Port `binance` backend to `httpx`

Change type-annots to use `httpx.Response`
Port `kucoin` backend to `httpx`
2024-05-23 18:12:31 -03:00 · 2024-05-20 12:55:45 -04:00 · 2024-05-20 11:09:30 -04:00 · 2024-05-20 11:09:10 -04:00
23 changed files with 598 additions and 2786 deletions
--- a/README.rst
+++ b/README.rst
@ -1,161 +1,162 @@
 piker
 -----
-trading gear for hackers
+trading gear for hackers.

 |gh_actions|

 .. |gh_actions| image:: https://img.shields.io/endpoint.svg?url=https%3A%2F%2Factions-badge.atrox.dev%2Fpikers%2Fpiker%2Fbadge&style=popout-square
    :target: https://actions-badge.atrox.dev/piker/pikers/goto

-``piker`` is a broker agnostic, next-gen FOSS toolset and runtime for
-real-time computational trading targeted at `hardcore Linux users
-<comp_trader>`_ .
+``piker`` is a broker agnostic, next-gen FOSS toolset for real-time
+computational trading targeted at `hardcore Linux users <comp_trader>`_ .

-we use much bleeding edge tech including (but not limited to):
+we use as much bleeding edge tech as possible including (but not limited to):

 - latest python for glue_
- uv_ for packaging and distribution
- trio_ & tractor_ for our distributed `structured concurrency`_ runtime
- Qt_ for pristine low latency UIs
- pyqtgraph_ (which we've extended) for real-time charting and graphics
- ``polars`` ``numpy`` and ``numba`` for redic `fast numerics`_
- `apache arrow and parquet`_ for time-series storage
+- trio_ & tractor_ for our distributed, multi-core, real-time streaming
+  `structured concurrency`_ runtime B)
+- Qt_ for pristine high performance UIs
+- pyqtgraph_ for real-time charting
+- ``polars`` ``numpy`` and ``numba`` for `fast numerics`_
+- `apache arrow and parquet`_ for time series history management
+  persistence and sharing
+- (prototyped) techtonicdb_ for L2 book storage

-potential projects we might integrate with soon,
-
- (already prototyped in ) techtonicdb_ for L2 book storage
-
-.. _comp_trader: https://jfaleiro.wordpress.com/2019/10/09/computational-trader/
-.. _glue: https://numpy.org/doc/stable/user/c-info.python-as-glue.html#using-python-as-glue
-.. _uv: https://docs.astral.sh/uv/
+.. |travis| image:: https://img.shields.io/travis/pikers/piker/master.svg
+    :target: https://travis-ci.org/pikers/piker
 .. _trio: https://github.com/python-trio/trio
 .. _tractor: https://github.com/goodboy/tractor
 .. _structured concurrency: https://trio.discourse.group/
+.. _marketstore: https://github.com/alpacahq/marketstore
+.. _techtonicdb: https://github.com/0b01/tectonicdb
 .. _Qt: https://www.qt.io/
 .. _pyqtgraph: https://github.com/pyqtgraph/pyqtgraph
+.. _glue: https://numpy.org/doc/stable/user/c-info.python-as-glue.html#using-python-as-glue
 .. _apache arrow and parquet: https://arrow.apache.org/faq/
 .. _fast numerics: https://zerowithdot.com/python-numpy-and-pandas-performance/
-.. _techtonicdb: https://github.com/0b01/tectonicdb
+.. _comp_trader: https://jfaleiro.wordpress.com/2019/10/09/computational-trader/


-focus and feats:
-****************
-fitting with these tenets, we're always open to new
-framework/lib/service interop suggestions and ideas!
+focus and features:
+*******************
+- 100% federated: your code, your hardware, your data feeds, your broker fills.
+- zero web: low latency, native software that doesn't try to re-invent the OS
+- maximal **privacy**: prevent brokers and mms from knowing your
+  planz; smack their spreads with dark volume.
+- zero clutter: modal, context oriented UIs that echew minimalism, reduce
+  thought noise and encourage un-emotion.
+- first class parallelism: built from the ground up on next-gen structured concurrency
+  primitives.
+- traders first: broker/exchange/asset-class agnostic
+- systems grounded: real-time financial signal processing that will
+  make any queuing or DSP eng juice their shorts.
+- non-tina UX: sleek, powerful keyboard driven interaction with expected use in tiling wms
+- data collaboration: every process and protocol is multi-host scalable.
+- fight club ready: zero interest in adoption by suits; no corporate friendly license, ever.

- **100% federated**:
-  your code, your hardware, your data feeds, your broker fills.
+fitting with these tenets, we're always open to new framework suggestions and ideas.

- **zero web**:
-  low latency as a prime objective, native UIs and modern IPC
-  protocols without trying to re-invent the "OS-as-an-app"..
-
- **maximal privacy**:
-  prevent brokers and mms from knowing your planz; smack their
-  spreads with dark volume from a VPN tunnel.
-
- **zero clutter**:
-  modal, context oriented UIs that echew minimalism, reduce thought
-  noise and encourage un-emotion.
-
- **first class parallelism**:
-  built from the ground up on a next-gen structured concurrency
-  supervision sys.
-
- **traders first**:
-  broker/exchange/venue/asset-class/money-sys agnostic
-
- **systems grounded**:
-  real-time financial signal processing (fsp) that will make any
-  queuing or DSP eng juice their shorts.
-
- **non-tina UX**:
-  sleek, powerful keyboard driven interaction with expected use in
-  tiling wms (or maybe even a DDE).
-
- **data collab at scale**:
-  every actor-process and protocol is multi-host aware.
-
- **fight club ready**:
-  zero interest in adoption by suits; no corporate friendly license,
-  ever.
-
-building the hottest looking, fastest, most reliable, keyboard
-friendly FOSS trading platform is the dream; join the cause.
+building the best looking, most reliable, keyboard friendly trading
+platform is the dream; join the cause.


-a sane install with `uv`
-************************
-bc why install with `python` when you can faster with `rust` ::
+sane install with `poetry`
+**************************
+TODO!

-    uv lock
+
+rigorous install on ``nixos`` using ``poetry2nix``
+**************************************************
+TODO!


 hacky install on nixos
 **********************
-``NixOS`` is our core devs' distro of choice for which we offer
+`NixOS` is our core devs' distro of choice for which we offer
 a stringently defined development shell envoirment that can be loaded with::

-    nix-shell default.nix
+    nix-shell develop.nix
+
+this will setup the required python environment to run piker, make sure to
+run::
+
+    pip install -r requirements.txt -e .
+
+once after loading the shell


-start a chart
-*************
-run a realtime OHLCV chart stand-alone::
+install wild-west style via `pip`
+*********************************
+``piker`` is currently under heavy pre-alpha development and as such
+should be cloned from this repo and hacked on directly.

-    piker -l info chart btcusdt.spot.binance xmrusdt.spot.kraken
+for a development install::

-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
-a daemon (`pikerd` - see below) means there is an implicit spawning of the
-multi-actor-runtime (implemented as a `tractor` app).
-
-For additional subsystem feats available through our chart UI see the
-various sub-readmes:
-
- order control using a mouse-n-keyboard UX B)
- cross venue market-pair (what most call "symbol") search, select, overlay Bo
- financial-signal-processing (`piker.fsp`) write-n-reload to sub-chart BO
- src-asset derivatives scan for anal, like the infamous "max pain" XO
+    git clone git@github.com:pikers/piker.git
+    cd piker
+    virtualenv env
+    source ./env/bin/activate
+    pip install -r requirements.txt -e .


-spawn a daemon standalone
-*************************
-we call the root actor-process the ``pikerd``. it can be (and is
-recommended normally to be) started separately from the ``piker
-chart`` program::
+check out our charts
+********************
+bet you weren't expecting this from the foss::
+
+    piker -l info -b kraken -b binance chart btcusdt.binance --pdb
+
+
+this runs the main chart (currently with 1m sampled OHLC) in in debug
+mode and you can practice paper trading using the following
+micro-manual:
+
+``order_mode`` (
+    edge triggered activation by any of the following keys,
+    ``mouse-click`` on y-level to submit at that price
+    ):
+
+    - ``f``/ ``ctl-f`` to stage buy
+    - ``d``/ ``ctl-d`` to stage sell
+    - ``a`` to stage alert
+
+
+``search_mode`` (
+    ``ctl-l`` or ``ctl-space`` to open,
+    ``ctl-c`` or ``ctl-space`` to close
+    ) :
+
+    - begin typing to have symbol search automatically lookup
+      symbols from all loaded backend (broker) providers
+    - arrow keys and mouse click to navigate selection
+    - vi-like ``ctl-[hjkl]`` for navigation
+
+
+you can also configure your position allocation limits from the
+sidepane.
+
+
+run in distributed mode
+***********************
+start the service manager and data feed daemon in the background and
+connect to it::

    pikerd -l info --pdb

-the daemon does nothing until a ``piker``-client (like ``piker
-chart``) connects and requests some particular sub-system. for
-a connecting chart ``pikerd`` will spawn and manage at least,

- a data-feed daemon: ``datad`` which does all the work of comms with
-  the backend provider (in this case the ``binance`` cex).
- a paper-trading engine instance, ``paperboi.binance``, (if no live
-  account has been configured) which allows for auto/manual order
-  control against the live quote stream.
+connect your chart::

-*using* an actor-service (aka micro-daemon) manager which dynamically
-supervises various sub-subsystems-as-services throughout the ``piker``
-runtime-stack.
+    piker -l info -b kraken -b binance chart xmrusdt.binance --pdb

-now you can (implicitly) connect your chart::

-    piker chart btcusdt.spot.binance
-
-since ``pikerd`` was started separately you can now enjoy a persistent
-real-time data stream tied to the daemon-tree's lifetime. i.e. the next
-time you spawn a chart it will obviously not only load much faster
-(since the underlying ``datad.binance`` is left running with its
-in-memory IPC data structures) but also the data-feed and any order
-mgmt states should be persistent until you finally cancel ``pikerd``.
+enjoy persistent real-time data feeds tied to daemon lifetime. the next
+time you spawn a chart it will load much faster since the data feed has
+been cached and is now always running live in the background until you
+kill ``pikerd``.


 if anyone asks you what this project is about
 *********************************************
-you don't talk about it; just use it.
+you don't talk about it.


 how do i get involved?
@ -165,15 +166,6 @@ enter the matrix.

 how come there ain't that many docs
 ***********************************
-i mean we want/need them but building the core right has been higher
-prio then marketting (and likely will stay that way Bp).
-
-soo, suck it up bc,
-
- no one is trying to sell you on anything
- learning the code base is prolly way more valuable
- the UI/UXs are intended to be "intuitive" for any hacker..
-
-we obviously need tonz help so if you want to start somewhere and
-can't necessarily write "advanced" concurrent python/rust code, this
-helping document literally anything might be the place for you!
+suck it up, learn the code; no one is trying to sell you on anything.
+also, we need lotsa help so if you want to start somewhere and can't
+necessarily write serious code, this might be the place for you!
--- a/default.nix
+++ b/default.nix
@ -1,134 +0,0 @@
-with (import <nixpkgs> {});
-let
-  glibStorePath = lib.getLib glib;
-  zlibStorePath = lib.getLib zlib;
-  zstdStorePath = lib.getLib zstd;
-  dbusStorePath = lib.getLib dbus;
-  libGLStorePath = lib.getLib libGL;
-  freetypeStorePath = lib.getLib freetype;
-  qt6baseStorePath = lib.getLib qt6.qtbase;
-  fontconfigStorePath = lib.getLib fontconfig;
-  libxkbcommonStorePath = lib.getLib libxkbcommon;
-  xcbutilcursorStorePath = lib.getLib xcb-util-cursor;
-
-  qtpyStorePath = lib.getLib python312Packages.qtpy;
-  pyqt6StorePath = lib.getLib python312Packages.pyqt6;
-  pyqt6SipStorePath = lib.getLib python312Packages.pyqt6-sip;
-  rapidfuzzStorePath = lib.getLib python312Packages.rapidfuzz;
-  qdarkstyleStorePath = lib.getLib python312Packages.qdarkstyle;
-
-  xorgLibX11StorePath = lib.getLib xorg.libX11;
-  xorgLibxcbStorePath = lib.getLib xorg.libxcb;
-  xorgxcbutilwmStorePath = lib.getLib xorg.xcbutilwm;
-  xorgxcbutilimageStorePath = lib.getLib xorg.xcbutilimage;
-  xorgxcbutilerrorsStorePath = lib.getLib xorg.xcbutilerrors;
-  xorgxcbutilkeysymsStorePath = lib.getLib xorg.xcbutilkeysyms;
-  xorgxcbutilrenderutilStorePath = lib.getLib xorg.xcbutilrenderutil;
-in
-stdenv.mkDerivation {
-  name = "piker-qt6-uv";
-  buildInputs = [
-    # System requirements.
-    glib
-    zlib
-    dbus
-    zstd
-    libGL
-    freetype
-    qt6.qtbase
-    libgcc.lib
-    fontconfig
-    libxkbcommon
-
-    # Xorg requirements
-    xcb-util-cursor
-    xorg.libxcb
-    xorg.libX11
-    xorg.xcbutilwm
-    xorg.xcbutilimage
-    xorg.xcbutilerrors
-    xorg.xcbutilkeysyms
-    xorg.xcbutilrenderutil
-
-    # Python requirements.
-    python312Full
-    python312Packages.uv
-    python312Packages.qdarkstyle
-    python312Packages.rapidfuzz
-    python312Packages.pyqt6
-    python312Packages.qtpy
-  ];
-  src = null;
-  shellHook = ''
-    set -e
-
-    # Set the Qt plugin path
-    # export QT_DEBUG_PLUGINS=1
-
-    QTBASE_PATH="${qt6baseStorePath}/lib"
-    QT_PLUGIN_PATH="$QTBASE_PATH/qt-6/plugins"
-    QT_QPA_PLATFORM_PLUGIN_PATH="$QT_PLUGIN_PATH/platforms"
-
-    LIB_GCC_PATH="${libgcc.lib}/lib"
-    GLIB_PATH="${glibStorePath}/lib"
-    ZSTD_PATH="${zstdStorePath}/lib"
-    ZLIB_PATH="${zlibStorePath}/lib"
-    DBUS_PATH="${dbusStorePath}/lib"
-    LIBGL_PATH="${libGLStorePath}/lib"
-    FREETYPE_PATH="${freetypeStorePath}/lib"
-    FONTCONFIG_PATH="${fontconfigStorePath}/lib"
-    LIB_XKB_COMMON_PATH="${libxkbcommonStorePath}/lib"
-
-    XCB_UTIL_CURSOR_PATH="${xcbutilcursorStorePath}/lib"
-    XORG_LIB_X11_PATH="${xorgLibX11StorePath}/lib"
-    XORG_LIB_XCB_PATH="${xorgLibxcbStorePath}/lib"
-    XORG_XCB_UTIL_IMAGE_PATH="${xorgxcbutilimageStorePath}/lib"
-    XORG_XCB_UTIL_WM_PATH="${xorgxcbutilwmStorePath}/lib"
-    XORG_XCB_UTIL_RENDER_UTIL_PATH="${xorgxcbutilrenderutilStorePath}/lib"
-    XORG_XCB_UTIL_KEYSYMS_PATH="${xorgxcbutilkeysymsStorePath}/lib"
-    XORG_XCB_UTIL_ERRORS_PATH="${xorgxcbutilerrorsStorePath}/lib"
-
-    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QTBASE_PATH"
-    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QT_PLUGIN_PATH"
-    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QT_QPA_PLATFORM_PLUGIN_PATH"
-
-    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$LIB_GCC_PATH"
-    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$DBUS_PATH"
-    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$GLIB_PATH"
-    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$ZLIB_PATH"
-    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$ZSTD_PATH"
-    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$LIBGL_PATH"
-    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$FONTCONFIG_PATH"
-    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$FREETYPE_PATH"
-    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$LIB_XKB_COMMON_PATH"
-
-    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XCB_UTIL_CURSOR_PATH"
-    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_LIB_X11_PATH"
-    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_LIB_XCB_PATH"
-    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_IMAGE_PATH"
-    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_WM_PATH"
-    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_RENDER_UTIL_PATH"
-    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_KEYSYMS_PATH"
-    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_ERRORS_PATH"
-
-    export LD_LIBRARY_PATH
-
-    RPDFUZZ_PATH="${rapidfuzzStorePath}/lib/python3.12/site-packages"
-    QDRKSTYLE_PATH="${qdarkstyleStorePath}/lib/python3.12/site-packages"
-    QTPY_PATH="${qtpyStorePath}/lib/python3.12/site-packages"
-    PYQT6_PATH="${pyqt6StorePath}/lib/python3.12/site-packages"
-    PYQT6_SIP_PATH="${pyqt6SipStorePath}/lib/python3.12/site-packages"
-
-    PATCH="$PATCH:$RPDFUZZ_PATH"
-    PATCH="$PATCH:$QDRKSTYLE_PATH"
-    PATCH="$PATCH:$QTPY_PATH"
-    PATCH="$PATCH:$PYQT6_PATH"
-    PATCH="$PATCH:$PYQT6_SIP_PATH"
-
-    export PATCH
-
-    # Install deps
-    uv lock
-
-  '';
-}
--- a/piker/brokers/binance/api.py
+++ b/piker/brokers/binance/api.py
@ -1,8 +1,8 @@
 # piker: trading gear for hackers
 # Copyright (C)
-#  Guillermo Rodriguez (aka ze jefe)
-#  Tyler Goodlet
-#  (in stewardship for pikers)
+#   Guillermo Rodriguez (aka ze jefe)
+#   Tyler Goodlet
+#   (in stewardship for pikers)

 # This program is free software: you can redistribute it and/or modify
 # it under the terms of the GNU Affero General Public License as published by
@ -25,13 +25,14 @@ from __future__ import annotations
 from collections import ChainMap
 from contextlib import (
    asynccontextmanager as acm,
-    AsyncExitStack,
 )
 from datetime import datetime
 from pprint import pformat
 from typing import (
    Any,
    Callable,
+    Hashable,
+    Sequence,
    Type,
 )
 import hmac
@ -43,6 +44,7 @@ from pendulum import (
    now,
 )
 import httpx
+from rapidfuzz import process as fuzzy
 import numpy as np

 from piker import config
@ -52,7 +54,6 @@ from piker.clearing._messages import (
 from piker.accounting import (
    Asset,
    digits_to_dec,
-    MktPair,
 )
 from piker.types import Struct
 from piker.data import (
@ -68,6 +69,7 @@ from .venues import (
    PAIRTYPES,
    Pair,
    MarketType,
+
    _spot_url,
    _futes_url,
    _testnet_futes_url,
@ -77,18 +79,19 @@ from .venues import (
 log = get_logger('piker.brokers.binance')


-def get_config() -> dict[str, Any]:
+def get_config() -> dict:
+
    conf: dict
    path: Path
    conf, path = config.load(
        conf_name='brokers',
        touch_if_dne=True,
    )
-    section: dict = conf.get('binance')
+
+    section = conf.get('binance')
+
    if not section:
-        log.warning(
-            f'No config section found for binance in {path}'
-        )
+        log.warning(f'No config section found for binance in {path}')
        return {}

    return section
@ -144,7 +147,7 @@ def binance_timestamp(

 class Client:
    '''
-    Async ReST API client using `trio` + `httpx` B)
+    Async ReST API client using ``trio`` + ``httpx`` B)

    Supports all of the spot, margin and futures endpoints depending
    on method.
@ -153,17 +156,11 @@ class Client:
    def __init__(
        self,

-        venue_sessions: dict[
-            str,  # venue key
-            tuple[httpx.AsyncClient, str]  # session, eps path
-        ],
-        conf: dict[str, Any],
        # TODO: change this to `Client.[mkt_]venue: MarketType`?
        mkt_mode: MarketType = 'spot',
+        httpx_client: httpx.AsyncClient,

    ) -> None:
-        self.conf = conf
-
        # build out pair info tables for each market type
        # and wrap in a chain-map view for search / query.
        self._spot_pairs: dict[str, Pair] = {}  # spot info table
@ -190,13 +187,28 @@ class Client:
        # market symbols for use by search. See `.exch_info()`.
        self._pairs: ChainMap[str, Pair] = ChainMap()

+        self._create_sessions(httpx_client)
+
        # global client "venue selection" mode.
        # set this when you want to switch venues and not have to
        # specify the venue for the next request.
        self.mkt_mode: MarketType = mkt_mode

-        # per-mkt-venue API client table
-        self.venue_sesh = venue_sessions
+        # per 8
+        self.venue_sesh: dict[
+            str,  # venue key
+            tuple[httpx.AsyncClient, str]  # session, eps path
+        ] = {
+            'spot': (self._sesh, '/api/v3/'),
+            'spot_testnet': (self._test_sesh, '/fapi/v1/'),
+
+            'margin': (self._sapi_sesh, '/sapi/v1/'),
+
+            'usdtm_futes': (self._fapi_sesh, '/fapi/v1/'),
+            'usdtm_futes_testnet': (self._test_fapi_sesh, '/fapi/v1/'),
+
+            # 'futes_coin': self._dapi,  # TODO
+        }

        # lookup for going from `.mkt_mode: str` to the config
        # subsection `key: str`
@ -211,6 +223,69 @@ class Client:
            'futes': ['usdtm_futes'],
        }

+        # for creating API keys see,
+        # https://www.binance.com/en/support/faq/how-to-create-api-keys-on-binance-360002502072
+        self.conf: dict = get_config()
+
+        self._setup_api_keys()
+
+    def _setup_api_keys(
+        self
+
+    ) -> None:
+        """
+        Set up API keys for the configured venues and sessions.
+        """
+        for key, subconf in self.conf.items():
+            if api_key := subconf.get('api_key', ''):
+                venue_keys: list[str] = self.confkey2venuekeys[key]
+
+                venue_key: str
+                sesh: httpx.AsyncClient
+                for venue_key in venue_keys:
+                    sesh, _ = self.venue_sesh[venue_key]
+
+                    api_key_header: dict = {
+                        # taken from official:
+                        # https://github.com/binance/binance-futures-connector-python/blob/main/binance/api.py#L47
+                        "Content-Type": "application/json;charset=utf-8",
+
+                        # TODO: prolly should just always query and copy
+                        # in the real latest ver?
+                        "User-Agent": "binance-connector/6.1.6smbz6",
+                        "X-MBX-APIKEY": api_key,
+                    }
+                    sesh.headers.update(api_key_header)
+
+                    # if `.use_tesnet = true` in the config then
+                    # also add headers for the testnet session which
+                    # will be used for all order control
+                    if subconf.get('use_testnet', False):
+                        testnet_sesh, _ = self.venue_sesh[
+                            venue_key + '_testnet'
+                        ]
+                        testnet_sesh.headers.update(api_key_header)
+
+    def _create_sessions(
+        self,
+        httpx_client: httpx.AsyncClient
+
+    ) -> None:
+        """
+        Create the necessary AsyncClient sessions for different endpoints.
+        """
+        # spot EPs sesh
+        self._sesh: httpx.AsyncClient = httpx_client.AsyncClient(base_url=_spot_url)
+        # spot testnet
+        self._test_sesh: httpx.AsyncClient = httpx_client.AsyncClient(base_url=__testnet_spot_url)
+        # margin and extended spot endpoints session.
+        self._sapi_sesh: httpx.AsyncClient = httpx_client.AsyncClient(base_url=_spot_url)
+        # futes EPs sesh
+        self._fapi_sesh: httpx.AsyncClient = httpx_client.AsyncClient(base_url=_futes_url)
+        # futes testnet
+        self._test_fapi_sesh: httpx.AsyncClient = httpx_client.AsyncClient(base_url=_testnet_futes_url)
+
+
    def _mk_sig(
        self,
        data: dict,
@ -229,6 +304,7 @@ class Client:
                'to define the creds for auth-ed endpoints!?'
            )

+
        # XXX: Info on security and authentification
        # https://binance-docs.github.io/apidocs/#endpoint-security-type
        if not (api_secret := subconf.get('api_secret')):
@ -257,7 +333,7 @@ class Client:
        params: dict,

        method: str = 'get',
-        venue: str|None = None,  # if None use `.mkt_mode` state
+        venue: str | None = None,  # if None use `.mkt_mode` state
        signed: bool = False,
        allow_testnet: bool = False,

@ -268,9 +344,8 @@ class Client:
        - /fapi/v3/ USD-M FUTURES, or
        - /api/v3/ SPOT/MARGIN

-        account/market endpoint request depending on either passed in
-        `venue: str` or the current setting `.mkt_mode: str` setting,
-        default `'spot'`.
+        account/market endpoint request depending on either passed in `venue: str`
+        or the current setting `.mkt_mode: str` setting, default `'spot'`.


        Docs per venue API:
@ -299,6 +374,9 @@ class Client:
                venue=venue_key,
            )

+        sesh: httpx.AsyncClient
+        path: str
+
        # Check if we're configured to route order requests to the
        # venue equivalent's testnet.
        use_testnet: bool = False
@ -323,12 +401,11 @@ class Client:
            # ctl machinery B)
            venue_key += '_testnet'

-        client: httpx.AsyncClient
-        path: str
-        client, path = self.venue_sesh[venue_key]
-        meth: Callable = getattr(client, method)
+        sesh, path = self.venue_sesh[venue_key]
+
+        meth: Callable = getattr(sesh, method)
        resp = await meth(
-            url=path + endpoint,
+            path=path + endpoint,
            params=params,
            timeout=float('inf'),
        )
@ -370,15 +447,7 @@ class Client:
                item['filters'] = filters

            pair_type: Type = PAIRTYPES[venue]
-            try:
-                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'
-                )
-                raise
+            pair: Pair = pair_type(**item)
            pair_table[pair.symbol.upper()] = pair

            # update an additional top-level-cross-venue-table
@ -473,9 +542,7 @@ class Client:

        '''
        pair_table: dict[str, Pair] = self._venue2pairs[
-            venue
-            or
-            self.mkt_mode
+            venue or self.mkt_mode
        ]
        if (
            expiry
@ -494,9 +561,9 @@ class Client:
            venues: list[str] = [venue]

        # batch per-venue download of all exchange infos
-        async with trio.open_nursery() as tn:
+        async with trio.open_nursery() as rn:
            for ven in venues:
-                tn.start_soon(
+                rn.start_soon(
                    self._cache_pairs,
                    ven,
                )
@ -549,11 +616,11 @@ class Client:

    ) -> dict[str, Any]:

-        fq_pairs: dict[str, Pair] = await self.exch_info()
+        fq_pairs: dict = await self.exch_info()

        # TODO: cache this list like we were in
        # `open_symbol_search()`?
-        # keys: list[str] = list(fq_pairs)
+        keys: list[str] = list(fq_pairs)

        return match_from_pairs(
            pairs=fq_pairs,
@ -561,20 +628,9 @@ class Client:
            score_cutoff=50,
        )

-    def pair2venuekey(
-        self,
-        pair: Pair,
-    ) -> str:
-        return {
-            'USDTM': 'usdtm_futes',
-            'SPOT': 'spot',
-            # 'COINM': 'coin_futes',
-            # ^-TODO-^ bc someone might want it..?
-        }[pair.venue]
-
    async def bars(
        self,
-        mkt: MktPair,
+        symbol: str,

        start_dt: datetime | None = None,
        end_dt: datetime | None = None,
@ -604,20 +660,16 @@ class Client:
        start_time = binance_timestamp(start_dt)
        end_time = binance_timestamp(end_dt)

-        bs_pair: Pair = self._pairs[mkt.bs_fqme.upper()]
-
        # https://binance-docs.github.io/apidocs/spot/en/#kline-candlestick-data
        bars = await self._api(
            'klines',
            params={
-                # NOTE: always query using their native symbology!
-                'symbol': mkt.bs_mktid.upper(),
+                'symbol': symbol.upper(),
                'interval': '1m',
                'startTime': start_time,
                'endTime': end_time,
                'limit': limit
            },
-            venue=self.pair2venuekey(bs_pair),
            allow_testnet=False,
        )
        new_bars: list[tuple] = []
@ -934,148 +986,17 @@ class Client:
        await self.close_listen_key(key)


-_venue_urls: dict[str, str] = {
-    'spot': (
-        _spot_url,
-        '/api/v3/',
-    ),
-    'spot_testnet': (
-        _testnet_spot_url,
-        '/fapi/v1/'
-    ),
-    # margin and extended spot endpoints session.
-    # TODO: did this ever get implemented fully?
-    # 'margin': (
-    #     _spot_url,
-    #     '/sapi/v1/'
-    # ),
-
-    'usdtm_futes': (
-        _futes_url,
-        '/fapi/v1/',
-    ),
-
-    'usdtm_futes_testnet': (
-        _testnet_futes_url,
-        '/fapi/v1/',
-    ),
-
-    # TODO: for anyone who actually needs it ;P
-    # 'coin_futes': ()
-}
-
-
-def init_api_keys(
-    client: Client,
-    conf: dict[str, Any],
-) -> None:
-    '''
-    Set up per-venue API keys each http client according to the user's
-    `brokers.conf`.
-
-    For ex, to use spot-testnet and live usdt futures APIs:
-
-    ```toml
-        [binance]
-        # spot test net
-        spot.use_testnet = true
-        spot.api_key = '<spot_api_key_from_binance_account>'
-        spot.api_secret = '<spot_api_key_password>'
-
-        # futes live
-        futes.use_testnet = false
-        accounts.usdtm = 'futes'
-        futes.api_key = '<futes_api_key_from_binance>'
-        futes.api_secret = '<futes_api_key_password>''
-
-        # if uncommented will use the built-in paper engine and not
-        # connect to `binance` API servers for order ctl.
-        # accounts.paper = 'paper'
-    ```
-
-    '''
-    for key, subconf in conf.items():
-        if api_key := subconf.get('api_key', ''):
-            venue_keys: list[str] = client.confkey2venuekeys[key]
-
-            venue_key: str
-            client: httpx.AsyncClient
-            for venue_key in venue_keys:
-                client, _ = client.venue_sesh[venue_key]
-
-                api_key_header: dict = {
-                    # taken from official:
-                    # https://github.com/binance/binance-futures-connector-python/blob/main/binance/api.py#L47
-                    "Content-Type": "application/json;charset=utf-8",
-
-                    # TODO: prolly should just always query and copy
-                    # in the real latest ver?
-                    "User-Agent": "binance-connector/6.1.6smbz6",
-                    "X-MBX-APIKEY": api_key,
-                }
-                client.headers.update(api_key_header)
-
-                # if `.use_tesnet = true` in the config then
-                # also add headers for the testnet session which
-                # will be used for all order control
-                if subconf.get('use_testnet', False):
-                    testnet_sesh, _ = client.venue_sesh[
-                        venue_key + '_testnet'
-                    ]
-                    testnet_sesh.headers.update(api_key_header)
-
-
@acm
-async def get_client(
-    mkt_mode: MarketType = 'spot',
-) -> Client:
-    '''
-    Construct an single `piker` client which composes multiple underlying venue
-    specific API clients both for live and test networks.
+async def get_client() -> Client:

-    '''
-    venue_sessions: dict[
-        str,  # venue key
-        tuple[httpx.AsyncClient, str]  # session, eps path
-    ] = {}
-    async with AsyncExitStack() as client_stack:
-        for name, (base_url, path) in _venue_urls.items():
-            api: httpx.AsyncClient = await client_stack.enter_async_context(
-                httpx.AsyncClient(
-                    base_url=base_url,
-                    # headers={},
+    client = Client()
+    await client.exch_info()
+    log.info(
+        f'{client} in {client.mkt_mode} mode: caching exchange infos..\n'
+        'Cached multi-market pairs:\n'
+        f'spot: {len(client._spot_pairs)}\n'
+        f'usdtm_futes: {len(client._ufutes_pairs)}\n'
+        f'Total: {len(client._pairs)}\n'
+    )

-                    # TODO: is there a way to numerate this?
-                    # https://www.python-httpx.org/advanced/clients/#why-use-a-client
-                    # connections=4
-                )
-            )
-            venue_sessions[name] = (
-                api,
-                path,
-            )
-
-        conf: dict[str, Any] = get_config()
-        # for creating API keys see,
-        # https://www.binance.com/en/support/faq/how-to-create-api-keys-on-binance-360002502072
-        client = Client(
-            venue_sessions=venue_sessions,
-            conf=conf,
-            mkt_mode=mkt_mode,
-        )
-        init_api_keys(
-            client=client,
-            conf=conf,
-        )
-        fq_pairs: dict[str, Pair] = await client.exch_info()
-        assert fq_pairs
-        log.info(
-            f'Loaded multi-venue `Client` in mkt_mode={client.mkt_mode!r}\n\n'
-            f'Symbology Summary:\n'
-            f'------ - ------\n'
-            f'spot: {len(client._spot_pairs)}\n'
-            f'usdtm_futes: {len(client._ufutes_pairs)}\n'
-            '------ - ------\n'
-            f'total: {len(client._pairs)}\n'
-        )
-        yield client
+    yield client
--- a/piker/brokers/binance/broker.py
+++ b/piker/brokers/binance/broker.py
@ -264,20 +264,15 @@ async def open_trade_dialog(
    # do a open_symcache() call.. though maybe we can hide
    # this in a new async version of open_account()?
    async with open_cached_client('binance') as client:
-        subconf: dict|None = client.conf.get(venue_name)
+        subconf: dict = client.conf[venue_name]
+        use_testnet = subconf.get('use_testnet', False)

        # XXX: if no futes.api_key or spot.api_key has been set we
        # always fall back to the paper engine!
-        if (
-            not subconf
-            or
-            not subconf.get('api_key')
-        ):
+        if not subconf.get('api_key'):
            await ctx.started('paper')
            return

-        use_testnet: bool = subconf.get('use_testnet', False)
-
    async with (
        open_cached_client('binance') as client,
    ):
--- a/piker/brokers/binance/feed.py
+++ b/piker/brokers/binance/feed.py
@ -42,12 +42,12 @@ from trio_typing import TaskStatus
 from pendulum import (
    from_timestamp,
 )
+from rapidfuzz import process as fuzzy
 import numpy as np
 import tractor

 from piker.brokers import (
    open_cached_client,
-    NoData,
 )
 from piker._cacheables import (
    async_lifo_cache,
@ -110,7 +110,6 @@ class AggTrade(Struct, frozen=True):

 async def stream_messages(
    ws: NoBsWs,
-
 ) -> AsyncGenerator[NoBsWs, dict]:

    # TODO: match syntax here!
@ -221,8 +220,6 @@ def make_sub(pairs: list[str], sub_name: str, uid: int) -> dict[str, str]:
    }


-# TODO, why aren't frame resp `log.info()`s showing in upstream
-# code?!
@acm
 async def open_history_client(
    mkt: MktPair,
@ -255,30 +252,24 @@ async def open_history_client(
            else:
                client.mkt_mode = 'spot'

-            array: np.ndarray = await client.bars(
-                mkt=mkt,
+            # NOTE: always query using their native symbology!
+            mktid: str = mkt.bs_mktid
+            array = await client.bars(
+                mktid,
                start_dt=start_dt,
                end_dt=end_dt,
            )
-            if array.size == 0:
-                raise NoData(
-                    f'No frame for {start_dt} -> {end_dt}\n'
-                )
-
            times = array['time']
-            if not times.any():
-                raise ValueError(
-                    'Bad frame with null-times?\n\n'
-                    f'{times}'
-                )
-
-            if end_dt is None:
-                inow: int = round(time.time())
+            if (
+                end_dt is None
+            ):
+                inow = round(time.time())
                if (inow - times[-1]) > 60:
                    await tractor.pause()

            start_dt = from_timestamp(times[0])
            end_dt = from_timestamp(times[-1])
+
            return array, start_dt, end_dt

        yield get_ohlc, {'erlangs': 3, 'rate': 3}
@ -465,8 +456,6 @@ async def stream_quotes(
    ):
        init_msgs: list[FeedInit] = []
        for sym in symbols:
-            mkt: MktPair
-            pair: Pair
            mkt, pair = await get_mkt_info(sym)

            # build out init msgs according to latest spec
@ -515,6 +504,7 @@ async def stream_quotes(

            # start streaming
            async for typ, quote in msg_gen:
+
                # period = time.time() - last
                # hz = 1/period if period else float('inf')
                # if hz > 60:
@ -550,7 +540,7 @@ async def open_symbol_search(
                )

                # repack in fqme-keyed table
-                byfqme: dict[str, Pair] = {}
+                byfqme: dict[start, Pair] = {}
                for pair in pairs.values():
                    byfqme[pair.bs_fqme] = pair

--- a/piker/brokers/binance/venues.py
+++ b/piker/brokers/binance/venues.py
@ -137,12 +137,10 @@ class SpotPair(Pair, frozen=True):
    quoteOrderQtyMarketAllowed: bool
    isSpotTradingAllowed: bool
    isMarginTradingAllowed: bool
-    otoAllowed: bool

    defaultSelfTradePreventionMode: str
    allowedSelfTradePreventionModes: list[str]
    permissions: list[str]
-    permissionSets: list[list[str]]

    # NOTE: see `.data._symcache.SymbologyCache.load()` for why
    ns_path: str = 'piker.brokers.binance:SpotPair'
@ -181,6 +179,7 @@ class FutesPair(Pair):
    quoteAsset: str  # 'USDT',
    quotePrecision: int  # 8,
    requiredMarginPercent: float  # '5.0000',
+    settlePlan: int  # 0,
    timeInForce: list[str]  # ['GTC', 'IOC', 'FOK', 'GTX'],
    triggerProtect: float  # '0.0500',
    underlyingSubType: list[str]  # ['PoW'],
--- a/piker/brokers/ib/_util.py
+++ b/piker/brokers/ib/_util.py
@ -100,7 +100,7 @@ async def data_reset_hack(
        log.warning(
            no_setup_msg
            +
-            'REQUIRES A `vnc_addrs: array` ENTRY'
+            f'REQUIRES A `vnc_addrs: array` ENTRY'
        )

    vnc_host, vnc_port = vnc_sockaddr.get(
@ -259,7 +259,7 @@ def i3ipc_xdotool_manual_click_hack() -> None:
                        timeout=timeout,
                    )

-        # re-activate and focus original window
+    # re-activate and focus original window
        subprocess.call([
            'xdotool',
            'windowactivate', '--sync', str(orig_win_id),
--- a/piker/brokers/ib/api.py
+++ b/piker/brokers/ib/api.py
@ -287,31 +287,9 @@ class Client:
        self.conf = config

        # NOTE: the ib.client here is "throttled" to 45 rps by default
-        self.ib: IB = ib
+        self.ib = ib
        self.ib.RaiseRequestErrors: bool = True

-        # self._acnt_names: set[str] = {}
-        self._acnt_names: list[str] = []
-
-    @property
-    def acnts(self) -> list[str]:
-        # return list(self._acnt_names)
-        return self._acnt_names
-
-    def __repr__(self) -> str:
-        return (
-            f'<{type(self).__name__}('
-            f'ib={self.ib} '
-            f'acnts={self.acnts}'
-
-            # TODO: we need to mask out acnt-#s and other private
-            # infos if we're going to console this!
-            # f' |_.conf:\n'
-            # f'    {pformat(self.conf)}\n'
-
-            ')>'
-        )
-
    async def get_fills(self) -> list[Fill]:
        '''
        Return list of rents `Fills` from trading session.
@ -398,63 +376,55 @@ class Client:
            # whatToShow='MIDPOINT',
            # whatToShow='TRADES',
        )
+        log.info(
+            f'REQUESTING {ib_duration_str} worth {bar_size} BARS\n'
+            f'fqme: {fqme}\n'
+            f'global _enters: {_enters}\n'
+            f'kwargs: {pformat(kwargs)}\n'
+        )
+
        bars = await self.ib.reqHistoricalDataAsync(
            **kwargs,
        )

-        query_info: str = (
-            f'REQUESTING IB history BARS\n'
-            f'    ------ - ------\n'
-            f'dt_duration: {dt_duration}\n'
-            f'ib_duration_str: {ib_duration_str}\n'
-            f'bar_size: {bar_size}\n'
-            f'fqme: {fqme}\n'
-            f'actor-global _enters: {_enters}\n'
-            f'kwargs: {pformat(kwargs)}\n'
-        )
        # tail case if no history for range or none prior.
-        # NOTE: there's actually 3 cases here to handle (and
-        # this should be read alongside the implementation of
-        # `.reqHistoricalDataAsync()`):
-        # - a timeout occurred in which case insync internals return
-        #   an empty list thing with bars.clear()...
-        # - no data exists for the period likely due to
-        #   a weekend, holiday or other non-trading period prior to
-        #   ``end_dt`` which exceeds the ``duration``,
-        # - LITERALLY this is the start of the mkt's history!
        if not bars:
-            # TODO: figure out wut's going on here.
+            # NOTE: there's actually 3 cases here to handle (and
+            # this should be read alongside the implementation of
+            # `.reqHistoricalDataAsync()`):
+            # - a timeout occurred in which case insync internals return
+            #   an empty list thing with bars.clear()...
+            # - no data exists for the period likely due to
+            #   a weekend, holiday or other non-trading period prior to
+            #   ``end_dt`` which exceeds the ``duration``,
+            # - LITERALLY this is the start of the mkt's history!

-            # TODO: is this handy, a sync requester for tinkering
-            # with empty frame cases?
-            # def get_hist():
-            #     return self.ib.reqHistoricalData(**kwargs)
-            # import pdbp
-            # pdbp.set_trace()

-            log.critical(
-                'STUPID IB SAYS NO HISTORY\n\n'
-                + query_info
-            )
+            # sync requester for debugging empty frame cases
+            def get_hist():
+                return self.ib.reqHistoricalData(**kwargs)
+
+            assert get_hist
+            import pdbp
+            pdbp.set_trace()

-            # TODO: we could maybe raise ``NoData`` instead if we
-            # rewrite the method in the first case?
-            # right now there's no way to detect a timeout..
            return [], np.empty(0), dt_duration
+            # TODO: we could maybe raise ``NoData`` instead if we
+            # rewrite the method in the first case? right now there's no
+            # way to detect a timeout.

-        log.info(query_info)
-        # NOTE XXX: ensure minimum duration in bars?
-        # => recursively call this method until we get at least as
-        #   many bars such that they sum in aggregate to the the
-        #   desired total time (duration) at most.
-        #  - if you query over a gap and get no data
-        #    that may short circuit the history
+        # NOTE XXX: ensure minimum duration in bars B)
+        # => we recursively call this method until we get at least
+        # as many bars such that they sum in aggregate to the the
+        # desired total time (duration) at most.
+        # XXX XXX XXX
+        # WHY DID WE EVEN NEED THIS ORIGINALLY!?
+        # XXX XXX XXX
+        # - if you query over a gap and get no data
+        #   that may short circuit the history 
        if (
-            # XXX XXX XXX
-            # => WHY DID WE EVEN NEED THIS ORIGINALLY!? <=
-            # XXX XXX XXX
-            False
-            and end_dt
+            end_dt
+            and False
        ):
            nparr: np.ndarray = bars_to_np(bars)
            times: np.ndarray = nparr['time']
@ -957,10 +927,7 @@ class Client:
                        warnset = True

            else:
-                log.info(
-                    'Got first quote for contract\n'
-                    f'{contract}\n'
-                )
+                log.info(f'Got first quote for {contract}')
                break
        else:
            if timeouterr and raise_on_timeout:
@ -1024,12 +991,8 @@ class Client:
                    outsideRth=True,

                    optOutSmartRouting=True,
-                    # TODO: need to understand this setting better as
-                    # it pertains to shit ass mms..
                    routeMarketableToBbo=True,
-
                    designatedLocation='SMART',
-
                    # TODO: make all orders GTC?
                    # https://interactivebrokers.github.io/tws-api/classIBApi_1_1Order.html#a95539081751afb9980f4c6bd1655a6ba
                    # goodTillDate=f"yyyyMMdd-HH:mm:ss",
@ -1157,8 +1120,8 @@ def get_config() -> dict[str, Any]:
    names = list(accounts.keys())
    accts = section['accounts'] = bidict(accounts)
    log.info(
-        f'{path} defines {len(accts)} account aliases:\n'
-        f'{pformat(names)}\n'
+        f'brokers.toml defines {len(accts)} accounts: '
+        f'{pformat(names)}'
    )

    if section is None:
@ -1225,7 +1188,7 @@ async def load_aio_clients(
        try_ports = list(try_ports.values())

    _err = None
-    accounts_def: dict[str, str] = config.load_accounts(['ib'])
+    accounts_def = config.load_accounts(['ib'])
    ports = try_ports if port is None else [port]
    combos = list(itertools.product(hosts, ports))
    accounts_found: dict[str, Client] = {}
@ -1250,12 +1213,6 @@ async def load_aio_clients(

        for i in range(connect_retries):
            try:
-                log.info(
-                    'Trying `ib_async` connect\n'
-                    f'{host}: {port}\n'
-                    f'clientId: {client_id}\n'
-                    f'timeout: {connect_timeout}\n'
-                )
                await ib.connectAsync(
                    host,
                    port,
@ -1270,9 +1227,7 @@ async def load_aio_clients(
                client = Client(ib=ib, config=conf)

                # update all actor-global caches
-                log.runtime(
-                    f'Connected and caching `Client` @ {sockaddr!r}'
-                )
+                log.info(f"Caching client for {sockaddr}")
                _client_cache[sockaddr] = client
                break

@ -1287,59 +1242,37 @@ async def load_aio_clients(
                OSError,
            ) as ce:
                _err = ce
-                message: str = (
-                    f'Failed to connect on {host}:{port} after {i} tries with\n'
-                    f'{ib.client.apiError.value()!r}\n\n'
-                    'Retrying with a new client id..\n'
-                )
-                log.runtime(message)
-        else:
-            # XXX report loudly if we never established after all
-            # re-tries
-            log.warning(message)
+                log.warning(
+                    f'Failed to connect on {host}:{port} for {i} time with,\n'
+                    f'{ib.client.apiError.value()}\n'
+                    'retrying with a new client id..')

        # Pre-collect all accounts available for this
        # connection and map account names to this client
        # instance.
        for value in ib.accountValues():
-            acct_number: str = value.account
+            acct_number = value.account

-            acnt_alias: str = accounts_def.inverse.get(acct_number)
-            if not acnt_alias:
-
-                # TODO: should we constuct the below reco-ex from
-                # the existing config content?
-                _, path = config.load(
-                    conf_name='brokers',
-                )
+            entry = accounts_def.inverse.get(acct_number)
+            if not entry:
                raise ValueError(
-                    'No alias in account section for account!\n'
-                    f'Please add an acnt alias entry to your {path}\n'
-                    'For example,\n\n'
-
-                    '[ib.accounts]\n'
-                    'margin = {accnt_number!r}\n'
-                    '^^^^^^ <- you need this part!\n\n'
-
-                    'This ensures `piker` will not leak private acnt info '
-                    'to console output by default!\n'
+                    'No section in brokers.toml for account:'
+                    f' {acct_number}\n'
+                    f'Please add entry to continue using this API client'
                )

            # surjection of account names to operating clients.
-            if acnt_alias not in accounts_found:
-                accounts_found[acnt_alias] = client
-                # client._acnt_names.add(acnt_alias)
-                client._acnt_names.append(acnt_alias)
+            if acct_number not in accounts_found:
+                accounts_found[entry] = client

-        if accounts_found:
-            log.info(
-                f'Loaded accounts for api client\n\n'
-                f'{pformat(accounts_found)}\n'
-            )
+        log.info(
+            f'Loaded accounts for client @ {host}:{port}\n'
+            f'{pformat(accounts_found)}'
+        )

-            # XXX: why aren't we just updating this directy above
-            # instead of using the intermediary `accounts_found`?
-            _accounts2clients.update(accounts_found)
+        # XXX: why aren't we just updating this directy above
+        # instead of using the intermediary `accounts_found`?
+        _accounts2clients.update(accounts_found)

    # if we have no clients after the scan loop then error out.
    if not _client_cache:
@ -1373,9 +1306,7 @@ async def load_clients_for_trio(
    a ``tractor.to_asyncio.open_channel_from()``.

    '''
-    async with load_aio_clients(
-        disconnect_on_exit=False,
-    ) as accts2clients:
+    async with load_aio_clients() as accts2clients:

        to_trio.send_nowait(accts2clients)

@ -1541,7 +1472,7 @@ async def open_aio_client_method_relay(
        msg: tuple[str, dict] | dict | None = await from_trio.get()
        match msg:
            case None:  # termination sentinel
-                log.info('asyncio `Client` method-proxy SHUTDOWN!')
+                print('asyncio PROXY-RELAY SHUTDOWN')
                break

            case (meth_name, kwargs):
--- a/piker/brokers/ib/broker.py
+++ b/piker/brokers/ib/broker.py
@ -1183,14 +1183,7 @@ async def deliver_trade_events(
                        pos
                        and fill
                    ):
-                        now_cr: CommissionReport = fill.commissionReport
-                        if (now_cr != cr):
-                            log.warning(
-                                'UhhHh ib updated the commission report mid-fill..?\n'
-                                f'was: {pformat(cr)}\n'
-                                f'now: {pformat(now_cr)}\n'
-                            )
-
+                        assert fill.commissionReport == cr
                        await emit_pp_update(
                            ems_stream,
                            accounts_def,
--- a/piker/brokers/ib/feed.py
+++ b/piker/brokers/ib/feed.py
@ -671,8 +671,8 @@ async def _setup_quote_stream(
        # making them mostly useless and explains why the scanner
        # is always slow XD
        # '293',  # Trade count for day
-        # '294',  # Trade rate / minute
-        # '295',  # Vlm rate / minute
+        '294',  # Trade rate / minute
+        '295',  # Vlm rate / minute
    ),
    contract: Contract | None = None,

@ -915,13 +915,9 @@ async def stream_quotes(

        if first_ticker:
            first_quote: dict = normalize(first_ticker)
-
-            # TODO: we need a stack-oriented log levels filters for
-            # this!
-            # log.info(message, filter={'stack': 'live_feed'}) ?
-            log.runtime(
-                'Rxed init quote:\n\n'
-                f'{pformat(first_quote)}\n'
+            log.info(
+                'Rxed init quote:\n'
+                f'{pformat(first_quote)}'
            )

        # NOTE: it might be outside regular trading hours for
@ -973,11 +969,7 @@ async def stream_quotes(
            raise_on_timeout=True,
        )
        first_quote: dict = normalize(first_ticker)
-
-        # TODO: we need a stack-oriented log levels filters for
-        # this!
-        # log.info(message, filter={'stack': 'live_feed'}) ?
-        log.runtime(
+        log.info(
            'Rxed init quote:\n'
            f'{pformat(first_quote)}'
        )
--- a/piker/brokers/ib/ledger.py
+++ b/piker/brokers/ib/ledger.py
@ -31,11 +31,7 @@ from typing import (
 )

 from bidict import bidict
-from pendulum import (
-    DateTime,
-    parse,
-    from_timestamp,
-)
+import pendulum
 from ib_insync import (
    Contract,
    Commodity,
@ -70,11 +66,10 @@ tx_sort: Callable = partial(
    iter_by_dt,
    parsers={
        'dateTime': parse_flex_dt,
-        'datetime': parse,
-
-        # XXX: for some some fucking 2022 and
-        # back options records.. f@#$ me..
-        'date': parse,
+        'datetime': pendulum.parse,
+        # for some some fucking 2022 and
+        # back options records...fuck me.
+        'date': pendulum.parse,
    }
 )

@ -94,38 +89,15 @@ def norm_trade(

    conid: int = str(record.get('conId') or record['conid'])
    bs_mktid: str = str(conid)
+    comms = record.get('commission')
+    if comms is None:
+        comms = -1*record['ibCommission']

-    # NOTE: sometimes weird records (like BTTX?)
-    # have no field for this?
-    comms: float = -1 * (
-        record.get('commission')
-        or record.get('ibCommission')
-        or 0
-    )
-    if not comms:
-        log.warning(
-            'No commissions found for record?\n'
-            f'{pformat(record)}\n'
-        )
-
-    price: float = (
-        record.get('price')
-        or record.get('tradePrice')
-    )
-    if price is None:
-        log.warning(
-            'No `price` field found in record?\n'
-            'Skipping normalization..\n'
-            f'{pformat(record)}\n'
-        )
-        return None
+    price = record.get('price') or record['tradePrice']

    # the api doesn't do the -/+ on the quantity for you but flex
    # records do.. are you fucking serious ib...!?
-    size: float|int = (
-        record.get('quantity')
-        or record['shares']
-    ) * {
+    size = record.get('quantity') or record['shares'] * {
        'BOT': 1,
        'SLD': -1,
    }[record['side']]
@ -156,31 +128,26 @@ def norm_trade(
        # otype = tail[6]
        # strike = tail[7:]

-        log.warning(
-            f'Skipping option contract -> NO SUPPORT YET!\n'
-            f'{symbol}\n'
-        )
+        print(f'skipping opts contract {symbol}')
        return None

    # timestamping is way different in API records
-    dtstr: str = record.get('datetime')
-    date: str = record.get('date')
-    flex_dtstr: str = record.get('dateTime')
+    dtstr = record.get('datetime')
+    date = record.get('date')
+    flex_dtstr = record.get('dateTime')

    if dtstr or date:
-        dt: DateTime = parse(dtstr or date)
+        dt = pendulum.parse(dtstr or date)

    elif flex_dtstr:
        # probably a flex record with a wonky non-std timestamp..
-        dt: DateTime = parse_flex_dt(record['dateTime'])
+        dt = parse_flex_dt(record['dateTime'])

    # special handling of symbol extraction from
    # flex records using some ad-hoc schema parsing.
-    asset_type: str = (
-        record.get('assetCategory')
-        or record.get('secType')
-        or 'STK'
-    )
+    asset_type: str = record.get(
+        'assetCategory'
+    ) or record.get('secType', 'STK')

    if (expiry := (
            record.get('lastTradeDateOrContractMonth')
@ -390,7 +357,6 @@ def norm_trade_records(
        if txn is None:
            continue

-        # inject txns sorted by datetime
        insort(
            records,
            txn,
@ -439,7 +405,7 @@ def api_trades_to_ledger_entries(
                    txn_dict[attr_name] = val

        tid = str(txn_dict['execId'])
-        dt = from_timestamp(txn_dict['time'])
+        dt = pendulum.from_timestamp(txn_dict['time'])
        txn_dict['datetime'] = str(dt)
        acctid = accounts[txn_dict['acctNumber']]

--- a/piker/brokers/ib/symbols.py
+++ b/piker/brokers/ib/symbols.py
@ -209,10 +209,7 @@ async def open_symbol_search(ctx: tractor.Context) -> None:
                break

            ib_client = proxy._aio_ns.ib
-            log.info(
-                f'Using API client for symbol-search\n'
-                f'{ib_client}\n'
-            )
+            log.info(f'Using {ib_client} for symbol search')

            last = time.time()
            async for pattern in stream:
@ -297,7 +294,7 @@ async def open_symbol_search(ctx: tractor.Context) -> None:
                    elif stock_results:
                        break
                    # else:
-                    # await tractor.pause()
+                    await tractor.pause()

                    # # match against our ad-hoc set immediately
                    # adhoc_matches = fuzzy.extract(
@ -525,21 +522,7 @@ async def get_mkt_info(
        venue = con.primaryExchange or con.exchange

    price_tick: Decimal = Decimal(str(details.minTick))
-    ib_min_tick_gt_2: Decimal = Decimal('0.01')
-    if (
-        price_tick < ib_min_tick_gt_2
-    ):
-        # TODO: we need to add some kinda dynamic rounding sys
-        # to our MktPair i guess?
-        # not sure where the logic should sit, but likely inside
-        # the `.clearing._ems` i suppose...
-        log.warning(
-            'IB seems to disallow a min price tick < 0.01 '
-            'when the price is > 2.0..?\n'
-            f'Decreasing min tick precision for {fqme} to 0.01'
-        )
-        # price_tick = ib_min_tick
-        # await tractor.pause()
+    # price_tick: Decimal = Decimal('0.01')

    if atype == 'stock':
        # XXX: GRRRR they don't support fractional share sizes for
--- a/piker/brokers/kucoin.py
+++ b/piker/brokers/kucoin.py
@ -62,7 +62,7 @@ from piker._cacheables import (
 )
 from piker.log import get_logger
 from piker.data.validate import FeedInit
-from piker.types import Struct  # NOTE, this is already a `tractor.msg.Struct`
+from piker.types import Struct
 from piker.data import (
    def_iohlcv_fields,
    match_from_pairs,
@ -98,18 +98,9 @@ class KucoinMktPair(Struct, frozen=True):
    def size_tick(self) -> Decimal:
        return Decimal(str(self.quoteMinSize))

-    callauctionFirstStageStartTime: None|float
-    callauctionIsEnabled: bool
-    callauctionPriceCeiling: float|None
-    callauctionPriceFloor: float|None
-    callauctionSecondStageStartTime: float|None
-    callauctionThirdStageStartTime: float|None
-
    enableTrading: bool
-    feeCategory: int
    feeCurrency: str
    isMarginEnabled: bool
-    makerFeeCoefficient: float
    market: str
    minFunds: float
    name: str
@ -119,10 +110,7 @@ class KucoinMktPair(Struct, frozen=True):
    quoteIncrement: float
    quoteMaxSize: float
    quoteMinSize: float
-    st: bool
    symbol: str  # our bs_mktid, kucoin's internal id
-    takerFeeCoefficient: float
-    tradingStartTime: float|None


 class AccountTrade(Struct, frozen=True):
@ -317,10 +305,9 @@ class Client:
            headers=headers,
        )
        json: dict = res.json()
-        if (data := json.get('data')) is not None:
+        if data := json.get('data'):
            return data
        else:
-            api_url: str = self._http.base_url
            log.error(
                f'Error making request to {api_url} ->\n'
                f'{pformat(res)}'
@ -404,13 +391,7 @@ class Client:
        pairs: dict[str, KucoinMktPair] = {}
        fqmes2mktids: bidict[str, str] = bidict()
        for item in entries:
-            try:
-                pair = pairs[item['name']] = KucoinMktPair(**item)
-            except TypeError as te:
-                raise TypeError(
-                    '`KucoinMktPair` and reponse fields do not match ??\n'
-                    f'{KucoinMktPair.fields_diff(item)}\n'
-                ) from te
+            pair = pairs[item['name']] = KucoinMktPair(**item)
            fqmes2mktids[
                item['name'].lower().replace('-', '')
            ] = pair.name
@ -611,7 +592,7 @@ async def get_client() -> AsyncGenerator[Client, None]:
    '''
    async with (
        httpx.AsyncClient(
-            base_url='https://api.kucoin.com/api',
+            base_url=f'https://api.kucoin.com/api',
        ) as trio_client,
    ):
        client = Client(httpx_client=trio_client)
@ -655,7 +636,7 @@ async def open_ping_task(
                await trio.sleep((ping_interval - 1000) / 1000)
                await ws.send_msg({'id': connect_id, 'type': 'ping'})

-        log.warning('Starting ping task for kucoin ws connection')
+        log.info('Starting ping task for kucoin ws connection')
        n.start_soon(ping_server)

        yield
@ -667,14 +648,9 @@ async def open_ping_task(
 async def get_mkt_info(
    fqme: str,

-) -> tuple[
-    MktPair,
-    KucoinMktPair,
-]:
+) -> tuple[MktPair, KucoinMktPair]:
    '''
-    Query for and return both a `piker.accounting.MktPair` and
-    `KucoinMktPair` from provided `fqme: str`
-    (fully-qualified-market-endpoint).
+    Query for and return a `MktPair` and `KucoinMktPair`.

    '''
    async with open_cached_client('kucoin') as client:
@ -749,8 +725,6 @@ async def stream_quotes(

        log.info(f'Starting up quote stream(s) for {symbols}')
        for sym_str in symbols:
-            mkt: MktPair
-            pair: KucoinMktPair
            mkt, pair = await get_mkt_info(sym_str)
            init_msgs.append(
                FeedInit(mkt_info=mkt)
@ -758,11 +732,7 @@ async def stream_quotes(

        ws: NoBsWs
        token, ping_interval = await client._get_ws_token()
-        log.info('API reported ping_interval: {ping_interval}\n')
-
-        connect_id: str = str(uuid4())
-        typ: str
-        quote: dict
+        connect_id = str(uuid4())
        async with (
            open_autorecon_ws(
                (
@ -776,37 +746,20 @@ async def stream_quotes(
                ),
            ) as ws,
            open_ping_task(ws, ping_interval, connect_id),
-            aclosing(
-                iter_normed_quotes(
-                    ws, sym_str
-                )
-            ) as iter_quotes,
+            aclosing(stream_messages(ws, sym_str)) as msg_gen,
        ):
-            typ, quote = await anext(iter_quotes)
+            typ, quote = await anext(msg_gen)

-            # take care to not unblock here until we get a real
-            # trade quote?
-            # ^TODO, remove this right?
-            # -[ ] what often blocks chart boot/new-feed switching
-            #   since we'ere waiting for a live quote instead of just
-            #   loading history afap..
-            #  |_ XXX, not sure if we require a bit of rework to core
-            #    feed init logic or if backends justg gotta be
-            #    changed up.. feel like there was some causality
-            #    dilema prolly only seen with IB too..
-            # while typ != 'trade':
-            #     typ, quote = await anext(iter_quotes)
+            while typ != 'trade':
+                # take care to not unblock here until we get a real
+                # trade quote
+                typ, quote = await anext(msg_gen)

            task_status.started((init_msgs, quote))
            feed_is_live.set()

-            # XXX NOTE, DO NOT include the `.<backend>` suffix!
-            # OW the sampling loop will not broadcast correctly..
-            # since `bus._subscribers.setdefault(bs_fqme, set())`
-            # is used inside `.data.open_feed_bus()` !!!
-            topic: str = mkt.bs_fqme
-            async for typ, quote in iter_quotes:
-                await send_chan.send({topic: quote})
+            async for typ, msg in msg_gen:
+                await send_chan.send({sym_str: msg})


@acm
@ -861,7 +814,7 @@ async def subscribe(
            )


-async def iter_normed_quotes(
+async def stream_messages(
    ws: NoBsWs,
    sym: str,

@ -892,9 +845,6 @@ async def iter_normed_quotes(

                yield 'trade', {
                    'symbol': sym,
-                    # TODO, is 'last' even used elsewhere/a-good
-                    # semantic? can't we just read the ticks with our
-                    # .data.ticktools.frame_ticks()`/
                    'last': trade_data.price,
                    'brokerd_ts': last_trade_ts,
                    'ticks': [
@ -987,7 +937,7 @@ async def open_history_client(
            if end_dt is None:
                inow = round(time.time())

-                log.debug(
+                print(
                    f'difference in time between load and processing'
                    f'{inow - times[-1]}'
                )
--- a/piker/clearing/README.rst
+++ b/piker/clearing/README.rst
@ -1,49 +0,0 @@
-piker.clearing
-______________
-trade execution-n-control subsys for both live and paper trading as
-well as algo-trading manual override/interaction across any backend
-broker and data provider.
-
-avail UIs
-*********
-
-order ctl
---------
-the `piker.clearing` subsys is exposed mainly though
-the `piker chart` GUI as a "chart trader" style UX and
-is automatically enabled whenever a chart is opened.
-
-.. ^TODO, more prose here!
-
-the "manual" order control features are exposed via the
-`piker.ui.order_mode` API and can pretty much always be
-used (at least) in simulated-trading mode, aka "paper"-mode, and
-the micro-manual is as follows:
-
-``order_mode`` (
-    edge triggered activation by any of the following keys,
-    ``mouse-click`` on y-level to submit at that price
-    ):
-
-    - ``f``/ ``ctl-f`` to stage buy
-    - ``d``/ ``ctl-d`` to stage sell
-    - ``a`` to stage alert
-
-
-``search_mode`` (
-    ``ctl-l`` or ``ctl-space`` to open,
-    ``ctl-c`` or ``ctl-space`` to close
-    ) :
-
-    - begin typing to have symbol search automatically lookup
-      symbols from all loaded backend (broker) providers
-    - arrow keys and mouse click to navigate selection
-    - vi-like ``ctl-[hjkl]`` for navigation
-
-
-position (pp) mgmt
------------------
-you can also configure your position allocation limits from the
-sidepane.
-
-.. ^TODO, explain and provide tut once more refined!
--- a/piker/config.py
+++ b/piker/config.py
@ -104,15 +104,14 @@ def get_app_dir(
    # `tractor`) with the testing dir and check for it whenever we
    # detect `pytest` is being used (which it isn't under normal
    # operation).
-    # if "pytest" in sys.modules:
-    #     import tractor
-    #     actor = tractor.current_actor(err_on_no_runtime=False)
-    #     if actor:  # runtime is up
-    #         rvs = tractor._state._runtime_vars
-    #         import pdbp; pdbp.set_trace()
-    #         testdirpath = Path(rvs['piker_vars']['piker_test_dir'])
-    #         assert testdirpath.exists(), 'piker test harness might be borked!?'
-    #         app_name = str(testdirpath)
+    if "pytest" in sys.modules:
+        import tractor
+        actor = tractor.current_actor(err_on_no_runtime=False)
+        if actor:  # runtime is up
+            rvs = tractor._state._runtime_vars
+            testdirpath = Path(rvs['piker_vars']['piker_test_dir'])
+            assert testdirpath.exists(), 'piker test harness might be borked!?'
+            app_name = str(testdirpath)

    if platform.system() == 'Windows':
        key = "APPDATA" if roaming else "LOCALAPPDATA"
--- a/piker/data/_web_bs.py
+++ b/piker/data/_web_bs.py
@ -273,7 +273,7 @@ async def _reconnect_forever(
                nobsws._connected.set()
                await trio.sleep_forever()
        except HandshakeError:
-            log.exception('Retrying connection')
+            log.exception(f'Retrying connection')

        # ws & nursery block ends

@ -359,8 +359,8 @@ async def open_autorecon_ws(


 '''
-JSONRPC response-request style machinery for transparent multiplexing
-of msgs over a `NoBsWs`.
+JSONRPC response-request style machinery for transparent multiplexing of msgs
+over a NoBsWs.

 '''

@ -377,82 +377,43 @@ async def open_jsonrpc_session(
    url: str,
    start_id: int = 0,
    response_type: type = JSONRPCResult,
-    msg_recv_timeout: float = float('inf'),
-    # ^NOTE, since only `deribit` is using this jsonrpc stuff atm
-    # and options mkts are generally "slow moving"..
-    #
-    # FURTHER if we break the underlying ws connection then since we
-    # don't pass a `fixture` to the task that manages `NoBsWs`, i.e.
-    # `_reconnect_forever()`, the jsonrpc "transport pipe" get's
-    # broken and never restored with wtv init sequence is required to
-    # re-establish a working req-resp session.
-
+    request_type: Optional[type] = None,
+    request_hook: Optional[Callable] = None,
+    error_hook: Optional[Callable] = None,
 ) -> Callable[[str, dict], dict]:
-    '''
-    Init a json-RPC-over-websocket connection to the provided `url`.
-
-    A `json_rpc: Callable[[str, dict], dict` is delivered to the
-    caller for sending requests and a bg-`trio.Task` handles
-    processing of response msgs including error reporting/raising in
-    the parent/caller task.
-
-    '''
-    # NOTE, store all request msgs so we can raise errors on the
-    # caller side!
-    req_msgs: dict[int, dict] = {}

    async with (
-        trio.open_nursery() as tn,
-        open_autorecon_ws(
-            url=url,
-            msg_recv_timeout=msg_recv_timeout,
-        ) as ws
+        trio.open_nursery() as n,
+        open_autorecon_ws(url) as ws
    ):
-        rpc_id: Iterable[int] = count(start_id)
+        rpc_id: Iterable = count(start_id)
        rpc_results: dict[int, dict] = {}

-        async def json_rpc(
-            method: str,
-            params: dict,
-        ) -> dict:
+        async def json_rpc(method: str, params: dict) -> dict:
            '''
            perform a json rpc call and wait for the result, raise exception in
            case of error field present on response
            '''
-            nonlocal req_msgs
-
-            req_id: int = next(rpc_id)
            msg = {
                'jsonrpc': '2.0',
-                'id': req_id,
+                'id': next(rpc_id),
                'method': method,
                'params': params
            }
            _id = msg['id']

-            result = rpc_results[_id] = {
+            rpc_results[_id] = {
                'result': None,
-                'error': None,
-                'event': trio.Event(),  # signal caller resp arrived
+                'event': trio.Event()
            }
-            req_msgs[_id] = msg

            await ws.send_msg(msg)

-            # wait for reponse before unblocking requester code
            await rpc_results[_id]['event'].wait()

-            if (maybe_result := result['result']):
-                ret = maybe_result
-                del rpc_results[_id]
+            ret = rpc_results[_id]['result']

-            else:
-                err = result['error']
-                raise Exception(
-                    f'JSONRPC request failed\n'
-                    f'req: {msg}\n'
-                    f'resp: {err}\n'
-                )
+            del rpc_results[_id]

            if ret.error is not None:
                raise Exception(json.dumps(ret.error, indent=4))
@ -467,7 +428,6 @@ async def open_jsonrpc_session(
            the server side.

            '''
-            nonlocal req_msgs
            async for msg in ws:
                match msg:
                    case {
@ -491,28 +451,19 @@ async def open_jsonrpc_session(
                        'params': _,
                    }:
                        log.debug(f'Recieved\n{msg}')
+                        if request_hook:
+                            await request_hook(request_type(**msg))

                    case {
                        'error': error
                    }:
-                        # retreive orig request msg, set error
-                        # response in original "result" msg,
-                        # THEN FINALLY set the event to signal caller
-                        # to raise the error in the parent task.
-                        req_id: int = error['id']
-                        req_msg: dict = req_msgs[req_id]
-                        result: dict = rpc_results[req_id]
-                        result['error'] = error
-                        result['event'].set()
-                        log.error(
-                            f'JSONRPC request failed\n'
-                            f'req: {req_msg}\n'
-                            f'resp: {error}\n'
-                        )
+                        log.warning(f'Recieved\n{error}')
+                        if error_hook:
+                            await error_hook(response_type(**msg))

                    case _:
                        log.warning(f'Unhandled JSON-RPC msg!?\n{msg}')

-        tn.start_soon(recv_task)
+        n.start_soon(recv_task)
        yield json_rpc
-        tn.cancel_scope.cancel()
+        n.cancel_scope.cancel()
--- a/piker/storage/cli.py
+++ b/piker/storage/cli.py
@ -386,8 +386,6 @@ def ldshm(
            open_annot_ctl() as actl,
        ):
            shm_df: pl.DataFrame | None = None
-            tf2aids: dict[float, dict] = {}
-
            for (
                shmfile,
                shm,
@ -528,17 +526,16 @@ def ldshm(
                            new_df,
                            step_gaps,
                        )
+
                        # last chance manual overwrites in REPL
-                        # await tractor.pause()
+                        await tractor.pause()
                        assert aids
-                        tf2aids[period_s] = aids

                else:
                    # allow interaction even when no ts problems.
-                    assert not diff
+                    await tractor.pause()
+                    # assert not diff

-            await tractor.pause()
-            log.info('Exiting TSP shm anal-izer!')

            if shm_df is None:
                log.error(
--- a/piker/storage/nativedb.py
+++ b/piker/storage/nativedb.py
@ -161,13 +161,7 @@ class NativeStorageClient:

    def index_files(self):
        for path in self._datadir.iterdir():
-            if (
-                path.is_dir()
-                or
-                '.parquet' not in str(path)
-                # or
-                # path.name in {'borked', 'expired',}
-            ):
+            if path.name in {'borked', 'expired',}:
                continue

            key: str = path.name.rstrip('.parquet')
--- a/piker/tsp/init.py
+++ b/piker/tsp/init.py
@ -44,10 +44,8 @@ import trio
 from trio_typing import TaskStatus
 import tractor
 from pendulum import (
-    Interval,
    DateTime,
    Duration,
-    duration as mk_duration,
    from_timestamp,
 )
 import numpy as np
@ -216,8 +214,7 @@ async def maybe_fill_null_segments(
        # pair, immediately stop backfilling?
        if (
            start_dt
-            and
-            end_dt < start_dt
+            and end_dt < start_dt
        ):
            await tractor.pause()
            break
@ -265,7 +262,6 @@ async def maybe_fill_null_segments(
        except tractor.ContextCancelled:
            # log.exception
            await tractor.pause()
-            raise

    null_segs_detected.set()
    # RECHECK for more null-gaps
@ -353,7 +349,7 @@ async def maybe_fill_null_segments(

 async def start_backfill(
    get_hist,
-    def_frame_duration: Duration,
+    frame_types: dict[str, Duration] | None,
    mod: ModuleType,
    mkt: MktPair,
    shm: ShmArray,
@ -383,23 +379,22 @@ async def start_backfill(
        update_start_on_prepend: bool = False
        if backfill_until_dt is None:

-            # TODO: per-provider default history-durations?
-            # -[ ] inside the `open_history_client()` config allow
-            #    declaring the history duration limits instead of
-            #    guessing and/or applying the same limits to all?
-            #
-            # -[ ] allow declaring (default) per-provider backfill
-            #     limits inside a [storage] sub-section in conf.toml?
-            #
-            # NOTE, when no tsdb "last datum" is provided, we just
-            # load some near-term history by presuming a "decently
-            # large" 60s duration limit and a much shorter 1s range.
+            # TODO: drop this right and just expose the backfill
+            # limits inside a [storage] section in conf.toml?
+            # when no tsdb "last datum" is provided, we just load
+            # some near-term history.
+            # periods = {
+            #     1: {'days': 1},
+            #     60: {'days': 14},
+            # }
+
+            # do a decently sized backfill and load it into storage.
            periods = {
                1: {'days': 2},
                60: {'years': 6},
            }
            period_duration: int = periods[timeframe]
-            update_start_on_prepend: bool = True
+            update_start_on_prepend = True

            # NOTE: manually set the "latest" datetime which we intend to
            # backfill history "until" so as to adhere to the history
@ -421,6 +416,7 @@ async def start_backfill(
                f'backfill_until_dt: {backfill_until_dt}\n'
                f'last_start_dt: {last_start_dt}\n'
            )
+
            try:
                (
                    array,
@ -430,114 +426,71 @@ async def start_backfill(
                    timeframe,
                    end_dt=last_start_dt,
                )
+
            except NoData as _daterr:
-                orig_last_start_dt: datetime = last_start_dt
-                gap_report: str = (
-                    f'EMPTY FRAME for `end_dt: {last_start_dt}`?\n'
-                    f'{mod.name} -> tf@fqme: {timeframe}@{mkt.fqme}\n'
-                    f'last_start_dt: {orig_last_start_dt}\n\n'
-                    f'bf_until: {backfill_until_dt}\n'
-                )
-                # EMPTY FRAME signal with 3 (likely) causes:
-                #
-                # 1. range contains legit gap in venue history
-                # 2. history actually (edge case) **began** at the
-                #    value `last_start_dt`
-                # 3. some other unknown error (ib blocking the
-                #    history-query bc they don't want you seeing how
-                #    they cucked all the tinas.. like with options
-                #    hist)
-                #
-                if def_frame_duration:
-                    # decrement by a duration's (frame) worth of time
-                    # as maybe indicated by the backend to see if we
-                    # can get older data before this possible
-                    # "history gap".
-                    last_start_dt: datetime = last_start_dt.subtract(
-                        seconds=def_frame_duration.total_seconds()
+                # 3 cases:
+                # - frame in the middle of a legit venue gap
+                # - history actually began at the `last_start_dt`
+                # - some other unknown error (ib blocking the
+                #   history bc they don't want you seeing how they
+                #   cucked all the tinas..)
+                if dur := frame_types.get(timeframe):
+                    # decrement by a frame's worth of duration and
+                    # retry a few times.
+                    last_start_dt.subtract(
+                        seconds=dur.total_seconds()
                    )
-                    gap_report += (
-                        f'Decrementing `end_dt` and retrying with,\n'
-                        f'def_frame_duration: {def_frame_duration}\n'
-                        f'(new) last_start_dt: {last_start_dt}\n'
+                    log.warning(
+                        f'{mod.name} -> EMPTY FRAME for end_dt?\n'
+                        f'tf@fqme: {timeframe}@{mkt.fqme}\n'
+                        'bf_until <- last_start_dt:\n'
+                        f'{backfill_until_dt} <- {last_start_dt}\n'
+                        f'Decrementing `end_dt` by {dur} and retry..\n'
                    )
-                    log.warning(gap_report)
-                    # skip writing to shm/tsdb and try the next
-                    # duration's worth of prior history.
                    continue

-                else:
-                    # await tractor.pause()
-                    raise DataUnavailable(gap_report)
-
            # broker says there never was or is no more history to pull
-            except DataUnavailable as due:
-                message: str = due.args[0]
+            except DataUnavailable:
                log.warning(
-                    f'Provider {mod.name!r} halted backfill due to,\n\n'
-
-                    f'{message}\n'
-
-                    f'fqme: {mkt.fqme}\n'
-                    f'timeframe: {timeframe}\n'
-                    f'last_start_dt: {last_start_dt}\n'
-                    f'bf_until: {backfill_until_dt}\n'
+                    f'NO-MORE-DATA in range?\n'
+                    f'`{mod.name}` halted history:\n'
+                    f'tf@fqme: {timeframe}@{mkt.fqme}\n'
+                    'bf_until <- last_start_dt:\n'
+                    f'{backfill_until_dt} <- {last_start_dt}\n'
                )
-                # UGH: what's a better way?
-                # TODO: backends are responsible for being correct on
-                # this right!?
-                # -[ ] in the `ib` case we could maybe offer some way
-                #     to halt the request loop until the condition is
-                #     resolved or should the backend be entirely in
-                #     charge of solving such faults? yes, right?
+
+                # ugh, what's a better way?
+                # TODO: fwiw, we probably want a way to signal a throttle
+                # condition (eg. with ib) so that we can halt the
+                # request loop until the condition is resolved?
+                if timeframe > 1:
+                    await tractor.pause()
                return

-            time: np.ndarray = array['time']
            assert (
-                time[0]
+                array['time'][0]
                ==
                next_start_dt.timestamp()
            )

-            assert time[-1] == next_end_dt.timestamp()
-
-            expected_dur: Interval = last_start_dt - next_start_dt
+            diff = last_start_dt - next_start_dt
+            frame_time_diff_s = diff.seconds

            # frame's worth of sample-period-steps, in seconds
            frame_size_s: float = len(array) * timeframe
-            recv_frame_dur: Duration = (
-                from_timestamp(array[-1]['time'])
-                -
-                from_timestamp(array[0]['time'])
-            )
-            if (
-                (lt_frame := (recv_frame_dur < expected_dur))
-                or
-                (null_frame := (frame_size_s == 0))
-                # ^XXX, should NEVER hit now!
-            ):
+            expected_frame_size_s: float = frame_size_s + timeframe
+            if frame_time_diff_s > expected_frame_size_s:
+
                # XXX: query result includes a start point prior to our
                # expected "frame size" and thus is likely some kind of
                # history gap (eg. market closed period, outage, etc.)
                # so just report it to console for now.
-                if lt_frame:
-                    reason = 'Possible GAP (or first-datum)'
-                else:
-                    assert null_frame
-                    reason = 'NULL-FRAME'
-
-                missing_dur: Interval = expected_dur.end - recv_frame_dur.end
                log.warning(
-                    f'{timeframe}s-series {reason} detected!\n'
-                    f'fqme: {mkt.fqme}\n'
-                    f'last_start_dt: {last_start_dt}\n\n'
-                    f'recv interval: {recv_frame_dur}\n'
-                    f'expected interval: {expected_dur}\n\n'
-
-                    f'Missing duration of history of {missing_dur.in_words()!r}\n'
-                    f'{missing_dur}\n'
+                    'GAP DETECTED:\n'
+                    f'last_start_dt: {last_start_dt}\n'
+                    f'diff: {diff}\n'
+                    f'frame_time_diff_s: {frame_time_diff_s}\n'
                )
-                # await tractor.pause()

            to_push = diff_history(
                array,
@ -612,27 +565,22 @@ async def start_backfill(
            # long-term storage.
            if (
                storage is not None
-                and
-                write_tsdb
+                and write_tsdb
            ):
                log.info(
                    f'Writing {ln} frame to storage:\n'
                    f'{next_start_dt} -> {last_start_dt}'
                )

-                # NOTE, always drop the src asset token for
+                # always drop the src asset token for
                # non-currency-pair like market types (for now)
-                #
-                # THAT IS, for now our table key schema is NOT
-                # including the dst[/src] source asset token. SO,
-                # 'tsla.nasdaq.ib' over 'tsla/usd.nasdaq.ib' for
-                # historical reasons ONLY.
                if mkt.dst.atype not in {
                    'crypto',
                    'crypto_currency',
                    'fiat',  # a "forex pair"
-                    'perpetual_future',  # stupid "perps" from cex land
                }:
+                    # for now, our table key schema is not including
+                    # the dst[/src] source asset token.
                    col_sym_key: str = mkt.get_fqme(
                        delim_char='',
                        without_src=True,
@ -737,7 +685,7 @@ async def back_load_from_tsdb(
        last_tsdb_dt
        and latest_start_dt
    ):
-        backfilled_size_s: Duration = (
+        backfilled_size_s = (
            latest_start_dt - last_tsdb_dt
        ).seconds
        # if the shm buffer len is not large enough to contain
@ -960,8 +908,6 @@ async def tsdb_backfill(
            f'{pformat(config)}\n'
        )

-        # 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:
            tn.start_soon(
@ -972,6 +918,7 @@ async def tsdb_backfill(
                timeframe,
                config,
            )
+
            tsdb_entry: tuple = await load_tsdb_hist(
                storage,
                mkt,
@ -1000,25 +947,6 @@ async def tsdb_backfill(
                mr_end_dt,
            ) = dt_eps

-            first_frame_dur_s: Duration = (mr_end_dt - mr_start_dt).seconds
-            calced_frame_size: Duration = mk_duration(
-                seconds=first_frame_dur_s,
-            )
-            # NOTE, attempt to use the backend declared default frame
-            # sizing (as allowed by their time-series query APIs) and
-            # if not provided try to construct a default from the
-            # first frame received above.
-            def_frame_durs: dict[
-                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
-            else:
-                # use what we calced from first frame above.
-                def_frame_size = calced_frame_size
-
            # NOTE: when there's no offline data, there's 2 cases:
            # - data backend doesn't support timeframe/sample
            #   period (in which case `dt_eps` should be `None` and
@ -1049,7 +977,7 @@ async def tsdb_backfill(
                    partial(
                        start_backfill,
                        get_hist=get_hist,
-                        def_frame_duration=def_frame_size,
+                        frame_types=config.get('frame_types', None),
                        mod=mod,
                        mkt=mkt,
                        shm=shm,
--- a/piker/tsp/_anal.py
+++ b/piker/tsp/_anal.py
@ -616,18 +616,6 @@ def detect_price_gaps(
    # ])
    ...

-# TODO: probably just use the null_segs impl above?
-def detect_vlm_gaps(
-    df: pl.DataFrame,
-    col: str = 'volume',
-
-) -> pl.DataFrame:
-
-    vnull: pl.DataFrame = w_dts.filter(
-        pl.col(col) == 0
-    )
-    return vnull
-

 def dedupe(
    src_df: pl.DataFrame,
@ -638,6 +626,7 @@ def dedupe(

 ) -> tuple[
    pl.DataFrame,  # with dts
+    pl.DataFrame,  # gaps
    pl.DataFrame,  # with deduplicated dts (aka gap/repeat removal)
    int,  # len diff between input and deduped
 ]:
@ -650,22 +639,19 @@ def dedupe(
    '''
    wdts: pl.DataFrame = with_dts(src_df)

-    deduped = wdts
-
-    # remove duplicated datetime samples/sections
-    deduped: pl.DataFrame = wdts.unique(
-        # subset=['dt'],
-        subset=['time'],
-        maintain_order=True,
-    )
-
    # maybe sort on any time field
    if sort:
-        deduped = deduped.sort(by='time')
+        wdts = wdts.sort(by='time')
        # TODO: detect out-of-order segments which were corrected!
        # -[ ] report in log msg
        # -[ ] possibly return segment sections which were moved?

+    # remove duplicated datetime samples/sections
+    deduped: pl.DataFrame = wdts.unique(
+        subset=['dt'],
+        maintain_order=True,
+    )
+
    diff: int = (
        wdts.height
        -
--- a/pyproject.toml
+++ b/pyproject.toml
@ -15,119 +15,140 @@
 # 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/>.
 [build-system]
-requires = ["hatchling"]
-build-backend = "hatchling.build"
+requires = ["poetry-core"]
+build-backend = "poetry.core.masonry.api"

-[project]
+# ------ - ------
+
+[tool.ruff.lint]
+# https://docs.astral.sh/ruff/settings/#lint_ignore
+ignore = []
+
+# https://docs.astral.sh/ruff/settings/#lint_per-file-ignores
+"piker/ui/qt.py" = [
+  "E402",
+  'F401',  # unused imports (without __all__ or blah as blah)
+  # "F841", # unused variable rules
+]
+# ignore-init-module-imports = false
+
+# ------ - ------
+
+[tool.poetry]
 name = "piker"
-version = "0.1.0a0dev0"
+version = "0.1.0.alpha0.dev0"
 description = "trading gear for hackers"
-authors = [{ name = "Tyler Goodlet", email = "goodboy_foss@protonmail.com" }]
-requires-python = ">=3.12, <3.13"
-license = "AGPL-3.0-or-later"
+authors = ["Tyler Goodlet <goodboy_foss@protonmail.com>"]
+license = "AGPLv3"
 readme = "README.rst"
-keywords = [
-    "async",
-    "trading",
-    "finance",
-    "quant",
-    "charting",
-]
-classifiers = [
-    "Development Status :: 3 - Alpha",
-    "License :: OSI Approved :: GNU Affero General Public License v3 or later (AGPLv3+)",
-    "Operating System :: POSIX :: Linux",
-    "Programming Language :: Python :: Implementation :: CPython",
-    "Programming Language :: Python :: 3 :: Only",
-    "Programming Language :: Python :: 3.11",
-    "Programming Language :: Python :: 3.12",
-    "Intended Audience :: Financial and Insurance Industry",
-    "Intended Audience :: Science/Research",
-    "Intended Audience :: Developers",
-    "Intended Audience :: Education",
-]
-dependencies = [
-    "async-generator >=1.10, <2.0.0",
-    "attrs >=23.1.0, <24.0.0",
-    "bidict >=0.22.1, <0.23.0",
-    "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",
-    "pygments >=2.16.1, <3.0.0",
-    "rich >=13.5.2, <14.0.0",
-    "tomli >=2.0.1, <3.0.0",
-    "tomli-w >=1.0.0, <2.0.0",
-    "trio-util >=0.7.0, <0.8.0",
-    "trio-websocket >=0.10.3, <0.11.0",
-    "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",
-    "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",
-    "websockets ==12.0",
-    "msgspec",
-    "tractor",
-    "asyncvnc",
-    "tomlkit",
-]

-[project.optional-dependencies]
-uis = [
-    # https://docs.astral.sh/uv/concepts/projects/dependencies/#optional-dependencies
-    # TODO: make sure the levenshtein shit compiles on nix..
-    # rapidfuzz = {extras = ["speedup"], version = "^0.18.0"}
-    "rapidfuzz >=3.2.0, <4.0.0",
-    "qdarkstyle >=3.0.2, <4.0.0",
-    "pyqt6 >=6.7.0, <7.0.0",
-    "pyqtgraph",
+# ------ - ------

-    # for consideration,
-    # - 'visidata'
+[tool.poetry.dependencies]
+async-generator = "^1.10"
+attrs = "^23.1.0"
+bidict = "^0.22.1"
+colorama = "^0.4.6"
+colorlog = "^6.7.0"
+cython = "^3.0.0"
+greenback = "^1.1.1"
+ib-insync = "^0.9.86"
+msgspec = "^0.18.0"
+numba = "^0.59.0"
+numpy = "^1.25"
+polars = "^0.18.13"
+pygments = "^2.16.1"
+python = ">=3.11, <3.13"
+rich = "^13.5.2"
+# setuptools = "^68.0.0"
+tomli = "^2.0.1"
+tomli-w = "^1.0.0"
+trio-util = "^0.7.0"
+trio-websocket = "^0.10.3"
+typer = "^0.9.0"
+rapidfuzz = "^3.5.2"
+pdbp = "^1.5.0"
+trio = "^0.24"
+pendulum = "^3.0.0"
+httpx = "^0.27.0"

-    # TODO: add an `--only daemon` group for running non-ui / pikerd
-    # service tree in distributed mode B)
-    # https://docs.astral.sh/uv/concepts/projects/dependencies/#optional-dependencies
-]
+[tool.poetry.dependencies.tractor]
+develop = true
+git = 'https://github.com/goodboy/tractor.git'
+branch = 'asyncio_debugger_support'
+# path = "../tractor"

-[dependency-groups]
-# TODO: a toolset that makes debugging a `pikerd` service (tree) easy
-# to hack on directly using more or less the local env:
+[tool.poetry.dependencies.asyncvnc]
+git = 'https://github.com/pikers/asyncvnc.git'
+branch = 'main'
+
+[tool.poetry.dependencies.tomlkit]
+develop = true
+git = 'https://github.com/pikers/tomlkit.git'
+branch = 'piker_pin'
+# path = "../tomlkit/"
+
+[tool.poetry.group.uis]
+optional = true
+[tool.poetry.group.uis.dependencies]
+# https://python-poetry.org/docs/managing-dependencies/#dependency-groups
+# TODO: make sure the levenshtein shit compiles on nix..
+# rapidfuzz = {extras = ["speedup"], version = "^0.18.0"}
+rapidfuzz = "^3.2.0"
+qdarkstyle = ">=3.0.2"
+pyqtgraph = { git = 'https://github.com/pikers/pyqtgraph.git' }
+
+# ------ - ------
+pyqt6 = "^6.7.0"
+
+[tool.poetry.group.dev]
+optional = true
+[tool.poetry.group.dev.dependencies]
+# testing / CI
+pytest = "^6.0.0"
+elasticsearch = "^8.9.0"
+xonsh = "^0.14.2"
+prompt-toolkit = "3.0.40"
+
+# console ehancements and eventually remote debugging
+# extras/helpers.
+# TODO: add a toolset that makes debugging a `pikerd` service
+# (tree) easy to hack on directly using more or less the local env:
 # - xonsh + xxh
 # - rsyscall + pdbp
 # - actor runtime control console like BEAM/OTP
-#
-# console ehancements and eventually remote debugging extras/helpers.
-# use `uv --dev` to enable
-dev = [
-    "pytest >=6.0.0, <7.0.0",
-    "elasticsearch >=8.9.0, <9.0.0",
-    "xonsh >=0.14.2, <0.15.0",
-    "prompt-toolkit ==3.0.40",
-    "cython >=3.0.0, <4.0.0",
-    "greenback >=1.1.1, <2.0.0",
-    "ruff>=0.9.6",
+
+# ------ - ------
+
+# TODO: add an `--only daemon` group for running non-ui / pikerd
+# service tree in distributed mode B)
+# https://python-poetry.org/docs/managing-dependencies/#installing-group-dependencies
+# [tool.poetry.group.daemon.dependencies]
+
+[tool.poetry.scripts]
+piker = 'piker.cli:cli'
+pikerd = 'piker.cli:pikerd'
+ledger = 'piker.accounting.cli:ledger'
+
+
+[project]
+keywords=[
+  "async",
+  "trading",
+  "finance",
+  "quant",
+  "charting",
+]
+classifiers=[
+  'Development Status :: 3 - Alpha',
+  "License :: OSI Approved :: GNU Affero General Public License v3 or later (AGPLv3+)",
+  'Operating System :: POSIX :: Linux',
+  "Programming Language :: Python :: Implementation :: CPython",
+  "Programming Language :: Python :: 3 :: Only",
+  "Programming Language :: Python :: 3.11",
+  "Programming Language :: Python :: 3.12",
+  'Intended Audience :: Financial and Insurance Industry',
+  'Intended Audience :: Science/Research',
+  'Intended Audience :: Developers',
+  'Intended Audience :: Education',
 ]
-
-[project.scripts]
-piker = "piker.cli:cli"
-pikerd = "piker.cli:pikerd"
-ledger = "piker.accounting.cli:ledger"
-
-[tool.hatch.build.targets.sdist]
-include = ["piker"]
-
-[tool.hatch.build.targets.wheel]
-include = ["piker"]
-
-[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 = { path = "../tractor", editable = true }
--- a/ruff.toml
+++ b/ruff.toml
@ -1,93 +0,0 @@
-# from default `ruff.toml` @
-# https://docs.astral.sh/ruff/configuration/
-
-# Exclude a variety of commonly ignored directories.
-exclude = [
-    ".bzr",
-    ".direnv",
-    ".eggs",
-    ".git",
-    ".git-rewrite",
-    ".hg",
-    ".ipynb_checkpoints",
-    ".mypy_cache",
-    ".nox",
-    ".pants.d",
-    ".pyenv",
-    ".pytest_cache",
-    ".pytype",
-    ".ruff_cache",
-    ".svn",
-    ".tox",
-    ".venv",
-    ".vscode",
-    "__pypackages__",
-    "_build",
-    "buck-out",
-    "build",
-    "dist",
-    "node_modules",
-    "site-packages",
-    "venv",
-]
-
-# Same as Black.
-line-length = 88
-indent-width = 4
-
-# Assume Python 3.9
-target-version = "py312"
-
-# ------ - ------
-# TODO, stop warnings around `anext()` builtin use?
-# tool.ruff.target-version = "py310"
-
-
-[lint]
-# Enable Pyflakes (`F`) and a subset of the pycodestyle (`E`)  codes by default.
-# Unlike Flake8, Ruff doesn't enable pycodestyle warnings (`W`) or
-# McCabe complexity (`C901`) by default.
-select = ["E4", "E7", "E9", "F"]
-ignore = []
-ignore-init-module-imports = false
-
-[lint.per-file-ignores]
-"piker/ui/qt.py" = [
-  "E402",
-  'F401',  # unused imports (without __all__ or blah as blah)
-  # "F841", # unused variable rules
-]
-
-# Allow fix for all enabled rules (when `--fix`) is provided.
-fixable = ["ALL"]
-unfixable = []
-
-# Allow unused variables when underscore-prefixed.
-dummy-variable-rgx = "^(_+|(_+[a-zA-Z0-9_]*[a-zA-Z0-9]+?))$"
-
-[format]
-# Use single quotes in `ruff format`.
-quote-style = "single"
-
-# Like Black, indent with spaces, rather than tabs.
-indent-style = "space"
-
-# Like Black, respect magic trailing commas.
-skip-magic-trailing-comma = false
-
-# Like Black, automatically detect the appropriate line ending.
-line-ending = "auto"
-
-# Enable auto-formatting of code examples in docstrings. Markdown,
-# reStructuredText code/literal blocks and doctests are all supported.
-#
-# This is currently disabled by default, but it is planned for this
-# to be opt-out in the future.
-docstring-code-format = false
-
-# Set the line length limit used when formatting code snippets in
-# docstrings.
-#
-# This only has an effect when the `docstring-code-format` setting is
-# enabled.
-docstring-code-line-length = "dynamic"
--- a/uv.lock
+++ b/uv.lock
Author	SHA1	Message	Date
Nelson Torres	4c486e6dd2	Port `binance` backend to `httpx`	2024-05-23 18:12:31 -03:00
Tyler Goodlet	44b8c70521	Change type-annots to use `httpx.Response`	2024-05-20 12:55:45 -04:00
Tyler Goodlet	e6af97c596	Port `kucoin` backend to `httpx`	2024-05-20 11:09:30 -04:00
Tyler Goodlet	95ace5acb8	Port `kraken` backend to `httpx`	2024-05-20 11:09:10 -04:00