from ..log import get_logger, get_console_log
 from .. import data
-from ..data import attach_shm_array
 from ..data.feed import (
     Flume,
     Feed,
@@ -45,23 +44,17 @@ from ..data._sampling import (
     _default_delay_s,
     open_sample_stream,
 )
-from ..data._source import Symbol
+from ..accounting import MktPair
 from ._api import (
     Fsp,
     _load_builtins,
     _Token,
 )
-from .._profile import Profiler
+from ..toolz import Profiler
 
 log = get_logger(__name__)
 
 
-@dataclass
-class TaskTracker:
-    complete: trio.Event
-    cs: trio.CancelScope
-
-
 async def filter_quotes_by_sym(
 
     sym: str,
@@ -82,51 +75,190 @@ async def filter_quotes_by_sym(
         if quote:
             yield quote
 
+# TODO: unifying the abstractions in this FSP subsys/layer:
+# -[ ] move the `.data.flows.Flume` type into this
+#   module/subsys/pkg?
+# -[ ] ideas for further abstractions as per
+#   - https://github.com/pikers/piker/issues/216,
+#   - https://github.com/pikers/piker/issues/270:
+#   - a (financial signal) ``Flow`` would be the a "collection" of such
+#     minmial cascades. Some engineering based jargon concepts:
+#     - https://en.wikipedia.org/wiki/Signal_chain
+#     - https://en.wikipedia.org/wiki/Daisy_chain_(electrical_engineering)
+#     - https://en.wikipedia.org/wiki/Audio_signal_flow
+#     - https://en.wikipedia.org/wiki/Digital_signal_processing#Implementation
+#     - https://en.wikipedia.org/wiki/Dataflow_programming
+#     - https://en.wikipedia.org/wiki/Signal_programming
+#     - https://en.wikipedia.org/wiki/Incremental_computing
+#     - https://en.wikipedia.org/wiki/Signal-flow_graph
+#     - https://en.wikipedia.org/wiki/Signal-flow_graph#Basic_components
 
-async def fsp_compute(
+# -[ ] we probably want to eval THE BELOW design and unify with the
+#   proto `TaskManager` in the `tractor` dev branch as well as with
+#   our below idea for `Cascade`:
+#   - https://github.com/goodboy/tractor/pull/363
+class Cascade(Struct):
+    '''
+    As per sig-proc engineering parlance, this is a chaining of
+    `Flume`s, which are themselves collections of "Streams"
+    implemented currently via `ShmArray`s.
 
-    symbol: Symbol,
+    A `Cascade` is be the minimal "connection" of 2 `Flumes`
-    flume: Flume,
+    as per circuit parlance:
+    https://en.wikipedia.org/wiki/Two-port_network#Cascade_connection
+
+    TODO:
+      -[ ] could cover the combination of our `FspAdmin` and the
+        backend `.fsp._engine` related machinery to "connect" one flume
+        to another?
+
+    '''
+    # TODO: make these `Flume`s
+    src: Flume
+    dst: Flume
+    tn: trio.Nursery
+    fsp: Fsp  # UI-side middleware ctl API
+
+    # filled during cascade/.bind_func() (fsp_compute) init phases
+    bind_func: Callable | None = None
+    complete: trio.Event | None = None
+    cs: trio.CancelScope | None = None
+    client_stream: tractor.MsgStream | None = None
+
+    async def resync(self) -> int:
+        # TODO: adopt an incremental update engine/approach
+        # where possible here eventually!
+        log.info(f're-syncing fsp {self.fsp.name} to source')
+        self.cs.cancel()
+        await self.complete.wait()
+        index: int = await self.tn.start(self.bind_func)
+
+        # always trigger UI refresh after history update,
+        # see ``piker.ui._fsp.FspAdmin.open_chain()`` and
+        # ``piker.ui._display.trigger_update()``.
+        dst_shm: ShmArray = self.dst.rt_shm
+        await self.client_stream.send({
+            'fsp_update': {
+                'key': dst_shm.token,
+                'first': dst_shm._first.value,
+                'last': dst_shm._last.value,
+            }
+        })
+        return index
+
+    def is_synced(self) -> tuple[bool, int, int]:
+        '''
+        Predicate to dertmine if a destination FSP
+        output array is aligned to its source array.
+
+        '''
+        src_shm: ShmArray = self.src.rt_shm
+        dst_shm: ShmArray = self.dst.rt_shm
+        step_diff = src_shm.index - dst_shm.index
+        len_diff = abs(len(src_shm.array) - len(dst_shm.array))
+        synced: bool = not (
+            # the source is likely backfilling and we must
+            # sync history calculations
+            len_diff > 2
+
+            # we aren't step synced to the source and may be
+            # leading/lagging by a step
+            or step_diff > 1
+            or step_diff < 0
+        )
+        if not synced:
+            fsp: Fsp = self.fsp
+            log.warning(
+                '***DESYNCED FSP***\n'
+                f'{fsp.ns_path}@{src_shm.token}\n'
+                f'step_diff: {step_diff}\n'
+                f'len_diff: {len_diff}\n'
+            )
+        return (
+            synced,
+            step_diff,
+            len_diff,
+        )
+
+    async def poll_and_sync_to_step(self) -> int:
+        synced, step_diff, _ = self.is_synced()
+        while not synced:
+            await self.resync()
+            synced, step_diff, _ = self.is_synced()
+
+        return step_diff
+
+    @acm
+    async def open_edge(
+        self,
+        bind_func: Callable,
+    ) -> int:
+        self.bind_func = bind_func
+        index = await self.tn.start(bind_func)
+        yield index
+        # TODO: what do we want on teardown/error?
+        # -[ ] dynamic reconnection after update?
+
+
+async def connect_streams(
+    casc: Cascade,
+    mkt: MktPair,
     quote_stream: trio.abc.ReceiveChannel,
+    src: Flume,
+    dst: Flume,
 
-    src: ShmArray,
+    edge_func: Callable,
-    dst: ShmArray,
-
-    func: Callable,
 
     # attach_stream: bool = False,
     task_status: TaskStatus[None] = trio.TASK_STATUS_IGNORED,
 
 ) -> None:
+    '''
+    Stream and per-sample compute and write the cascade of
+    2 `Flumes`/streams given some operating `func`.
 
+    https://en.wikipedia.org/wiki/Signal-flow_graph#Basic_components
+
+    Not literally, but something like:
+
+        edge_func(Flume_in) -> Flume_out
+
+    '''
     profiler = Profiler(
         delayed=False,
         disabled=True
     )
 
-    fqsn = symbol.front_fqsn()
+    # TODO: just pull it from src.mkt.fqme no?
-    out_stream = func(
+    # fqme: str = mkt.fqme
+    fqme: str = src.mkt.fqme
+
+    # TODO: dynamic introspection of what the underlying (vertex)
+    # function actually requires from input node (flumes) then
+    # deliver those inputs as part of a graph "compilation" step?
+    out_stream = edge_func(
 
         # TODO: do we even need this if we do the feed api right?
         # shouldn't a local stream do this before we get a handle
         # to the async iterable? it's that or we do some kinda
         # async itertools style?
-        filter_quotes_by_sym(fqsn, quote_stream),
+        filter_quotes_by_sym(fqme, quote_stream),
 
-        # XXX: currently the ``ohlcv`` arg
+        # XXX: currently the ``ohlcv`` arg, but we should allow
-        flume.rt_shm,
+        # (dynamic) requests for src flume (node) streams?
+        src.rt_shm,
     )
 
     # HISTORY COMPUTE PHASE
     # conduct a single iteration of fsp with historical bars input
     # and get historical output.
-    history_output: Union[
+    history_output: (
-        dict[str, np.ndarray],  # multi-output case
+        dict[str, np.ndarray]  # multi-output case
-        np.ndarray,  # single output case
+        | np.ndarray,  # single output case
-    ]
+    )
     history_output = await anext(out_stream)
 
-    func_name = func.__name__
+    func_name = edge_func.__name__
     profiler(f'{func_name} generated history')
 
     # build struct array with an 'index' field to push as history
@@ -134,10 +266,12 @@ async def fsp_compute(
     # TODO: push using a[['f0', 'f1', .., 'fn']] = .. syntax no?
     # if the output array is multi-field then push
     # each respective field.
-    fields = getattr(dst.array.dtype, 'fields', None).copy()
+    dst_shm: ShmArray = dst.rt_shm
+    fields = getattr(dst_shm.array.dtype, 'fields', None).copy()
     fields.pop('index')
-    history_by_field: Optional[np.ndarray] = None
+    history_by_field: np.ndarray | None = None
-    src_time = src.array['time']
+    src_shm: ShmArray = src.rt_shm
+    src_time = src_shm.array['time']
 
     if (
         fields and
@@ -156,7 +290,7 @@ async def fsp_compute(
                 if history_by_field is None:
 
                     if output is None:
-                        length = len(src.array)
+                        length = len(src_shm.array)
                     else:
                         length = len(output)
 
@@ -165,7 +299,7 @@ async def fsp_compute(
                     # will be pushed to shm.
                     history_by_field = np.zeros(
                         length,
-                        dtype=dst.array.dtype
+                        dtype=dst_shm.array.dtype
                     )
 
                 if output is None:
@@ -182,12 +316,14 @@ async def fsp_compute(
             )
         history_by_field = np.zeros(
             len(history_output),
-            dtype=dst.array.dtype
+            dtype=dst_shm.array.dtype
         )
         history_by_field[func_name] = history_output
 
     history_by_field['time'] = src_time[-len(history_by_field):]
 
+    history_output['time'] = src_shm.array['time']
+
     # TODO: XXX:
     # THERE'S A BIG BUG HERE WITH THE `index` field since we're
     # prepending a copy of the first value a few times to make
@@ -199,11 +335,11 @@ async def fsp_compute(
     #   is `index` aware such that historical data can be indexed
     #   relative to the true first datum? Not sure if this is sane
     #   for incremental compuations.
-    first = dst._first.value = src._first.value
+    first = dst_shm._first.value = src_shm._first.value
 
     # TODO: can we use this `start` flag instead of the manual
     # setting above?
-    index = dst.push(
+    index = dst_shm.push(
         history_by_field,
         start=first,
     )
@@ -214,12 +350,9 @@ async def fsp_compute(
     # setup a respawn handle
     with trio.CancelScope() as cs:
 
-        # TODO: might be better to just make a "restart" method where
+        casc.cs = cs
-        # the target task is spawned implicitly and then the event is
+        casc.complete = trio.Event()
-        # set via some higher level api? At that poing we might as well
+        task_status.started(index)
-        # be writing a one-cancels-one nursery though right?
-        tracker = TaskTracker(trio.Event(), cs)
-        task_status.started((tracker, index))
 
         profiler(f'{func_name} yield last index')
 
@@ -233,12 +366,12 @@ async def fsp_compute(
                 log.debug(f"{func_name}: {processed}")
                 key, output = processed
                 # dst.array[-1][key] = output
-                dst.array[[key, 'time']][-1] = (
+                dst_shm.array[[key, 'time']][-1] = (
                     output,
                     # TODO: what about pushing ``time.time_ns()``
                     # in which case we'll need to round at the graphics
                     # processing / sampling layer?
-                    src.array[-1]['time']
+                    src_shm.array[-1]['time']
                 )
 
                 # NOTE: for now we aren't streaming this to the consumer
@@ -250,7 +383,7 @@ async def fsp_compute(
                 # N-consumers who subscribe for the real-time output,
                 # which we'll likely want to implement using local-mem
                 # chans for the fan out?
-                # index = src.index
+                # index = src_shm.index
                 # if attach_stream:
                 #     await client_stream.send(index)
 
@@ -260,7 +393,7 @@ async def fsp_compute(
                 #     log.info(f'FSP quote too fast: {hz}')
                 # last = time.time()
         finally:
-            tracker.complete.set()
+            casc.complete.set()
 
 
 @tractor.context
@@ -269,17 +402,17 @@ async def cascade(
     ctx: tractor.Context,
 
     # data feed key
-    fqsn: str,
+    fqme: str,
-
-    src_shm_token: dict,
-    dst_shm_token: tuple[str, np.dtype],
 
+    # flume pair cascaded using an "edge function"
+    src_flume_addr: dict,
+    dst_flume_addr: dict,
     ns_path: NamespacePath,
 
     shm_registry: dict[str, _Token],
 
     zero_on_step: bool = False,
-    loglevel: Optional[str] = None,
+    loglevel: str | None = None,
 
 ) -> None:
     '''
@@ -295,8 +428,14 @@ async def cascade(
     if loglevel:
         get_console_log(loglevel)
 
-    src = attach_shm_array(token=src_shm_token)
+    src: Flume = Flume.from_msg(src_flume_addr)
-    dst = attach_shm_array(readonly=False, token=dst_shm_token)
+    dst: Flume = Flume.from_msg(
+        dst_flume_addr,
+        readonly=False,
+    )
+
+    # src: ShmArray = attach_shm_array(token=src_shm_token)
+    # dst: ShmArray = attach_shm_array(readonly=False, token=dst_shm_token)
 
     reg = _load_builtins()
     lines = '\n'.join([f'{key.rpartition(":")[2]} => {key}' for key in reg])
@@ -304,11 +443,11 @@ async def cascade(
         f'Registered FSP set:\n{lines}'
     )
 
-    # update actorlocal flows table which registers
+    # NOTE XXX: update actorlocal flows table which registers
-    # readonly "instances" of this fsp for symbol/source
+    # readonly "instances" of this fsp for symbol/source so that
-    # so that consumer fsps can look it up by source + fsp.
+    # consumer fsps can look it up by source + fsp.
-    # TODO: ugh i hate this wind/unwind to list over the wire
+    # TODO: ugh i hate this wind/unwind to list over the wire but
-    # but not sure how else to do it.
+    # not sure how else to do it.
     for (token, fsp_name, dst_token) in shm_registry:
         Fsp._flow_registry[(
             _Token.from_msg(token),
@@ -318,16 +457,19 @@ async def cascade(
     fsp: Fsp = reg.get(
         NamespacePath(ns_path)
     )
-    func = fsp.func
+    func: Callable = fsp.func
 
     if not func:
         # TODO: assume it's a func target path
         raise ValueError(f'Unknown fsp target: {ns_path}')
 
+    _fqme: str = src.mkt.fqme
+    assert _fqme == fqme
+
     # open a data feed stream with requested broker
     feed: Feed
     async with data.feed.maybe_open_feed(
-        [fqsn],
+        [fqme],
 
         # TODO throttle tick outputs from *this* daemon since
         # it'll emit tons of ticks due to the throttle only
@@ -337,177 +479,142 @@ async def cascade(
 
     ) as feed:
 
-        flume = feed.flumes[fqsn]
+        flume: Flume = feed.flumes[fqme]
-        symbol = flume.symbol
+        # XXX: can't do this since flume.feed will be set XD
-        assert src.token == flume.rt_shm.token
+        # assert flume == src
+        assert flume.mkt == src.mkt
+        mkt: MktPair = flume.mkt
+
+        # NOTE: FOR NOW, sanity checks around the feed as being
+        # always the src flume (until we get to fancier/lengthier
+        # chains/graphs.
+        assert src.rt_shm.token == flume.rt_shm.token
+
+        # XXX: won't work bc the _hist_shm_token value will be
+        # list[list] after IPC..
+        # assert flume.to_msg() == src_flume_addr
+
         profiler(f'{func}: feed up')
 
-        func_name = func.__name__
+        func_name: str = func.__name__
         async with (
-            trio.open_nursery() as n,
+            trio.open_nursery() as tn,
         ):
+            # TODO: might be better to just make a "restart" method where
+            # the target task is spawned implicitly and then the event is
+            # set via some higher level api? At that poing we might as well
+            # be writing a one-cancels-one nursery though right?
+            casc = Cascade(
+                src,
+                dst,
+                tn,
+                fsp,
+            )
 
+            # TODO: this seems like it should be wrapped somewhere?
             fsp_target = partial(
-
+                connect_streams,
-                fsp_compute,
+                casc=casc,
-                symbol=symbol,
+                mkt=mkt,
-                flume=flume,
                 quote_stream=flume.stream,
 
-                # shm
+                # flumes and shm passthrough
                 src=src,
                 dst=dst,
 
-                # target
+                # chain function which takes src flume input(s)
-                func=func
+                # and renders dst flume output(s)
+                edge_func=func
             )
+            async with casc.open_edge(
+                bind_func=fsp_target,
+            ) as index:
+                # casc.bind_func = fsp_target
+                # index = await tn.start(fsp_target)
+                dst_shm: ShmArray = dst.rt_shm
+                src_shm: ShmArray = src.rt_shm
 
-            tracker, index = await n.start(fsp_target)
+                if zero_on_step:
+                    last = dst.rt_shm.array[-1:]
+                    zeroed = np.zeros(last.shape, dtype=last.dtype)
 
-            if zero_on_step:
+                profiler(f'{func_name}: fsp up')
-                last = dst.array[-1:]
-                zeroed = np.zeros(last.shape, dtype=last.dtype)
 
-            profiler(f'{func_name}: fsp up')
+                # sync to client-side actor
+                await ctx.started(index)
 
-            # sync client
+                # XXX:  rt stream with client which we MUST
-            await ctx.started(index)
+                # open here (and keep it open) in order to make
+                # incremental "updates" as history prepends take
+                # place.
+                async with ctx.open_stream() as client_stream:
+                    casc.client_stream: tractor.MsgStream = client_stream
 
-            # XXX:  rt stream with client which we MUST
+                    s, step, ld = casc.is_synced()
-            # open here (and keep it open) in order to make
-            # incremental "updates" as history prepends take
-            # place.
-            async with ctx.open_stream() as client_stream:
 
-                # TODO: these likely should all become
+                    # detect sample period step for subscription to increment
-                # methods of this ``TaskLifetime`` or wtv
+                    # signal
-                # abstraction..
+                    times = src.rt_shm.array['time']
-                async def resync(
+                    if len(times) > 1:
-                    tracker: TaskTracker,
+                        last_ts = times[-1]
+                        delay_s: float = float(last_ts - times[times != last_ts][-1])
+                    else:
+                        # our default "HFT" sample rate.
+                        delay_s: float = _default_delay_s
 
-                ) -> tuple[TaskTracker, int]:
+                    # sub and increment the underlying shared memory buffer
-                    # TODO: adopt an incremental update engine/approach
+                    # on every step msg received from the global `samplerd`
-                    # where possible here eventually!
+                    # service.
-                    log.info(f're-syncing fsp {func_name} to source')
+                    async with open_sample_stream(
-                    tracker.cs.cancel()
+                        float(delay_s)
-                    await tracker.complete.wait()
+                    ) as istream:
-                    tracker, index = await n.start(fsp_target)
 
-                    # always trigger UI refresh after history update,
+                        profiler(f'{func_name}: sample stream up')
-                    # see ``piker.ui._fsp.FspAdmin.open_chain()`` and
+                        profiler.finish()
-                    # ``piker.ui._display.trigger_update()``.
-                    await client_stream.send({
-                        'fsp_update': {
-                            'key': dst_shm_token,
-                            'first': dst._first.value,
-                            'last': dst._last.value,
-                        }
-                    })
-                    return tracker, index
 
-                def is_synced(
+                        async for i in istream:
-                    src: ShmArray,
+                            # print(f'FSP incrementing {i}')
-                    dst: ShmArray
-                ) -> tuple[bool, int, int]:
-                    '''
-                    Predicate to dertmine if a destination FSP
-                    output array is aligned to its source array.
 
-                    '''
+                            # respawn the compute task if the source
-                    step_diff = src.index - dst.index
+                            # array has been updated such that we compute
-                    len_diff = abs(len(src.array) - len(dst.array))
+                            # new history from the (prepended) source.
-                    return not (
+                            synced, step_diff, _ = casc.is_synced()
-                        # the source is likely backfilling and we must
+                            if not synced:
-                        # sync history calculations
+                                step_diff: int = await casc.poll_and_sync_to_step()
-                        len_diff > 2
 
-                        # we aren't step synced to the source and may be
+                                # skip adding a last bar since we should already
-                        # leading/lagging by a step
+                                # be step alinged
-                        or step_diff > 1
+                                if step_diff == 0:
-                        or step_diff < 0
+                                    continue
-                    ), step_diff, len_diff
 
-                async def poll_and_sync_to_step(
+                            # read out last shm row, copy and write new row
-                    tracker: TaskTracker,
+                            array = dst_shm.array
-                    src: ShmArray,
-                    dst: ShmArray,
 
-                ) -> tuple[TaskTracker, int]:
+                            # some metrics like vlm should be reset
+                            # to zero every step.
+                            if zero_on_step:
+                                last = zeroed
+                            else:
+                                last = array[-1:].copy()
 
-                    synced, step_diff, _ = is_synced(src, dst)
+                            dst.rt_shm.push(last)
-                    while not synced:
-                        tracker, index = await resync(tracker)
-                        synced, step_diff, _ = is_synced(src, dst)
 
-                    return tracker, step_diff
+                            # sync with source buffer's time step
+                            src_l2 = src_shm.array[-2:]
+                            src_li, src_lt = src_l2[-1][['index', 'time']]
+                            src_2li, src_2lt = src_l2[-2][['index', 'time']]
+                            dst_shm._array['time'][src_li] = src_lt
+                            dst_shm._array['time'][src_2li] = src_2lt
 
-                s, step, ld = is_synced(src, dst)
+                            # last2 = dst.array[-2:]
-
+                            # if (
-                # detect sample period step for subscription to increment
+                            #     last2[-1]['index'] != src_li
-                # signal
+                            #     or last2[-2]['index'] != src_2li
-                times = src.array['time']
+                            # ):
-                if len(times) > 1:
+                            #     dstl2 = list(last2)
-                    last_ts = times[-1]
+                            #     srcl2 = list(src_l2)
-                    delay_s = float(last_ts - times[times != last_ts][-1])
+                            #     print(
-                else:
+                            #         # f'{dst.token}\n'
-                    # our default "HFT" sample rate.
+                            #         f'src: {srcl2}\n'
-                    delay_s = _default_delay_s
+                            #         f'dst: {dstl2}\n'
-
+                            #     )
-                # sub and increment the underlying shared memory buffer
-                # on every step msg received from the global `samplerd`
-                # service.
-                async with open_sample_stream(float(delay_s)) as istream:
-
-                    profiler(f'{func_name}: sample stream up')
-                    profiler.finish()
-
-                    async for i in istream:
-                        # print(f'FSP incrementing {i}')
-
-                        # respawn the compute task if the source
-                        # array has been updated such that we compute
-                        # new history from the (prepended) source.
-                        synced, step_diff, _ = is_synced(src, dst)
-                        if not synced:
-                            tracker, step_diff = await poll_and_sync_to_step(
-                                tracker,
-                                src,
-                                dst,
-                            )
-
-                            # skip adding a last bar since we should already
-                            # be step alinged
-                            if step_diff == 0:
-                                continue
-
-                        # read out last shm row, copy and write new row
-                        array = dst.array
-
-                        # some metrics like vlm should be reset
-                        # to zero every step.
-                        if zero_on_step:
-                            last = zeroed
-                        else:
-                            last = array[-1:].copy()
-
-                        dst.push(last)
-
-                        # sync with source buffer's time step
-                        src_l2 = src.array[-2:]
-                        src_li, src_lt = src_l2[-1][['index', 'time']]
-                        src_2li, src_2lt = src_l2[-2][['index', 'time']]
-                        dst._array['time'][src_li] = src_lt
-                        dst._array['time'][src_2li] = src_2lt
-
-                        # last2 = dst.array[-2:]
-                        # if (
-                        #     last2[-1]['index'] != src_li
-                        #     or last2[-2]['index'] != src_2li
-                        # ):
-                        #     dstl2 = list(last2)
-                        #     srcl2 = list(src_l2)
-                        #     print(
-                        #         # f'{dst.token}\n'
-                        #         f'src: {srcl2}\n'
-                        #         f'dst: {dstl2}\n'
-                        #     )

piker/fsp/_momo.py

@@ -24,7 +24,7 @@ import numpy as np
 from numba import jit, float64, optional, int64
 
 from ._api import fsp
-from ..data._normalize import iterticks
+from ..data import iterticks
 from ..data._sharedmem import ShmArray
 
 

piker/fsp/_volume.py

@@ -20,7 +20,7 @@ import numpy as np
 from tractor.trionics._broadcast import AsyncReceiver
 
 from ._api import fsp
-from ..data._normalize import iterticks
+from ..data import iterticks
 from ..data._sharedmem import ShmArray
 from ._momo import _wma
 from ..log import get_logger

piker/log.py

@@ -21,7 +21,11 @@ import logging
 import json
 
 import tractor
-from pygments import highlight, lexers, formatters
+from pygments import (
+    highlight,
+    lexers,
+    formatters,
+)
 
 # Makes it so we only see the full module name when using ``__name__``
 # without the extra "piker." prefix.
@@ -32,26 +36,51 @@ def get_logger(
     name: str = None,
 
 ) -> logging.Logger:
-    '''Return the package log or a sub-log for `name` if provided.
     '''
-    return tractor.log.get_logger(name=name, _root_name=_proj_name)
+    Return the package log or a sub-log for `name` if provided.
+
+    '''
+    return tractor.log.get_logger(
+        name=name,
+        _root_name=_proj_name,
+    )
 
 
-def get_console_log(level: str = None, name: str = None) -> logging.Logger:
+def get_console_log(
-    '''Get the package logger and enable a handler which writes to stderr.
+    level: str | None = None,
+    name: str | None = None,
+
+) -> logging.Logger:
+    '''
+    Get the package logger and enable a handler which writes to stderr.
 
     Yeah yeah, i know we can use ``DictConfig``. You do it...
+
     '''
     return tractor.log.get_console_log(
-        level, name=name, _root_name=_proj_name)  # our root logger
+        level,
+        name=name,
+        _root_name=_proj_name,
+    )  # our root logger
 
 
-def colorize_json(data, style='algol_nu'):
+def colorize_json(
-    """Colorize json output using ``pygments``.
+    data: dict,
-    """
+    style='algol_nu',
-    formatted_json = json.dumps(data, sort_keys=True, indent=4)
+):
+    '''
+    Colorize json output using ``pygments``.
+
+    '''
+    formatted_json = json.dumps(
+        data,
+        sort_keys=True,
+        indent=4,
+    )
     return highlight(
-        formatted_json, lexers.JsonLexer(),
+        formatted_json,
+        lexers.JsonLexer(),
+
         # likeable styles: algol_nu, tango, monokai
         formatters.TerminalTrueColorFormatter(style=style)
     )

piker/pp.py

@@ -1,975 +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
-    ] = {}
-    first_clear_dt: Optional[datetime] = None
-
-    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')
-
-        # should be obvious from clears/event table
-        d.pop('first_clear_dt')
-
-        # 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()
-
-        if self.expiry is None:
-            d.pop('expiry', None)
-        elif expiry:
-            d['expiry'] = str(expiry)
-
-        toml_clears_list = []
-
-        # reverse sort so latest clears are at top of section?
-        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()
-
-            # serialize datetime to parsable `str`
-            inline_table['dt'] = str(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 ensure_state(self) -> None:
-        '''
-        Audit either the `.size` and `.ppu` local instance vars against
-        the clears table calculations and return the calc-ed values if
-        they differ and log warnings to console.
-
-        '''
-        clears = list(self.clears.values())
-        self.first_clear_dt = min(list(entry['dt'] for entry in clears))
-        last_clear = clears[-1]
-
-        csize = self.calc_size()
-        accum = last_clear['accum_size']
-        if not self.expired():
-            if (
-                csize != accum
-                and csize != round(accum * self.split_ratio or 1)
-            ):
-                raise ValueError(f'Size mismatch: {csize}')
-        else:
-            assert csize == 0, 'Contract is expired but non-zero size?'
-
-        if self.size != csize:
-            log.warning(
-                'Position state mismatch:\n'
-                f'{self.size} => {csize}'
-            )
-            self.size = csize
-
-        cppu = self.calc_ppu()
-        ppu = last_clear['ppu']
-        if (
-            cppu != ppu
-            and self.split_ratio is not None
-            # handle any split info entered (for now) manually by user
-            and cppu != (ppu / self.split_ratio)
-        ):
-            raise ValueError(f'PPU mismatch: {cppu}')
-
-        if self.ppu != cppu:
-            log.warning(
-                'Position state mismatch:\n'
-                f'{self.ppu} => {cppu}'
-            )
-            self.ppu = cppu
-
-    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 expired(self) -> bool:
-        '''
-        Predicate which checks if the contract/instrument is past its expiry.
-
-        '''
-        return bool(self.expiry) and self.expiry < now()
-
-    def calc_size(self) -> float:
-        '''
-        Calculate the unit size of this position in the destination
-        asset using the clears/trade event table; zero if expired.
-
-        '''
-        size: float = 0
-
-        # time-expired pps (normally derivatives) are "closed"
-        # and have a zero size.
-        if self.expired():
-            return 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': t.dt,
-        }
-
-        # TODO: compute these incrementally instead
-        # of re-looping through each time resulting in O(n**2)
-        # behaviour..?
-
-        # NOTE: we 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
-
-    def sugest_split(self) -> float:
-        ...
-
-
-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,
-                )
-            )
-            clears = pp.clears
-            if clears:
-                first_clear_dt = pp.first_clear_dt
-
-                # don't do updates for ledger records we already have
-                # included in the current pps state.
-                if (
-                    t.tid in clears
-                    or first_clear_dt and t.dt < first_clear_dt
-                ):
-                    # 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.ensure_state()
-
-        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.ensure_state()
-
-            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()
-            pos.ensure_state()
-
-            # 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``).
-        clears = pp_objs.setdefault(bsuid, {})
-
-        # TODO: should be make a ``Struct`` for clear/event entries?
-        # convert "clear events table" from the toml config (list of
-        # a dicts) and load it into object form for use in position
-        # processing of new clear events.
-        trans: list[Transaction] = []
-
-        for clears_table in clears_list:
-            tid = clears_table.pop('tid')
-            dtstr = clears_table['dt']
-            dt = pendulum.parse(dtstr)
-            clears_table['dt'] = dt
-            trans.append(Transaction(
-                fqsn=bsuid,
-                bsuid=bsuid,
-                tid=tid,
-                size=clears_table['size'],
-                price=clears_table['price'],
-                cost=clears_table['cost'],
-                dt=dt,
-            ))
-            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!
-        for t in trans:
-            pp.add_clear(t)
-
-        # audit entries loaded from toml
-        pp.ensure_state()
-
-    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/service/__init__.py

@@ -0,0 +1,58 @@
+# 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/>.
+
+'''
+Actor runtime primtives and (distributed) service APIs for,
+
+- daemon-service mgmt: `_daemon` (i.e. low-level spawn and supervise machinery
+  for sub-actors like `brokerd`, `emsd`, datad`, etc.)
+
+- service-actor supervision (via `trio` tasks) API: `._mngr`
+
+- discovery interface (via light wrapping around `tractor`'s built-in
+  prot): `._registry`
+
+- `docker` cntr SC supervision for use with `trio`: `_ahab`
+  - wrappers for marketstore and elasticsearch dbs
+  => TODO: maybe to (re)move elsewhere?
+
+'''
+from ._mngr import Services as Services
+from ._registry import (
+    _tractor_kwargs as _tractor_kwargs,
+    _default_reg_addr as _default_reg_addr,
+    _default_registry_host as _default_registry_host,
+    _default_registry_port as _default_registry_port,
+
+    open_registry as open_registry,
+    find_service as find_service,
+    check_for_service as check_for_service,
+)
+from ._daemon import (
+    maybe_spawn_daemon as maybe_spawn_daemon,
+    spawn_emsd as spawn_emsd,
+    maybe_open_emsd as maybe_open_emsd,
+)
+from ._actor_runtime import (
+    open_piker_runtime as open_piker_runtime,
+    maybe_open_pikerd as maybe_open_pikerd,
+    open_pikerd as open_pikerd,
+    get_runtime_vars as get_runtime_vars,
+)
+from ..brokers._daemon import (
+    spawn_brokerd as spawn_brokerd,
+    maybe_spawn_brokerd as maybe_spawn_brokerd,
+)

piker/service/_actor_runtime.py

@@ -0,0 +1,336 @@
+# 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/>.
+
+"""
+``tractor`` wrapping + default config to bootstrap the `pikerd`.
+
+"""
+from __future__ import annotations
+import os
+from typing import (
+    Optional,
+    Any,
+    ClassVar,
+)
+from contextlib import (
+    asynccontextmanager as acm,
+)
+
+import tractor
+import trio
+
+from ._util import (
+    get_console_log,
+)
+from ._mngr import (
+    Services,
+)
+from ._registry import (  # noqa
+    _tractor_kwargs,
+    _default_reg_addr,
+    open_registry,
+)
+
+
+def get_runtime_vars() -> dict[str, Any]:
+    '''
+    Deliver ``tractor`` related runtime variables in a `dict`.
+
+    '''
+    return _tractor_kwargs
+
+
+@acm
+async def open_piker_runtime(
+    name: str,
+    registry_addrs: list[tuple[str, int]] = [],
+
+    enable_modules: list[str] = [],
+    loglevel: Optional[str] = None,
+
+    # XXX NOTE XXX: you should pretty much never want debug mode
+    # for data daemons when running in production.
+    debug_mode: bool = False,
+
+    # TODO: once we have `rsyscall` support we will read a config
+    # and spawn the service tree distributed per that.
+    start_method: str = 'trio',
+
+    tractor_runtime_overrides: dict | None = None,
+    **tractor_kwargs,
+
+) -> tuple[
+    tractor.Actor,
+    list[tuple[str, int]],
+]:
+    '''
+    Start a piker actor who's runtime will automatically sync with
+    existing piker actors on the local link based on configuration.
+
+    Can be called from a subactor or any program that needs to start
+    a root actor.
+
+    '''
+    # check for existing runtime, boot it
+    # if not already running.
+    try:
+        actor = tractor.current_actor()
+    except tractor._exceptions.NoRuntime:
+        tractor._state._runtime_vars[
+            'piker_vars'
+        ] = tractor_runtime_overrides
+
+        # NOTE: if no registrar list passed used the default of just
+        # setting it as the root actor on localhost.
+        registry_addrs = (
+            registry_addrs
+            or [_default_reg_addr]
+        )
+
+        if ems := tractor_kwargs.pop('enable_modules', None):
+            # import pdbp; pdbp.set_trace()
+            enable_modules.extend(ems)
+
+        async with (
+            tractor.open_root_actor(
+
+                # passed through to ``open_root_actor``
+                registry_addrs=registry_addrs,
+                name=name,
+                loglevel=loglevel,
+                debug_mode=debug_mode,
+                start_method=start_method,
+
+                # TODO: eventually we should be able to avoid
+                # having the root have more then permissions to
+                # spawn other specialized daemons I think?
+                enable_modules=enable_modules,
+
+                **tractor_kwargs,
+            ) as actor,
+
+            open_registry(
+                registry_addrs,
+                ensure_exists=False,
+            ) as addrs,
+        ):
+            assert actor is tractor.current_actor()
+            yield (
+                actor,
+                addrs,
+            )
+    else:
+        async with open_registry(
+            registry_addrs
+        ) as addrs:
+            yield (
+                actor,
+                addrs,
+            )
+
+
+_root_dname: str = 'pikerd'
+_root_modules: list[str] = [
+    __name__,
+    'piker.service._daemon',
+    'piker.brokers._daemon',
+
+    'piker.clearing._ems',
+    'piker.clearing._client',
+
+    'piker.data._sampling',
+]
+
+
+@acm
+async def open_pikerd(
+    registry_addrs: list[tuple[str, int]],
+
+    loglevel: str | None = None,
+
+    # XXX: you should pretty much never want debug mode
+    # for data daemons when running in production.
+    debug_mode: bool = False,
+
+    **kwargs,
+
+) -> Services:
+    '''
+    Start a root piker daemon with an indefinite lifetime.
+
+    A root actor nursery is created which can be used to create and keep
+    alive underling services (see below).
+
+    '''
+    # NOTE: for the root daemon we always enable the root
+    # mod set and we `list.extend()` it into wtv the
+    # caller requested.
+    # TODO: make this mod set more strict?
+    # -[ ] eventually we should be able to avoid
+    #    having the root have more then permissions to spawn other
+    #    specialized daemons I think?
+    ems: list[str] = kwargs.setdefault('enable_modules', [])
+    ems.extend(_root_modules)
+
+    async with (
+        open_piker_runtime(
+
+            name=_root_dname,
+            loglevel=loglevel,
+            debug_mode=debug_mode,
+            registry_addrs=registry_addrs,
+
+            **kwargs,
+
+        ) as (
+            root_actor,
+            reg_addrs,
+        ),
+        tractor.open_nursery() as actor_nursery,
+        trio.open_nursery() as service_nursery,
+    ):
+        for addr in reg_addrs:
+            if addr not in root_actor.accept_addrs:
+                raise RuntimeError(
+                    f'`pikerd` failed to bind on {addr}!\n'
+                    'Maybe you have another daemon already running?'
+                )
+
+        # assign globally for future daemon/task creation
+        Services.actor_n = actor_nursery
+        Services.service_n = service_nursery
+        Services.debug_mode = debug_mode
+
+        try:
+            yield Services
+
+        finally:
+            # TODO: is this more clever/efficient?
+            # if 'samplerd' in Services.service_tasks:
+            #     await Services.cancel_service('samplerd')
+            service_nursery.cancel_scope.cancel()
+
+
+# TODO: do we even need this?
+# @acm
+# async def maybe_open_runtime(
+#     loglevel: Optional[str] = None,
+#     **kwargs,
+
+# ) -> None:
+#     '''
+#     Start the ``tractor`` runtime (a root actor) if none exists.
+
+#     '''
+#     name = kwargs.pop('name')
+
+#     if not tractor.current_actor(err_on_no_runtime=False):
+#         async with open_piker_runtime(
+#             name,
+#             loglevel=loglevel,
+#             **kwargs,
+#         ) as (_, addr):
+#             yield addr,
+#     else:
+#         async with open_registry() as addr:
+#             yield addr
+
+
+@acm
+async def maybe_open_pikerd(
+    registry_addrs: list[tuple[str, int]] | None = None,
+
+    loglevel: str | None = None,
+    **kwargs,
+
+) -> tractor._portal.Portal | ClassVar[Services]:
+    '''
+    If no ``pikerd`` daemon-root-actor can be found start it and
+    yield up (we should probably figure out returning a portal to self
+    though).
+
+    '''
+    if loglevel:
+        get_console_log(loglevel)
+
+    # subtle, we must have the runtime up here or portal lookup will fail
+    query_name = kwargs.pop(
+        'name',
+        f'piker_query_{os.getpid()}',
+    )
+
+    # TODO: if we need to make the query part faster we could not init
+    # an actor runtime and instead just hit the socket?
+    # from tractor._ipc import _connect_chan, Channel
+    # async with _connect_chan(host, port) as chan:
+    #     async with open_portal(chan) as arb_portal:
+    #         yield arb_portal
+
+    registry_addrs: list[tuple[str, int]] = (
+        registry_addrs
+        or [_default_reg_addr]
+    )
+
+    pikerd_portal: tractor.Portal | None
+    async with (
+        open_piker_runtime(
+            name=query_name,
+            registry_addrs=registry_addrs,
+            loglevel=loglevel,
+            **kwargs,
+        ) as (actor, addrs),
+    ):
+        if _root_dname in actor.uid:
+            yield None
+            return
+
+        # NOTE: IFF running in disti mode, try to attach to any
+        # existing (host-local) `pikerd`.
+        else:
+            async with tractor.find_actor(
+                _root_dname,
+                registry_addrs=registry_addrs,
+                only_first=True,
+                # raise_on_none=True,
+            ) as pikerd_portal:
+
+                # connect to any existing remote daemon presuming its
+                # registry socket was selected.
+                if pikerd_portal is not None:
+
+                    # sanity check that we are actually connecting to
+                    # a remote process and not ourselves.
+                    assert actor.uid != pikerd_portal.channel.uid
+                    assert registry_addrs
+
+                    yield pikerd_portal
+                    return
+
+    # presume pikerd role since no daemon could be found at
+    # configured address
+    async with open_pikerd(
+        loglevel=loglevel,
+        registry_addrs=registry_addrs,
+
+        # passthrough to ``tractor`` init
+        **kwargs,
+
+    ) as service_manager:
+        # in the case where we're starting up the
+        # tractor-piker runtime stack in **this** process
+        # we return no portal to self.
+        assert service_manager
+        yield service_manager

piker/service/_ahab.py

@@ -15,9 +15,13 @@
 # along with this program.  If not, see <https://www.gnu.org/licenses/>.
 
 '''
-Supervisor for docker with included specific-image service helpers.
+Supervisor for ``docker`` with included async and SC wrapping to
+ensure a cancellable container lifetime system.
 
 '''
+from __future__ import annotations
+from collections import ChainMap
+from functools import partial
 import os
 import time
 from typing import (
@@ -45,11 +49,13 @@ from requests.exceptions import (
     ReadTimeout,
 )
 
-from ..log import get_logger, get_console_log
+from ._mngr import Services
+from ._util import (
+    log,  # sub-sys logger
+    get_console_log,
+)
 from .. import config
 
-log = get_logger(__name__)
-
 
 class DockerNotStarted(Exception):
     'Prolly you dint start da daemon bruh'
@@ -124,8 +130,19 @@ class Container:
 
     async def process_logs_until(
         self,
-        patt: str,
+        log_msg_key: str,
-        bp_on_msg: bool = False,
+
+        # this is a predicate func for matching log msgs emitted by the
+        # underlying containerized app
+        patt_matcher: Callable[[str], bool],
+
+        # XXX WARNING XXX: do not touch this sleep value unless
+        # you know what you are doing! the value is critical to
+        # making sure the caller code inside the startup context
+        # does not timeout BEFORE we receive a match on the
+        # ``patt_matcher()`` predicate above.
+        checkpoint_period: float = 0.001,
+
     ) -> bool:
         '''
         Attempt to capture container log messages and relay through our
@@ -136,6 +153,15 @@ class Container:
 
         while True:
             logs = self.cntr.logs()
+            try:
+                logs = self.cntr.logs()
+            except (
+                docker.errors.NotFound,
+                docker.errors.APIError
+            ):
+                log.exception('Failed to parse logs?')
+                return False
+
             entries = logs.decode().split('\n')
             for entry in entries:
 
@@ -143,34 +169,48 @@ class Container:
                 if not entry:
                     continue
 
+                entry = entry.strip()
                 try:
-                    record = json.loads(entry.strip())
+                    record = json.loads(entry)
+                    msg = record[log_msg_key]
+                    level = record['level']
+
                 except json.JSONDecodeError:
-                    if 'Error' in entry:
+                    msg = entry
-                        raise RuntimeError(entry)
+                    level = 'error'
-                    raise
 
-                msg = record['msg']
+                # TODO: do we need a more general mechanism
-                level = record['level']
+                # for these kinda of "log record entries"?
-                if msg and entry not in seen_so_far:
+                # if 'Error' in entry:
+                #     raise RuntimeError(entry)
+
+                if (
+                    msg
+                    and entry not in seen_so_far
+                ):
                     seen_so_far.add(entry)
-                    if bp_on_msg:
+                    getattr(
-                        await tractor.breakpoint()
+                        log,
+                        level.lower(),
+                        log.error
+                    )(f'{msg}')
 
-                    getattr(log, level, log.error)(f'{msg}')
+                    if level == 'fatal':
-
-                    # print(f'level: {level}')
-                    if level in ('error', 'fatal'):
                         raise ApplicationLogError(msg)
 
-                if patt in msg:
+                if await patt_matcher(msg):
                     return True
 
                 # do a checkpoint so we don't block if cancelled B)
-                await trio.sleep(0.01)
+                await trio.sleep(checkpoint_period)
 
         return False
 
+    @property
+    def cuid(self) -> str:
+        fqcn: str = self.cntr.attrs['Config']['Image']
+        return f'{fqcn}[{self.cntr.short_id}]'
+
     def try_signal(
         self,
         signal: str = 'SIGINT',
@@ -206,28 +246,39 @@ class Container:
 
     async def cancel(
         self,
-        stop_msg: str,
+        log_msg_key: str,
+        stop_predicate: Callable[[str], bool],
+
         hard_kill: bool = False,
 
     ) -> None:
+        '''
+        Attempt to cancel this container gracefully, fail over to
+        a hard kill on timeout.
 
+        '''
         cid = self.cntr.id
 
         # first try a graceful cancel
         log.cancel(
-            f'SIGINT cancelling container: {cid}\n'
+            f'SIGINT cancelling container: {self.cuid}\n'
-            f'waiting on stop msg: "{stop_msg}"'
+            'waiting on stop predicate...'
         )
         self.try_signal('SIGINT')
 
         start = time.time()
         for _ in range(6):
 
-            with trio.move_on_after(0.5) as cs:
+            with trio.move_on_after(1) as cs:
-                log.cancel('polling for CNTR logs...')
+                log.cancel(
+                    'polling for CNTR logs for {stop_predicate}..'
+                )
 
                 try:
-                    await self.process_logs_until(stop_msg)
+                    await self.process_logs_until(
+                        log_msg_key,
+                        stop_predicate,
+                    )
                 except ApplicationLogError:
                     hard_kill = True
                 else:
@@ -285,11 +336,13 @@ class Container:
 async def open_ahabd(
     ctx: tractor.Context,
     endpoint: str,  # ns-pointer str-msg-type
+    loglevel: str | None = None,
 
-    **kwargs,
+    **ep_kwargs,
 
 ) -> None:
-    get_console_log('info', name=__name__)
+
+    log = get_console_log(loglevel or 'cancel')
 
     async with open_docker() as client:
 
@@ -300,38 +353,117 @@ async def open_ahabd(
         (
             dcntr,
             cntr_config,
-            start_msg,
+            start_pred,
-            stop_msg,
+            stop_pred,
-        ) = ep_func(client)
+        ) = ep_func(client, **ep_kwargs)
         cntr = Container(dcntr)
 
-        with trio.move_on_after(1):
+        conf: ChainMap[str, Any] = ChainMap(
-            found = await cntr.process_logs_until(start_msg)
 
-            if not found and cntr not in client.containers.list():
+            # container specific
-                raise RuntimeError(
-                    'Failed to start `marketstore` check logs deats'
-                )
-
-        await ctx.started((
-            cntr.cntr.id,
-            os.getpid(),
             cntr_config,
-        ))
+
+            # defaults
+            {
+                # startup time limit which is the max the supervisor
+                # will wait for the container to be registered in
+                # ``client.containers.list()``
+                'startup_timeout': 1.0,
+
+                # how fast to poll for the starup predicate by sleeping
+                # this amount incrementally thus yielding to the
+                # ``trio`` scheduler on during sync polling execution.
+                'startup_query_period': 0.001,
+
+                # str-key value expected to contain log message body-contents
+                # when read using:
+                # ``json.loads(entry for entry in DockerContainer.logs())``
+                'log_msg_key': 'msg',
+
+
+                # startup sync func, like `Nursery.started()`
+                'started_afunc': None,
+            },
+        )
 
         try:
+            with trio.move_on_after(conf['startup_timeout']) as cs:
+                async with trio.open_nursery() as tn:
+                    tn.start_soon(
+                        partial(
+                            cntr.process_logs_until,
+                            log_msg_key=conf['log_msg_key'],
+                            patt_matcher=start_pred,
+                            checkpoint_period=conf['startup_query_period'],
+                        )
+                    )
+
+                    # optional blocking routine
+                    started = conf['started_afunc']
+                    if started:
+                        await started()
+
+                    # poll for container startup or timeout
+                    while not cs.cancel_called:
+                        if dcntr in client.containers.list():
+                            break
+
+                        await trio.sleep(conf['startup_query_period'])
+
+                    # sync with remote caller actor-task but allow log
+                    # processing to continue running in bg.
+                    await ctx.started((
+                        cntr.cntr.id,
+                        os.getpid(),
+                        cntr_config,
+                    ))
+
+                # XXX: if we timeout on finding the "startup msg" we
+                # expect then we want to FOR SURE raise an error
+                # upwards!
+                if cs.cancelled_caught:
+                    # if dcntr not in client.containers.list():
+                    for entry in cntr.seen_so_far:
+                        log.info(entry)
+
+                    raise DockerNotStarted(
+                        f'Failed to start container: {cntr.cuid}\n'
+                        f'due to timeout={conf["startup_timeout"]}s\n\n'
+                        "check ur container's logs!"
+                    )
+
             # 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:
-            await cntr.cancel(stop_msg)
+            # TODO: ensure loglevel can be set and teardown logs are
+            # reported if possible on error or cancel..
+            # XXX WARNING: currently shielding here can result in hangs
+            # on ctl-c from user.. ideally we can avoid a cancel getting
+            # consumed and not propagating whilst still doing teardown
+            # logging..
+            with trio.CancelScope(shield=True):
+                await cntr.cancel(
+                    log_msg_key=conf['log_msg_key'],
+                    stop_predicate=stop_pred,
+                )
 
 
-async def start_ahab(
+@acm
+async def start_ahab_service(
+    services: Services,
     service_name: str,
+
+    # endpoint config passed as **kwargs
     endpoint: Callable[docker.DockerClient, DockerContainer],
+    ep_kwargs: dict,
+    loglevel: str | None = 'cancel',
+
+    # supervisor config
+    drop_root_perms: bool = True,
+
     task_status: TaskStatus[
         tuple[
             trio.Event,
@@ -350,15 +482,17 @@ async def start_ahab(
     is started.
 
     '''
+    # global log
+    log = get_console_log(loglevel or 'cancel')
+
     cn_ready = trio.Event()
     try:
-        async with tractor.open_nursery(
+        async with tractor.open_nursery() as an:
-            loglevel='runtime',
-        ) as tn:
 
-            portal = await tn.start_actor(
+            portal = await an.start_actor(
                 service_name,
-                enable_modules=[__name__]
+                enable_modules=[__name__],
+                loglevel=loglevel,
             )
 
             # TODO: we have issues with this on teardown
@@ -368,7 +502,10 @@ async def start_ahab(
 
             # de-escalate root perms to the original user
             # after the docker supervisor actor is spawned.
-            if config._parent_user:
+            if (
+                drop_root_perms
+                and config._parent_user
+            ):
                 import pwd
                 os.setuid(
                     pwd.getpwnam(
@@ -376,20 +513,28 @@ async def start_ahab(
                     )[2]  # named user's uid
                 )
 
-            async with portal.open_context(
+            cs, first = await services.start_service_task(
-                open_ahabd,
+                name=service_name,
+                portal=portal,
+
+                # rest: endpoint inputs
+                target=open_ahabd,
                 endpoint=str(NamespacePath.from_ref(endpoint)),
-            ) as (ctx, first):
+                loglevel='cancel',
+                **ep_kwargs,
+            )
 
-                cid, pid, cntr_config = first
+            cid, pid, cntr_config = first
 
-                task_status.started((
+            try:
+                yield (
                     cn_ready,
                     cntr_config,
                     (cid, pid),
-                ))
+                )
-
+            finally:
-                await trio.sleep_forever()
+                log.info(f'Cancelling ahab service `{service_name}`')
+                await services.cancel_service(service_name)
 
     # since we demoted root perms in this parent
     # we'll get a perms error on proc cleanup in

piker/service/_daemon.py

@@ -0,0 +1,193 @@
+# 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/>.
+
+"""
+Daemon-actor spawning "endpoint-hooks".
+
+"""
+from __future__ import annotations
+from typing import (
+    Callable,
+    Any,
+)
+from contextlib import (
+    asynccontextmanager as acm,
+)
+
+import tractor
+
+from ._util import (
+    log,  # sub-sys logger
+)
+from ._mngr import (
+    Services,
+)
+from ._actor_runtime import maybe_open_pikerd
+from ._registry import find_service
+
+
+@acm
+async def maybe_spawn_daemon(
+
+    service_name: str,
+    service_task_target: Callable,
+
+    spawn_args: dict[str, Any],
+
+    loglevel: str | None = None,
+    singleton: bool = False,
+
+    **pikerd_kwargs,
+
+) -> tractor.Portal:
+    '''
+    If no ``service_name`` daemon-actor can be found,
+    spawn one in a local subactor and return a portal to it.
+
+    If this function is called from a non-pikerd actor, the
+    spawned service will persist as long as pikerd does or
+    it is requested to be cancelled.
+
+    This can be seen as a service starting api for remote-actor
+    clients.
+
+    '''
+    # serialize access to this section to avoid
+    # 2 or more tasks racing to create a daemon
+    lock = Services.locks[service_name]
+    await lock.acquire()
+
+    async with find_service(
+        service_name,
+        registry_addrs=[('127.0.0.1', 6116)],
+    ) as portal:
+        if portal is not None:
+            lock.release()
+            yield portal
+            return
+
+    log.warning(
+        f"Couldn't find any existing {service_name}\n"
+        'Attempting to spawn new daemon-service..'
+    )
+
+    # ask root ``pikerd`` daemon to spawn the daemon we need if
+    # pikerd is not live we now become the root of the
+    # process tree
+    async with maybe_open_pikerd(
+        loglevel=loglevel,
+        **pikerd_kwargs,
+
+    ) as pikerd_portal:
+
+        # we are the root and thus are `pikerd`
+        # so spawn the target service directly by calling
+        # the provided target routine.
+        # XXX: this assumes that the target is well formed and will
+        # do the right things to setup both a sub-actor **and** call
+        # the ``_Services`` api from above to start the top level
+        # service task for that actor.
+        started: bool
+        if pikerd_portal is None:
+            started = await service_task_target(
+                loglevel=loglevel,
+                **spawn_args,
+            )
+
+        else:
+            # request a remote `pikerd` (service manager) to start the
+            # target daemon-task, the target can't return
+            # a non-serializable value since it is expected that service
+            # starting is non-blocking and the target task will persist
+            # running "under" or "within" the `pikerd` actor tree after
+            # the questing client disconnects. in other words this
+            # spawns a persistent daemon actor that continues to live
+            # for the lifespan of whatever the service manager inside
+            # `pikerd` says it should.
+            started = await pikerd_portal.run(
+                service_task_target,
+                loglevel=loglevel,
+                **spawn_args,
+            )
+
+        if started:
+            log.info(f'Service {service_name} started!')
+
+        # block until we can discover (by IPC connection) to the newly
+        # spawned daemon-actor and then deliver the portal to the
+        # caller.
+        async with tractor.wait_for_actor(service_name) as portal:
+            lock.release()
+            yield portal
+            await portal.cancel_actor()
+
+
+async def spawn_emsd(
+
+    loglevel: str | None = None,
+    **extra_tractor_kwargs
+
+) -> bool:
+    """
+    Start the clearing engine under ``pikerd``.
+
+    """
+    log.info('Spawning emsd')
+
+    portal = await Services.actor_n.start_actor(
+        'emsd',
+        enable_modules=[
+            'piker.clearing._ems',
+            'piker.clearing._client',
+        ],
+        loglevel=loglevel,
+        debug_mode=Services.debug_mode,  # set by pikerd flag
+        **extra_tractor_kwargs
+    )
+
+    # non-blocking setup of clearing service
+    from ..clearing._ems import _setup_persistent_emsd
+
+    await Services.start_service_task(
+        'emsd',
+        portal,
+
+        # signature of target root-task endpoint
+        _setup_persistent_emsd,
+        loglevel=loglevel,
+    )
+    return True
+
+
+@acm
+async def maybe_open_emsd(
+
+    brokername: str,
+    loglevel: str | None = None,
+
+    **pikerd_kwargs,
+
+) -> tractor.Portal:  # noqa
+
+    async with maybe_spawn_daemon(
+        'emsd',
+        service_task_target=spawn_emsd,
+        spawn_args={},
+        loglevel=loglevel,
+        **pikerd_kwargs,
+
+    ) as portal:
+        yield portal

piker/service/_mngr.py

@@ -0,0 +1,165 @@
+# 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/>.
+
+"""
+daemon-service management API.
+
+"""
+from collections import defaultdict
+from typing import (
+    Callable,
+    Any,
+)
+
+import trio
+from trio_typing import TaskStatus
+import tractor
+from tractor import (
+    current_actor,
+    ContextCancelled,
+    Context,
+    Portal,
+)
+
+from ._util import (
+    log,  # sub-sys logger
+)
+
+
+# TODO: we need remote wrapping and a general soln:
+# - factor this into a ``tractor.highlevel`` extension # pack for the
+#   library.
+# - wrap a "remote api" wherein you can get a method proxy
+#   to the pikerd actor for starting services remotely!
+# - prolly rename this to ActorServicesNursery since it spawns
+#   new actors and supervises them to completion?
+class Services:
+
+    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,
+            Portal,
+            trio.Event,
+        ]
+    ] = {}
+    locks = defaultdict(trio.Lock)
+
+    @classmethod
+    async def start_service_task(
+        self,
+        name: str,
+        portal: Portal,
+        target: Callable,
+        allow_overruns: bool = False,
+        **ctx_kwargs,
+
+    ) -> (trio.CancelScope, Context):
+        '''
+        Open a context in a service sub-actor, add to a stack
+        that gets unwound at ``pikerd`` teardown.
+
+        This allows for allocating long-running sub-services in our main
+        daemon and explicitly controlling their lifetimes.
+
+        '''
+        async def open_context_in_task(
+            task_status: TaskStatus[
+                tuple[
+                    trio.CancelScope,
+                    trio.Event,
+                    Any,
+                ]
+            ] = trio.TASK_STATUS_IGNORED,
+
+        ) -> Any:
+
+            with trio.CancelScope() as cs:
+
+                async with portal.open_context(
+                    target,
+                    allow_overruns=allow_overruns,
+                    **ctx_kwargs,
+
+                ) as (ctx, first):
+
+                    # unblock once the remote context has started
+                    complete = trio.Event()
+                    task_status.started((cs, complete, first))
+                    log.info(
+                        f'`pikerd` service {name} started with value {first}'
+                    )
+                    try:
+                        # wait on any context's return value
+                        # and any final portal result from the
+                        # sub-actor.
+                        ctx_res: Any = await ctx.result()
+
+                        # NOTE: blocks indefinitely until cancelled
+                        # either by error from the target context
+                        # function or by being cancelled here by the
+                        # surrounding cancel scope.
+                        return (await portal.result(), ctx_res)
+                    except ContextCancelled as ctxe:
+                        canceller: tuple[str, str] = ctxe.canceller
+                        our_uid: tuple[str, str] = current_actor().uid
+                        if (
+                            canceller != portal.channel.uid
+                            and
+                            canceller != our_uid
+                        ):
+                            log.cancel(
+                                f'Actor-service {name} was remotely cancelled?\n'
+                                f'remote canceller: {canceller}\n'
+                                f'Keeping {our_uid} alive, ignoring sub-actor cancel..\n'
+                            )
+                        else:
+                            raise
+
+
+
+                    finally:
+                        await portal.cancel_actor()
+                        complete.set()
+                        self.service_tasks.pop(name)
+
+        cs, complete, first = await self.service_n.start(open_context_in_task)
+
+        # store the cancel scope and portal for later cancellation or
+        # retstart if needed.
+        self.service_tasks[name] = (cs, portal, complete)
+
+        return cs, first
+
+    @classmethod
+    async def cancel_service(
+        self,
+        name: str,
+
+    ) -> Any:
+        '''
+        Cancel the service task and actor for the given ``name``.
+
+        '''
+        log.info(f'Cancelling `pikerd` service {name}')
+        cs, portal, complete = self.service_tasks[name]
+        cs.cancel()
+        await complete.wait()
+        assert name not in self.service_tasks, \
+            f'Serice task for {name} not terminated?'

piker/service/_registry.py

@@ -0,0 +1,192 @@
+# 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/>.
+
+"""
+Inter-actor "discovery" (protocol) layer.
+
+"""
+from __future__ import annotations
+from contextlib import (
+    asynccontextmanager as acm,
+)
+from typing import (
+    Any,
+)
+
+import tractor
+from tractor import Portal
+
+from ._util import (
+    log,  # sub-sys logger
+)
+
+_default_registry_host: str = '127.0.0.1'
+_default_registry_port: int = 6116
+_default_reg_addr: tuple[str, int] = (
+    _default_registry_host,
+    _default_registry_port,
+)
+
+
+# NOTE: this value is set as an actor-global once the first endpoint
+# who is capable, spawns a `pikerd` service tree.
+_registry: Registry | None = None
+
+
+class Registry:
+    # TODO: should this be a set or should we complain
+    # on duplicates?
+    addrs: list[tuple[str, int]] = []
+
+    # TODO: table of uids to sockaddrs
+    peers: dict[
+        tuple[str, str],
+        tuple[str, int],
+    ] = {}
+
+
+_tractor_kwargs: dict[str, Any] = {}
+
+
+@acm
+async def open_registry(
+    addrs: list[tuple[str, int]],
+    ensure_exists: bool = True,
+
+) -> list[tuple[str, int]]:
+    '''
+    Open the service-actor-discovery registry by returning a set of
+    tranport socket-addrs to registrar actors which may be
+    contacted and queried for similar addresses for other
+    non-registrar actors.
+
+    '''
+    global _tractor_kwargs
+    actor = tractor.current_actor()
+    uid = actor.uid
+    preset_reg_addrs: list[tuple[str, int]] = Registry.addrs
+    if (
+        preset_reg_addrs
+        and addrs
+    ):
+        if preset_reg_addrs != addrs:
+            # if any(addr in preset_reg_addrs for addr in addrs):
+            diff: set[tuple[str, int]] = set(preset_reg_addrs) - set(addrs)
+            if diff:
+                log.warning(
+                    f'`{uid}` requested only subset of registrars: {addrs}\n'
+                    f'However there are more @{diff}'
+                )
+            else:
+                raise RuntimeError(
+                    f'`{uid}` has non-matching registrar addresses?\n'
+                    f'request: {addrs}\n'
+                    f'already set: {preset_reg_addrs}'
+                )
+
+    was_set: bool = False
+
+    if (
+        not tractor.is_root_process()
+        and not Registry.addrs
+    ):
+        Registry.addrs.extend(actor.reg_addrs)
+
+    if (
+        ensure_exists
+        and not Registry.addrs
+    ):
+        raise RuntimeError(
+            f"`{uid}` registry should already exist but doesn't?"
+        )
+
+    if (
+        not Registry.addrs
+    ):
+        was_set = True
+        Registry.addrs = addrs or [_default_reg_addr]
+
+    # NOTE: only spot this seems currently used is inside
+    # `.ui._exec` which is the (eventual qtloops) bootstrapping
+    # with guest mode.
+    _tractor_kwargs['registry_addrs'] = Registry.addrs
+
+    try:
+        yield Registry.addrs
+    finally:
+        # XXX: always clear the global addr if we set it so that the
+        # next (set of) calls will apply whatever new one is passed
+        # in.
+        if was_set:
+            Registry.addrs = None
+
+
+@acm
+async def find_service(
+    service_name: str,
+    registry_addrs: list[tuple[str, int]] | None = None,
+
+    first_only: bool = True,
+
+) -> (
+    Portal
+    | list[Portal]
+    | None
+):
+
+    reg_addrs: list[tuple[str, int]]
+    async with open_registry(
+        addrs=(
+            registry_addrs
+            # NOTE: if no addr set is passed assume the registry has
+            # already been opened and use the previously applied
+            # startup set.
+            or Registry.addrs
+        ),
+    ) as reg_addrs:
+        log.info(f'Scanning for service `{service_name}`')
+
+        maybe_portals: list[Portal] | Portal | None
+
+        # attach to existing daemon by name if possible
+        async with tractor.find_actor(
+            service_name,
+            registry_addrs=reg_addrs,
+            only_first=first_only,  # if set only returns single ref
+        ) as maybe_portals:
+            if not maybe_portals:
+                yield None
+                return
+
+            yield maybe_portals
+
+
+async def check_for_service(
+    service_name: str,
+
+) -> None | tuple[str, int]:
+    '''
+    Service daemon "liveness" predicate.
+
+    '''
+    async with (
+        open_registry(ensure_exists=False) as reg_addr,
+        tractor.query_actor(
+            service_name,
+            arbiter_sockaddr=reg_addr,
+        ) as sockaddr,
+    ):
+        return sockaddr

piker/service/_util.py

@@ -0,0 +1,33 @@
+# 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/>.
+"""
+Sub-sys module commons.
+
+"""
+from functools import partial
+
+from ..log import (
+    get_logger,
+    get_console_log,
+)
+subsys: str = 'piker.service'
+
+log = get_logger(subsys)
+
+get_console_log = partial(
+    get_console_log,
+    name=subsys,
+)