ib: never relay "Warning:" errors to EMS..

You'd think they could be bothered to make either a "log" or "warning"
msg type instead of a `type='error'`.. but alas, this attempts to detect
all such "warning"-errors and never proxy them to the clearing engine
thus avoiding the cancellation of any associated (by `reqid`)
pre-existing orders (control dialogs).

Also update all surrounding log messages to a more multiline style.

README.rst

@@ -88,7 +88,23 @@ a sane install with `uv`
 ************************
 bc why install with `python` when you can faster with `rust` ::
 
-    uv lock
+    uv sync
+
+    # ^ astral's docs,
+    # https://docs.astral.sh/uv/concepts/projects/sync/
+
+include all GUIs ::
+
+    uv sync --extra uis
+
+AND with all our hacking tools::
+
+    uv sync --dev --extra uis
+
+
+Ensure you can run the root-daemon::
+
+    uv run pikerd [-l info --pdb]
 
 
 hacky install on nixos
@@ -103,7 +119,18 @@ start a chart
 *************
 run a realtime OHLCV chart stand-alone::
 
-    piker -l info chart btcusdt.spot.binance xmrusdt.spot.kraken
+    [uv run] piker -l info chart btcusdt.spot.binance xmrusdt.spot.kraken
+
+    # ^^^ iff you haven't activated the py-env,
+    # - https://docs.astral.sh/uv/concepts/projects/run/
+    #
+    # in order to create an explicit virt-env see,
+    # - https://docs.astral.sh/uv/concepts/projects/layout/#the-project-environment
+    # - https://docs.astral.sh/uv/pip/environments/
+    #
+    # use $UV_PROJECT_ENVIRONMENT to select any non-`.venv/`
+    # as the venv sudir in the repo's root.
+    # - https://docs.astral.sh/uv/reference/environment/#uv_project_environment
 
 this runs a chart UI (with 1m sampled OHLCV) and shows 2 spot markets from 2 diff cexes
 overlayed on the same graph. Use of `piker` without first starting

examples/basic_order_bot.py

@@ -121,6 +121,7 @@ async def bot_main():
             # tick_throttle=10,
         ) as feed,
 
+        tractor.trionics.collapse_eg(),
         trio.open_nursery() as tn,
     ):
         assert accounts

examples/max_pain.py

@@ -0,0 +1,338 @@
+#!/usr/bin/env python
+from decimal import (
+    Decimal,
+)
+from pathlib import Path
+
+import numpy as np
+# import polars as pl
+import trio
+import tractor
+from datetime import datetime
+# from pprint import pformat
+from piker.brokers.deribit.api import (
+    get_client,
+    maybe_open_oi_feed,
+)
+from piker.storage import open_storage_client, StorageClient
+from piker.log import get_logger
+import sys
+import pyqtgraph as pg
+from PyQt6 import QtCore
+from pyqtgraph import ScatterPlotItem, InfiniteLine
+from PyQt6.QtWidgets import QApplication
+from cryptofeed.symbols import Symbol
+
+
+log = get_logger(__name__)
+# XXX, use 2 newlines between top level LOC (even between these
+# imports and the next function line ;)
+
+def check_if_complete(
+        oi: dict[str, dict[str, Decimal | None]]
+    ) -> bool:
+    return all(
+        oi[strike]['C'] is not None
+        and
+        oi[strike]['P'] is not None for strike in oi
+    )
+
+
+async def max_pain_daemon(
+) -> None:
+    oi_by_strikes: dict[str, dict[str, Decimal | None]]
+    instruments: list[Symbol] = []
+    expiry_dates: list[str]
+    expiry_date: str
+    currency: str = 'btc'
+    kind: str = 'option'
+
+    async with get_client(
+    ) as client:
+        expiry_dates: list[str] = await client.get_expiration_dates(
+            currency=currency,
+            kind=kind
+        )
+
+        log.info(
+            f'Available expiries for {currency!r}-{kind}:\n'
+            f'{expiry_dates}\n'
+        )
+        expiry_date: str = input(
+            'Please enter a valid expiration date: '
+        ).upper()
+        print('Starting little daemon...')
+
+        # maybe move this type annot down to the assignment line?
+        oi_by_strikes: dict[str, dict[str, Decimal]]
+        instruments = await client.get_instruments(
+            expiry_date=expiry_date,
+        )
+        oi_by_strikes = client.get_strikes_dict(instruments)
+
+
+    def get_total_intrinsic_values(
+        oi_by_strikes: dict[str, dict[str, Decimal]]
+    ) -> dict[str, dict[str, Decimal]]:
+        call_cash: Decimal = Decimal(0)
+        put_cash: Decimal = Decimal(0)
+        intrinsic_values: dict[str, dict[str, Decimal]] = {}
+        closes: list = sorted(Decimal(close) for close in oi_by_strikes)
+
+        for strike, oi in oi_by_strikes.items():
+            s = Decimal(strike)
+            call_cash = sum(max(0, (s - c) * oi_by_strikes[str(c)]['C']) for c in closes)
+            put_cash = sum(max(0, (c - s) * oi_by_strikes[str(c)]['P']) for c in closes)
+
+            intrinsic_values[strike] = {
+                'C': call_cash,
+                'P': put_cash,
+                'total': call_cash + put_cash,
+            }
+
+        return intrinsic_values
+
+    def get_intrinsic_value_and_max_pain(
+        intrinsic_values: dict[str, dict[str, Decimal]]
+        ):
+        # We meed to find the lowest value, so we start at
+        # infinity to ensure that, and the max_pain must be
+        # an amount greater than zero.
+        total_intrinsic_value: Decimal = Decimal('Infinity')
+        max_pain: Decimal = Decimal(0)
+
+        for strike, oi in oi_by_strikes.items():
+            s = Decimal(strike)
+            if intrinsic_values[strike]['total'] < total_intrinsic_value:
+                total_intrinsic_value = intrinsic_values[strike]['total']
+                max_pain = s
+
+        return total_intrinsic_value, max_pain
+
+    def plot_graph(
+        oi_by_strikes: dict[str, dict[str, Decimal]],
+        plot,
+    ):
+        """Update the bar graph with new open interest data."""
+        plot.clear()
+
+        intrinsic_values = get_total_intrinsic_values(oi_by_strikes)
+
+        for strike_str in sorted(oi_by_strikes, key=lambda x: int(x)):
+            strike = int(strike_str)
+            calls_val = float(oi_by_strikes[strike_str]['C'])
+            puts_val  = float(oi_by_strikes[strike_str]['P'])
+
+            bar_c = pg.BarGraphItem(
+                x=[strike - 100],
+                height=[calls_val],
+                width=200,
+                pen='w',
+                brush=(0, 0, 255, 150)
+            )
+            plot.addItem(bar_c)
+
+            bar_p = pg.BarGraphItem(
+                x=[strike + 100],
+                height=[puts_val],
+                width=200,
+                pen='w',
+                brush=(255, 0, 0, 150)
+            )
+            plot.addItem(bar_p)
+
+            total_val = float(intrinsic_values[strike_str]['total']) / 100000
+
+            scatter_iv = ScatterPlotItem(
+                x=[strike],
+                y=[total_val],
+                pen=pg.mkPen(color=(0, 255, 0), width=2),
+                brush=pg.mkBrush(0, 255, 0, 150),
+                size=3,
+                symbol='o'
+            )
+            plot.addItem(scatter_iv)
+
+        _, max_pain = get_intrinsic_value_and_max_pain(intrinsic_values)
+
+        vertical_line = InfiniteLine(
+            pos=max_pain,
+            angle=90,
+            pen=pg.mkPen(color='yellow', width=1, style=QtCore.Qt.PenStyle.DotLine),
+            label=f'Max pain: {max_pain:,.0f}',
+            labelOpts={
+                'position': 0.85,
+                'color': 'yellow',
+                'movable': True
+            }
+        )
+        plot.addItem(vertical_line)
+
+    def update_oi_by_strikes(msg: tuple):
+        nonlocal oi_by_strikes
+        if 'oi' == msg[0]:
+            strike_price = msg[1]['strike_price']
+            option_type = msg[1]['option_type']
+            open_interest = msg[1]['open_interest']
+            oi_by_strikes.setdefault(
+                strike_price, {}
+            ).update(
+                {option_type: open_interest}
+            )
+
+    # Define the structured dtype
+    dtype = np.dtype([
+        ('time', int),
+        ('oi', float),
+        ('oi_calc', float),
+    ])
+    async def write_open_interest_on_file(msg: tuple, client: StorageClient):
+        if 'oi' == msg[0]:
+            nonlocal expiry_date
+            timestamp = msg[1]['timestamp']
+            strike_price = msg[1]["strike_price"]
+            option_type = msg[1]['option_type'].lower()
+            col_sym_key = f'btc-{expiry_date.lower()}-{strike_price}-{option_type}'
+
+            # Create the numpy array with sample data
+            data = np.array([
+                (
+                    int(timestamp),
+                    float(msg[1]['open_interest']),
+                    np.nan,
+                ),
+            ], dtype=dtype)
+
+            path: Path = await client.write_oi(
+                col_sym_key,
+                data,
+            )
+            # TODO, use std logging like this throughout for status
+            # emissions on console!
+            log.info(f'Wrote OI history to {path}')
+
+    def get_max_pain(
+        oi_by_strikes: dict[str, dict[str, Decimal]]
+    ) -> dict[str, str | Decimal]:
+        '''
+        This method requires only the strike_prices and oi for call
+        and puts, the closes list are the same as the strike_prices
+        the idea is to sum all the calls and puts cash for each strike
+        and the ITM strikes from that strike, the lowest value is what we
+        are looking for the intrinsic value.
+
+        '''
+
+        nonlocal timestamp
+
+        intrinsic_values = get_total_intrinsic_values(oi_by_strikes)
+
+        total_intrinsic_value, max_pain = get_intrinsic_value_and_max_pain(intrinsic_values)
+
+        return {
+            'timestamp': timestamp,
+            'expiry_date': expiry_date,
+            'total_intrinsic_value': total_intrinsic_value,
+            'max_pain': max_pain,
+        }
+
+    async with (
+        open_storage_client() as (_, storage),
+
+        maybe_open_oi_feed(
+            instruments,
+        ) as oi_feed,
+    ):
+        # Initialize QApplication
+        app = QApplication(sys.argv)
+
+        win = pg.GraphicsLayoutWidget(show=True)
+        win.setWindowTitle('Calls (blue) vs Puts (red)')
+
+        plot = win.addPlot(title='OI by Strikes')
+        plot.showGrid(x=True, y=True)
+        print('Plot initialized...')
+
+        async for msg in oi_feed:
+
+            # In memory oi_by_strikes dict, all message are filtered here
+            # and the dict is updated with the open interest data
+            update_oi_by_strikes(msg)
+
+            # Write on file using storage client
+            await write_open_interest_on_file(msg, storage)
+
+            # Max pain calcs, before start we must gather all the open interest for
+            # all the strike prices and option types available for a expiration date
+            if check_if_complete(oi_by_strikes):
+                if 'oi' == msg[0]:
+                    # Here we must read for the filesystem all the latest open interest value for
+                    # each instrument for that specific expiration date, that means look up for the
+                    # last update got the instrument btc-{expity_date}-*oi1s.parquet (1s because is
+                    # hardcoded to something, sorry.)
+                    timestamp = msg[1]['timestamp']
+                    max_pain = get_max_pain(oi_by_strikes)
+                    # intrinsic_values = get_total_intrinsic_values(oi_by_strikes)
+
+                    # graph here
+                    plot_graph(oi_by_strikes, plot)
+
+                    # TODO, use a single multiline string with `()`
+                    # and drop the multiple `print()` calls (this
+                    # should be done elsewhere in this file as well!
+                    #
+                    # As per the docs,
+                    # https://docs.python.org/3/reference/lexical_analysis.html#string-literal-concatenation
+                    # you could instead do,
+                    # print(
+                    #   '-----------------------------------------------\n'
+                    #   f'timestamp: {datetime.fromtimestamp(max_pain['timestamp'])}\n'
+                    # )
+                    # WHY?
+                    # |_ less ctx-switches/calls to `print()`
+                    # |_ the `str` can then be modified / passed
+                    #   around as a variable more easily if needed in
+                    #   the future ;)
+                    #
+                    # ALSO, i believe there already is a stdlib
+                    # module to do "alignment" of text which you
+                    # could try for doing the right-side alignment,
+                    # https://docs.python.org/3/library/textwrap.html#textwrap.indent
+                    #
+                    print('-----------------------------------------------')
+                    print(f'timestamp:             {datetime.fromtimestamp(max_pain['timestamp'])}')
+                    print(f'expiry_date:           {max_pain['expiry_date']}')
+                    print(f'max_pain:              {max_pain['max_pain']:,.0f}')
+                    print(f'total intrinsic value: {max_pain['total_intrinsic_value']:,.0f}')
+                    print('-----------------------------------------------')
+
+            # Process GUI events to keep the window responsive
+            app.processEvents()
+
+
+async def main():
+
+    async with tractor.open_nursery(
+        debug_mode=True,
+        loglevel='info',
+    ) as an:
+        from tractor import log
+        log.get_console_log(level='info')
+
+        ptl: tractor.Portal = await an.start_actor(
+            'max_pain_daemon',
+            enable_modules=[__name__],
+            infect_asyncio=True,
+            # ^TODO, we can actually run this in the root-actor now
+            # if needed as per 2nd "section" in,
+            # https://pikers.dev/goodboy/tractor/pulls/2
+            #
+            # NOTE, will first require us porting to modern
+            # `tractor:main` though ofc!
+
+        )
+        await ptl.run(max_pain_daemon)
+
+
+if __name__ == '__main__':
+    trio.run(main)

examples/max_pain_readme.rst

@@ -0,0 +1,29 @@
+## Max Pain Calculation for Deribit Options
+
+This feature, which calculates the max pain point for options traded
+on the Deribit exchange using cryptofeed library.
+
+- Functions in the api module for fetching options data from Deribit.
+  [commit](https://pikers.dev/pikers/piker/commit/da55856dd2876291f55a06eb0561438a912d8241)
+
+- Compute the max pain point based on open interest data using
+  deribit's api.
+  [commit](https://pikers.dev/pikers/piker/commit/0d9d6e15ba0edeb662ec97f7599dd66af3046b94)
+
+### How to test it?
+
+**Before start:** in order to get this working with `uv`,  you
+**must** use my [`tractor` fork](https://pikers.dev/ntorres/tractor/src/branch/aio_abandons)
+and this branch: `aio_abandons`, the reason is that I cherry-pick the
+`uv_migration` that guille made, for some reason that a didn't dive
+into, in my system y need tractor using `uv` too. quite hacky
+I guess.
+
+1. `uv lock`
+
+2. `uv run --no-dev python examples/max_pain.py`
+
+3. A message should be display, enter one of the expiration date
+   available.
+
+4. The script should be up and running.

piker/accounting/__init__.py

@@ -42,7 +42,6 @@ from ._mktinfo import (
     dec_digits,
     digits_to_dec,
     MktPair,
-    Symbol,
     unpack_fqme,
     _derivs as DerivTypes,
 )
@@ -60,7 +59,6 @@ __all__ = [
     'Asset',
     'MktPair',
     'Position',
-    'Symbol',
     'Transaction',
     'TransactionLedger',
     'dec_digits',

piker/accounting/_mktinfo.py

@@ -677,90 +677,3 @@ def unpack_fqme(
         # '.'.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

@@ -362,7 +362,11 @@ class Position(Struct):
         # added: bool = False
         tid: str = t.tid
         if tid in self._events:
-            log.warning(f'{t} is already added?!')
+            log.debug(
+                f'Txn is already added?\n'
+                f'\n'
+                f'{t}\n'
+            )
             # return added
 
         # TODO: apparently this IS possible with a dict but not
@@ -696,7 +700,7 @@ class Account(Struct):
                     else:
                         # TODO: we reallly need a diff set of
                         # loglevels/colors per subsys.
-                        log.warning(
+                        log.debug(
                             f'Recent position for {fqme} was closed!'
                         )
 

piker/accounting/calc.py

@@ -22,7 +22,9 @@ 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 functools import partial
 from math import copysign
+from pprint import pformat
 from typing import (
     Any,
     Callable,
@@ -37,12 +39,16 @@ from pendulum import (
     parse,
 )
 
+from ..log import get_logger
+
 if TYPE_CHECKING:
     from ._ledger import (
         Transaction,
         TransactionLedger,
     )
 
+log = get_logger(__name__)
+
 
 def ppu(
     clears: Iterator[Transaction],
@@ -238,6 +244,9 @@ def iter_by_dt(
 
     def dyn_parse_to_dt(
         tx: tuple[str, dict[str, Any]] | Transaction,
+
+        debug: bool = False,
+        _invalid: list|None = None,
     ) -> DateTime:
 
         # handle `.items()` inputs
@@ -250,11 +259,16 @@ def iter_by_dt(
         # get best parser for this record..
         for k in parsers:
             if (
-                isdict and k in tx
-                 or getattr(tx, k, None)
+                (v := getattr(tx, k, None))
+                or
+                (
+                    isdict
+                    and
+                    (v := tx.get(k))
+                )
             ):
-                v = tx[k] if isdict else tx.dt
-                assert v is not None, f'No valid value for `{k}`!?'
+                # TODO? remove yah?
+                # v = tx[k] if isdict else tx.dt
 
                 # only call parser on the value if not None from
                 # the `parsers` table above (when NOT using
@@ -262,21 +276,54 @@ def iter_by_dt(
                 # sort on it directly
                 if (
                     not isinstance(v, DateTime)
-                    and (parser := parsers.get(k))
+                    and
+                    (parser := parsers.get(k))
                 ):
-                    return parser(v)
+                    ret = parser(v)
                 else:
-                    return v
+                    ret = v
+
+                return ret
 
             else:
+                continue
+
         # XXX: should never get here..
-            breakpoint()
+        else:
+            if debug:
+                import tractor
+                with tractor.devx.maybe_open_crash_handler():
+                    raise ValueError(
+                        f'Invalid txn time ??\n'
+                        f'txn-id: {k!r}\n'
+                        f'{k!r}: {v!r}\n'
+                    )
+                        # assert v is not None, f'No valid value for `{k}`!?'
+
+            if _invalid is not None:
+                _invalid.append(tx)
+                return from_timestamp(0.)
+
+                # breakpoint()
 
     entry: tuple[str, dict]|Transaction
+    invalid: list = []
     for entry in sorted(
         records,
-        key=key or dyn_parse_to_dt,
+        key=key or partial(
+            dyn_parse_to_dt,
+            _invalid=invalid,
+        ),
     ):
+        if entry in invalid:
+            log.warning(
+                f'Ignoring txn w invalid timestamp ??\n'
+                f'{pformat(entry)}\n'
+                # f'txn-id: {k!r}\n'
+                # f'{k!r}: {v!r}\n'
+            )
+            continue
+
         # NOTE the type sig above; either pairs or txns B)
         yield entry
 

piker/brokers/__init__.py

@@ -51,6 +51,7 @@ __brokers__: list[str] = [
     'ib',
     'kraken',
     'kucoin',
+    'deribit',
 
     # broken but used to work
     # 'questrade',
@@ -61,7 +62,6 @@ __brokers__: list[str] = [
     # wstrade
     # iex
 
-    # deribit
     # bitso
 ]
 

piker/brokers/_daemon.py

@@ -96,7 +96,10 @@ async def _setup_persistent_brokerd(
     # - `open_symbol_search()`
     # NOTE: see ep invocation details inside `.data.feed`.
     try:
-        async with trio.open_nursery() as service_nursery:
+        async with (
+            tractor.trionics.collapse_eg(),
+            trio.open_nursery() as service_nursery
+        ):
             bus: _FeedsBus = feed.get_feed_bus(
                 brokername,
                 service_nursery,

piker/brokers/binance/api.py

@@ -374,9 +374,14 @@ class Client:
                 pair: Pair = pair_type(**item)
             except Exception as e:
                 e.add_note(
-                    "\nDon't panic, prolly stupid binance changed their symbology schema again..\n"
-                    'Check out their API docs here:\n\n'
-                    'https://binance-docs.github.io/apidocs/spot/en/#exchange-information'
+                    f'\n'
+                    f'New or removed field we need to codify!\n'
+                    f'pair-type: {pair_type!r}\n'
+                    f'\n'
+                    f"Don't panic, prolly stupid binance changed their symbology schema again..\n"
+                    f'Check out their API docs here:\n'
+                    f'\n'
+                    f'https://binance-docs.github.io/apidocs/spot/en/#exchange-information\n'
                 )
                 raise
             pair_table[pair.symbol.upper()] = pair

piker/brokers/binance/broker.py

@@ -440,6 +440,7 @@ async def open_trade_dialog(
             #   - ledger: TransactionLedger
 
             async with (
+                tractor.trionics.collapse_eg(),
                 trio.open_nursery() as tn,
                 ctx.open_stream() as ems_stream,
             ):

piker/brokers/binance/venues.py

@@ -97,6 +97,13 @@ class Pair(Struct, frozen=True, kw_only=True):
     baseAsset: str
     baseAssetPrecision: int
 
+    permissionSets: list[list[str]]
+
+    # https://developers.binance.com/docs/binance-spot-api-docs#2025-08-26
+    # will become non-optional 2025-08-28?
+    # https://developers.binance.com/docs/binance-spot-api-docs#future-changes
+    pegInstructionsAllowed: bool|None = None
+
     filters: dict[
         str,
         str | int | float,
@@ -142,7 +149,11 @@ class SpotPair(Pair, frozen=True):
     defaultSelfTradePreventionMode: str
     allowedSelfTradePreventionModes: list[str]
     permissions: list[str]
-    permissionSets: list[list[str]]
+
+    # can the paint botz creat liq gaps even easier on this asset?
+    # Bp
+    # https://developers.binance.com/docs/binance-spot-api-docs/faqs/order_amend_keep_priority
+    amendAllowed: bool
 
     # NOTE: see `.data._symcache.SymbologyCache.load()` for why
     ns_path: str = 'piker.brokers.binance:SpotPair'

piker/brokers/deribit/__init__.py

@@ -25,6 +25,7 @@ from .api import (
     get_client,
 )
 from .feed import (
+    get_mkt_info,
     open_history_client,
     open_symbol_search,
     stream_quotes,
@@ -34,15 +35,20 @@ from .feed import (
     # open_trade_dialog,
     # norm_trade_records,
 # )
+from .venues import (
+    OptionPair,
+)
 
 log = get_logger(__name__)
 
 __all__ = [
     'get_client',
 #    'trades_dialogue',
+    'get_mkt_info',
     'open_history_client',
     'open_symbol_search',
     'stream_quotes',
+    'OptionPair',
 #    'norm_trade_records',
 ]
 

piker/brokers/deribit/feed.py

@@ -18,38 +18,59 @@
 Deribit backend.
 
 '''
+from __future__ import annotations
 from contextlib import asynccontextmanager as acm
 from datetime import datetime
-from typing import Any, Optional, Callable
+from typing import (
+    # Any,
+    # Optional,
+    Callable,
+)
+# from pprint import pformat
 import time
 
+import cryptofeed
 import trio
 from trio_typing import TaskStatus
-import pendulum
-from rapidfuzz import process as fuzzy
+from pendulum import (
+    from_timestamp,
+)
 import numpy as np
 import tractor
 
-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 (
-    BrokerError,
+from piker.accounting import (
+    Asset,
+    MktPair,
+    unpack_fqme,
+)
+from piker.brokers import (
+    open_cached_client,
+    NoData,
     DataUnavailable,
 )
-
-from cryptofeed import FeedHandler
-from cryptofeed.defines import (
-    DERIBIT, L1_BOOK, TRADES, OPTION, CALL, PUT
+from piker._cacheables import (
+    async_lifo_cache,
 )
-from cryptofeed.symbols import Symbol
+from piker.log import (
+    get_logger,
+    mk_repr,
+)
+from piker.data.validate import FeedInit
+
 
 from .api import (
-    Client, Trade,
-    get_config,
-    str_to_cb_sym, piker_sym_to_cb_sym, cb_sym_to_deribit_inst,
+    Client,
+    # get_config,
+    piker_sym_to_cb_sym,
+    cb_sym_to_deribit_inst,
+    str_to_cb_sym,
     maybe_open_price_feed
 )
+from .venues import (
+    Pair,
+    OptionPair,
+    Trade,
+)
 
 _spawn_kwargs = {
     'infect_asyncio': True,
@@ -64,90 +85,215 @@ async def open_history_client(
     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:
 
+        pair: OptionPair = client._pairs[mkt.dst.name]
+        # XXX NOTE, the cuckers use ms !!!
+        creation_time_s: int = pair.creation_timestamp/1000
+
         async def get_ohlc(
-            end_dt: Optional[datetime] = None,
-            start_dt: Optional[datetime] = None,
+            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(
-                instrument,
+            array: np.ndarray = await client.bars(
+                mkt,
                 start_dt=start_dt,
                 end_dt=end_dt,
             )
             if len(array) == 0:
-                raise DataUnavailable
+                if (
+                    end_dt is None
+                ):
+                    raise DataUnavailable(
+                        'No history seems to exist yet?\n\n'
+                        f'{mkt}'
+                    )
+                elif (
+                    end_dt
+                    and
+                    end_dt.timestamp() < creation_time_s
+                ):
+                    # the contract can't have history
+                    # before it was created.
+                    pair_type_str: str = type(pair).__name__
+                    create_dt: datetime = from_timestamp(creation_time_s)
+                    raise DataUnavailable(
+                        f'No history prior to\n'
+                        f'`{pair_type_str}.creation_timestamp: int = '
+                        f'{pair.creation_timestamp}\n\n'
+                        f'------ deribit sux ------\n'
+                        f'WHICH IN "NORMAL PEOPLE WHO USE EPOCH TIME" form is,\n'
+                        f'creation_time_s: {creation_time_s}\n'
+                        f'create_dt: {create_dt}\n'
+                    )
+                raise NoData(
+                    f'No frame for {start_dt} -> {end_dt}\n'
+                )
 
-            start_dt = pendulum.from_timestamp(array[0]['time'])
-            end_dt = pendulum.from_timestamp(array[-1]['time'])
+            start_dt = from_timestamp(array[0]['time'])
+            end_dt = from_timestamp(array[-1]['time'])
+
+            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()
 
             return array, start_dt, end_dt
 
-        yield get_ohlc, {'erlangs': 3, 'rate': 3}
+        yield (
+            get_ohlc,
+            {  # backfill config
+                'erlangs': 3,
+                'rate': 3,
+            }
+        )
+
+
+@async_lifo_cache()
+async def get_mkt_info(
+    fqme: str,
+
+) -> tuple[MktPair, Pair|OptionPair] | None:
+
+    # uppercase since kraken bs_mktid is always upper
+    if 'deribit' not in fqme.lower():
+        fqme += '.deribit'
+
+    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()
+
+    mkt_mode: str = 'option'
+
+    async with open_cached_client(
+        'deribit',
+    ) as client:
+
+        assets: dict[str, Asset] = await client.get_assets()
+        pair_str: str = mkt_ep.lower()
+
+        pair: Pair = await client.exch_info(
+            sym=pair_str,
+        )
+        mkt_mode = pair.venue
+        client.mkt_mode = mkt_mode
+
+        dst: Asset | None = assets.get(pair.bs_dst_asset)
+        src: Asset | None = assets.get(pair.bs_src_asset)
+
+        mkt = MktPair(
+            dst=dst,
+            src=src,
+            price_tick=pair.price_tick,
+            size_tick=pair.size_tick,
+            bs_mktid=pair.symbol,
+            venue=mkt_mode,
+            broker='deribit',
+            _atype=mkt_mode,
+            _fqme_without_src=True,
+
+            # expiry=pair.expiry,
+            # XXX TODO, currently we don't use it since it's
+            # already "described" in the `OptionPair.symbol: str`
+            # and if we slap in the ISO repr it's kinda hideous..
+            # -[ ] figure out the best either std
+        )
+        return mkt, pair
 
 
 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)
+    '''
+    Open a live quote stream for the market set defined by `symbols`.
 
-    sym = symbols[0]
+    Internally this starts a `cryptofeed.FeedHandler` inside an `asyncio`-side
+    task and relays through L1 and `Trade` msgs here to our `trio.Task`.
+
+    '''
+    sym = symbols[0].split('.')[0]
+    init_msgs: list[FeedInit] = []
+
+    # multiline nested `dict` formatter (since rn quote-msgs are
+    # just that).
+    pfmt: Callable[[str], str] = mk_repr(
+        # so we can see `deribit`'s delightfully mega-long bs fields..
+        maxstring=100,
+    )
 
     async with (
         open_cached_client('deribit') as client,
         send_chan as send_chan
     ):
+        mkt: MktPair
+        pair: Pair
+        mkt, pair = await get_mkt_info(sym)
 
-        init_msgs = {
-            # pass back token, and bool, signalling if we're the writer
-            # and that history has been written
-            sym: {
-                'symbol_info': {
-                    'asset_type': 'option',
-                    'price_tick_size': 0.0005
-                },
-                'shm_write_opts': {'sum_tick_vml': False},
-                'fqsn': sym,
-            },
-        }
+        # build out init msgs according to latest spec
+        init_msgs.append(
+            FeedInit(
+                mkt_info=mkt,
+            )
+        )
+        # build `cryptofeed` feed-handle
+        cf_sym: cryptofeed.Symbol = piker_sym_to_cb_sym(sym)
 
-        nsym = piker_sym_to_cb_sym(sym)
+        from_cf: tractor.to_asyncio.LinkedTaskChannel
+        async with maybe_open_price_feed(sym) as from_cf:
 
-        async with maybe_open_price_feed(sym) as stream:
+            # load the "last trades" summary
+            last_trades_res: cryptofeed.LastTradesResult = await client.last_trades(
+                cb_sym_to_deribit_inst(cf_sym),
+                count=1,
+            )
+            last_trades: list[Trade] = last_trades_res.trades
 
-            cache = await client.cache_symbols()
+            # TODO, do we even need this or will the above always
+            # work?
+            # if not last_trades:
+            #     await tractor.pause()
+            #     async for typ, quote in from_cf:
+            #         if typ == 'trade':
+            #             last_trade = Trade(**(quote['data']))
+            #             break
 
-            last_trades = (await client.last_trades(
-                cb_sym_to_deribit_inst(nsym), count=1)).trades
+            # else:
+            last_trade = Trade(
+                **(last_trades[0])
+            )
 
-            if len(last_trades) == 0:
-                last_trade = None
-                async for typ, quote in stream:
-                    if typ == 'trade':
-                        last_trade = Trade(**(quote['data']))
-                        break
-
-            else:
-                last_trade = Trade(**(last_trades[0]))
-
-            first_quote = {
+            first_quote: dict = {
                 'symbol': sym,
                 'last': last_trade.price,
                 'brokerd_ts': last_trade.timestamp,
@@ -158,13 +304,84 @@ async def stream_quotes(
                     'broker_ts': last_trade.timestamp
                 }]
             }
-            task_status.started((init_msgs,  first_quote))
+            task_status.started((
+                init_msgs,
+                first_quote,
+            ))
 
             feed_is_live.set()
 
-            async for typ, quote in stream:
-                topic = quote['symbol']
-                await send_chan.send({topic: quote})
+            # NOTE XXX, static for now!
+            # => since this only handles ONE mkt feed at a time we
+            # don't need a lookup table to map interleaved quotes
+            # from multiple possible mkt-pairs
+            topic: str = mkt.bs_fqme
+
+            # deliver until cancelled
+            async for typ, ref in from_cf:
+                match typ:
+                    case 'trade':
+                        trade: cryptofeed.types.Trade = ref
+
+                        # TODO, re-impl this according to teh ideal
+                        # fqme for opts that we choose!!
+                        bs_fqme: str = cb_sym_to_deribit_inst(
+                            str_to_cb_sym(trade.symbol)
+                        ).lower()
+
+                        piker_quote: dict = {
+                            'symbol': bs_fqme,
+                            'last': trade.price,
+                            'broker_ts': time.time(),
+                            # ^TODO, name this `brokerd/datad_ts` and
+                            # use `time.time_ns()` ??
+                            'ticks': [{
+                                'type': 'trade',
+                                'price': float(trade.price),
+                                'size': float(trade.amount),
+                                'broker_ts': trade.timestamp,
+                            }],
+                        }
+                        log.info(
+                            f'deribit {typ!r} quote for {sym!r}\n\n'
+                            f'{trade}\n\n'
+                            f'{pfmt(piker_quote)}\n'
+                        )
+
+                    case 'l1':
+                        book: cryptofeed.types.L1Book = ref
+
+                        # TODO, so this is where we can possibly change things
+                        # and instead lever the `MktPair.bs_fqme: str` output?
+                        bs_fqme: str = cb_sym_to_deribit_inst(
+                            str_to_cb_sym(book.symbol)
+                        ).lower()
+
+                        piker_quote: dict = {
+                            'symbol': bs_fqme,
+                            'ticks': [
+
+                                {'type': 'bid',
+                                 'price': float(book.bid_price),
+                                 'size': float(book.bid_size)},
+
+                                {'type': 'bsize',
+                                 'price': float(book.bid_price),
+                                 'size': float(book.bid_size),},
+
+                                {'type': 'ask',
+                                 'price': float(book.ask_price),
+                                 'size': float(book.ask_size),},
+
+                                {'type': 'asize',
+                                 'price': float(book.ask_price),
+                                 'size': float(book.ask_size),}
+                            ]
+                        }
+
+                await send_chan.send({
+                    topic: piker_quote,
+                })
 
 
 @tractor.context
@@ -174,12 +391,21 @@ async def open_symbol_search(
     async with open_cached_client('deribit') as client:
 
         # load all symbols locally for fast search
-        cache = await client.cache_symbols()
+        # cache = client._pairs
         await ctx.started()
 
         async with ctx.open_stream() as stream:
-
+            pattern: str
             async for pattern in stream:
-                # repack in dict form
-                await stream.send(
-                    await client.search_symbols(pattern))
+
+                # 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/deribit/venues.py

@@ -0,0 +1,196 @@
+# 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
+import pendulum
+from typing import (
+    Literal,
+    Optional,
+)
+from decimal import Decimal
+
+from piker.types import Struct
+
+
+# API endpoint paths by venue / sub-API
+_domain: str = 'deribit.com'
+_url = f'https://www.{_domain}'
+
+# WEBsocketz
+_ws_url: str = f'wss://www.{_domain}/ws/api/v2'
+
+# test nets
+_testnet_ws_url: str = f'wss://test.{_domain}/ws/api/v2'
+
+MarketType = Literal[
+    'option'
+]
+
+
+def get_api_eps(venue: MarketType) -> tuple[str, str]:
+    '''
+    Return API ep root paths per venue.
+
+    '''
+    return {
+        'option': (
+            _ws_url,
+        ),
+    }[venue]
+
+
+class Pair(Struct, frozen=True, kw_only=True):
+
+    symbol: str
+
+    # src
+    quote_currency: str # 'BTC'
+
+    # dst
+    base_currency: str # "BTC",
+
+    tick_size: float # 0.0001 # [{'above_price': 0.005, 'tick_size': 0.0005}]
+    tick_size_steps: list[dict[str, float]] 
+
+    @property
+    def price_tick(self) -> Decimal:
+        return Decimal(str(self.tick_size_steps[0]['above_price']))
+
+    @property
+    def size_tick(self) -> Decimal:
+        return Decimal(str(self.tick_size))
+
+    @property
+    def bs_fqme(self) -> str:
+        return f'{self.symbol}'
+
+    @property
+    def bs_mktid(self) -> str:
+        return f'{self.symbol}.{self.venue}'
+
+
+class OptionPair(Pair, frozen=True):
+
+    taker_commission: float # 0.0003
+    strike: float # 5000.0
+    settlement_period: str # 'day'
+    settlement_currency: str # "BTC",
+    rfq: bool # false
+    price_index: str # 'btc_usd'
+    option_type: str # 'call'
+    min_trade_amount: float # 0.1
+    maker_commission: float # 0.0003
+    kind: str # 'option'
+    is_active: bool # true
+    instrument_type: str # 'reversed'
+    instrument_name: str # 'BTC-1SEP24-55000-C'
+    instrument_id: int # 364671
+    expiration_timestamp: int # 1725177600000
+    creation_timestamp: int # 1724918461000
+    counter_currency: str # 'USD' 
+    contract_size: float # '1.0'
+    block_trade_tick_size: float # '0.0001'
+    block_trade_min_trade_amount: int # '25'
+    block_trade_commission: float # '0.003'
+
+    # NOTE: see `.data._symcache.SymbologyCache.load()` for why
+    ns_path: str = 'piker.brokers.deribit:OptionPair'
+
+    # TODO, impl this without the MM:SS part of
+    # the `'THH:MM:SS..'` etc..
+    @property
+    def expiry(self) -> str:
+        iso_date = pendulum.from_timestamp(
+            self.expiration_timestamp / 1000
+        ).isoformat()
+        return iso_date 
+
+    @property
+    def venue(self) -> str:
+        return f'{self.instrument_type}_option'
+
+    @property
+    def bs_fqme(self) -> str:
+        return f'{self.symbol}'
+
+    @property
+    def bs_src_asset(self) -> str:
+        return f'{self.quote_currency}'
+
+    @property
+    def bs_dst_asset(self) -> str:
+        return f'{self.symbol}'
+
+
+PAIRTYPES: dict[MarketType, Pair] = {
+    'option': OptionPair,
+}
+
+
+class JSONRPCResult(Struct):
+    id: int
+    usIn: int
+    usOut: int
+    usDiff: int
+    testnet: bool
+    jsonrpc: str = '2.0'
+    error: Optional[dict] = None
+    result: Optional[list[dict]] = None
+
+
+class JSONRPCChannel(Struct):
+    method: str
+    params: dict
+    jsonrpc: str = '2.0'
+
+
+class KLinesResult(Struct):
+    low: list[float]
+    cost: list[float]
+    high: list[float]
+    open: list[float]
+    close: list[float]
+    ticks: list[int]
+    status: str
+    volume: list[float]
+
+
+class Trade(Struct):
+    iv: float
+    price: float
+    amount: float
+    trade_id: str
+    contracts: float
+    direction: str
+    trade_seq: int
+    timestamp: int
+    mark_price: float
+    index_price: float
+    tick_direction: int
+    instrument_name: str
+    combo_id: Optional[str] = '',
+    combo_trade_id: Optional[int] = 0,
+    block_trade_id: Optional[str] = '',
+    block_trade_leg_count: Optional[int] = 0,
+
+
+class LastTradesResult(Struct):
+    trades: list[Trade]
+    has_more: bool

piker/brokers/ib/_util.py

@@ -34,6 +34,7 @@ from piker.brokers._util import get_logger
 if TYPE_CHECKING:
     from .api import Client
     from ib_insync import IB
+    import i3ipc
 
 log = get_logger('piker.brokers.ib')
 
@@ -48,6 +49,37 @@ _reset_tech: Literal[
 ] = 'vnc'
 
 
+no_setup_msg:str = (
+    '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'
+)
+
+
+def try_xdo_manual(
+    vnc_sockaddr: str,
+):
+    '''
+    Do the "manual" `xdo`-based screen switch + click
+    combo since apparently the `asyncvnc` client ain't workin..
+
+    Note this is only meant as a backup method for Xorg users,
+    ideally you can use a real vnc client and the `vnc_click_hack()`
+    impl!
+
+    '''
+    global _reset_tech
+    try:
+        i3ipc_xdotool_manual_click_hack()
+        _reset_tech = 'i3ipc_xdotool'
+        return True
+    except OSError:
+        log.exception(
+            no_setup_msg.format(vnc_sockaddr)
+        )
+        return False
+
+
 async def data_reset_hack(
     # vnc_host: str,
     client: Client,
@@ -90,15 +122,9 @@ async def data_reset_hack(
     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
+            no_setup_msg.format(vnc_sockaddr)
             +
             'REQUIRES A `vnc_addrs: array` ENTRY'
         )
@@ -119,27 +145,38 @@ async def data_reset_hack(
                         port=vnc_port,
                     )
                 )
-            except OSError:
-                if vnc_host != 'localhost':
-                    log.warning(no_setup_msg)
-                    return False
-
+            except (
+                OSError,  # no VNC server avail..
+                PermissionError,  # asyncvnc pw fail..
+            ):
                 try:
                     import i3ipc  # noqa  (since a deps dynamic check)
                 except ModuleNotFoundError:
-                    log.warning(no_setup_msg)
+                    log.warning(
+                        no_setup_msg.format(vnc_sockaddr)
+                    )
                     return False
 
-                try:
-                    i3ipc_xdotool_manual_click_hack()
-                    _reset_tech = 'i3ipc_xdotool'
-                    return True
-                except OSError:
-                    log.exception(no_setup_msg)
+                if vnc_host not in {
+                    'localhost',
+                    '127.0.0.1',
+                }:
+                    focussed, matches = i3ipc_fin_wins_titled()
+                    if not matches:
+                        log.warning(
+                            no_setup_msg.format(vnc_sockaddr)
+                        )
                         return False
+                    else:
+                        try_xdo_manual(vnc_sockaddr)
+
+                # localhost but no vnc-client or it borked..
+                else:
+                    try_xdo_manual(vnc_sockaddr)
 
         case 'i3ipc_xdotool':
-            i3ipc_xdotool_manual_click_hack()
+            try_xdo_manual(vnc_sockaddr)
+            # i3ipc_xdotool_manual_click_hack()
 
         case _ as tech:
             raise RuntimeError(f'{tech} is not supported for reset tech!?')
@@ -178,9 +215,9 @@ async def vnc_click_hack(
         host,
         port=port,
 
-        # TODO: doesn't work see:
-        # https://github.com/barneygale/asyncvnc/issues/7
-        # password='ibcansmbz',
+        # TODO: doesn't work?
+        # see, https://github.com/barneygale/asyncvnc/issues/7
+        password='doggy',
 
     ) as client:
 
@@ -194,34 +231,67 @@ async def vnc_click_hack(
         client.keyboard.press('Ctrl', 'Alt', key)  # keys are stacked
 
 
+def i3ipc_fin_wins_titled(
+    titles: list[str] = [
+        'Interactive Brokers',  # tws running in i3
+        'IB Gateway',  # gw running in i3
+        # 'IB',  # gw running in i3 (newer version?)
+
+        # !TODO, remote vnc instance
+        # -[ ] something in title (or other Con-props) that indicates
+        #   this is explicitly for ibrk sw?
+        #  |_[ ]  !can use modden spawn eventually!
+        'TigerVNC',
+        # 'vncviewer',  # the terminal..
+    ],
+) -> tuple[
+    i3ipc.Con,  # orig focussed win
+    list[tuple[str, i3ipc.Con]],  # matching wins by title
+]:
+    '''
+    Attempt to find a local-DE window titled with an entry in
+    `titles`.
+
+    If found deliver the current focussed window and all matching
+    `i3ipc.Con`s in a list.
+
+    '''
+    import i3ipc
+    ipc = i3ipc.Connection()
+
+    # TODO: might be worth offering some kinda api for grabbing
+    # the window id from the pid?
+    # https://stackoverflow.com/a/2250879
+    tree = ipc.get_tree()
+    focussed: i3ipc.Con = tree.find_focused()
+
+    matches: list[i3ipc.Con] = []
+    for name in titles:
+        results = tree.find_titled(name)
+        print(f'results for {name}: {results}')
+        if results:
+            con = results[0]
+            matches.append((
+                name,
+                con,
+            ))
+
+    return (
+        focussed,
+        matches,
+    )
+
+
+
 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?)
-    ]
-
+    focussed, matches = i3ipc_fin_wins_titled()
+    orig_win_id = focussed.window
     try:
-        for name in win_names:
-            results = t.find_titled(name)
-            print(f'results for {name}: {results}')
-            if results:
-                con = results[0]
+        for name, con in matches:
             print(f'Resetting data feed for {name}')
             win_id = str(con.window)
             w, h = con.rect.width, con.rect.height

piker/brokers/ib/api.py

@@ -48,6 +48,7 @@ from bidict import bidict
 import trio
 import tractor
 from tractor import to_asyncio
+from tractor import trionics
 from pendulum import (
     from_timestamp,
     DateTime,
@@ -96,6 +97,10 @@ from ._util import (
     get_logger,
 )
 
+# ?TODO? this can now be removed since it was originally to extend
+# with a `bar_vwap` field that we removed from the default ohlcv
+# dtype since it's better calculated in an FSP func
+#
 _bar_load_dtype: list[tuple[str, type]] = [
     # NOTE XXX: only part that's diff
     # from our default fields where
@@ -1369,8 +1374,8 @@ async def load_clients_for_trio(
     '''
     Pure async mngr proxy to ``load_aio_clients()``.
 
-    This is a bootstrap entrypoing to call from
-    a ``tractor.to_asyncio.open_channel_from()``.
+    This is a bootstrap entrypoint to call from
+    a `tractor.to_asyncio.open_channel_from()`.
 
     '''
     async with load_aio_clients(
@@ -1391,7 +1396,10 @@ async def open_client_proxies() -> tuple[
     async with (
         tractor.trionics.maybe_open_context(
             acm_func=tractor.to_asyncio.open_channel_from,
-            kwargs={'target': load_clients_for_trio},
+            kwargs={
+                'target': load_clients_for_trio,
+                # ^XXX, kwarg to `open_channel_from()`
+            },
 
             # lock around current actor task access
             # TODO: maybe this should be the default in tractor?
@@ -1584,7 +1592,8 @@ async def open_client_proxy(
             event_consumers=event_table,
         ) as (first, chan),
 
-        trio.open_nursery() as relay_n,
+        trionics.collapse_eg(),  # loose-ify
+        trio.open_nursery() as relay_tn,
     ):
 
         assert isinstance(first, Client)
@@ -1624,7 +1633,7 @@ async def open_client_proxy(
 
                     continue
 
-        relay_n.start_soon(relay_events)
+        relay_tn.start_soon(relay_events)
 
         yield proxy
 

piker/brokers/ib/broker.py

@@ -34,6 +34,7 @@ import trio
 from trio_typing import TaskStatus
 import tractor
 from tractor.to_asyncio import LinkedTaskChannel
+from tractor import trionics
 from ib_insync.contract import (
     Contract,
 )
@@ -407,7 +408,7 @@ async def update_and_audit_pos_msg(
 
     # TODO: make this a "propaganda" log level?
     if ibpos.avgCost != msg.avg_price:
-        log.warning(
+        log.debug(
             f'IB "FIFO" avg price for {msg.symbol} is DIFF:\n'
             f'ib: {ibfmtmsg}\n'
             '---------------------------\n'
@@ -738,7 +739,7 @@ async def open_trade_dialog(
                                 f'UNEXPECTED POSITION says IB => {msg.symbol}\n'
                                 'Maybe they LIQUIDATED YOU or your ledger is wrong?\n'
                             )
-                            log.error(logmsg)
+                            log.debug(logmsg)
 
             await ctx.started((
                 all_positions,
@@ -747,21 +748,22 @@ async def open_trade_dialog(
 
             async with (
                 ctx.open_stream() as ems_stream,
-                trio.open_nursery() as n,
+                trionics.collapse_eg(),
+                trio.open_nursery() as tn,
             ):
                 # relay existing open orders to ems
                 for msg in order_msgs:
                     await ems_stream.send(msg)
 
                 for client in set(aioclients.values()):
-                    trade_event_stream: LinkedTaskChannel = await n.start(
+                    trade_event_stream: LinkedTaskChannel = await tn.start(
                         open_trade_event_stream,
                         client,
                     )
 
                     # start order request handler **before** local trades
                     # event loop
-                    n.start_soon(
+                    tn.start_soon(
                         handle_order_requests,
                         ems_stream,
                         accounts_def,
@@ -769,7 +771,7 @@ async def open_trade_dialog(
                     )
 
                     # allocate event relay tasks for each client connection
-                    n.start_soon(
+                    tn.start_soon(
                         deliver_trade_events,
 
                         trade_event_stream,
@@ -1241,32 +1243,47 @@ async def deliver_trade_events(
                 # never relay errors for non-broker related issues
                 # https://interactivebrokers.github.io/tws-api/message_codes.html
                 code: int = err['error_code']
-                if code in {
-                    200,  # uhh
+                reason: str = err['reason']
+                reqid: str = str(err['reqid'])
+
+                # "Warning:" msg codes,
+                # https://interactivebrokers.github.io/tws-api/message_codes.html#warning_codes
+                # - 2109: 'Outside Regular Trading Hours'
+                if 'Warning:' in reason:
+                    log.warning(
+                        f'Order-API-warning: {code!r}\n'
+                        f'reqid: {reqid!r}\n'
+                        f'\n'
+                        f'{pformat(err)}\n'
+                        # ^TODO? should we just print the `reason`
+                        # not the full `err`-dict?
+                    )
+                    continue
+
+                # XXX known special (ignore) cases
+                elif code in {
+                    200,  # uhh.. ni idea
 
                     # hist pacing / connectivity
                     162,
                     165,
 
-                    # WARNING codes:
-                    # https://interactivebrokers.github.io/tws-api/message_codes.html#warning_codes
-                    # Attribute 'Outside Regular Trading Hours' is
-                    # " 'ignored based on the order type and
-                    # destination. PlaceOrder is now ' 'being
-                    # processed.',
-                    2109,
-
                     # XXX: lol this isn't even documented..
                     # 'No market data during competing live session'
                     1669,
                 }:
+                    log.error(
+                        f'Order-API-error which is non-cancel-causing ?!\n'
+                        f'\n'
+                        f'{pformat(err)}\n'
+                    )
                     continue
 
-                reqid: str = str(err['reqid'])
-                reason: str = err['reason']
-
                 if err['reqid'] == -1:
-                    log.error(f'TWS external order error:\n{pformat(err)}')
+                    log.error(
+                        f'TWS external order error ??\n'
+                        f'{pformat(err)}\n'
+                    )
 
                 flow: dict = dict(
                     flows.get(reqid)

piker/brokers/kraken/api.py

@@ -34,6 +34,7 @@ import urllib.parse
 import hashlib
 import hmac
 import base64
+import tractor
 import trio
 
 from piker import config
@@ -372,8 +373,7 @@ class Client:
         #     1658347714, 'status': 'Success'}]}
 
         if xfers:
-            import tractor
-            await tractor.pp()
+            await tractor.pause()
 
         trans: dict[str, Transaction] = {}
         for entry in xfers:
@@ -501,6 +501,7 @@ class Client:
             for xkey, data in resp['result'].items():
 
                 # NOTE: always cache in pairs tables for faster lookup
+                with tractor.devx.maybe_open_crash_handler(): # as bxerr:
                     pair = Pair(xname=xkey, **data)
 
                 # register the above `Pair` structs for all

piker/brokers/kraken/broker.py

@@ -175,9 +175,8 @@ async def handle_order_requests(
 
             case {
                 'account': 'kraken.spot' as account,
-                'action': action,
-            } if action in {'buy', 'sell'}:
-
+                'action': 'buy'|'sell',
+            }:
                 # validate
                 order = BrokerdOrder(**msg)
 
@@ -262,6 +261,12 @@ async def handle_order_requests(
                 } | extra
 
                 log.info(f'Submitting WS order request:\n{pformat(req)}')
+
+                # NOTE HOWTO, debug order requests
+                #
+                # if 'XRP' in pair:
+                #     await tractor.pause()
+
                 await ws.send_msg(req)
 
                 # placehold for sanity checking in relay loop
@@ -1085,6 +1090,8 @@ async def handle_order_updates(
                         f'Failed to {action} order {reqid}:\n'
                         f'{errmsg}'
                     )
+                    # if tractor._state.debug_mode():
+                    #     await tractor.pause()
 
                     symbol: str = 'N/A'
                     if chain := apiflows.get(reqid):

piker/brokers/kraken/symbols.py

@@ -21,7 +21,6 @@ Symbology defs and search.
 from decimal import Decimal
 
 import tractor
-from rapidfuzz import process as fuzzy
 
 from piker._cacheables import (
     async_lifo_cache,
@@ -41,8 +40,13 @@ from piker.accounting._mktinfo import (
 )
 
 
-# https://www.kraken.com/features/api#get-tradable-pairs
 class Pair(Struct):
+    '''
+    A tradable asset pair as schema-defined by,
+
+    https://docs.kraken.com/api/docs/rest-api/get-tradable-asset-pairs
+
+    '''
     xname: str  # idiotic bs_mktid equiv i guess?
     altname: str  # alternate pair name
     wsname: str  # WebSocket pair name (if available)
@@ -53,7 +57,6 @@ class Pair(Struct):
     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
 
@@ -79,6 +82,7 @@ class Pair(Struct):
     tick_size: float  # min price step size
     status: str
 
+    costmin: str|None = None  # XXX, only some mktpairs?
     short_position_limit: float = 0
     long_position_limit: float = float('inf')
 

piker/clearing/_client.py

@@ -25,7 +25,10 @@ from typing import TYPE_CHECKING
 
 import trio
 import tractor
-from tractor.trionics import broadcast_receiver
+from tractor.trionics import (
+    broadcast_receiver,
+    collapse_eg,
+)
 
 from ._util import (
     log,  # sub-sys logger
@@ -281,8 +284,11 @@ async def open_ems(
             client._ems_stream = trades_stream
 
             # start sync code order msg delivery task
-            async with trio.open_nursery() as n:
-                n.start_soon(
+            async with (
+                collapse_eg(),
+                trio.open_nursery() as tn,
+            ):
+                tn.start_soon(
                     relay_orders_from_sync_code,
                     client,
                     fqme,
@@ -298,4 +304,4 @@ async def open_ems(
                 )
 
                 # stop the sync-msg-relay task on exit.
-                n.cancel_scope.cancel()
+                tn.cancel_scope.cancel()

piker/clearing/_ems.py

@@ -42,6 +42,7 @@ from bidict import bidict
 import trio
 from trio_typing import TaskStatus
 import tractor
+from tractor import trionics
 
 from ._util import (
     log,  # sub-sys logger
@@ -76,7 +77,6 @@ if TYPE_CHECKING:
 
 # TODO: numba all of this
 def mk_check(
-
     trigger_price: float,
     known_last: float,
     action: str,
@@ -162,7 +162,7 @@ async def clear_dark_triggers(
 
     router: Router,
     brokerd_orders_stream: tractor.MsgStream,
-    quote_stream: tractor.ReceiveMsgStream,  # noqa
+    quote_stream: tractor.MsgStream,
     broker: str,
     fqme: str,
 
@@ -178,6 +178,7 @@ async def clear_dark_triggers(
     '''
     # XXX: optimize this for speed!
     # TODO:
+    # - port to the new ringbuf stuff in `tractor.ipc`!
     # - numba all this!
     # - this stream may eventually contain multiple symbols
     quote_stream._raise_on_lag = False
@@ -500,7 +501,7 @@ class Router(Struct):
 
     '''
     # setup at actor spawn time
-    nursery: trio.Nursery
+    _tn: trio.Nursery
 
     # broker to book map
     books: dict[str, DarkBook] = {}
@@ -666,7 +667,7 @@ class Router(Struct):
                 # dark book clearing loop, also lives with parent
                 # daemon to allow dark order clearing while no
                 # client is connected.
-                self.nursery.start_soon(
+                self._tn.start_soon(
                     clear_dark_triggers,
                     self,
                     relay.brokerd_stream,
@@ -689,7 +690,7 @@ class Router(Struct):
 
                 # spawn a ``brokerd`` order control dialog stream
                 # that syncs lifetime with the parent `emsd` daemon.
-                self.nursery.start_soon(
+                self._tn.start_soon(
                     translate_and_relay_brokerd_events,
                     broker,
                     relay.brokerd_stream,
@@ -763,10 +764,12 @@ async def _setup_persistent_emsd(
 
     global _router
 
-    # open a root "service nursery" for the ``emsd`` actor
-    async with trio.open_nursery() as service_nursery:
-
-        _router = Router(nursery=service_nursery)
+    # open a root "service task-nursery" for the `emsd`-actor
+    async with (
+        trionics.collapse_eg(),
+        trio.open_nursery() as tn
+    ):
+        _router = Router(_tn=tn)
 
         # TODO: send back the full set of persistent
         # orders/execs?
@@ -1182,12 +1185,16 @@ async def process_client_order_cmds(
     submitting live orders immediately if requested by the client.
 
     '''
-    # cmd: dict
+    # TODO, only allow `msgspec.Struct` form!
+    cmd: dict
     async for cmd in client_order_stream:
-        log.info(f'Received order cmd:\n{pformat(cmd)}')
+        log.info(
+            f'Received order cmd:\n'
+            f'{pformat(cmd)}\n'
+        )
 
         # CAWT DAMN we need struct support!
-        oid = str(cmd['oid'])
+        oid: str = str(cmd['oid'])
 
         # register this stream as an active order dialog (msg flow) for
         # this order id such that translated message from the brokerd
@@ -1293,7 +1300,7 @@ async def process_client_order_cmds(
             case {
                 'oid': oid,
                 'symbol': fqme,
-                'price': trigger_price,
+                'price': price,
                 'size': size,
                 'action': ('buy' | 'sell') as action,
                 'exec_mode': ('live' | 'paper'),
@@ -1325,7 +1332,7 @@ async def process_client_order_cmds(
 
                     symbol=sym,
                     action=action,
-                    price=trigger_price,
+                    price=price,
                     size=size,
                     account=req.account,
                 )
@@ -1347,7 +1354,11 @@ async def process_client_order_cmds(
                 # (``translate_and_relay_brokerd_events()`` above) will
                 # handle relaying the ems side responses back to
                 # the client/cmd sender from this request
-                log.info(f'Sending live order to {broker}:\n{pformat(msg)}')
+                log.info(
+                    f'Sending live order to {broker}:\n'
+                    f'{pformat(msg)}'
+                )
+
                 await brokerd_order_stream.send(msg)
 
                 # an immediate response should be ``BrokerdOrderAck``
@@ -1363,7 +1374,7 @@ async def process_client_order_cmds(
             case {
                 'oid': oid,
                 'symbol': fqme,
-                'price': trigger_price,
+                'price': price,
                 'size': size,
                 'exec_mode': exec_mode,
                 'action': action,
@@ -1391,7 +1402,12 @@ async def process_client_order_cmds(
                 if isnan(last):
                     last = flume.rt_shm.array[-1]['close']
 
-                pred = mk_check(trigger_price, last, action)
+                trigger_price: float = float(price)
+                pred = mk_check(
+                    trigger_price,
+                    last,
+                    action,
+                )
 
                 # NOTE: for dark orders currently we submit
                 # the triggered live order at a price 5 ticks
@@ -1498,7 +1514,7 @@ async def maybe_open_trade_relays(
         loglevel: str = 'info',
     ):
 
-        fqme, relay, feed, client_ready = await _router.nursery.start(
+        fqme, relay, feed, client_ready = await _router._tn.start(
             _router.open_trade_relays,
             fqme,
             exec_mode,

piker/clearing/_messages.py

@@ -19,6 +19,7 @@ Clearing sub-system message and protocols.
 
 """
 from __future__ import annotations
+from decimal import Decimal
 from typing import (
     Literal,
 )
@@ -71,7 +72,15 @@ class Order(Struct):
     symbol: str  # | MktPair
     account: str  # should we set a default as '' ?
 
-    price: float
+    # https://docs.python.org/3/library/decimal.html#decimal-objects
+    #
+    # ?TODO? decimal usage throughout?
+    # -[ ] possibly leverage the `Encoder(decimal_format='number')`
+    #  bit?
+    # |_https://jcristharif.com/msgspec/supported-types.html#decimal
+    # -[ ] should we also use it for .size?
+    #
+    price: Decimal
     size: float  # -ve is "sell", +ve is "buy"
 
     brokers: list[str] = []
@@ -178,7 +187,7 @@ class BrokerdOrder(Struct):
     time_ns: int
 
     symbol: str  # fqme
-    price: float
+    price: Decimal
     size: float
 
     # TODO: if we instead rely on a +ve/-ve size to determine

piker/clearing/_paper_engine.py

@@ -508,7 +508,7 @@ async def handle_order_requests(
                 reqid = await client.submit_limit(
                     oid=order.oid,
                     symbol=f'{order.symbol}.{client.broker}',
-                    price=order.price,
+                    price=float(order.price),
                     action=order.action,
                     size=order.size,
                     # XXX: by default 0 tells ``ib_insync`` methods that

piker/cli/__init__.py

@@ -184,33 +184,12 @@ def pikerd(
                     registry_addrs=regaddrs,
                     loglevel=loglevel,
                     debug_mode=pdb,
-
-                ) as service_mngr,  # normally delivers a ``Services`` handle
-
-                # AsyncExitStack() as stack,
+                    enable_transports=['uds'],
+                ) as service_mngr,
             ):
-                # 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}')
-
+                # ?TODO? spawn all other sub-actor daemons according to
+                # multiaddress endpoint spec defined by user config
                 await trio.sleep_forever()
 
         trio.run(main)
@@ -335,7 +314,7 @@ def services(config, tl, ports):
                 name='service_query',
                 loglevel=config['loglevel'] if tl else None,
             ),
-            tractor.get_arbiter(
+            tractor.get_registry(
                 host=host,
                 port=ports[0]
             ) as portal

piker/data/_sampling.py

@@ -284,7 +284,8 @@ class Sampler:
 
                     except (
                         trio.BrokenResourceError,
-                        trio.ClosedResourceError
+                        trio.ClosedResourceError,
+                        trio.EndOfChannel,
                     ):
                         log.error(
                             f'{stream._ctx.chan.uid} dropped connection'
@@ -697,7 +698,7 @@ async def sample_and_broadcast(
 
                                 log.warning(
                                     f'Feed OVERRUN {sub_key}'
-                                    '@{bus.brokername} -> \n'
+                                    f'@{bus.brokername} -> \n'
                                     f'feed @ {chan.uid}\n'
                                     f'throttle = {throttle} Hz'
                                 )
@@ -876,6 +877,7 @@ async def uniform_rate_send(
         except tractor.RemoteActorError as rme:
             if rme.type is not tractor._exceptions.StreamOverrun:
                 raise
+
             ctx = stream._ctx
             chan = ctx.chan
             log.warning(
@@ -892,6 +894,7 @@ async def uniform_rate_send(
             trio.ClosedResourceError,
             trio.BrokenResourceError,
             ConnectionResetError,
+            trio.EndOfChannel,
         ):
             # if the feed consumer goes down then drop
             # out of this rate limiter

piker/data/feed.py

@@ -39,6 +39,7 @@ from typing import (
     AsyncContextManager,
     Awaitable,
     Sequence,
+    TYPE_CHECKING,
 )
 
 import trio
@@ -75,6 +76,10 @@ from ._sampling import (
     uniform_rate_send,
 )
 
+if TYPE_CHECKING:
+    from tractor._addr import Address
+    from tractor.msg.types import Aid
+
 
 class Sub(Struct, frozen=True):
     '''
@@ -723,7 +728,10 @@ class Feed(Struct):
                 async for msg in stream:
                     await tx.send(msg)
 
-        async with trio.open_nursery() as nurse:
+        async with (
+            tractor.trionics.collapse_eg(),
+            trio.open_nursery() as nurse
+        ):
             # spawn a relay task for each stream so that they all
             # multiplex to a common channel.
             for brokername in mods:
@@ -899,19 +907,19 @@ async def open_feed(
             feed.portals[brokermod] = portal
 
             # fill out "status info" that the UI can show
-            host, port = portal.channel.raddr
-            if host == '127.0.0.1':
-                host = 'localhost'
-
+            chan: tractor.Channel = portal.chan
+            raddr: Address = chan.raddr
+            aid: Aid = chan.aid
+            # TAG_feed_status_update
             feed.status.update({
-                'actor_name': portal.channel.uid[0],
-                'host': host,
-                'port': port,
+                'actor_id': aid,
+                'actor_short_id': f'{aid.name}@{aid.pid}',
+                'ipc': chan.raddr.proto_key,
+                'ipc_addr': raddr,
                 'hist_shm': 'NA',
                 'rt_shm': 'NA',
-                'throttle_rate': tick_throttle,
+                'throttle_hz': tick_throttle,
             })
-            # feed.status.update(init_msg.pop('status', {}))
 
             # (allocate and) connect to any feed bus for this broker
             bus_ctxs.append(

piker/fsp/_engine.py

@@ -498,6 +498,7 @@ async def cascade(
 
         func_name: str = func.__name__
         async with (
+            tractor.trionics.collapse_eg(),  # avoid multi-taskc tb in console
             trio.open_nursery() as tn,
         ):
             # TODO: might be better to just make a "restart" method where

piker/log.py

@@ -18,7 +18,11 @@
 Log like a forester!
 """
 import logging
+import reprlib
 import json
+from typing import (
+    Callable,
+)
 
 import tractor
 from pygments import (
@@ -84,3 +88,27 @@ def colorize_json(
         # likeable styles: algol_nu, tango, monokai
         formatters.TerminalTrueColorFormatter(style=style)
     )
+
+
+def mk_repr(
+    **repr_kws,
+) -> Callable[[str], str]:
+    '''
+    Allocate and deliver a `repr.Repr` instance with provided input
+    settings using the std-lib's `reprlib` mod,
+     * https://docs.python.org/3/library/reprlib.html
+
+    ------ Ex. ------
+    An up to 6-layer-nested `dict` as multi-line:
+    - https://stackoverflow.com/a/79102479
+    - https://docs.python.org/3/library/reprlib.html#reprlib.Repr.maxlevel
+
+    '''
+    def_kws: dict[str, int] = dict(
+        indent=2,
+        maxlevel=6,  # recursion levels
+        maxstring=66,  # match editor line-len limit
+    )
+    def_kws |= repr_kws
+    reprr = reprlib.Repr(**def_kws)
+    return reprr.repr

piker/service/_actor_runtime.py

@@ -200,7 +200,8 @@ async def open_pikerd(
             reg_addrs,
         ),
         tractor.open_nursery() as actor_nursery,
-        trio.open_nursery() as service_nursery,
+        tractor.trionics.collapse_eg(),
+        trio.open_nursery() as service_tn,
     ):
         for addr in reg_addrs:
             if addr not in root_actor.accept_addrs:
@@ -211,7 +212,7 @@ async def open_pikerd(
 
         # assign globally for future daemon/task creation
         Services.actor_n = actor_nursery
-        Services.service_n = service_nursery
+        Services.service_n = service_tn
         Services.debug_mode = debug_mode
 
         try:
@@ -221,7 +222,7 @@ async def open_pikerd(
             # TODO: is this more clever/efficient?
             # if 'samplerd' in Services.service_tasks:
             #     await Services.cancel_service('samplerd')
-            service_nursery.cancel_scope.cancel()
+            service_tn.cancel_scope.cancel()
 
 
 # TODO: do we even need this?

piker/storage/__init__.py

@@ -138,6 +138,16 @@ class StorageClient(
     ) -> None:
         ...
 
+    async def write_oi(
+        self,
+        fqme: str,
+        oi: np.ndarray,
+        append_and_duplicate: bool = True,
+        limit: int = int(800e3),
+
+    ) -> None:
+        ...
+
 
 class TimeseriesNotFound(Exception):
     '''

piker/storage/nativedb.py

@@ -111,6 +111,24 @@ def mk_ohlcv_shm_keyed_filepath(
     return path
 
 
+def mk_oi_shm_keyed_filepath(
+    fqme: str,
+    period: float | int,
+    datadir: Path,
+
+) -> Path:
+
+    if period < 1.:
+        raise ValueError('Sample period should be >= 1.!?')
+
+    path: Path = (
+        datadir
+        /
+        f'{fqme}.oi{int(period)}s.parquet'
+    )
+    return path
+
+
 def unpack_fqme_from_parquet_filepath(path: Path) -> str:
 
     filename: str = str(path.name)
@@ -172,7 +190,11 @@ class NativeStorageClient:
 
             key: str = path.name.rstrip('.parquet')
             fqme, _, descr = key.rpartition('.')
+            if 'ohlcv' in descr: 
                 prefix, _, suffix = descr.partition('ohlcv')
+            elif 'oi' in descr:
+                prefix, _, suffix = descr.partition('oi')
+
             period: int = int(suffix.strip('s'))
 
             # cache description data
@@ -369,6 +391,61 @@ class NativeStorageClient:
             timeframe,
         )
 
+    def _write_oi(
+        self,
+        fqme: str,
+        oi: np.ndarray,
+
+    ) -> Path:
+        '''
+        Sync version of the public interface meth, since we don't
+        currently actually need or support an async impl.
+
+        '''
+        path: Path = mk_oi_shm_keyed_filepath(
+            fqme=fqme,
+            period=1,
+            datadir=self._datadir,
+        )
+        if isinstance(oi, np.ndarray):
+            new_df: pl.DataFrame = tsp.np2pl(oi)
+        else:
+            new_df = oi
+
+        if path.exists():
+            old_df = pl.read_parquet(path)
+            df = pl.concat([old_df, new_df])
+        else:
+            df = new_df
+
+        start = time.time()
+        df.write_parquet(path)
+        delay: float = round(
+            time.time() - start,
+            ndigits=6,
+        )
+        log.info(
+            f'parquet write took {delay} secs\n'
+            f'file path: {path}'
+        )
+        return path
+
+    async def write_oi(
+        self,
+        fqme: str,
+        oi: np.ndarray,
+
+    ) -> Path:
+        '''
+        Write input oi time series for fqme and sampling period
+        to (local) disk.
+
+        '''
+        return self._write_oi(
+            fqme,
+            oi,
+        )
+
     async def delete_ts(
         self,
         key: str,

piker/tsp/__init__.py

@@ -963,7 +963,10 @@ async def tsdb_backfill(
         # concurrently load the provider's most-recent-frame AND any
         # pre-existing tsdb history already saved in `piker` storage.
         dt_eps: list[DateTime, DateTime] = []
-        async with trio.open_nursery() as tn:
+        async with (
+            tractor.trionics.collapse_eg(),
+            trio.open_nursery() as tn
+        ):
             tn.start_soon(
                 push_latest_frame,
                 dt_eps,
@@ -1012,9 +1015,16 @@ async def tsdb_backfill(
                 int,
                 Duration,
             ]|None = config.get('frame_types', None)
+
             if def_frame_durs:
                 def_frame_size: Duration = def_frame_durs[timeframe]
-                assert def_frame_size == calced_frame_size
+
+                if def_frame_size != calced_frame_size:
+                    log.warning(
+                        f'Expected frame size {def_frame_size}\n'
+                        f'Rxed frame {calced_frame_size}\n'
+                    )
+                    # await tractor.pause()
             else:
                 # use what we calced from first frame above.
                 def_frame_size = calced_frame_size
@@ -1043,7 +1053,9 @@ async def tsdb_backfill(
             # if there is a gap to backfill from the first
             # history frame until the last datum loaded from the tsdb
             # continue that now in the background
-            async with trio.open_nursery() as tn:
+            async with trio.open_nursery(
+                strict_exception_groups=False,
+            ) as tn:
 
                 bf_done = await tn.start(
                     partial(
@@ -1308,6 +1320,7 @@ async def manage_history(
         # sampling period) data set since normally differently
         # sampled timeseries can be loaded / process independently
         # ;)
+        tractor.trionics.collapse_eg(),
         trio.open_nursery() as tn,
     ):
         log.info(

piker/tsp/_anal.py

@@ -517,7 +517,7 @@ def with_dts(
 
     '''
     return df.with_columns([
-        pl.col(time_col).shift(1).suffix('_prev'),
+        pl.col(time_col).shift(1).name.suffix('_prev'),
         pl.col(time_col).diff().alias('s_diff'),
         pl.from_epoch(pl.col(time_col)).alias('dt'),
     ]).with_columns([
@@ -623,7 +623,7 @@ def detect_vlm_gaps(
 
 ) -> pl.DataFrame:
 
-    vnull: pl.DataFrame = w_dts.filter(
+    vnull: pl.DataFrame = df.filter(
         pl.col(col) == 0
     )
     return vnull

piker/ui/_app.py

@@ -21,6 +21,7 @@ Main app startup and run.
 from functools import partial
 from types import ModuleType
 
+import tractor
 import trio
 
 from piker.ui.qt import (
@@ -116,6 +117,7 @@ async def _async_main(
         needed_brokermods[brokername] = brokers[brokername]
 
     async with (
+        tractor.trionics.collapse_eg(),
         trio.open_nursery() as root_n,
     ):
         # set root nursery and task stack for spawning other charts/feeds

piker/ui/_chart.py

@@ -33,7 +33,6 @@ import trio
 
 from piker.ui.qt import (
     QtCore,
-    QtWidgets,
     Qt,
     QLineF,
     QFrame,

piker/ui/_display.py

@@ -1445,7 +1445,10 @@ async def display_symbol_data(
         # for pause/resume on mouse interaction
         rt_chart.feed = feed
 
-        async with trio.open_nursery() as ln:
+        async with (
+            tractor.trionics.collapse_eg(),
+            trio.open_nursery() as ln,
+        ):
             # if available load volume related built-in display(s)
             vlm_charts: dict[
                 str,

piker/ui/_event.py

@@ -22,7 +22,10 @@ from contextlib import asynccontextmanager as acm
 from typing import Callable
 
 import trio
-from tractor.trionics import gather_contexts
+from tractor.trionics import (
+    gather_contexts,
+    collapse_eg,
+)
 
 from piker.ui.qt import (
     QtCore,
@@ -207,7 +210,10 @@ async def open_signal_handler(
         async for args in recv:
             await async_handler(*args)
 
-    async with trio.open_nursery() as tn:
+    async with (
+        collapse_eg(),
+        trio.open_nursery() as tn
+    ):
         tn.start_soon(proxy_to_handler)
         async with send:
             yield
@@ -242,6 +248,7 @@ async def open_handlers(
     widget: QWidget
     streams: list[trio.abc.ReceiveChannel]
     async with (
+        collapse_eg(),
         trio.open_nursery() as tn,
         gather_contexts([
             open_event_stream(

piker/ui/_feedstatus.py

@@ -18,10 +18,11 @@
 Feed status and controls widget(s) for embedding in a UI-pane.
 
 """
-
 from __future__ import annotations
-from textwrap import dedent
-from typing import TYPE_CHECKING
+from typing import (
+    Any,
+    TYPE_CHECKING,
+)
 
 # from PyQt5.QtCore import Qt
 
@@ -49,35 +50,55 @@ def mk_feed_label(
     a feed control protocol.
 
     '''
-    status = feed.status
+    status: dict[str, Any] = feed.status
     assert status
 
-    msg = dedent("""
-        actor: **{actor_name}**\n
-        |_ @**{host}:{port}**\n
-    """)
+    # SO tips on ws/nls,
+    # https://stackoverflow.com/a/15721400
+    ws: str = ' '
+    # nl: str = '<br>'  # dun work?
+    actor_info_repr: str = (
+        f')> **{status["actor_short_id"]}**\n'
+        '\n'  # bc md?
+    )
 
-    for key, val in status.items():
-        if key in ('host', 'port', 'actor_name'):
-            continue
-        msg += f'\n|_ {key}: **{{{key}}}**\n'
+    # fields to select *IN* for display
+    # (see `.data.feed.open_feed()` status
+    #  update -> TAG_feed_status_update)
+    for key in [
+        'ipc',
+        'hist_shm',
+        'rt_shm',
+        'throttle_hz',
+    ]:
+        # NOTE, the 2nd key is filled via `.format()` updates.
+        actor_info_repr += (
+            f'\n'  # bc md?
+            f'{ws}|_{key}: **{{{key}}}**\n'
+        )
+        # ^TODO? formatting and content..
+        # -[ ] showing which fqme is "forward" on the
+        #    chart/fsp/order-mode?
+        #  '|_ flows: **{symbols}**\n'
+        #
+        # -[x] why isn't the indent working?
+        #  => markdown, now solved..
 
     feed_label = FormatLabel(
-        fmt_str=msg,
-        # |_ streams: **{symbols}**\n
+        fmt_str=actor_info_repr,
         font=_font.font,
         font_size=_font_small.px_size,
         font_color='default_lightest',
     )
 
+    # ?TODO, remove this?
     # form.vbox.setAlignment(feed_label, Qt.AlignBottom)
     # form.vbox.setAlignment(Qt.AlignBottom)
-    _ = chart.height() - (
-        form.height() +
-        form.fill_bar.height()
-        # feed_label.height()
-    )
+    # _ = chart.height() - (
+    #     form.height() +
+    #     form.fill_bar.height()
+    #     # feed_label.height()
+    # )
 
     feed_label.format(**feed.status)
-
     return feed_label

piker/ui/_fsp.py

@@ -600,6 +600,7 @@ async def open_fsp_admin(
             kwargs=kwargs,
         ) as (cache_hit, cluster_map),
 
+        tractor.trionics.collapse_eg(),
         trio.open_nursery() as tn,
     ):
         if cache_hit:
@@ -613,6 +614,8 @@ async def open_fsp_admin(
         )
         try:
             yield admin
+
+        # ??TODO, does this *need* to be inside a finally?
         finally:
             # terminate all tasks via signals
             for key, entry in admin._registry.items():

piker/ui/_label.py

@@ -285,18 +285,20 @@ class FormatLabel(QLabel):
         font_size: int,
         font_color: str,
 
+        use_md: bool = True,
+
         parent=None,
 
     ) -> None:
 
         super().__init__(parent)
 
-        # by default set the format string verbatim and expect user to
-        # call ``.format()`` later (presumably they'll notice the
+        # by default set the format string verbatim and expect user
+        # to call ``.format()`` later (presumably they'll notice the
         # unformatted content if ``fmt_str`` isn't meant to be
         # unformatted).
         self.fmt_str = fmt_str
-        self.setText(fmt_str)
+        # self.setText(fmt_str)  # ?TODO, why here?
 
         self.setStyleSheet(
             f"""QLabel {{
@@ -306,6 +308,7 @@ class FormatLabel(QLabel):
             """
         )
         self.setFont(_font.font)
+        if use_md:
             self.setTextFormat(
                 Qt.TextFormat.MarkdownText
             )
@@ -316,7 +319,10 @@ class FormatLabel(QLabel):
             size_policy.Expanding,
         )
         self.setAlignment(
-            Qt.AlignVCenter | Qt.AlignLeft
+            Qt.AlignLeft
+            |
+            Qt.AlignBottom
+            # Qt.AlignVCenter
         )
         self.setText(self.fmt_str)
 

piker/ui/_style.py

@@ -269,6 +269,8 @@ def hcolor(name: str) -> str:
 
         # default ohlc-bars/curve gray
         'bracket': '#666666',  # like the logo
+        'pikers': '#616161',  # a trader shade of..
+        'beast': '#161616',  # in the dark alone.
 
         # bluish
         'charcoal': '#36454F',

piker/ui/order_mode.py

@@ -21,6 +21,7 @@ Chart trading, the only way to scalp.
 from __future__ import annotations
 from contextlib import asynccontextmanager
 from dataclasses import dataclass, field
+from decimal import Decimal
 from functools import partial
 from pprint import pformat
 import time
@@ -41,7 +42,6 @@ from piker.accounting import (
     Position,
     mk_allocator,
     MktPair,
-    Symbol,
 )
 from piker.clearing import (
     open_ems,
@@ -143,6 +143,15 @@ class OrderMode:
     }
     _staged_order: Order | None = None
 
+    @property
+    def curr_mkt(self) -> MktPair:
+        '''
+        Deliver the currently selected `MktPair` according
+        chart state.
+
+        '''
+        return self.chart.linked.mkt
+
     def on_level_change_update_next_order_info(
         self,
         level: float,
@@ -172,7 +181,11 @@ class OrderMode:
         line.update_labels(order_info)
 
         # update bound-in staged order
-        order.price = level
+        mkt: MktPair = self.curr_mkt
+        order.price: Decimal = mkt.quantize(
+            size=level,
+            quantity_type='price',
+        )
         order.size = order_info['size']
 
         # when an order is changed we flip the settings side-pane to
@@ -187,7 +200,9 @@ class OrderMode:
 
     ) -> LevelLine:
 
-        level = order.price
+        # TODO, if we instead just always decimalize at the ems layer
+        # we can avoid this back-n-forth casting?
+        level = float(order.price)
 
         line = order_line(
             chart or self.chart,
@@ -224,7 +239,11 @@ class OrderMode:
             # the order mode allocator but we still need to update the
             # "staged" order message we'll send to the ems
             def update_order_price(y: float) -> None:
-                order.price = y
+                mkt: MktPair = self.curr_mkt
+                order.price: Decimal = mkt.quantize(
+                    size=y,
+                    quantity_type='price',
+                )
 
             line._on_level_change = update_order_price
 
@@ -275,34 +294,31 @@ class OrderMode:
         chart = cursor.linked.chart
         if (
             not chart
-            and cursor
-            and cursor.active_plot
+            and
+            cursor
+            and
+            cursor.active_plot
         ):
             return
 
         chart = cursor.active_plot
-        price = cursor._datum_xy[1]
+        price: float = cursor._datum_xy[1]
         if not price:
             # zero prices are not supported by any means
             # since that's illogical / a no-op.
             return
 
-        mkt: MktPair = self.chart.linked.mkt
-
-        # NOTE : we could also use instead,
-        # mkt.quantize(price, quantity_type='price')
-        # but it returns a Decimal and it's probably gonna
-        # be slower?
         # TODO: should we be enforcing this precision
-        # at a different layer in the stack? right now
-        # any precision error will literally be relayed
-        # all the way back from the backend.
-
-        price = round(
-            price,
-            ndigits=mkt.price_tick_digits,
+        # at a different layer in the stack?
+        # |_ might require `MktPair` tracking in the EMS?
+        # |_ right now any precision error will be relayed
+        #    all the way back from the backend and vice-versa..
+        #
+        mkt: MktPair = self.curr_mkt
+        price: Decimal = mkt.quantize(
+            size=price,
+            quantity_type='price',
         )
-
         order = self._staged_order = Order(
             action=action,
             price=price,
@@ -378,7 +394,7 @@ class OrderMode:
                 'oid': oid,
             })
 
-        if order.price <= 0:
+        if float(order.price) <= 0:
             log.error(
                 '*!? Invalid `Order.price <= 0` ?!*\n'
                 # TODO: make this present multi-line in object form
@@ -515,14 +531,15 @@ class OrderMode:
             # if an order msg is provided update the line
             # **from** that msg.
             if order:
-                if order.price <= 0:
+                price: float = float(order.price)
+                if price <= 0:
                     log.error(f'Order has 0 price, cancelling..\n{order}')
                     self.cancel_orders([order.oid])
                     return None
 
-                line.set_level(order.price)
+                line.set_level(price)
                 self.on_level_change_update_next_order_info(
-                    level=order.price,
+                    level=price,
                     line=line,
                     order=order,
                     # use the corresponding position tracker for the
@@ -681,9 +698,9 @@ class OrderMode:
     ) -> Dialog | None:
         # NOTE: the `.order` attr **must** be set with the
         # equivalent order msg in order to be loaded.
-        order = msg.req
+        order: Order = msg.req
         oid = str(msg.oid)
-        symbol = order.symbol
+        symbol: str = order.symbol
 
         # TODO: MEGA UGGG ZONEEEE!
         src = msg.src
@@ -702,13 +719,22 @@ class OrderMode:
         order.oid = str(order.oid)
         order.brokers = [brokername]
 
-        # TODO: change this over to `MktPair`, but it's
-        # gonna be tough since we don't have any such data
-        # really in our clearing msg schema..
-        order.symbol = Symbol.from_fqme(
-            fqsn=fqme,
-            info={},
-        )
+        # ?TODO? change this over to `MktPair`, but it's gonna be
+        # tough since we don't have any such data really in our
+        # clearing msg schema..
+        # BUT WAIT! WHY do we even want/need this!?
+        #
+        # order.symbol = self.curr_mkt
+        #
+        # XXX, the old approach.. which i don't quire member why..
+        # -[ ] verify we for sure don't require this any more!
+        #  |_https://github.com/pikers/piker/issues/517
+        #
+        # order.symbol = Symbol.from_fqme(
+        #     fqsn=fqme,
+        #     info={},
+        # )
+
         maybe_dialog: Dialog | None = self.submit_order(
             send_msg=False,
             order=order,
@@ -766,6 +792,7 @@ async def open_order_mode(
             brokerd_accounts,
             ems_dialog_msgs,
         ),
+        tractor.trionics.collapse_eg(),
         trio.open_nursery() as tn,
 
     ):
@@ -1101,7 +1128,7 @@ async def process_trade_msg(
                         )
                     )
                 ):
-                    msg.req = order
+                    msg.req: Order = order
                     dialog: (
                         Dialog
                         # NOTE: on an invalid order submission (eg.
@@ -1166,7 +1193,7 @@ async def process_trade_msg(
             tm = time.time()
             mode.on_fill(
                 oid,
-                price=req.price,
+                price=float(req.price),
                 time_s=tm,
             )
             mode.lines.remove_line(uuid=oid)
@@ -1221,7 +1248,7 @@ async def process_trade_msg(
             tm = details['broker_time']
             mode.on_fill(
                 oid,
-                price=details['price'],
+                price=float(details['price']),
                 time_s=tm,
                 pointing='up' if action == 'buy' else 'down',
             )

pyproject.toml

@@ -23,7 +23,7 @@ name = "piker"
 version = "0.1.0a0dev0"
 description = "trading gear for hackers"
 authors = [{ name = "Tyler Goodlet", email = "goodboy_foss@protonmail.com" }]
-requires-python = ">=3.12, <3.13"
+requires-python = ">=3.12"
 license = "AGPL-3.0-or-later"
 readme = "README.rst"
 keywords = [
@@ -39,8 +39,8 @@ classifiers = [
     "Operating System :: POSIX :: Linux",
     "Programming Language :: Python :: Implementation :: CPython",
     "Programming Language :: Python :: 3 :: Only",
-    "Programming Language :: Python :: 3.11",
     "Programming Language :: Python :: 3.12",
+    "Programming Language :: Python :: 3.13",
     "Intended Audience :: Financial and Insurance Industry",
     "Intended Audience :: Science/Research",
     "Intended Audience :: Developers",
@@ -49,13 +49,13 @@ classifiers = [
 dependencies = [
     "async-generator >=1.10, <2.0.0",
     "attrs >=23.1.0, <24.0.0",
-    "bidict >=0.22.1, <0.23.0",
+    "bidict >=0.23.1",
     "colorama >=0.4.6, <0.5.0",
     "colorlog >=6.7.0, <7.0.0",
     "ib-insync >=0.9.86, <0.10.0",
-    "numba >=0.59.0, <0.60.0",
-    "numpy >=1.25, <2.0",
-    "polars >=0.18.13, <0.19.0",
+    "numpy>=2.0",
+    "polars >=0.20.6",
+    "polars-fuzzy-match>=0.1.5",
     "pygments >=2.16.1, <3.0.0",
     "rich >=13.5.2, <14.0.0",
     "tomli >=2.0.1, <3.0.0",
@@ -65,16 +65,18 @@ dependencies = [
     "typer >=0.9.0, <1.0.0",
     "rapidfuzz >=3.5.2, <4.0.0",
     "pdbp >=1.5.0, <2.0.0",
-    "trio >=0.24, <0.25",
+    "trio >=0.27",
     "pendulum >=3.0.0, <4.0.0",
     "httpx >=0.27.0, <0.28.0",
     "cryptofeed >=2.4.0, <3.0.0",
-    "pyarrow >=17.0.0, <18.0.0",
+    "pyarrow>=18.0.0",
     "websockets ==12.0",
-    "msgspec",
+    "msgspec>=0.19.0,<0.20",
     "tractor",
     "asyncvnc",
     "tomlkit",
+    "trio-typing>=0.10.0",
+    "numba>=0.61.0",
 ]
 
 [project.optional-dependencies]
@@ -112,6 +114,7 @@ dev = [
     "cython >=3.0.0, <4.0.0",
     "greenback >=1.1.1, <2.0.0",
     "ruff>=0.9.6",
+    "pyperclip>=1.9.0",
 ]
 
 [project.scripts]
@@ -125,9 +128,21 @@ include = ["piker"]
 [tool.hatch.build.targets.wheel]
 include = ["piker"]
 
+
+# TODO? move to a `uv.toml`?
+[tool.uv]
+python-preference = 'system'
+python-downloads = 'manual'
+
+
 [tool.uv.sources]
 pyqtgraph = { git = "https://github.com/pikers/pyqtgraph.git" }
 asyncvnc = { git = "https://github.com/pikers/asyncvnc.git", branch = "main" }
 tomlkit = { git = "https://github.com/pikers/tomlkit.git", branch ="piker_pin" }
-msgspec = { git = "https://github.com/jcrist/msgspec.git" }
+
+# tractor = { git = "https://pikers.dev/goodboy/tractor", branch = "main" }
+# tractor = { git = "https://pikers.dev/goodboy/tractor", branch = "moar_eg_smoothing" }
+
+# XXX for @goodboy's hackin, usually there's something new in the
+# runtime being seriously tested here Bp
 tractor = { path = "../tractor", editable = true }

ruff.toml

@@ -62,8 +62,9 @@ ignore-init-module-imports = false
 fixable = ["ALL"]
 unfixable = []
 
+# TODO? uhh why no work!?
 # Allow unused variables when underscore-prefixed.
-dummy-variable-rgx = "^(_+|(_+[a-zA-Z0-9_]*[a-zA-Z0-9]+?))$"
+# dummy-variable-rgx = "^(_+|(_+[a-zA-Z0-9_]*[a-zA-Z0-9]+?))$"
 
 [format]
 # Use single quotes in `ruff format`.

tags

@@ -0,0 +1 @@
+TAG_feed_status_update	./piker/data/feed.py	/TAG_feed_status_update/

tests/test_ems.py

@@ -179,7 +179,7 @@ def test_ems_err_on_bad_broker(
         # NOTE: emsd should error on the actor's enabled modules
         # import phase, when looking for a backend named `doggy`.
         except tractor.RemoteActorError as re:
-            assert re.type == ModuleNotFoundError
+            assert re.type is ModuleNotFoundError
 
     run_and_tollerate_cancels(load_bad_fqme)
 

tests/test_questrade.py

@@ -142,7 +142,12 @@ async def test_concurrent_tokens_refresh(us_symbols, loglevel):
         # async with tractor.open_nursery() as n:
         #     await n.run_in_actor('other', intermittently_refresh_tokens)
 
-        async with trio.open_nursery() as n:
+        async with (
+            tractor.trionics.collapse_eg(),
+            trio.open_nursery(
+            # strict_exception_groups=False,
+            ) as n
+        ):
 
             quoter = await qt.stock_quoter(client, us_symbols)
 
@@ -383,7 +388,9 @@ async def test_quote_streaming(tmx_symbols, loglevel, stream_what):
             else:
                 symbols = [tmx_symbols]
 
-            async with trio.open_nursery() as n:
+            async with trio.open_nursery(
+                strict_exception_groups=False,
+            ) as n:
                 for syms, func in zip(symbols, stream_what):
                     n.start_soon(func, feed, syms)