config/brokers.toml

@@ -50,8 +50,3 @@ prefer_data_account = [
 paper = "XX0000000"
 margin = "X0000000"
 ira = "X0000000"
-
-
-[deribit]
-key_id = 'XXXXXXXX'
-key_secret = 'Xx_XxXxXxXxXxXxXxXxXxXxXxXxXxXxXxXxXxXxXxXx'

dockering/ib/docker-compose.yml

@@ -3,12 +3,11 @@
 version: "3.5"
 
 services:
-  ib_gw_paper:
+  ib-gateway:
     # other image tags available:
     # https://github.com/waytrade/ib-gateway-docker#supported-tags
-    # image: waytrade/ib-gateway:981.3j
-    image: waytrade/ib-gateway:1012.2i
-    restart: always  # restart whenev there's a crash or user clicsk
+    image: waytrade/ib-gateway:981.3j
+    restart: always
     network_mode: 'host'
 
     volumes:
@@ -40,12 +39,14 @@ services:
     # this compose file which looks something like:
     # TWS_USERID='myuser'
     # TWS_PASSWORD='guest'
+    # TRADING_MODE=paper (or live)
+    # VNC_SERVER_PASSWORD='diggity'
+
     environment:
       TWS_USERID: ${TWS_USERID}
       TWS_PASSWORD: ${TWS_PASSWORD}
-      TRADING_MODE: 'paper'
-      VNC_SERVER_PASSWORD: 'doggy'
-      VNC_SERVER_PORT: '3003'
+      TRADING_MODE: ${TRADING_MODE:-paper}
+      VNC_SERVER_PASSWORD: ${VNC_SERVER_PASSWORD:-}
 
     # ports:
     #   - target: 4002
@@ -61,40 +62,3 @@ services:
       # - "127.0.0.1:4001:4001"
       # - "127.0.0.1:4002:4002"
       # - "127.0.0.1:5900:5900"
-
-  ib_gw_live:
-    image: waytrade/ib-gateway:1012.2i
-    restart: always
-    network_mode: 'host'
-
-    volumes:
-      - type: bind
-        source: ./jts_live.ini
-        target: /root/jts/jts.ini
-        # don't let ibc clobber this file for
-        # the main reason of not having a stupid
-        # timezone set..
-        read_only: true
-
-      # force our own ibc config
-      - type: bind
-        source: ./ibc.ini
-        target: /root/ibc/config.ini
-
-      # force our noop script - socat isn't needed in host mode.
-      - type: bind
-        source: ./fork_ports_delayed.sh
-        target: /root/scripts/fork_ports_delayed.sh
-
-      # force our noop script - socat isn't needed in host mode.
-      - type: bind
-        source: ./run_x11_vnc.sh
-        target: /root/scripts/run_x11_vnc.sh
-        read_only: true
-
-    # NOTE: to fill these out, define an `.env` file in the same dir as
-    # this compose file which looks something like:
-    environment:
-      TRADING_MODE: 'live'
-      VNC_SERVER_PASSWORD: 'doggy'
-      VNC_SERVER_PORT: '3004'

dockering/ib/ibc.ini

@@ -188,7 +188,7 @@ AcceptNonBrokerageAccountWarning=yes
 #
 # The default value is 60.
 
-LoginDialogDisplayTimeout=20
+LoginDialogDisplayTimeout = 60
 
 
 
@@ -292,7 +292,7 @@ ExistingSessionDetectedAction=primary
 # be set dynamically at run-time: most users will never need it,
 # so don't use it unless you know you need it.
 
-; OverrideTwsApiPort=4002
+OverrideTwsApiPort=4002
 
 
 # Read-only Login

dockering/ib/jts_live.ini

@@ -1,33 +0,0 @@
-[IBGateway]
-ApiOnly=true
-LocalServerPort=4001
-# NOTE: must be set if using IBC's "reject" mode
-TrustedIPs=127.0.0.1
-; RemoteHostOrderRouting=ndc1.ibllc.com
-; WriteDebug=true
-; RemotePortOrderRouting=4001
-; useRemoteSettings=false
-; tradingMode=p
-; Steps=8
-; colorPalletName=dark
-
-# window geo, this may be useful for sending `xdotool` commands?
-; MainWindow.Width=1986
-; screenHeight=3960
-
-
-[Logon]
-Locale=en
-# most markets are oriented around this zone
-# so might as well hard code it.
-TimeZone=America/New_York
-UseSSL=true
-displayedproxymsg=1
-os_titlebar=true
-s3store=true
-useRemoteSettings=false
-
-[Communication]
-ctciAutoEncrypt=true
-Region=usr
-; Peer=cdc1.ibllc.com:4001

dockering/ib/run_x11_vnc.sh

@@ -1,35 +1,16 @@
 #!/bin/sh
-# start vnc server and listen for connections
-# on port specced in `$VNC_SERVER_PORT`
 
+# start VNC server
 x11vnc \
-    -listen 127.0.0.1 \
-    -allow 127.0.0.1 \
-    -rfbport "${VNC_SERVER_PORT}" \
+    -ncache_cr \
+    -listen localhost \
     -display :1 \
     -forever \
     -shared \
+    -logappend /var/log/x11vnc.log \
     -bg \
-    -nowf \
-    -noxdamage \
-    -noxfixes \
-    -no6 \
     -noipv6 \
-
-
-    # -nowcr \
-    # TODO: can't use this because of ``asyncvnc`` issue:
+    -autoport 3003 \
+    # can't use this because of ``asyncvnc`` issue:
     # https://github.com/barneygale/asyncvnc/issues/1
     # -passwd 'ibcansmbz'
-
-    # XXX: optional graphics caching flags that seem to rekt the overlay
-    # of the 2 gw windows? When running a single gateway
-    # this seems to maybe optimize some memory usage?
-    # -ncache_cr \
-    # -ncache \
-
-    # NOTE: this will prevent logs from going to the console.
-    # -logappend /var/log/x11vnc.log \
-
-    # where to start allocating ports
-    # -autoport "${VNC_SERVER_PORT}" \

piker/_daemon.py

@@ -22,10 +22,10 @@ from typing import Optional, Union, Callable, Any
 from contextlib import asynccontextmanager as acm
 from collections import defaultdict
 
-from msgspec import Struct
-import tractor
+from pydantic import BaseModel
 import trio
 from trio_typing import TaskStatus
+import tractor
 
 from .log import get_logger, get_console_log
 from .brokers import get_brokermod
@@ -47,13 +47,16 @@ _root_modules = [
 ]
 
 
-class Services(Struct):
+class Services(BaseModel):
 
     actor_n: tractor._supervise.ActorNursery
     service_n: trio.Nursery
     debug_mode: bool  # tractor sub-actor debug mode flag
     service_tasks: dict[str, tuple[trio.CancelScope, tractor.Portal]] = {}
 
+    class Config:
+        arbitrary_types_allowed = True
+
     async def start_service_task(
         self,
         name: str,
@@ -217,7 +220,7 @@ async def open_piker_runtime(
             # TODO: eventually we should be able to avoid
             # having the root have more then permissions to
             # spawn other specialized daemons I think?
-            enable_modules=_root_modules + enable_modules,
+            enable_modules=_root_modules,
         ) as _,
     ):
         yield tractor.current_actor()

piker/brokers/binance.py

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

piker/brokers/cli.py

@@ -39,148 +39,6 @@ _config_dir = click.get_app_dir('piker')
 _watchlists_data_path = os.path.join(_config_dir, 'watchlists.json')
 
 
-OK = '\033[92m'
-WARNING = '\033[93m'
-FAIL = '\033[91m'
-ENDC = '\033[0m'
-
-
-def print_ok(s: str, **kwargs):
-    print(OK + s + ENDC, **kwargs)
-
-
-def print_error(s: str, **kwargs):
-    print(FAIL + s + ENDC, **kwargs)
-
-
-def get_method(client, meth_name: str):
-    print(f'checking client for method \'{meth_name}\'...', end='', flush=True)
-    method = getattr(client, meth_name, None)
-    assert method
-    print_ok('found!.')
-    return method
-
-async def run_method(client, meth_name: str, **kwargs):
-    method = get_method(client, meth_name)
-    print('running...', end='', flush=True)
-    result = await method(**kwargs)
-    print_ok(f'done! result: {type(result)}')
-    return result
-
-async def run_test(broker_name: str):
-    brokermod = get_brokermod(broker_name)
-    total = 0
-    passed = 0
-    failed = 0
-
-    print(f'getting client...', end='', flush=True)
-    if not hasattr(brokermod, 'get_client'):
-        print_error('fail! no \'get_client\' context manager found.')
-        return
-
-    async with brokermod.get_client(is_brokercheck=True) as client:
-        print_ok(f'done! inside client context.')
-
-        # check for methods present on brokermod
-        method_list = [
-            'backfill_bars',
-            'get_client',
-            'trades_dialogue',
-            'open_history_client',
-            'open_symbol_search',
-            'stream_quotes',
-
-        ]
-
-        for method in method_list:
-            print(
-                f'checking brokermod for method \'{method}\'...',
-                end='', flush=True)
-            if not hasattr(brokermod, method):
-                print_error(f'fail! method \'{method}\' not found.')
-                failed += 1
-            else:
-                print_ok('done!')
-                passed += 1
-
-            total += 1
-
-        # check for methods present con brokermod.Client and their
-        # results
-
-        # for private methods only check is present
-        method_list = [
-            'get_balances',
-            'get_assets',
-            'get_trades',
-            'get_xfers',
-            'submit_limit',
-            'submit_cancel',
-            'search_symbols',
-        ]
-
-        for method_name in method_list:
-            try:
-                get_method(client, method_name)
-                passed += 1
-
-            except AssertionError:
-                print_error(f'fail! method \'{method_name}\' not found.')
-                failed += 1
-
-            total += 1
-
-
-        # check for methods present con brokermod.Client and their
-        # results
-
-        syms = await run_method(client, 'symbol_info')
-        total += 1
-
-        if len(syms) == 0:
-            raise BaseException('Empty Symbol list?')
-
-        passed += 1
-
-        first_sym = tuple(syms.keys())[0]
-
-        method_list = [
-            ('cache_symbols', {}),
-            ('search_symbols', {'pattern': first_sym[:-1]}),
-            ('bars', {'symbol': first_sym})
-        ]
-
-        for method_name, method_kwargs in method_list:
-            try:
-                await run_method(client, method_name, **method_kwargs)
-                passed += 1
-
-            except AssertionError:
-                print_error(f'fail! method \'{method_name}\' not found.')
-                failed += 1
-
-            total += 1
-
-        print(f'total: {total}, passed: {passed}, failed: {failed}')
-
-
-@cli.command()
-@click.argument('broker', nargs=1, required=True)
-@click.pass_obj
-def brokercheck(config, broker):
-    '''
-    Test broker apis for completeness.
-
-    '''
-    async def bcheck_main():
-        async with maybe_spawn_brokerd(broker) as portal:
-            await portal.run(run_test, broker)
-            await portal.cancel_actor()
-
-    trio.run(run_test, broker)
-
-
-
 @cli.command()
 @click.option('--keys', '-k', multiple=True,
               help='Return results only for these keys')
@@ -335,8 +193,6 @@ def contracts(ctx, loglevel, broker, symbol, ids):
     brokermod = get_brokermod(broker)
     get_console_log(loglevel)
 
-
-
     contracts = trio.run(partial(core.contracts, brokermod, symbol))
     if not ids:
         # just print out expiry dates which can be used with

piker/brokers/deribit/README.rst

@@ -1,70 +0,0 @@
-``deribit`` backend
-------------------
-pretty good liquidity crypto derivatives, uses custom json rpc over ws for
-client methods, then `cryptofeed` for data streams.
-
-status
-******
-- supports option charts
-- no order support yet 
-
-
-config
-******
-In order to get order mode support your ``brokers.toml``
-needs to have something like the following:
-
-.. code:: toml
-
-    [deribit]
-    key_id = 'XXXXXXXX'
-    key_secret = 'Xx_XxXxXxXxXxXxXxXxXxXxXxXxXxXxXxXxXxXxXxXx'
-
-To obtain an api id and secret you need to create an account, which can be a
-real market account over at:
-
-    - deribit.com  (requires KYC for deposit address)
-
-Or a testnet account over at:
-
-    - test.deribit.com
-
-For testnet once the account is created here is how you deposit fake crypto to
-try it out:
-
-1) Go to Wallet:
-
-.. figure:: assets/0_wallet.png
-    :align: center
-    :target: assets/0_wallet.png
-    :alt: wallet page
-
-2) Then click on the elipsis menu and select deposit
-
-.. figure:: assets/1_wallet_select_deposit.png
-    :align: center
-    :target: assets/1_wallet_select_deposit.png
-    :alt: wallet deposit page
-
-3) This will take you to the deposit address page
-
-.. figure:: assets/2_gen_deposit_addr.png
-    :align: center
-    :target: assets/2_gen_deposit_addr.png
-    :alt: generate deposit address page
-
-4) After clicking generate you should see the address, copy it and go to the 
-`coin faucet <https://test.deribit.com/dericoin/BTC/deposit>`_ and send fake
-coins to that address.
-
-.. figure:: assets/3_deposit_address.png
-    :align: center
-    :target: assets/3_deposit_address.png
-    :alt: generated address
-
-5) Back in the deposit address page you should see the deposit in your history
-
-.. figure:: assets/4_wallet_deposit_history.png
-    :align: center
-    :target: assets/4_wallet_deposit_history.png
-    :alt: wallet deposit history

piker/brokers/deribit/__init__.py

@@ -1,65 +0,0 @@
-# piker: trading gear for hackers
-# Copyright (C) Guillermo Rodriguez (in stewardship for piker0)
-
-# This program is free software: you can redistribute it and/or modify
-# it under the terms of the GNU Affero General Public License as published by
-# the Free Software Foundation, either version 3 of the License, or
-# (at your option) any later version.
-
-# This program is distributed in the hope that it will be useful,
-# but WITHOUT ANY WARRANTY; without even the implied warranty of
-# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
-# GNU Affero General Public License for more details.
-
-# You should have received a copy of the GNU Affero General Public License
-# along with this program.  If not, see <https://www.gnu.org/licenses/>.
-
-'''
-Deribit backend.
-
-'''
-
-from piker.log import get_logger
-
-log = get_logger(__name__)
-
-from .api import (
-    get_client,
-)
-from .feed import (
-    open_history_client,
-    open_symbol_search,
-    stream_quotes,
-    backfill_bars
-)
-# from .broker import (
-    # trades_dialogue,
-    # norm_trade_records,
-# )
-
-__all__ = [
-    'get_client',
-#    'trades_dialogue',
-    'open_history_client',
-    'open_symbol_search',
-    'stream_quotes',
-#    'norm_trade_records',
-]
-
-
-# tractor RPC enable arg
-__enable_modules__: list[str] = [
-    'api',
-    'feed',
-#   'broker',
-]
-
-# passed to ``tractor.ActorNursery.start_actor()``
-_spawn_kwargs = {
-    'infect_asyncio': True,
-}
-
-# annotation to let backend agnostic code
-# know if ``brokerd`` should be spawned with
-# ``tractor``'s aio mode.
-_infect_asyncio: bool = True

piker/brokers/deribit/api.py

@@ -1,667 +0,0 @@
-# piker: trading gear for hackers
-# Copyright (C) Guillermo Rodriguez (in stewardship for piker0)
-
-# This program is free software: you can redistribute it and/or modify
-# it under the terms of the GNU Affero General Public License as published by
-# the Free Software Foundation, either version 3 of the License, or
-# (at your option) any later version.
-
-# This program is distributed in the hope that it will be useful,
-# but WITHOUT ANY WARRANTY; without even the implied warranty of
-# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
-# GNU Affero General Public License for more details.
-
-# You should have received a copy of the GNU Affero General Public License
-# along with this program.  If not, see <https://www.gnu.org/licenses/>.
-
-'''
-Deribit backend.
-
-'''
-import json
-import time
-import asyncio
-
-from contextlib import asynccontextmanager as acm, AsyncExitStack
-from functools import partial
-from datetime import datetime
-from typing import Any, Optional, Iterable, Callable
-
-import pendulum
-import asks
-import trio
-from trio_typing import Nursery, TaskStatus
-from fuzzywuzzy import process as fuzzy
-import numpy as np
-
-from piker.data.types import Struct
-from piker.data._web_bs import (
-    NoBsWs,
-    open_autorecon_ws,
-    open_jsonrpc_session
-)
-
-from .._util import resproc
-
-from piker import config
-from piker.log import get_logger
-
-from tractor.trionics import (
-    broadcast_receiver,
-    BroadcastReceiver,
-    maybe_open_context
-)
-from tractor import to_asyncio
-
-from cryptofeed import FeedHandler
-
-from cryptofeed.defines import (
-    DERIBIT,
-    L1_BOOK, TRADES,
-    OPTION, CALL, PUT
-)
-from cryptofeed.symbols import Symbol
-
-log = get_logger(__name__)
-
-
-_spawn_kwargs = {
-    'infect_asyncio': True,
-}
-
-
-_url = 'https://www.deribit.com'
-_ws_url = 'wss://www.deribit.com/ws/api/v2'
-_testnet_ws_url = 'wss://test.deribit.com/ws/api/v2'
-
-
-# Broker specific ohlc schema (rest)
-_ohlc_dtype = [
-    ('index', int),
-    ('time', int),
-    ('open', float),
-    ('high', float),
-    ('low', float),
-    ('close', float),
-    ('volume', float),
-    ('bar_wap', float),  # will be zeroed by sampler if not filled
-]
-
-
-class JSONRPCResult(Struct):
-    jsonrpc: str = '2.0'
-    id: int
-    result: Optional[dict] = None
-    error: Optional[dict] = None
-    usIn: int 
-    usOut: int 
-    usDiff: int 
-    testnet: bool
-
-
-class KLinesResult(Struct):
-    close: list[float]
-    cost: list[float]
-    high: list[float]
-    low: list[float]
-    open: list[float]
-    status: str
-    ticks: list[int]
-    volume: list[float]
-
-class Trade(Struct):
-    trade_seq: int
-    trade_id: str
-    timestamp: int
-    tick_direction: int
-    price: float
-    mark_price: float
-    iv: float
-    instrument_name: str
-    index_price: float
-    direction: str
-    combo_trade_id: Optional[int] = 0,
-    combo_id: Optional[str] = '',
-    amount: float
-
-class LastTradesResult(Struct):
-    trades: list[Trade]
-    has_more: bool
-
-
-# convert datetime obj timestamp to unixtime in milliseconds
-def deribit_timestamp(when):
-    return int((when.timestamp() * 1000) + (when.microsecond / 1000))
-
-
-def str_to_cb_sym(name: str) -> Symbol:
-    base, strike_price, expiry_date, option_type = name.split('-')
-
-    quote = base
-
-    if option_type == 'put':
-        option_type = PUT 
-    elif option_type  == 'call':
-        option_type = CALL
-    else:
-        raise Exception("Couldn\'t parse option type")
-
-    return Symbol(
-        base, quote,
-        type=OPTION,
-        strike_price=strike_price,
-        option_type=option_type,
-        expiry_date=expiry_date,
-        expiry_normalize=False)
-
-
-def piker_sym_to_cb_sym(name: str) -> Symbol:
-    base, expiry_date, strike_price, option_type = tuple(
-        name.upper().split('-'))
-
-    quote = base
-
-    if option_type == 'P':
-        option_type = PUT 
-    elif option_type  == 'C':
-        option_type = CALL
-    else:
-        raise Exception("Couldn\'t parse option type")
-
-    return Symbol(
-        base, quote,
-        type=OPTION,
-        strike_price=strike_price,
-        option_type=option_type,
-        expiry_date=expiry_date.upper())
-
-
-def cb_sym_to_deribit_inst(sym: Symbol):
-    # cryptofeed normalized
-    cb_norm = ['F', 'G', 'H', 'J', 'K', 'M', 'N', 'Q', 'U', 'V', 'X', 'Z']
-
-    # deribit specific 
-    months = ['JAN', 'FEB', 'MAR', 'APR', 'MAY', 'JUN', 'JUL', 'AUG', 'SEP', 'OCT', 'NOV', 'DEC']
-
-    exp = sym.expiry_date
-
-    # YYMDD
-    # 01234
-    year, month, day = (
-        exp[:2], months[cb_norm.index(exp[2:3])], exp[3:])
-
-    otype = 'C' if sym.option_type == CALL else 'P'
-
-    return f'{sym.base}-{day}{month}{year}-{sym.strike_price}-{otype}'
-
-
-def get_config() -> dict[str, Any]:
-
-    conf, path = config.load()
-
-    section = conf.get('deribit')
-
-    # TODO: document why we send this, basically because logging params for cryptofeed
-    conf['log'] = {}
-    conf['log']['disabled'] = True
-
-    if section is None:
-        log.warning(f'No config section found for deribit in {path}')
-
-    return conf 
-
-
-class Client:
-
-    def __init__(self, json_rpc: Callable) -> None:
-        self._pairs: dict[str, Any] = None
-
-        config = get_config().get('deribit', {})
-
-        if ('key_id' in config) and ('key_secret' in config):
-            self._key_id = config['key_id']
-            self._key_secret = config['key_secret']
-
-        else:
-            self._key_id = None
-            self._key_secret = None
-
-        self.json_rpc = json_rpc
-
-    @property
-    def currencies(self):
-        return ['btc', 'eth', 'sol', 'usd']
-
-    async def get_balances(self, kind: str = 'option') -> dict[str, float]:
-        """Return the set of positions for this account
-        by symbol.
-        """
-        balances = {}
-
-        for currency in self.currencies:
-            resp = await self.json_rpc(
-                'private/get_positions', params={
-                    'currency': currency.upper(),
-                    'kind': kind})
-
-            balances[currency] = resp.result
-
-        return balances
-
-    async def get_assets(self) -> dict[str, float]:
-        """Return the set of asset balances for this account
-        by symbol.
-        """
-        balances = {}
-
-        for currency in self.currencies:
-            resp = await self.json_rpc(
-                'private/get_account_summary', params={
-                    'currency': currency.upper()})
-
-            balances[currency] = resp.result['balance']
-
-        return balances
-
-    async def submit_limit(
-        self,
-        symbol: str,
-        price: float,
-        action: str,
-        size: float
-    ) -> dict:
-        """Place an order
-        """
-        params = {
-            'instrument_name': symbol.upper(),
-            'amount': size,
-            'type': 'limit',
-            'price': price,
-        }
-        resp = await self.json_rpc(
-            f'private/{action}', params)
-
-        return resp.result
-
-    async def submit_cancel(self, oid: str):
-        """Send cancel request for order id
-        """
-        resp = await self.json_rpc(
-            'private/cancel', {'order_id': oid})
-        return resp.result
-
-    async def symbol_info(
-        self,
-        instrument: Optional[str] = None,
-        currency: str = 'btc',  # BTC, ETH, SOL, USDC
-        kind: str = 'option',
-        expired: bool = False
-    ) -> dict[str, Any]:
-        """Get symbol info for the exchange.
-
-        """
-        if self._pairs:
-            return self._pairs
-
-        # will retrieve all symbols by default
-        params = {
-            'currency': currency.upper(),
-            'kind': kind,
-            'expired': str(expired).lower()
-        }
-
-        resp = await self.json_rpc('public/get_instruments', params)
-        results = resp.result
-
-        instruments = {
-            item['instrument_name'].lower(): item
-            for item in results
-        }
-
-        if instrument is not None:
-            return instruments[instrument]
-        else:
-            return instruments
-
-    async def cache_symbols(
-        self,
-    ) -> dict:
-        if not self._pairs:
-            self._pairs = await self.symbol_info()
-
-        return self._pairs
-
-    async def search_symbols(
-        self,
-        pattern: str,
-        limit: int = 30,
-    ) -> dict[str, Any]:
-        data = await self.symbol_info()
-
-        matches = fuzzy.extractBests(
-            pattern,
-            data,
-            score_cutoff=35,
-            limit=limit
-        )
-        # repack in dict form
-        return {item[0]['instrument_name'].lower(): item[0]
-                for item in matches}
-
-    async def bars(
-        self,
-        symbol: str,
-        start_dt: Optional[datetime] = None,
-        end_dt: Optional[datetime] = None,
-        limit: int = 1000,
-        as_np: bool = True,
-    ) -> dict:
-        instrument = symbol
-
-        if end_dt is None:
-            end_dt = pendulum.now('UTC')
-
-        if start_dt is None:
-            start_dt = end_dt.start_of(
-                'minute').subtract(minutes=limit)
-
-        start_time = deribit_timestamp(start_dt)
-        end_time = deribit_timestamp(end_dt)
-
-        # https://docs.deribit.com/#public-get_tradingview_chart_data
-        resp = await self.json_rpc(
-            'public/get_tradingview_chart_data',
-            params={
-                'instrument_name': instrument.upper(),
-                'start_timestamp': start_time,
-                'end_timestamp': end_time,
-                'resolution': '1'
-            })
-
-        result = KLinesResult(**resp.result)
-        new_bars = []
-        for i in range(len(result.close)):
-
-            _open = result.open[i]
-            high = result.high[i]
-            low = result.low[i]
-            close = result.close[i]
-            volume = result.volume[i]
-
-            row = [
-                (start_time + (i * (60 * 1000))) / 1000.0,  # time
-                result.open[i],
-                result.high[i],
-                result.low[i],
-                result.close[i],
-                result.volume[i],
-                0
-            ]
-
-            new_bars.append((i,) + tuple(row))
-
-        array = np.array(new_bars, dtype=_ohlc_dtype) if as_np else klines
-        return array
-
-    async def last_trades(
-        self,
-        instrument: str,
-        count: int = 10
-    ):
-        resp = await self.json_rpc(
-            'public/get_last_trades_by_instrument',
-            params={
-                'instrument_name': instrument,
-                'count': count
-            })
-
-        return LastTradesResult(**resp.result)
-
-
-@acm
-async def get_client(
-    is_brokercheck: bool = False
-) -> Client:
-
-    async with (
-        trio.open_nursery() as n,
-        open_jsonrpc_session(
-            _testnet_ws_url, dtype=JSONRPCResult) as json_rpc
-    ):
-        client = Client(json_rpc)
-
-        _refresh_token: Optional[str] = None
-        _access_token: Optional[str] = None
-
-        async def _auth_loop(
-            task_status: TaskStatus = trio.TASK_STATUS_IGNORED
-        ):
-            """Background task that adquires a first access token and then will
-            refresh the access token while the nursery isn't cancelled.
-
-            https://docs.deribit.com/?python#authentication-2
-            """
-            renew_time = 10
-            access_scope = 'trade:read_write'
-            _expiry_time = time.time()
-            got_access = False
-            nonlocal _refresh_token
-            nonlocal _access_token
-
-            while True:
-                if time.time() - _expiry_time < renew_time:
-                    # if we are close to token expiry time
-
-                    if _refresh_token != None:
-                        # if we have a refresh token already dont need to send
-                        # secret
-                        params = {
-                            'grant_type': 'refresh_token',
-                            'refresh_token': _refresh_token,
-                            'scope': access_scope
-                        }
-
-                    else:
-                        # we don't have refresh token, send secret to initialize
-                        params = {
-                            'grant_type': 'client_credentials',
-                            'client_id': client._key_id,
-                            'client_secret': client._key_secret,
-                            'scope': access_scope
-                        }
-
-                    resp = await json_rpc('public/auth', params)
-                    result = resp.result
-
-                    _expiry_time = time.time() + result['expires_in']
-                    _refresh_token = result['refresh_token']
-
-                    if 'access_token' in result:
-                        _access_token = result['access_token']
-
-                    if not got_access:
-                        # first time this loop runs we must indicate task is
-                        # started, we have auth
-                        got_access = True
-                        task_status.started()
-
-                else:
-                    await trio.sleep(renew_time / 2)
-
-        # if we have client creds launch auth loop
-        if client._key_id is not None:
-            await n.start(_auth_loop)
-
-        await client.cache_symbols()
-        yield client
-        n.cancel_scope.cancel()
-
-
-@acm
-async def open_feed_handler():
-    fh = FeedHandler(config=get_config())
-    yield fh
-    await to_asyncio.run_task(fh.stop_async)
-
-
-@acm
-async def maybe_open_feed_handler() -> trio.abc.ReceiveStream:
-    async with maybe_open_context(
-        acm_func=open_feed_handler,
-        key='feedhandler',
-    ) as (cache_hit, fh):
-        yield fh
-
-
-async def aio_price_feed_relay(
-    fh: FeedHandler,
-    instrument: Symbol,
-    from_trio: asyncio.Queue,
-    to_trio: trio.abc.SendChannel,
-) -> None:
-    async def _trade(data: dict, receipt_timestamp):
-        to_trio.send_nowait(('trade', {
-            'symbol': cb_sym_to_deribit_inst(
-                str_to_cb_sym(data.symbol)).lower(),
-            'last': data,
-            'broker_ts': time.time(),
-            'data': data.to_dict(),
-            'receipt': receipt_timestamp
-        }))
-
-    async def _l1(data: dict, receipt_timestamp):
-        to_trio.send_nowait(('l1', {
-            'symbol': cb_sym_to_deribit_inst(
-                str_to_cb_sym(data.symbol)).lower(),
-            'ticks': [
-                {'type': 'bid',
-                    'price': float(data.bid_price), 'size': float(data.bid_size)},
-                {'type': 'bsize',
-                    'price': float(data.bid_price), 'size': float(data.bid_size)},
-                {'type': 'ask',
-                    'price': float(data.ask_price), 'size': float(data.ask_size)},
-                {'type': 'asize',
-                    'price': float(data.ask_price), 'size': float(data.ask_size)}
-            ]
-        }))
-
-    fh.add_feed(
-        DERIBIT,
-        channels=[TRADES, L1_BOOK],
-        symbols=[piker_sym_to_cb_sym(instrument)],
-        callbacks={
-            TRADES: _trade,
-            L1_BOOK: _l1
-        })
-
-    if not fh.running:
-        fh.run(
-            start_loop=False,
-            install_signal_handlers=False)
-
-    # sync with trio
-    to_trio.send_nowait(None)
-
-    await asyncio.sleep(float('inf'))
-
-
-@acm
-async def open_price_feed(
-    instrument: str
-) -> trio.abc.ReceiveStream:
-    async with maybe_open_feed_handler() as fh:
-        async with to_asyncio.open_channel_from(
-            partial(
-                aio_price_feed_relay,
-                fh,
-                instrument
-            )
-        ) as (first, chan):
-            yield chan
-
-
-@acm
-async def maybe_open_price_feed(
-    instrument: str
-) -> trio.abc.ReceiveStream:
-
-    # TODO: add a predicate to maybe_open_context
-    async with maybe_open_context(
-        acm_func=open_price_feed,
-        kwargs={
-            'instrument': instrument
-        },
-        key=f'{instrument}-price',
-    ) as (cache_hit, feed):
-        if cache_hit:
-            yield broadcast_receiver(feed, 10)
-        else:
-            yield feed
-
-
-
-async def aio_order_feed_relay(
-    fh: FeedHandler,
-    instrument: Symbol,
-    from_trio: asyncio.Queue,
-    to_trio: trio.abc.SendChannel,
-) -> None:
-    async def _fill(data: dict, receipt_timestamp):
-        breakpoint()
-
-    async def _order_info(data: dict, receipt_timestamp):
-        breakpoint()
-
-    fh.add_feed(
-        DERIBIT,
-        channels=[FILLS, ORDER_INFO],
-        symbols=[instrument.upper()],
-        callbacks={
-            FILLS: _fill,
-            ORDER_INFO: _order_info,
-        })
-
-    if not fh.running:
-        fh.run(
-            start_loop=False,
-            install_signal_handlers=False)
-
-    # sync with trio
-    to_trio.send_nowait(None)
-
-    await asyncio.sleep(float('inf'))
-
-
-@acm
-async def open_order_feed(
-    instrument: list[str]
-) -> trio.abc.ReceiveStream:
-    async with maybe_open_feed_handler() as fh:
-        async with to_asyncio.open_channel_from(
-            partial(
-                aio_order_feed_relay,
-                fh,
-                instrument
-            )
-        ) as (first, chan):
-            yield chan
-
-
-@acm
-async def maybe_open_order_feed(
-    instrument: str
-) -> trio.abc.ReceiveStream:
-
-    # TODO: add a predicate to maybe_open_context
-    async with maybe_open_context(
-        acm_func=open_order_feed,
-        kwargs={
-            'instrument': instrument,
-            'fh': fh
-        },
-        key=f'{instrument}-order',
-    ) as (cache_hit, feed):
-        if cache_hit:
-            yield broadcast_receiver(feed, 10)
-        else:
-            yield feed

piker/brokers/deribit/feed.py

@@ -1,200 +0,0 @@
-# piker: trading gear for hackers
-# Copyright (C) Guillermo Rodriguez (in stewardship for piker0)
-
-# This program is free software: you can redistribute it and/or modify
-# it under the terms of the GNU Affero General Public License as published by
-# the Free Software Foundation, either version 3 of the License, or
-# (at your option) any later version.
-
-# This program is distributed in the hope that it will be useful,
-# but WITHOUT ANY WARRANTY; without even the implied warranty of
-# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
-# GNU Affero General Public License for more details.
-
-# You should have received a copy of the GNU Affero General Public License
-# along with this program.  If not, see <https://www.gnu.org/licenses/>.
-
-'''
-Deribit backend.
-
-'''
-from contextlib import asynccontextmanager as acm
-from datetime import datetime
-from typing import Any, Optional, Callable
-import time
-
-import trio
-from trio_typing import TaskStatus
-import pendulum
-from fuzzywuzzy import process as fuzzy
-import numpy as np
-import tractor
-
-from piker._cacheables import open_cached_client
-from piker.log import get_logger, get_console_log
-from piker.data import ShmArray
-from piker.brokers._util import (
-    BrokerError,
-    DataUnavailable,
-)
-
-from cryptofeed import FeedHandler
-
-from cryptofeed.defines import (
-    DERIBIT, L1_BOOK, TRADES, OPTION, CALL, PUT
-)
-from cryptofeed.symbols import Symbol
-
-from .api import (
-    Client, Trade,
-    get_config,
-    str_to_cb_sym, piker_sym_to_cb_sym, cb_sym_to_deribit_inst,
-    maybe_open_price_feed
-)
-
-_spawn_kwargs = {
-    'infect_asyncio': True,
-}
-
-
-log = get_logger(__name__)
-
-
-@acm
-async def open_history_client(
-    instrument: str,
-) -> tuple[Callable, int]:
-
-    # TODO implement history getter for the new storage layer.
-    async with open_cached_client('deribit') as client:
-
-        async def get_ohlc(
-            end_dt: Optional[datetime] = None,
-            start_dt: Optional[datetime] = None,
-
-        ) -> tuple[
-            np.ndarray,
-            datetime,  # start
-            datetime,  # end
-        ]:
-
-            array = await client.bars(
-                instrument,
-                start_dt=start_dt,
-                end_dt=end_dt,
-            )
-            if len(array) == 0:
-                raise DataUnavailable
-
-            start_dt = pendulum.from_timestamp(array[0]['time'])
-            end_dt = pendulum.from_timestamp(array[-1]['time'])
-
-            return array, start_dt, end_dt
-
-        yield get_ohlc, {'erlangs': 3, 'rate': 3}
-
-
-async def backfill_bars(
-    symbol: str,
-    shm: ShmArray,  # type: ignore # noqa
-    task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
-) -> None:
-    """Fill historical bars into shared mem / storage afap.
-    """
-    instrument = symbol
-    with trio.CancelScope() as cs:
-        async with open_cached_client('deribit') as client:
-            bars = await client.bars(instrument)
-            shm.push(bars)
-            task_status.started(cs)
-
-
-async def stream_quotes(
-
-    send_chan: trio.abc.SendChannel,
-    symbols: list[str],
-    feed_is_live: trio.Event,
-    loglevel: str = None,
-
-    # startup sync
-    task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
-
-) -> None:
-    # XXX: required to propagate ``tractor`` loglevel to piker logging
-    get_console_log(loglevel or tractor.current_actor().loglevel)
-
-    sym = symbols[0]
-
-    async with (
-        open_cached_client('deribit') as client,
-        send_chan as send_chan
-    ):
-
-        init_msgs = {
-            # pass back token, and bool, signalling if we're the writer
-            # and that history has been written
-            sym: {
-                'symbol_info': {
-                    'asset_type': 'option',
-                    'price_tick_size': 0.0005
-                },
-                'shm_write_opts': {'sum_tick_vml': False},
-                'fqsn': sym,
-            },
-        }
-
-        nsym = piker_sym_to_cb_sym(sym)
-
-        async with maybe_open_price_feed(sym) as stream:
-
-            cache = await client.cache_symbols()
-
-            last_trades = (await client.last_trades(
-                cb_sym_to_deribit_inst(nsym), count=1)).trades
-
-            if len(last_trades) == 0:
-                last_trade = None
-                async for typ, quote in stream:
-                    if typ == 'trade':
-                        last_trade = Trade(**(quote['data']))
-                        break
-
-            else:
-                last_trade = Trade(**(last_trades[0]))
-
-            first_quote = {
-                'symbol': sym,
-                'last': last_trade.price,
-                'brokerd_ts': last_trade.timestamp,
-                'ticks': [{
-                    'type': 'trade',
-                    'price': last_trade.price,
-                    'size': last_trade.amount,
-                    'broker_ts': last_trade.timestamp
-                }]
-            }
-            task_status.started((init_msgs,  first_quote))
-
-            feed_is_live.set()
-
-            async for typ, quote in stream:
-                topic = quote['symbol']
-                await send_chan.send({topic: quote})
-
-
-@tractor.context
-async def open_symbol_search(
-    ctx: tractor.Context,
-) -> Client:
-    async with open_cached_client('deribit') as client:
-
-        # load all symbols locally for fast search
-        cache = await client.cache_symbols()
-        await ctx.started()
-
-        async with ctx.open_stream() as stream:
-
-            async for pattern in stream:
-                # repack in dict form
-                await stream.send(
-                    await client.search_symbols(pattern))

piker/brokers/ib/README.rst

@@ -1,134 +0,0 @@
-``ib`` backend
---------------
-more or less the "everything broker" for traditional and international
-markets. they are the "go to" provider for automatic retail trading
-and we interface to their APIs using the `ib_insync` project.
-
-status
-******
-current support is *production grade* and both real-time data and order
-management should be correct and fast. this backend is used by core devs
-for live trading.
-
-currently there is not yet full support for:
-- options charting and trading
-- paxos based crypto rt feeds and trading
-
-
-config
-******
-In order to get order mode support your ``brokers.toml``
-needs to have something like the following:
-
-.. code:: toml
-
-   [ib]
-   hosts = [
-    "127.0.0.1",
-   ]
-   # TODO: when we eventually spawn gateways in our
-   # container, we can just dynamically allocate these
-   # using IBC.
-   ports = [
-       4002,
-       4003,
-       4006,
-       4001,
-       7497,
-   ]
-
-   # XXX: for a paper account the flex web query service
-   # is not supported so you have to manually download
-   # and XML report and put it in a location that can be
-   # accessed by the ``brokerd.ib`` backend code for parsing.
-   flex_token = '1111111111111111'
-   flex_trades_query_id = '6969696'  # live accounts only?
-
-   # 3rd party web-api token
-   # (XXX: not sure if this works yet)
-   trade_log_token = '111111111111111'
-
-   # when clients are being scanned this determines
-   # which clients are preferred to be used for data feeds
-   # based on account names which are detected as active
-   # on each client.
-   prefer_data_account = [
-       # this has to be first in order to make data work with dual paper + live
-       'main',
-       'algopaper',
-   ]
-
-   [ib.accounts]
-   main = 'U69696969'
-   algopaper = 'DU9696969'
-
-
-If everything works correctly you should see any current positions
-loaded in the pps pane on chart load and you should also be able to
-check your trade records in the file::
-
-    <pikerk_conf_dir>/ledgers/trades_ib_algopaper.toml
-
-
-An example ledger file will have entries written verbatim from the
-trade events schema:
-
-.. code:: toml
-
-    ["0000e1a7.630f5e5a.01.01"]
-    secType = "FUT"
-    conId = 515416577
-    symbol = "MNQ"
-    lastTradeDateOrContractMonth = "20221216"
-    strike = 0.0
-    right = ""
-    multiplier = "2"
-    exchange = "GLOBEX"
-    primaryExchange = ""
-    currency = "USD"
-    localSymbol = "MNQZ2"
-    tradingClass = "MNQ"
-    includeExpired = false
-    secIdType = ""
-    secId = ""
-    comboLegsDescrip = ""
-    comboLegs = []
-    execId = "0000e1a7.630f5e5a.01.01"
-    time = 1661972086.0
-    acctNumber = "DU69696969"
-    side = "BOT"
-    shares = 1.0
-    price = 12372.75
-    permId = 441472655
-    clientId = 6116
-    orderId = 985
-    liquidation = 0
-    cumQty = 1.0
-    avgPrice = 12372.75
-    orderRef = ""
-    evRule = ""
-    evMultiplier = 0.0
-    modelCode = ""
-    lastLiquidity = 1
-    broker_time = 1661972086.0
-    name = "ib"
-    commission = 0.57
-    realizedPNL = 243.41
-    yield_ = 0.0
-    yieldRedemptionDate = 0
-    listingExchange = "GLOBEX"
-    date = "2022-08-31T18:54:46+00:00"
-
-
-your ``pps.toml`` file will have position entries like,
-
-.. code:: toml
-
-    [ib.algopaper."mnq.globex.20221216"]
-    size = -1.0
-    ppu = 12423.630576923071
-    bsuid = 515416577
-    expiry = "2022-12-16T00:00:00+00:00"
-    clears = [
-     { dt = "2022-08-31T18:54:46+00:00", ppu = 12423.630576923071, accum_size = -19.0, price = 12372.75, size = 1.0, cost = 0.57, tid = "0000e1a7.630f5e5a.01.01" },
-    ]

piker/brokers/ib/__init__.py

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

piker/brokers/ib/api.py

@@ -29,7 +29,6 @@ import itertools
 from math import isnan
 from typing import (
     Any,
-    Optional,
     Union,
 )
 import asyncio
@@ -39,28 +38,16 @@ import time
 from types import SimpleNamespace
 
 
-from bidict import bidict
 import trio
 import tractor
 from tractor import to_asyncio
-import ib_insync as ibis
-from ib_insync.contract import (
-    Contract,
-    ContractDetails,
-    Option,
-)
+from ib_insync.wrapper import RequestError
+from ib_insync.contract import Contract, ContractDetails
 from ib_insync.order import Order
 from ib_insync.ticker import Ticker
-from ib_insync.objects import (
-    Position,
-    Fill,
-    Execution,
-    CommissionReport,
-)
-from ib_insync.wrapper import (
-    Wrapper,
-    RequestError,
-)
+from ib_insync.objects import Position
+import ib_insync as ibis
+from ib_insync.wrapper import Wrapper
 from ib_insync.client import Client as ib_Client
 import numpy as np
 
@@ -168,93 +155,60 @@ class NonShittyIB(ibis.IB):
         self.client.apiEnd += self.disconnectedEvent
 
 
-_futes_venues = (
-    'GLOBEX',
-    'NYMEX',
-    'CME',
-    'CMECRYPTO',
-    'COMEX',
-    'CMDTY',  # special name case..
-)
-
-_adhoc_futes_set = {
-
-    # equities
-    'nq.globex',
-    'mnq.globex',  # micro
-
-    'es.globex',
-    'mes.globex',  # micro
-
-    # cypto$
-    'brr.cmecrypto',
-    'ethusdrr.cmecrypto',
-
-    # agriculture
-    'he.nymex',  # lean hogs
-    'le.nymex',  # live cattle (geezers)
-    'gf.nymex',  # feeder cattle (younguns)
-
-    # raw
-    'lb.nymex',  # random len lumber
-
-    # metals
-    'xauusd.cmdty',  # gold spot
-    'gc.nymex',
-    'mgc.nymex',  # micro
-
-    # oil & gas
-    'cl.nymex',
-
-    'xagusd.cmdty',  # silver spot
-    'ni.nymex',  # silver futes
-    'qi.comex',  # mini-silver futes
-}
-
-
-# taken from list here:
-# https://www.interactivebrokers.com/en/trading/products-spot-currencies.php
-_adhoc_fiat_set = set((
-    'USD, AED, AUD, CAD,'
-    'CHF, CNH, CZK, DKK,'
-    'EUR, GBP, HKD, HUF,'
-    'ILS, JPY, MXN, NOK,'
-    'NZD, PLN, RUB, SAR,'
-    'SEK, SGD, TRY, ZAR'
-    ).split(' ,')
-)
-
-
 # map of symbols to contract ids
-_adhoc_symbol_map = {
+_adhoc_cmdty_data_map = {
     # https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid%20Info&wlId=IB&conid=69067924
 
     # NOTE: some cmdtys/metals don't have trade data like gold/usd:
     # https://groups.io/g/twsapi/message/44174
     'XAUUSD': ({'conId': 69067924}, {'whatToShow': 'MIDPOINT'}),
 }
-for qsn in _adhoc_futes_set:
-    sym, venue = qsn.split('.')
-    assert venue.upper() in _futes_venues, f'{venue}'
-    _adhoc_symbol_map[sym.upper()] = (
-        {'exchange': venue},
-        {},
-    )
 
+_futes_venues = (
+    'GLOBEX',
+    'NYMEX',
+    'CME',
+    'CMECRYPTO',
+)
+
+_adhoc_futes_set = {
+
+    # equities
+    'nq.globex',
+    'mnq.globex',
+
+    'es.globex',
+    'mes.globex',
+
+    # cypto$
+    'brr.cmecrypto',
+    'ethusdrr.cmecrypto',
+
+    # agriculture
+    'he.globex',  # lean hogs
+    'le.globex',  # live cattle (geezers)
+    'gf.globex',  # feeder cattle (younguns)
+
+    # raw
+    'lb.globex',  # random len lumber
+
+    # metals
+    'xauusd.cmdty',  # gold spot
+    'gc.nymex',
+    'mgc.nymex',
+
+    'xagusd.cmdty',  # silver spot
+    'ni.nymex',  # silver futes
+    'qi.comex',  # mini-silver futes
+}
 
 # exchanges we don't support at the moment due to not knowing
 # how to do symbol-contract lookup correctly likely due
 # to not having the data feeds subscribed.
 _exch_skip_list = {
-
     'ASX',  # aussie stocks
     'MEXI',  # mexican stocks
-
-    # no idea
-    'VALUE',
-    'FUNDSERV',
-    'SWB2',
-    'PSE',
+    'VALUE',  # no idea
 }
 
 # https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid%20Info&wlId=IB&conid=69067924
@@ -307,29 +261,27 @@ class Client:
 
         # NOTE: the ib.client here is "throttled" to 45 rps by default
 
-    async def trades(self) -> dict[str, Any]:
-        '''
-        Return list of trade-fills from current session in ``dict``.
+    async def trades(
+        self,
+        # api_only: bool = False,
 
-        '''
-        fills: list[Fill] = self.ib.fills()
-        norm_fills: list[dict] = []
+    ) -> dict[str, Any]:
+
+        # orders = await self.ib.reqCompletedOrdersAsync(
+        #     apiOnly=api_only
+        # )
+        fills = await self.ib.reqExecutionsAsync()
+        norm_fills = []
         for fill in fills:
             fill = fill._asdict()  # namedtuple
-            for key, val in fill.items():
-                match val:
-                    case Contract() | Execution() | CommissionReport():
+            for key, val in fill.copy().items():
+                if isinstance(val, Contract):
                     fill[key] = asdict(val)
 
             norm_fills.append(fill)
 
         return norm_fills
 
-    async def orders(self) -> list[Order]:
-        return await self.ib.reqAllOpenOrdersAsync(
-            apiOnly=False,
-        )
-
     async def bars(
         self,
         fqsn: str,
@@ -357,7 +309,7 @@ class Client:
 
         _enters += 1
 
-        contract = (await self.find_contracts(fqsn))[0]
+        contract = await self.find_contract(fqsn)
         bars_kwargs.update(getattr(contract, 'bars_kwargs', {}))
 
         # _min = min(2000*100, count)
@@ -412,15 +364,7 @@ class Client:
                 futs.append(self.ib.reqContractDetailsAsync(con))
 
         # batch request all details
-        try:
         results = await asyncio.gather(*futs)
-        except RequestError as err:
-            msg = err.message
-            if (
-                'No security definition' in msg
-            ):
-                log.warning(f'{msg}: {contracts}')
-                return {}
 
         # one set per future result
         details = {}
@@ -429,11 +373,20 @@ class Client:
             # XXX: if there is more then one entry in the details list
             # then the contract is so called "ambiguous".
             for d in details_set:
+                con = d.contract
 
-                # nested dataclass we probably don't need and that won't
-                # IPC serialize..
+                key = '.'.join([
+                    con.symbol,
+                    con.primaryExchange or con.exchange,
+                ])
+                expiry = con.lastTradeDateOrContractMonth
+                if expiry:
+                    key += f'.{expiry}'
+
+                # nested dataclass we probably don't need and that
+                # won't IPC serialize..
                 d.secIdList = ''
-                key, calc_price = con2fqsn(d.contract)
+
                 details[key] = d
 
         return details
@@ -463,7 +416,7 @@ class Client:
         self,
         pattern: str,
         # how many contracts to search "up to"
-        upto: int = 6,
+        upto: int = 3,
         asdicts: bool = True,
 
     ) -> dict[str, ContractDetails]:
@@ -474,6 +427,7 @@ class Client:
             pattern,
             upto=upto,
         )
+
         for key, deats in results.copy().items():
 
             tract = deats.contract
@@ -483,44 +437,21 @@ class Client:
             if sectype == 'IND':
                 results[f'{sym}.IND'] = tract
                 results.pop(key)
-                # exch = tract.exchange
-
-                # XXX: add back one of these to get the weird deadlock
-                # on the debugger from root without the latest
-                # maybe_wait_for_debugger() fix in the `open_context()`
-                # exit.
-                # assert 0
-                # if con.exchange not in _exch_skip_list:
-
                 exch = tract.exchange
-                if exch not in _exch_skip_list:
+
+                if exch in _futes_venues:
                     # try get all possible contracts for symbol as per,
                     # https://interactivebrokers.github.io/tws-api/basic_contracts.html#fut
                     con = ibis.Future(
                         symbol=sym,
                         exchange=exch,
                     )
-                    # TODO: make this work, think it's something to do
-                    # with the qualify flag.
-                    # cons = await self.find_contracts(
-                    #     contract=con,
-                    #     err_on_qualify=False,
-                    # )
-                    # if cons:
+                    try:
                         all_deats = await self.con_deats([con])
                         results |= all_deats
 
-            # forex pairs
-            elif sectype == 'CASH':
-                dst, src = tract.localSymbol.split('.')
-                pair_key = "/".join([dst, src])
-                exch = tract.exchange.lower()
-                results[f'{pair_key}.{exch}'] = tract
-                results.pop(key)
-
-                # XXX: again seems to trigger the weird tractor
-                # bug with the debugger..
-                # assert 0
+                    except RequestError as err:
+                        log.warning(err.message)
 
         return results
 
@@ -552,19 +483,13 @@ class Client:
 
         return con
 
-    async def get_con(
-        self,
-        conid: int,
-    ) -> Contract:
-        return await self.ib.qualifyContractsAsync(
-            ibis.Contract(conId=conid)
-        )
-
-    def parse_patt2fqsn(
+    async def find_contract(
         self,
         pattern: str,
+        currency: str = 'USD',
+        **kwargs,
 
-    ) -> tuple[str, str, str, str]:
+    ) -> Contract:
 
         # TODO: we can't use this currently because
         # ``wrapper.starTicker()`` currently cashes ticker instances
@@ -577,30 +502,12 @@ class Client:
         # XXX UPDATE: we can probably do the tick/trades scraping
         # inside our eventkit handler instead to bypass this entirely?
 
-        currency = ''
-
-        # fqsn parsing stage
-        # ------------------
         if '.ib' in pattern:
             from ..data._source import unpack_fqsn
-            _, symbol, expiry = unpack_fqsn(pattern)
-
+            broker, symbol, expiry = unpack_fqsn(pattern)
         else:
             symbol = pattern
-            expiry = ''
 
-        # another hack for forex pairs lul.
-        if (
-            '.idealpro' in symbol
-            # or '/' in symbol
-        ):
-            exch = 'IDEALPRO'
-            symbol = symbol.removesuffix('.idealpro')
-            if '/' in symbol:
-                symbol, currency = symbol.split('/')
-
-        else:
-            # TODO: yes, a cache..
         # try:
         #     # give the cache a go
         #     return self._contracts[symbol]
@@ -611,80 +518,45 @@ class Client:
             symbol, _, expiry = symbol.rpartition('.')
 
         # use heuristics to figure out contract "type"
-            symbol, exch = symbol.upper().rsplit('.', maxsplit=1)
+        sym, exch = symbol.upper().rsplit('.', maxsplit=1)
 
-        return symbol, currency, exch, expiry
-
-    async def find_contracts(
-        self,
-        pattern: Optional[str] = None,
-        contract: Optional[Contract] = None,
-        qualify: bool = True,
-        err_on_qualify: bool = True,
-
-    ) -> Contract:
-
-        if pattern is not None:
-            symbol, currency, exch, expiry = self.parse_patt2fqsn(
-                pattern,
-            )
-            sectype = ''
-
-        else:
-            assert contract
-            symbol = contract.symbol
-            sectype = contract.secType
-            exch = contract.exchange or contract.primaryExchange
-            expiry = contract.lastTradeDateOrContractMonth
-            currency = contract.currency
-
-        # contract searching stage
-        # ------------------------
+        qualify: bool = True
 
         # futes
         if exch in _futes_venues:
             if expiry:
                 # get the "front" contract
-                con = await self.get_fute(
-                    symbol=symbol,
+                contract = await self.get_fute(
+                    symbol=sym,
                     exchange=exch,
                     expiry=expiry,
                 )
 
             else:
                 # get the "front" contract
-                con = await self.get_fute(
-                    symbol=symbol,
+                contract = await self.get_fute(
+                    symbol=sym,
                     exchange=exch,
                     front=True,
                 )
 
-        elif (
-            exch in ('IDEALPRO')
-            or sectype == 'CASH'
-        ):
-            # if '/' in symbol:
-            #     currency = ''
-            #     symbol, currency = symbol.split('/')
+            qualify = False
+
+        elif exch in ('FOREX'):
+            currency = ''
+            symbol, currency = sym.split('/')
             con = ibis.Forex(
-                pair=''.join((symbol, currency)),
+                symbol=symbol,
                 currency=currency,
             )
             con.bars_kwargs = {'whatToShow': 'MIDPOINT'}
 
         # commodities
         elif exch == 'CMDTY':  # eg. XAUUSD.CMDTY
-            con_kwargs, bars_kwargs = _adhoc_symbol_map[symbol]
+            con_kwargs, bars_kwargs = _adhoc_cmdty_data_map[sym]
             con = ibis.Commodity(**con_kwargs)
             con.bars_kwargs = bars_kwargs
 
-        # crypto$
-        elif exch == 'PAXOS':  # btc.paxos
-            con = ibis.Crypto(
-                symbol=symbol,
-                currency=currency,
-            )
-
         # stonks
         else:
             # TODO: metadata system for all these exchange rules..
@@ -697,50 +569,33 @@ class Client:
                 exch = 'SMART'
 
             else:
-                # XXX: order is super important here since
-                # a primary == 'SMART' won't ever work.
-                primaryExchange = exch
                 exch = 'SMART'
+                primaryExchange = exch
 
             con = ibis.Stock(
-                symbol=symbol,
+                symbol=sym,
                 exchange=exch,
                 primaryExchange=primaryExchange,
                 currency=currency,
             )
-            exch = 'SMART' if not exch else exch
-
-        contracts = [con]
-        if qualify:
         try:
-                contracts = await self.ib.qualifyContractsAsync(con)
-            except RequestError as err:
-                msg = err.message
-                if (
-                    'No security definition' in msg
-                    and not err_on_qualify
-                ):
-                    log.warning(
-                        f'Could not find def for {con}')
-                    return None
-
+            exch = 'SMART' if not exch else exch
+            if qualify:
+                contract = (await self.ib.qualifyContractsAsync(con))[0]
             else:
-                    raise
-            if not contracts:
+                assert contract
+
+        except IndexError:
             raise ValueError(f"No contract could be found {con}")
 
-        # pack all contracts into cache
-        for tract in contracts:
-            exch: str = tract.primaryExchange or tract.exchange or exch
-            pattern = f'{symbol}.{exch}'
-            expiry = tract.lastTradeDateOrContractMonth
-            # add an entry with expiry suffix if available
-            if expiry:
-                pattern += f'.{expiry}'
+        self._contracts[pattern] = contract
 
-            self._contracts[pattern.lower()] = tract
+        # add an aditional entry with expiry suffix if available
+        conexp = contract.lastTradeDateOrContractMonth
+        if conexp:
+            self._contracts[pattern + f'.{conexp}'] = contract
 
-        return contracts
+        return contract
 
     async def get_head_time(
         self,
@@ -759,10 +614,9 @@ class Client:
     async def get_sym_details(
         self,
         symbol: str,
-
     ) -> tuple[Contract, Ticker, ContractDetails]:
 
-        contract = (await self.find_contracts(symbol))[0]
+        contract = await self.find_contract(symbol)
         ticker: Ticker = self.ib.reqMktData(
             contract,
             snapshot=True,
@@ -950,73 +804,6 @@ class Client:
         return self.ib.positions(account=account)
 
 
-def con2fqsn(
-    con: Contract,
-    _cache: dict[int, (str, bool)] = {}
-
-) -> tuple[str, bool]:
-    '''
-    Convert contracts to fqsn-style strings to be used both in symbol-search
-    matching and as feed tokens passed to the front end data deed layer.
-
-    Previously seen contracts are cached by id.
-
-    '''
-    # should be real volume for this contract by default
-    calc_price = False
-    if con.conId:
-        try:
-            return _cache[con.conId]
-        except KeyError:
-            pass
-
-    suffix = con.primaryExchange or con.exchange
-    symbol = con.symbol
-    expiry = con.lastTradeDateOrContractMonth or ''
-
-    match con:
-        case Option():
-            # TODO: option symbol parsing and sane display:
-            symbol = con.localSymbol.replace(' ', '')
-
-        case ibis.Commodity():
-            # commodities and forex don't have an exchange name and
-            # no real volume so we have to calculate the price
-            suffix = con.secType
-
-            # no real volume on this tract
-            calc_price = True
-
-        case ibis.Forex() | ibis.Contract(secType='CASH'):
-            dst, src = con.localSymbol.split('.')
-            symbol = ''.join([dst, src])
-            suffix = con.exchange
-
-            # no real volume on forex feeds..
-            calc_price = True
-
-    if not suffix:
-        entry = _adhoc_symbol_map.get(
-            con.symbol or con.localSymbol
-        )
-        if entry:
-            meta, kwargs = entry
-            cid = meta.get('conId')
-            if cid:
-                assert con.conId == meta['conId']
-            suffix = meta['exchange']
-
-    # append a `.<suffix>` to the returned symbol
-    # key for derivatives that normally is the expiry
-    # date key.
-    if expiry:
-        suffix += f'.{expiry}'
-
-    fqsn_key = '.'.join((symbol, suffix)).lower()
-    _cache[con.conId] = fqsn_key, calc_price
-    return fqsn_key, calc_price
-
-
 # per-actor API ep caching
 _client_cache: dict[tuple[str, int], Client] = {}
 _scan_ignore: set[tuple[str, int]] = set()
@@ -1024,23 +811,10 @@ _scan_ignore: set[tuple[str, int]] = set()
 
 def get_config() -> dict[str, Any]:
 
-    conf, path = config.load('brokers')
+    conf, path = config.load()
+
     section = conf.get('ib')
 
-    accounts = section.get('accounts')
-    if not accounts:
-        raise ValueError(
-            'brokers.toml -> `ib.accounts` must be defined\n'
-            f'location: {path}'
-        )
-
-    names = list(accounts.keys())
-    accts = section['accounts'] = bidict(accounts)
-    log.info(
-        f'brokers.toml defines {len(accts)} accounts: '
-        f'{pformat(names)}'
-    )
-
     if section is None:
         log.warning(f'No config section found for ib in {path}')
         return {}
@@ -1134,12 +908,6 @@ async def load_aio_clients(
                     # careful.
                     timeout=connect_timeout,
                 )
-                # create and cache client
-                client = Client(ib)
-
-                # update all actor-global caches
-                log.info(f"Caching client for {sockaddr}")
-                _client_cache[sockaddr] = client
                 break
 
             except (
@@ -1163,9 +931,21 @@ async def load_aio_clients(
                 log.warning(
                     f'Failed to connect on {port} for {i} time, retrying...')
 
+        # create and cache client
+        client = Client(ib)
+
         # Pre-collect all accounts available for this
         # connection and map account names to this client
         # instance.
+        pps = ib.positions()
+        if pps:
+            for pp in pps:
+                accounts_found[
+                    accounts_def.inverse[pp.account]
+                ] = client
+
+        # if there are accounts without positions we should still
+        # register them for this client
         for value in ib.accountValues():
             acct_number = value.account
 
@@ -1186,6 +966,10 @@ async def load_aio_clients(
             f'{pformat(accounts_found)}'
         )
 
+        # update all actor-global caches
+        log.info(f"Caching client for {sockaddr}")
+        _client_cache[sockaddr] = client
+
         # XXX: why aren't we just updating this directy above
         # instead of using the intermediary `accounts_found`?
         _accounts2clients.update(accounts_found)
@@ -1206,7 +990,7 @@ async def load_aio_clients(
         for acct, client in _accounts2clients.items():
             log.info(f'Disconnecting {acct}@{client}')
             client.ib.disconnect()
-            _client_cache.pop((host, port), None)
+            _client_cache.pop((host, port))
 
 
 async def load_clients_for_trio(
@@ -1235,6 +1019,9 @@ async def load_clients_for_trio(
             await asyncio.sleep(float('inf'))
 
 
+_proxies: dict[str, MethodProxy] = {}
+
+
 @acm
 async def open_client_proxies() -> tuple[
     dict[str, MethodProxy],
@@ -1242,6 +1029,7 @@ async def open_client_proxies() -> tuple[
 ]:
     async with (
         tractor.trionics.maybe_open_context(
+            # acm_func=open_client_proxies,
             acm_func=tractor.to_asyncio.open_channel_from,
             kwargs={'target': load_clients_for_trio},
 
@@ -1256,14 +1044,13 @@ async def open_client_proxies() -> tuple[
         if cache_hit:
             log.info(f'Re-using cached clients: {clients}')
 
-        proxies = {}
         for acct_name, client in clients.items():
             proxy = await stack.enter_async_context(
                 open_client_proxy(client),
             )
-            proxies[acct_name] = proxy
+            _proxies[acct_name] = proxy
 
-        yield proxies, clients
+        yield _proxies, clients
 
 
 def get_preferred_data_client(
@@ -1412,13 +1199,11 @@ async def open_client_proxy(
     event_table = {}
 
     async with (
-
         to_asyncio.open_channel_from(
             open_aio_client_method_relay,
             client=client,
             event_consumers=event_table,
         ) as (first, chan),
-
         trio.open_nursery() as relay_n,
     ):
 

piker/brokers/ib/feed.py

@@ -41,8 +41,7 @@ from trio_typing import TaskStatus
 from piker.data._sharedmem import ShmArray
 from .._util import SymbolNotFound, NoData
 from .api import (
-    # _adhoc_futes_set,
-    con2fqsn,
+    _adhoc_futes_set,
     log,
     load_aio_clients,
     ibis,
@@ -208,6 +207,8 @@ async def get_bars(
 
         except RequestError as err:
             msg = err.message
+            # why do we always need to rebind this?
+            # _err = err
 
             if 'No market data permissions for' in msg:
                 # TODO: signalling for no permissions searches
@@ -216,8 +217,8 @@ async def get_bars(
                 )
 
             elif (
-                err.code == 162 and
-                'HMDS query returned no data' in err.message
+                err.code == 162
+                and 'HMDS query returned no data' in err.message
             ):
                 # XXX: this is now done in the storage mgmt layer
                 # and we shouldn't implicitly decrement the frame dt
@@ -236,14 +237,6 @@ async def get_bars(
                     frame_size=2000,
                 )
 
-            # elif (
-            #     err.code == 162 and
-            #     'Trading TWS session is connected from a different IP
-            #     address' in err.message
-            # ):
-            #     log.warning("ignoring ip address warning")
-            #     continue
-
             elif _pacing in msg:
 
                 log.warning(
@@ -301,13 +294,7 @@ async def get_bars(
                 else:
 
                     log.warning('Sending CONNECTION RESET')
-                    res = await data_reset_hack(reset_type='connection')
-                    if not res:
-                        log.warning(
-                            'NO VNC DETECTED!\n'
-                            'Manually press ctrl-alt-f on your IB java app'
-                        )
-                        # break
+                    await data_reset_hack(reset_type='connection')
 
                     with trio.move_on_after(timeout) as cs:
                         for name, ev in [
@@ -426,7 +413,6 @@ asset_type_map = {
     'WAR': 'warrant',
     'IOPT': 'warran',
     'BAG': 'bag',
-    'CRYPTO': 'crypto',  # bc it's diff then fiat?
     # 'NEWS': 'news',
 }
 
@@ -567,17 +553,38 @@ async def open_aio_quote_stream(
 
 
 # TODO: cython/mypyc/numba this!
-# or we can at least cache a majority of the values
-# except for the ones we expect to change?..
 def normalize(
     ticker: Ticker,
     calc_price: bool = False
 
 ) -> dict:
 
+    # should be real volume for this contract by default
+    calc_price = False
+
     # check for special contract types
     con = ticker.contract
-    fqsn, calc_price = con2fqsn(con)
+    if type(con) in (
+        ibis.Commodity,
+        ibis.Forex,
+    ):
+        # commodities and forex don't have an exchange name and
+        # no real volume so we have to calculate the price
+        suffix = con.secType
+        # no real volume on this tract
+        calc_price = True
+
+    else:
+        suffix = con.primaryExchange
+        if not suffix:
+            suffix = con.exchange
+
+        # append a `.<suffix>` to the returned symbol
+        # key for derivatives that normally is the expiry
+        # date key.
+        expiry = con.lastTradeDateOrContractMonth
+        if expiry:
+            suffix += f'.{expiry}'
 
     # convert named tuples to dicts so we send usable keys
     new_ticks = []
@@ -609,7 +616,9 @@ def normalize(
 
     # generate fqsn with possible specialized suffix
     # for derivatives, note the lowercase.
-    data['symbol'] = data['fqsn'] = fqsn
+    data['symbol'] = data['fqsn'] = '.'.join(
+        (con.symbol, suffix)
+    ).lower()
 
     # convert named tuples to dicts for transport
     tbts = data.get('tickByTicks')
@@ -674,13 +683,6 @@ async def stream_quotes(
             # TODO: more consistent field translation
             atype = syminfo['asset_type'] = asset_type_map[syminfo['secType']]
 
-            if atype in {
-                'forex',
-                'index',
-                'commodity',
-            }:
-                syminfo['no_vlm'] = True
-
             # for stocks it seems TWS reports too small a tick size
             # such that you can't submit orders with that granularity?
             min_tick = 0.01 if atype == 'stock' else 0
@@ -707,9 +709,9 @@ async def stream_quotes(
                 },
 
             }
-            return init_msgs, syminfo
+            return init_msgs
 
-        init_msgs, syminfo = mk_init_msgs()
+        init_msgs = mk_init_msgs()
 
         # TODO: we should instead spawn a task that waits on a feed to start
         # and let it wait indefinitely..instead of this hard coded stuff.
@@ -718,14 +720,7 @@ async def stream_quotes(
 
         # it might be outside regular trading hours so see if we can at
         # least grab history.
-        if (
-            isnan(first_ticker.last)
-            and type(first_ticker.contract) not in (
-                ibis.Commodity,
-                ibis.Forex,
-                ibis.Crypto,
-            )
-        ):
+        if isnan(first_ticker.last):
             task_status.started((init_msgs, first_quote))
 
             # it's not really live but this will unblock
@@ -748,16 +743,10 @@ async def stream_quotes(
             task_status.started((init_msgs, first_quote))
 
             async with aclosing(stream):
-                if syminfo.get('no_vlm', False):
-
-                    # generally speaking these feeds don't
-                    # include vlm data.
-                    atype = syminfo['asset_type']
-                    log.info(
-                        f'Non-vlm asset {sym}@{atype}, skipping quote poll...'
-                    )
-
-                else:
+                if type(first_ticker.contract) not in (
+                    ibis.Commodity,
+                    ibis.Forex
+                ):
                     # wait for real volume on feed (trading might be closed)
                     while True:
                         ticker = await stream.receive()
@@ -816,9 +805,6 @@ async def data_reset_hack(
           successful.
         - other OS support?
         - integration with ``ib-gw`` run in docker + Xorg?
-        - is it possible to offer a local server that can be accessed by
-          a client? Would be sure be handy for running native java blobs
-          that need to be wrangle.
 
     '''
 
@@ -849,10 +835,7 @@ async def data_reset_hack(
             client.mouse.click()
             client.keyboard.press('Ctrl', 'Alt', key)  # keys are stacked
 
-    try:
     await tractor.to_asyncio.run_task(vnc_click_hack)
-    except OSError:
-        return False
 
     # we don't really need the ``xdotool`` approach any more B)
     return True
@@ -867,30 +850,14 @@ async def open_symbol_search(
     # TODO: load user defined symbol set locally for fast search?
     await ctx.started({})
 
-    async with (
-        open_client_proxies() as (proxies, clients),
-        open_data_client() as data_proxy,
-    ):
+    async with open_data_client() as proxy:
         async with ctx.open_stream() as stream:
 
-            # select a non-history client for symbol search to lighten
-            # the load in the main data node.
-            proxy = data_proxy
-            for name, proxy in proxies.items():
-                if proxy is data_proxy:
-                    continue
-                break
-
-            ib_client = proxy._aio_ns.ib
-            log.info(f'Using {ib_client} for symbol search')
-
             last = time.time()
-            async for pattern in stream:
-                log.info(f'received {pattern}')
-                now = time.time()
 
-                # this causes tractor hang...
-                # assert 0
+            async for pattern in stream:
+                log.debug(f'received {pattern}')
+                now = time.time()
 
                 assert pattern, 'IB can not accept blank search pattern'
 
@@ -919,7 +886,7 @@ async def open_symbol_search(
 
                     continue
 
-                log.info(f'searching for {pattern}')
+                log.debug(f'searching for {pattern}')
 
                 last = time.time()
 
@@ -930,8 +897,6 @@ async def open_symbol_search(
                 async def stash_results(target: Awaitable[list]):
                     stock_results.extend(await target)
 
-                for i in range(10):
-                    with trio.move_on_after(3) as cs:
                 async with trio.open_nursery() as sn:
                     sn.start_soon(
                         stash_results,
@@ -944,26 +909,17 @@ async def open_symbol_search(
                     # trigger async request
                     await trio.sleep(0)
 
-                    if cs.cancelled_caught:
-                        log.warning(
-                            f'Search timeout? {proxy._aio_ns.ib.client}'
+                    # match against our ad-hoc set immediately
+                    adhoc_matches = fuzzy.extractBests(
+                        pattern,
+                        list(_adhoc_futes_set),
+                        score_cutoff=90,
                     )
-                        continue
-                    else:
-                        break
-
-                    # # match against our ad-hoc set immediately
-                    # adhoc_matches = fuzzy.extractBests(
-                    #     pattern,
-                    #     list(_adhoc_futes_set),
-                    #     score_cutoff=90,
-                    # )
-                    # log.info(f'fuzzy matched adhocs: {adhoc_matches}')
-                    # adhoc_match_results = {}
-                    # if adhoc_matches:
-                    #     # TODO: do we need to pull contract details?
-                    #     adhoc_match_results = {i[0]: {} for i in
-                    #     adhoc_matches}
+                    log.info(f'fuzzy matched adhocs: {adhoc_matches}')
+                    adhoc_match_results = {}
+                    if adhoc_matches:
+                        # TODO: do we need to pull contract details?
+                        adhoc_match_results = {i[0]: {} for i in adhoc_matches}
 
                 log.debug(f'fuzzy matching stocks {stock_results}')
                 stock_matches = fuzzy.extractBests(
@@ -972,8 +928,7 @@ async def open_symbol_search(
                     score_cutoff=50,
                 )
 
-                # matches = adhoc_match_results | {
-                matches = {
+                matches = adhoc_match_results | {
                     item[0]: {} for item in stock_matches
                 }
                 # TODO: we used to deliver contract details

piker/brokers/kraken/README.rst

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

piker/brokers/kraken/__init__.py

@@ -1,61 +0,0 @@
-# piker: trading gear for hackers
-# Copyright (C) Tyler Goodlet (in stewardship for pikers)
-
-# This program is free software: you can redistribute it and/or modify
-# it under the terms of the GNU Affero General Public License as published by
-# the Free Software Foundation, either version 3 of the License, or
-# (at your option) any later version.
-
-# This program is distributed in the hope that it will be useful,
-# but WITHOUT ANY WARRANTY; without even the implied warranty of
-# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
-# GNU Affero General Public License for more details.
-
-# You should have received a copy of the GNU Affero General Public License
-# along with this program.  If not, see <https://www.gnu.org/licenses/>.
-
-'''
-Kraken backend.
-
-Sub-modules within break into the core functionalities:
-
-- ``broker.py`` part for orders / trading endpoints
-- ``feed.py`` for real-time data feed endpoints
-- ``api.py`` for the core API machinery which is ``trio``-ized
-  wrapping around ``ib_insync``.
-
-'''
-
-from piker.log import get_logger
-
-log = get_logger(__name__)
-
-from .api import (
-    get_client,
-)
-from .feed import (
-    open_history_client,
-    open_symbol_search,
-    stream_quotes,
-)
-from .broker import (
-    trades_dialogue,
-    norm_trade_records,
-)
-
-__all__ = [
-    'get_client',
-    'trades_dialogue',
-    'open_history_client',
-    'open_symbol_search',
-    'stream_quotes',
-    'norm_trade_records',
-]
-
-
-# tractor RPC enable arg
-__enable_modules__: list[str] = [
-    'api',
-    'feed',
-    'broker',
-]

piker/brokers/kraken/api.py

@@ -1,540 +0,0 @@
-# piker: trading gear for hackers
-# Copyright (C) Tyler Goodlet (in stewardship for pikers)
-
-# This program is free software: you can redistribute it and/or modify
-# it under the terms of the GNU Affero General Public License as published by
-# the Free Software Foundation, either version 3 of the License, or
-# (at your option) any later version.
-
-# This program is distributed in the hope that it will be useful,
-# but WITHOUT ANY WARRANTY; without even the implied warranty of
-# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
-# GNU Affero General Public License for more details.
-
-# You should have received a copy of the GNU Affero General Public License
-# along with this program.  If not, see <https://www.gnu.org/licenses/>.
-
-'''
-Kraken web API wrapping.
-
-'''
-from contextlib import asynccontextmanager as acm
-from datetime import datetime
-import itertools
-from typing import (
-    Any,
-    Optional,
-    Union,
-)
-import time
-
-from bidict import bidict
-import pendulum
-import asks
-from fuzzywuzzy import process as fuzzy
-import numpy as np
-import urllib.parse
-import hashlib
-import hmac
-import base64
-import trio
-
-from piker import config
-from piker.brokers._util import (
-    resproc,
-    SymbolNotFound,
-    BrokerError,
-    DataThrottle,
-)
-from piker.pp import Transaction
-from . import log
-
-# <uri>/<version>/
-_url = 'https://api.kraken.com/0'
-
-
-# Broker specific ohlc schema which includes a vwap field
-_ohlc_dtype = [
-    ('index', int),
-    ('time', int),
-    ('open', float),
-    ('high', float),
-    ('low', float),
-    ('close', float),
-    ('volume', float),
-    ('count', int),
-    ('bar_wap', float),
-]
-
-# UI components allow this to be declared such that additional
-# (historical) fields can be exposed.
-ohlc_dtype = np.dtype(_ohlc_dtype)
-
-_show_wap_in_history = True
-_symbol_info_translation: dict[str, str] = {
-    'tick_decimals': 'pair_decimals',
-}
-
-
-def get_config() -> dict[str, Any]:
-
-    conf, path = config.load()
-    section = conf.get('kraken')
-
-    if section is None:
-        log.warning(f'No config section found for kraken in {path}')
-        return {}
-
-    return section
-
-
-def get_kraken_signature(
-    urlpath: str,
-    data: dict[str, Any],
-    secret: str
-) -> str:
-    postdata = urllib.parse.urlencode(data)
-    encoded = (str(data['nonce']) + postdata).encode()
-    message = urlpath.encode() + hashlib.sha256(encoded).digest()
-
-    mac = hmac.new(base64.b64decode(secret), message, hashlib.sha512)
-    sigdigest = base64.b64encode(mac.digest())
-    return sigdigest.decode()
-
-
-class InvalidKey(ValueError):
-    '''
-    EAPI:Invalid key
-    This error is returned when the API key used for the call is
-    either expired or disabled, please review the API key in your
-    Settings -> API tab of account management or generate a new one
-    and update your application.
-
-    '''
-
-
-class Client:
-
-    # global symbol normalization table
-    _ntable: dict[str, str] = {}
-    _atable: bidict[str, str] = bidict()
-
-    def __init__(
-        self,
-        config: dict[str, str],
-        name: str = '',
-        api_key: str = '',
-        secret: str = ''
-    ) -> None:
-        self._sesh = asks.Session(connections=4)
-        self._sesh.base_location = _url
-        self._sesh.headers.update({
-            'User-Agent':
-                'krakenex/2.1.0 (+https://github.com/veox/python3-krakenex)'
-        })
-        self.conf: dict[str, str] = config
-        self._pairs: list[str] = []
-        self._name = name
-        self._api_key = api_key
-        self._secret = secret
-
-    @property
-    def pairs(self) -> dict[str, Any]:
-        if self._pairs is None:
-            raise RuntimeError(
-                "Make sure to run `cache_symbols()` on startup!"
-            )
-            # retreive and cache all symbols
-
-        return self._pairs
-
-    async def _public(
-        self,
-        method: str,
-        data: dict,
-    ) -> dict[str, Any]:
-        resp = await self._sesh.post(
-            path=f'/public/{method}',
-            json=data,
-            timeout=float('inf')
-        )
-        return resproc(resp, log)
-
-    async def _private(
-        self,
-        method: str,
-        data: dict,
-        uri_path: str
-    ) -> dict[str, Any]:
-        headers = {
-            'Content-Type':
-                'application/x-www-form-urlencoded',
-            'API-Key':
-                self._api_key,
-            'API-Sign':
-                get_kraken_signature(uri_path, data, self._secret)
-        }
-        resp = await self._sesh.post(
-            path=f'/private/{method}',
-            data=data,
-            headers=headers,
-            timeout=float('inf')
-        )
-        return resproc(resp, log)
-
-    async def endpoint(
-        self,
-        method: str,
-        data: dict[str, Any]
-
-    ) -> dict[str, Any]:
-        uri_path = f'/0/private/{method}'
-        data['nonce'] = str(int(1000*time.time()))
-        return await self._private(method, data, uri_path)
-
-    async def get_balances(
-        self,
-    ) -> dict[str, float]:
-        '''
-        Return the set of asset balances for this account
-        by symbol.
-
-        '''
-        resp = await self.endpoint(
-            'Balance',
-            {},
-        )
-        by_bsuid = resp['result']
-        return {
-            self._atable[sym].lower(): float(bal)
-            for sym, bal in by_bsuid.items()
-        }
-
-    async def get_assets(self) -> dict[str, dict]:
-        resp = await self._public('Assets', {})
-        return resp['result']
-
-    async def cache_assets(self) -> None:
-        assets = self.assets = await self.get_assets()
-        for bsuid, info in assets.items():
-            self._atable[bsuid] = info['altname']
-
-    async def get_trades(
-        self,
-        fetch_limit: int = 10,
-
-    ) -> dict[str, Any]:
-        '''
-        Get the trades (aka cleared orders) history from the rest endpoint:
-        https://docs.kraken.com/rest/#operation/getTradeHistory
-
-        '''
-        ofs = 0
-        trades_by_id: dict[str, Any] = {}
-
-        for i in itertools.count():
-            if i >= fetch_limit:
-                break
-
-            # increment 'ofs' pagination offset
-            ofs = i*50
-
-            resp = await self.endpoint(
-                'TradesHistory',
-                {'ofs': ofs},
-            )
-            by_id = resp['result']['trades']
-            trades_by_id.update(by_id)
-
-            # we can get up to 50 results per query
-            if (
-                len(by_id) < 50
-            ):
-                err = resp.get('error')
-                if err:
-                    raise BrokerError(err)
-
-                # we know we received the max amount of
-                # trade results so there may be more history.
-                # catch the end of the trades
-                count = resp['result']['count']
-                break
-
-        # santity check on update
-        assert count == len(trades_by_id.values())
-        return trades_by_id
-
-    async def get_xfers(
-        self,
-        asset: str,
-        src_asset: str = '',
-
-    ) -> dict[str, Transaction]:
-        '''
-        Get asset balance transfer transactions.
-
-        Currently only withdrawals are supported.
-
-        '''
-        xfers: list[dict] = (await self.endpoint(
-            'WithdrawStatus',
-            {'asset': asset},
-        ))['result']
-
-        # eg. resp schema:
-        # 'result': [{'method': 'Bitcoin', 'aclass': 'currency', 'asset':
-        #     'XXBT', 'refid': 'AGBJRMB-JHD2M4-NDI3NR', 'txid':
-        #     'b95d66d3bb6fd76cbccb93f7639f99a505cb20752c62ea0acc093a0e46547c44',
-        #     'info': 'bc1qc8enqjekwppmw3g80p56z5ns7ze3wraqk5rl9z',
-        #     'amount': '0.00300726', 'fee': '0.00001000', 'time':
-        #     1658347714, 'status': 'Success'}]}
-
-        trans: dict[str, Transaction] = {}
-        for entry in xfers:
-            # look up the normalized name
-            asset = self._atable[entry['asset']].lower()
-
-            # XXX: this is in the asset units (likely) so it isn't
-            # quite the same as a commisions cost necessarily..)
-            cost = float(entry['fee'])
-
-            tran = Transaction(
-                fqsn=asset + '.kraken',
-                tid=entry['txid'],
-                dt=pendulum.from_timestamp(entry['time']),
-                bsuid=f'{asset}{src_asset}',
-                size=-1*(
-                    float(entry['amount'])
-                    +
-                    cost
-                ),
-                # since this will be treated as a "sell" it
-                # shouldn't be needed to compute the be price.
-                price='NaN',
-
-                # XXX: see note above
-                cost=0,
-            )
-            trans[tran.tid] = tran
-
-        return trans
-
-    async def submit_limit(
-        self,
-        symbol: str,
-        price: float,
-        action: str,
-        size: float,
-        reqid: str = None,
-        validate: bool = False  # set True test call without a real submission
-
-    ) -> dict:
-        '''
-        Place an order and return integer request id provided by client.
-
-        '''
-        # Build common data dict for common keys from both endpoints
-        data = {
-            "pair": symbol,
-            "price": str(price),
-            "validate": validate
-        }
-        if reqid is None:
-            # Build order data for kraken api
-            data |= {
-                "ordertype": "limit",
-                "type": action,
-                "volume": str(size),
-            }
-            return await self.endpoint('AddOrder', data)
-
-        else:
-            # Edit order data for kraken api
-            data["txid"] = reqid
-            return await self.endpoint('EditOrder', data)
-
-    async def submit_cancel(
-        self,
-        reqid: str,
-    ) -> dict:
-        '''
-        Send cancel request for order id ``reqid``.
-
-        '''
-        # txid is a transaction id given by kraken
-        return await self.endpoint('CancelOrder', {"txid": reqid})
-
-    async def symbol_info(
-        self,
-        pair: Optional[str] = None,
-
-    ) -> dict[str, dict[str, str]]:
-
-        if pair is not None:
-            pairs = {'pair': pair}
-        else:
-            pairs = None  # get all pairs
-
-        resp = await self._public('AssetPairs', pairs)
-        err = resp['error']
-        if err:
-            symbolname = pairs['pair'] if pair else None
-            raise SymbolNotFound(f'{symbolname}.kraken')
-
-        pairs = resp['result']
-
-        if pair is not None:
-            _, data = next(iter(pairs.items()))
-            return data
-        else:
-            return pairs
-
-    async def cache_symbols(
-        self,
-    ) -> dict:
-        if not self._pairs:
-            self._pairs = await self.symbol_info()
-
-            ntable = {}
-            for restapikey, info in self._pairs.items():
-                ntable[restapikey] = ntable[info['wsname']] = info['altname']
-
-            self._ntable.update(ntable)
-
-        return self._pairs
-
-    async def search_symbols(
-        self,
-        pattern: str,
-        limit: int = None,
-    ) -> dict[str, Any]:
-        if self._pairs is not None:
-            data = self._pairs
-        else:
-            data = await self.symbol_info()
-
-        matches = fuzzy.extractBests(
-            pattern,
-            data,
-            score_cutoff=50,
-        )
-        # repack in dict form
-        return {item[0]['altname']: item[0] for item in matches}
-
-    async def bars(
-        self,
-        symbol: str = 'XBTUSD',
-
-        # UTC 2017-07-02 12:53:20
-        since: Optional[Union[int, datetime]] = None,
-        count: int = 720,  # <- max allowed per query
-        as_np: bool = True,
-
-    ) -> dict:
-
-        if since is None:
-            since = pendulum.now('UTC').start_of('minute').subtract(
-                minutes=count).timestamp()
-
-        elif isinstance(since, int):
-            since = pendulum.from_timestamp(since).timestamp()
-
-        else:  # presumably a pendulum datetime
-            since = since.timestamp()
-
-        # UTC 2017-07-02 12:53:20 is oldest seconds value
-        since = str(max(1499000000, int(since)))
-        json = await self._public(
-            'OHLC',
-            data={
-                'pair': symbol,
-                'since': since,
-            },
-        )
-        try:
-            res = json['result']
-            res.pop('last')
-            bars = next(iter(res.values()))
-
-            new_bars = []
-
-            first = bars[0]
-            last_nz_vwap = first[-3]
-            if last_nz_vwap == 0:
-                # use close if vwap is zero
-                last_nz_vwap = first[-4]
-
-            # convert all fields to native types
-            for i, bar in enumerate(bars):
-                # normalize weird zero-ed vwap values..cmon kraken..
-                # indicates vwap didn't change since last bar
-                vwap = float(bar.pop(-3))
-                if vwap != 0:
-                    last_nz_vwap = vwap
-                if vwap == 0:
-                    vwap = last_nz_vwap
-
-                # re-insert vwap as the last of the fields
-                bar.append(vwap)
-
-                new_bars.append(
-                    (i,) + tuple(
-                        ftype(bar[j]) for j, (name, ftype) in enumerate(
-                            _ohlc_dtype[1:]
-                        )
-                    )
-                )
-            array = np.array(new_bars, dtype=_ohlc_dtype) if as_np else bars
-            return array
-        except KeyError:
-            errmsg = json['error'][0]
-
-            if 'not found' in errmsg:
-                raise SymbolNotFound(errmsg + f': {symbol}')
-
-            elif 'Too many requests' in errmsg:
-                raise DataThrottle(f'{symbol}')
-
-            else:
-                raise BrokerError(errmsg)
-
-    @classmethod
-    def normalize_symbol(
-        cls,
-        ticker: str
-    ) -> str:
-        '''
-        Normalize symbol names to to a 3x3 pair from the global
-        definition map which we build out from the data retreived from
-        the 'AssetPairs' endpoint, see methods above.
-
-        '''
-        ticker = cls._ntable[ticker]
-        symlen = len(ticker)
-        if symlen != 6:
-            raise ValueError(f'Unhandled symbol: {ticker}')
-
-        return ticker.lower()
-
-
-@acm
-async def get_client() -> Client:
-
-    conf = get_config()
-    if conf:
-        client = Client(
-            conf,
-            name=conf['key_descr'],
-            api_key=conf['api_key'],
-            secret=conf['secret']
-        )
-    else:
-        client = Client({})
-
-    # at startup, load all symbols, and asset info in
-    # batch requests.
-    async with trio.open_nursery() as nurse:
-        nurse.start_soon(client.cache_assets)
-        await client.cache_symbols()
-
-    yield client

piker/brokers/kraken/feed.py

@@ -1,499 +0,0 @@
-# piker: trading gear for hackers
-# Copyright (C) Tyler Goodlet (in stewardship for pikers)
-
-# This program is free software: you can redistribute it and/or modify
-# it under the terms of the GNU Affero General Public License as published by
-# the Free Software Foundation, either version 3 of the License, or
-# (at your option) any later version.
-
-# This program is distributed in the hope that it will be useful,
-# but WITHOUT ANY WARRANTY; without even the implied warranty of
-# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
-# GNU Affero General Public License for more details.
-
-# You should have received a copy of the GNU Affero General Public License
-# along with this program.  If not, see <https://www.gnu.org/licenses/>.
-
-'''
-Real-time and historical data feed endpoints.
-
-'''
-from contextlib import asynccontextmanager as acm
-from datetime import datetime
-from typing import (
-    Any,
-    Optional,
-    Callable,
-)
-import time
-
-from async_generator import aclosing
-from fuzzywuzzy import process as fuzzy
-import numpy as np
-import pendulum
-from trio_typing import TaskStatus
-import tractor
-import trio
-
-from piker._cacheables import open_cached_client
-from piker.brokers._util import (
-    BrokerError,
-    DataThrottle,
-    DataUnavailable,
-)
-from piker.log import get_console_log
-from piker.data import ShmArray
-from piker.data.types import Struct
-from piker.data._web_bs import open_autorecon_ws, NoBsWs
-from . import log
-from .api import (
-    Client,
-)
-
-
-# https://www.kraken.com/features/api#get-tradable-pairs
-class Pair(Struct):
-    altname: str  # alternate pair name
-    wsname: str  # WebSocket pair name (if available)
-    aclass_base: str  # asset class of base component
-    base: str  # asset id of base component
-    aclass_quote: str  # asset class of quote component
-    quote: str  # asset id of quote component
-    lot: str  # volume lot size
-
-    pair_decimals: int  # scaling decimal places for pair
-    lot_decimals: int  # scaling decimal places for volume
-
-    # amount to multiply lot volume by to get currency volume
-    lot_multiplier: float
-
-    # array of leverage amounts available when buying
-    leverage_buy: list[int]
-    # array of leverage amounts available when selling
-    leverage_sell: list[int]
-
-    # fee schedule array in [volume, percent fee] tuples
-    fees: list[tuple[int, float]]
-
-    # maker fee schedule array in [volume, percent fee] tuples (if on
-    # maker/taker)
-    fees_maker: list[tuple[int, float]]
-
-    fee_volume_currency: str  # volume discount currency
-    margin_call: str  # margin call level
-    margin_stop: str  # stop-out/liquidation margin level
-    ordermin: float  # minimum order volume for pair
-
-
-class OHLC(Struct):
-    '''
-    Description of the flattened OHLC quote format.
-
-    For schema details see:
-        https://docs.kraken.com/websockets/#message-ohlc
-
-    '''
-    chan_id: int  # internal kraken id
-    chan_name: str  # eg. ohlc-1  (name-interval)
-    pair: str  # fx pair
-    time: float  # Begin time of interval, in seconds since epoch
-    etime: float  # End time of interval, in seconds since epoch
-    open: float  # Open price of interval
-    high: float  # High price within interval
-    low: float  # Low price within interval
-    close: float  # Close price of interval
-    vwap: float  # Volume weighted average price within interval
-    volume: float  # Accumulated volume **within interval**
-    count: int  # Number of trades within interval
-    # (sampled) generated tick data
-    ticks: list[Any] = []
-
-
-async def stream_messages(
-    ws: NoBsWs,
-):
-    '''
-    Message stream parser and heartbeat handler.
-
-    Deliver ws subscription messages as well as handle heartbeat logic
-    though a single async generator.
-
-    '''
-    too_slow_count = last_hb = 0
-
-    while True:
-
-        with trio.move_on_after(5) as cs:
-            msg = await ws.recv_msg()
-
-        # trigger reconnection if heartbeat is laggy
-        if cs.cancelled_caught:
-
-            too_slow_count += 1
-
-            if too_slow_count > 20:
-                log.warning(
-                    "Heartbeat is too slow, resetting ws connection")
-
-                await ws._connect()
-                too_slow_count = 0
-                continue
-
-        match msg:
-            case {'event': 'heartbeat'}:
-                now = time.time()
-                delay = now - last_hb
-                last_hb = now
-
-                # XXX: why tf is this not printing without --tl flag?
-                log.debug(f"Heartbeat after {delay}")
-                # print(f"Heartbeat after {delay}")
-
-                continue
-
-            case _:
-                # passthrough sub msgs
-                yield msg
-
-
-async def process_data_feed_msgs(
-    ws: NoBsWs,
-):
-    '''
-    Parse and pack data feed messages.
-
-    '''
-    async for msg in stream_messages(ws):
-        match msg:
-            case {
-                'errorMessage': errmsg
-            }:
-                raise BrokerError(errmsg)
-
-            case {
-                'event': 'subscriptionStatus',
-            } as sub:
-                log.info(
-                    'WS subscription is active:\n'
-                    f'{sub}'
-                )
-                continue
-
-            case [
-                chan_id,
-                *payload_array,
-                chan_name,
-                pair
-            ]:
-                if 'ohlc' in chan_name:
-                    ohlc = OHLC(
-                        chan_id,
-                        chan_name,
-                        pair,
-                        *payload_array[0]
-                    )
-                    ohlc.typecast()
-                    yield 'ohlc', ohlc
-
-                elif 'spread' in chan_name:
-
-                    bid, ask, ts, bsize, asize = map(
-                        float, payload_array[0])
-
-                    # TODO: really makes you think IB has a horrible API...
-                    quote = {
-                        'symbol': pair.replace('/', ''),
-                        'ticks': [
-                            {'type': 'bid', 'price': bid, 'size': bsize},
-                            {'type': 'bsize', 'price': bid, 'size': bsize},
-
-                            {'type': 'ask', 'price': ask, 'size': asize},
-                            {'type': 'asize', 'price': ask, 'size': asize},
-                        ],
-                    }
-                    yield 'l1', quote
-
-                # elif 'book' in msg[-2]:
-                #     chan_id, *payload_array, chan_name, pair = msg
-                #     print(msg)
-
-            case _:
-                print(f'UNHANDLED MSG: {msg}')
-                # yield msg
-
-
-def normalize(
-    ohlc: OHLC,
-
-) -> dict:
-    quote = ohlc.to_dict()
-    quote['broker_ts'] = quote['time']
-    quote['brokerd_ts'] = time.time()
-    quote['symbol'] = quote['pair'] = quote['pair'].replace('/', '')
-    quote['last'] = quote['close']
-    quote['bar_wap'] = ohlc.vwap
-
-    # seriously eh? what's with this non-symmetry everywhere
-    # in subscription systems...
-    # XXX: piker style is always lowercases symbols.
-    topic = quote['pair'].replace('/', '').lower()
-
-    # print(quote)
-    return topic, quote
-
-
-@acm
-async def open_history_client(
-    symbol: str,
-
-) -> tuple[Callable, int]:
-
-    # TODO implement history getter for the new storage layer.
-    async with open_cached_client('kraken') as client:
-
-        # lol, kraken won't send any more then the "last"
-        # 720 1m bars.. so we have to just ignore further
-        # requests of this type..
-        queries: int = 0
-
-        async def get_ohlc(
-            end_dt: Optional[datetime] = None,
-            start_dt: Optional[datetime] = None,
-
-        ) -> tuple[
-            np.ndarray,
-            datetime,  # start
-            datetime,  # end
-        ]:
-
-            nonlocal queries
-            if queries > 0:
-                raise DataUnavailable
-
-            count = 0
-            while count <= 3:
-                try:
-                    array = await client.bars(
-                        symbol,
-                        since=end_dt,
-                    )
-                    count += 1
-                    queries += 1
-                    break
-                except DataThrottle:
-                    log.warning(f'kraken OHLC throttle for {symbol}')
-                    await trio.sleep(1)
-
-            start_dt = pendulum.from_timestamp(array[0]['time'])
-            end_dt = pendulum.from_timestamp(array[-1]['time'])
-            return array, start_dt, end_dt
-
-        yield get_ohlc, {'erlangs': 1, 'rate': 1}
-
-
-async def backfill_bars(
-
-    sym: str,
-    shm: ShmArray,  # type: ignore # noqa
-    count: int = 10,  # NOTE: any more and we'll overrun the underlying buffer
-    task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
-
-) -> None:
-    '''
-    Fill historical bars into shared mem / storage afap.
-    '''
-    with trio.CancelScope() as cs:
-        async with open_cached_client('kraken') as client:
-            bars = await client.bars(symbol=sym)
-            shm.push(bars)
-            task_status.started(cs)
-
-
-async def stream_quotes(
-
-    send_chan: trio.abc.SendChannel,
-    symbols: list[str],
-    feed_is_live: trio.Event,
-    loglevel: str = None,
-
-    # backend specific
-    sub_type: str = 'ohlc',
-
-    # startup sync
-    task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
-
-) -> None:
-    '''
-    Subscribe for ohlc stream of quotes for ``pairs``.
-
-    ``pairs`` must be formatted <crypto_symbol>/<fiat_symbol>.
-
-    '''
-    # XXX: required to propagate ``tractor`` loglevel to piker logging
-    get_console_log(loglevel or tractor.current_actor().loglevel)
-
-    ws_pairs = {}
-    sym_infos = {}
-
-    async with open_cached_client('kraken') as client, send_chan as send_chan:
-
-        # keep client cached for real-time section
-        for sym in symbols:
-
-            # transform to upper since piker style is always lower
-            sym = sym.upper()
-
-            si = Pair(**await client.symbol_info(sym))  # validation
-            syminfo = si.to_dict()
-            syminfo['price_tick_size'] = 1 / 10**si.pair_decimals
-            syminfo['lot_tick_size'] = 1 / 10**si.lot_decimals
-            syminfo['asset_type'] = 'crypto'
-            sym_infos[sym] = syminfo
-            ws_pairs[sym] = si.wsname
-
-        symbol = symbols[0].lower()
-
-        init_msgs = {
-            # pass back token, and bool, signalling if we're the writer
-            # and that history has been written
-            symbol: {
-                'symbol_info': sym_infos[sym],
-                'shm_write_opts': {'sum_tick_vml': False},
-                'fqsn': sym,
-            },
-        }
-
-        @acm
-        async def subscribe(ws: NoBsWs):
-
-            # XXX: setup subs
-            # https://docs.kraken.com/websockets/#message-subscribe
-            # specific logic for this in kraken's sync client:
-            # https://github.com/krakenfx/kraken-wsclient-py/blob/master/kraken_wsclient_py/kraken_wsclient_py.py#L188
-            ohlc_sub = {
-                'event': 'subscribe',
-                'pair': list(ws_pairs.values()),
-                'subscription': {
-                    'name': 'ohlc',
-                    'interval': 1,
-                },
-            }
-
-            # TODO: we want to eventually allow unsubs which should
-            # be completely fine to request from a separate task
-            # since internally the ws methods appear to be FIFO
-            # locked.
-            await ws.send_msg(ohlc_sub)
-
-            # trade data (aka L1)
-            l1_sub = {
-                'event': 'subscribe',
-                'pair': list(ws_pairs.values()),
-                'subscription': {
-                    'name': 'spread',
-                    # 'depth': 10}
-                },
-            }
-
-            # pull a first quote and deliver
-            await ws.send_msg(l1_sub)
-
-            yield
-
-            # unsub from all pairs on teardown
-            await ws.send_msg({
-                'pair': list(ws_pairs.values()),
-                'event': 'unsubscribe',
-                'subscription': ['ohlc', 'spread'],
-            })
-
-            # XXX: do we need to ack the unsub?
-            # await ws.recv_msg()
-
-        # see the tips on reconnection logic:
-        # https://support.kraken.com/hc/en-us/articles/360044504011-WebSocket-API-unexpected-disconnections-from-market-data-feeds
-        ws: NoBsWs
-        async with (
-            open_autorecon_ws(
-                'wss://ws.kraken.com/',
-                fixture=subscribe,
-            ) as ws,
-            aclosing(process_data_feed_msgs(ws)) as msg_gen,
-        ):
-            # pull a first quote and deliver
-            typ, ohlc_last = await anext(msg_gen)
-            topic, quote = normalize(ohlc_last)
-
-            task_status.started((init_msgs,  quote))
-
-            # lol, only "closes" when they're margin squeezing clients ;P
-            feed_is_live.set()
-
-            # keep start of last interval for volume tracking
-            last_interval_start = ohlc_last.etime
-
-            # start streaming
-            async for typ, ohlc in msg_gen:
-
-                if typ == 'ohlc':
-
-                    # TODO: can get rid of all this by using
-                    # ``trades`` subscription...
-
-                    # generate tick values to match time & sales pane:
-                    # https://trade.kraken.com/charts/KRAKEN:BTC-USD?period=1m
-                    volume = ohlc.volume
-
-                    # new OHLC sample interval
-                    if ohlc.etime > last_interval_start:
-                        last_interval_start = ohlc.etime
-                        tick_volume = volume
-
-                    else:
-                        # this is the tick volume *within the interval*
-                        tick_volume = volume - ohlc_last.volume
-
-                    ohlc_last = ohlc
-                    last = ohlc.close
-
-                    if tick_volume:
-                        ohlc.ticks.append({
-                            'type': 'trade',
-                            'price': last,
-                            'size': tick_volume,
-                        })
-
-                    topic, quote = normalize(ohlc)
-
-                elif typ == 'l1':
-                    quote = ohlc
-                    topic = quote['symbol'].lower()
-
-                await send_chan.send({topic: quote})
-
-
-@tractor.context
-async def open_symbol_search(
-    ctx: tractor.Context,
-
-) -> Client:
-    async with open_cached_client('kraken') as client:
-
-        # load all symbols locally for fast search
-        cache = await client.cache_symbols()
-        await ctx.started(cache)
-
-        async with ctx.open_stream() as stream:
-
-            async for pattern in stream:
-
-                matches = fuzzy.extractBests(
-                    pattern,
-                    cache,
-                    score_cutoff=50,
-                )
-                # repack in dict form
-                await stream.send(
-                    {item[0]['altname']: item[0]
-                     for item in matches}
-                )

piker/clearing/_allocate.py

@@ -22,10 +22,54 @@ from enum import Enum
 from typing import Optional
 
 from bidict import bidict
+from pydantic import BaseModel, validator
 
 from ..data._source import Symbol
-from ..data.types import Struct
-from ..pp import Position
+from ._messages import BrokerdPosition, Status
+
+
+class Position(BaseModel):
+    '''
+    Basic pp (personal position) model with attached fills history.
+
+    This type should be IPC wire ready?
+
+    '''
+    symbol: Symbol
+
+    # last size and avg entry price
+    size: float
+    avg_price: float  # TODO: contextual pricing
+
+    # ordered record of known constituent trade messages
+    fills: list[Status] = []
+
+    def update_from_msg(
+        self,
+        msg: BrokerdPosition,
+
+    ) -> None:
+
+        # XXX: better place to do this?
+        symbol = self.symbol
+
+        lot_size_digits = symbol.lot_size_digits
+        avg_price, size = (
+            round(msg['avg_price'], ndigits=symbol.tick_size_digits),
+            round(msg['size'], ndigits=lot_size_digits),
+        )
+
+        self.avg_price = avg_price
+        self.size = size
+
+    @property
+    def dsize(self) -> float:
+        '''
+        The "dollar" size of the pp, normally in trading (fiat) unit
+        terms.
+
+        '''
+        return self.avg_price * self.size
 
 
 _size_units = bidict({
@@ -40,30 +84,33 @@ SizeUnit = Enum(
 )
 
 
-class Allocator(Struct):
+class Allocator(BaseModel):
+
+    class Config:
+        validate_assignment = True
+        copy_on_model_validation = False
+        arbitrary_types_allowed = True
+
+        # required to get the account validator lookup working?
+        extra = 'allow'
+        underscore_attrs_are_private = False
 
     symbol: Symbol
     account: Optional[str] = 'paper'
-
-    _size_units: bidict[str, Optional[str]] = _size_units
-
     # TODO: for enums this clearly doesn't fucking work, you can't set
     # a default at startup by passing in a `dict` but yet you can set
     # that value through assignment..for wtv cucked reason.. honestly, pure
     # unintuitive garbage.
-    _size_unit: str = 'currency'
+    size_unit: str = 'currency'
+    _size_units: dict[str, Optional[str]] = _size_units
 
-    @property
-    def size_unit(self) -> str:
-        return self._size_unit
-
-    @size_unit.setter
-    def size_unit(self, v: str) -> Optional[str]:
+    @validator('size_unit', pre=True)
+    def maybe_lookup_key(cls, v):
+        # apply the corresponding enum key for the text "description" value
         if v not in _size_units:
-            v = _size_units.inverse[v]
+            return _size_units.inverse[v]
 
         assert v in _size_units
-        self._size_unit = v
         return v
 
     # TODO: if we ever want ot support non-uniform entry-slot-proportion
@@ -96,7 +143,7 @@ class Allocator(Struct):
     def next_order_info(
         self,
 
-        # we only need a startup size for exit calcs, we can then
+        # we only need a startup size for exit calcs, we can the
         # determine how large slots should be if the initial pp size was
         # larger then the current live one, and the live one is smaller
         # then the initial config settings.
@@ -126,7 +173,7 @@ class Allocator(Struct):
             l_sub_pp = self.units_limit - abs_live_size
 
         elif size_unit == 'currency':
-            live_cost_basis = abs_live_size * live_pp.ppu
+            live_cost_basis = abs_live_size * live_pp.avg_price
             slot_size = currency_per_slot / price
             l_sub_pp = (self.currency_limit - live_cost_basis) / price
 
@@ -137,14 +184,12 @@ class Allocator(Struct):
 
         # an entry (adding-to or starting a pp)
         if (
+            action == 'buy' and live_size > 0 or
+            action == 'sell' and live_size < 0 or
             live_size == 0
-            or (action == 'buy' and live_size > 0)
-            or action == 'sell' and live_size < 0
         ):
-            order_size = min(
-                slot_size,
-                max(l_sub_pp, 0),
-            )
+
+            order_size = min(slot_size, l_sub_pp)
 
         # an exit (removing-from or going to net-zero pp)
         else:
@@ -160,7 +205,7 @@ class Allocator(Struct):
             if size_unit == 'currency':
                 # compute the "projected" limit's worth of units at the
                 # current pp (weighted) price:
-                slot_size = currency_per_slot / live_pp.ppu
+                slot_size = currency_per_slot / live_pp.avg_price
 
             else:
                 slot_size = u_per_slot
@@ -199,12 +244,7 @@ class Allocator(Struct):
         if order_size < slot_size:
             # compute a fractional slots size to display
             slots_used = self.slots_used(
-                Position(
-                    symbol=sym,
-                    size=order_size,
-                    ppu=price,
-                    bsuid=sym,
-                )
+                Position(symbol=sym, size=order_size, avg_price=price)
             )
 
         return {
@@ -231,8 +271,8 @@ class Allocator(Struct):
         abs_pp_size = abs(pp.size)
 
         if self.size_unit == 'currency':
-            # live_currency_size = size or (abs_pp_size * pp.ppu)
-            live_currency_size = abs_pp_size * pp.ppu
+            # live_currency_size = size or (abs_pp_size * pp.avg_price)
+            live_currency_size = abs_pp_size * pp.avg_price
             prop = live_currency_size / self.currency_limit
 
         else:
@@ -244,6 +284,14 @@ class Allocator(Struct):
         return round(prop * self.slots)
 
 
+_derivs = (
+    'future',
+    'continuous_future',
+    'option',
+    'futures_option',
+)
+
+
 def mk_allocator(
 
     symbol: Symbol,
@@ -252,7 +300,7 @@ def mk_allocator(
     # default allocation settings
     defaults: dict[str, float] = {
         'account': None,  # select paper by default
-        # 'size_unit': 'currency',
+        'size_unit': 'currency',
         'units_limit': 400,
         'currency_limit': 5e3,
         'slots': 4,
@@ -270,9 +318,42 @@ def mk_allocator(
         'currency_limit': 6e3,
         'slots': 6,
     }
+
     defaults.update(user_def)
 
-    return Allocator(
+    alloc = Allocator(
         symbol=symbol,
         **defaults,
     )
+
+    asset_type = symbol.type_key
+
+    # specific configs by asset class / type
+
+    if asset_type in _derivs:
+        # since it's harder to know how currency "applies" in this case
+        # given leverage properties
+        alloc.size_unit = '# units'
+
+        # set units limit to slots size thus making make the next
+        # entry step 1.0
+        alloc.units_limit = alloc.slots
+
+    # if the current position is already greater then the limit
+    # settings, increase the limit to the current position
+    if alloc.size_unit == 'currency':
+        startup_size = startup_pp.size * startup_pp.avg_price
+
+        if startup_size > alloc.currency_limit:
+            alloc.currency_limit = round(startup_size, ndigits=2)
+
+    else:
+        startup_size = abs(startup_pp.size)
+
+        if startup_size > alloc.units_limit:
+            alloc.units_limit = startup_size
+
+            if asset_type in _derivs:
+                alloc.slots = alloc.units_limit
+
+    return alloc

piker/clearing/_client.py

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

piker/clearing/_messages.py

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

piker/clearing/_paper_engine.py

@@ -18,49 +18,33 @@
 Fake trading for forward testing.
 
 """
-from collections import defaultdict
 from contextlib import asynccontextmanager
 from datetime import datetime
 from operator import itemgetter
-import itertools
 import time
-from typing import (
-    Any,
-    Optional,
-    Callable,
-)
+from typing import Tuple, Optional, Callable
 import uuid
 
 from bidict import bidict
-import pendulum
 import trio
 import tractor
+from dataclasses import dataclass
 
 from .. import data
-from ..data._source import Symbol
-from ..data.types import Struct
-from ..pp import (
-    Position,
-    Transaction,
-)
 from ..data._normalize import iterticks
 from ..data._source import unpack_fqsn
 from ..log import get_logger
 from ._messages import (
-    BrokerdCancel,
-    BrokerdOrder,
-    BrokerdOrderAck,
-    BrokerdStatus,
-    BrokerdFill,
-    BrokerdPosition,
-    BrokerdError,
+    BrokerdCancel, BrokerdOrder, BrokerdOrderAck, BrokerdStatus,
+    BrokerdFill, BrokerdPosition, BrokerdError
 )
 
 
 log = get_logger(__name__)
 
 
-class PaperBoi(Struct):
+@dataclass
+class PaperBoi:
     """
     Emulates a broker order client providing the same API and
     delivering an order-event response stream but with methods for
@@ -74,15 +58,14 @@ class PaperBoi(Struct):
 
     # map of paper "live" orders which be used
     # to simulate fills based on paper engine settings
-    _buys: defaultdict[str, bidict]
-    _sells: defaultdict[str, bidict]
+    _buys: bidict
+    _sells: bidict
     _reqids: bidict
-    _positions: dict[str, Position]
-    _trade_ledger: dict[str, Any]
+    _positions: dict[str, BrokerdPosition]
 
     # init edge case L1 spread
-    last_ask: tuple[float, float] = (float('inf'), 0)  # price, size
-    last_bid: tuple[float, float] = (0, 0)
+    last_ask: Tuple[float, float] = (float('inf'), 0)  # price, size
+    last_bid: Tuple[float, float] = (0, 0)
 
     async def submit_limit(
         self,
@@ -92,24 +75,27 @@ class PaperBoi(Struct):
         action: str,
         size: float,
         reqid: Optional[str],
-
     ) -> int:
-        '''
-        Place an order and return integer request id provided by client.
+        """Place an order and return integer request id provided by client.
+
+        """
+        is_modify: bool = False
+        if reqid is None:
+            reqid = str(uuid.uuid4())
+
+        else:
+            # order is already existing, this is a modify
+            (oid, symbol, action, old_price) = self._reqids[reqid]
+            assert old_price != price
+            is_modify = True
+
+        # register order internally
+        self._reqids[reqid] = (oid, symbol, action, price)
 
-        '''
         if action == 'alert':
             # bypass all fill simulation
             return reqid
 
-        entry = self._reqids.get(reqid)
-        if entry:
-            # order is already existing, this is a modify
-            (oid, symbol, action, old_price) = entry
-        else:
-            # register order internally
-            self._reqids[reqid] = (oid, symbol, action, price)
-
         # TODO: net latency model
         # we checkpoint here quickly particulalry
         # for dark orders since we want the dark_executed
@@ -121,18 +107,15 @@ class PaperBoi(Struct):
             size = -size
 
         msg = BrokerdStatus(
-            status='open',
-            # account=f'paper_{self.broker}',
-            account='paper',
+            status='submitted',
             reqid=reqid,
+            broker=self.broker,
             time_ns=time.time_ns(),
             filled=0.0,
             reason='paper_trigger',
             remaining=size,
-
-            broker_details={'name': 'paperboi'},
         )
-        await self.ems_trades_stream.send(msg)
+        await self.ems_trades_stream.send(msg.dict())
 
         # if we're already a clearing price simulate an immediate fill
         if (
@@ -140,28 +123,28 @@ class PaperBoi(Struct):
             ) or (
             action == 'sell' and (clear_price := self.last_bid[0]) >= price
         ):
-            await self.fake_fill(
-                symbol,
-                clear_price,
-                size,
-                action,
-                reqid,
-                oid,
-            )
+            await self.fake_fill(symbol, clear_price, size, action, reqid, oid)
 
-        # register this submissions as a paper live order
         else:
-            # set the simulated order in the respective table for lookup
-            # and trigger by the simulated clearing task normally
-            # running ``simulate_fills()``.
+            # register this submissions as a paper live order
+
+            # submit order to book simulation fill loop
             if action == 'buy':
                 orders = self._buys
 
             elif action == 'sell':
                 orders = self._sells
 
-            # {symbol -> bidict[oid, (<price data>)]}
-            orders[symbol][oid] = (price, size, reqid, action)
+            # set the simulated order in the respective table for lookup
+            # and trigger by the simulated clearing task normally
+            # running ``simulate_fills()``.
+
+            if is_modify:
+                # remove any existing order for the old price
+                orders[symbol].pop((oid, old_price))
+
+            # buys/sells: (symbol  -> (price -> order))
+            orders.setdefault(symbol, {})[(oid, price)] = (size, reqid, action)
 
         return reqid
 
@@ -174,26 +157,26 @@ class PaperBoi(Struct):
         oid, symbol, action, price = self._reqids[reqid]
 
         if action == 'buy':
-            self._buys[symbol].pop(oid, None)
+            self._buys[symbol].pop((oid, price))
         elif action == 'sell':
-            self._sells[symbol].pop(oid, None)
+            self._sells[symbol].pop((oid, price))
 
         # TODO: net latency model
         await trio.sleep(0.05)
 
         msg = BrokerdStatus(
-            status='canceled',
-            account='paper',
+            status='cancelled',
+            oid=oid,
             reqid=reqid,
+            broker=self.broker,
             time_ns=time.time_ns(),
-            broker_details={'name': 'paperboi'},
         )
-        await self.ems_trades_stream.send(msg)
+        await self.ems_trades_stream.send(msg.dict())
 
     async def fake_fill(
         self,
 
-        fqsn: str,
+        symbol: str,
         price: float,
         size: float,
         action: str,  # one of {'buy', 'sell'}
@@ -212,15 +195,16 @@ class PaperBoi(Struct):
         """
         # TODO: net latency model
         await trio.sleep(0.05)
-        fill_time_ns = time.time_ns()
-        fill_time_s = time.time()
 
-        fill_msg = BrokerdFill(
+        msg = BrokerdFill(
+
             reqid=reqid,
-            time_ns=fill_time_ns,
+            time_ns=time.time_ns(),
+
             action=action,
             size=size,
             price=price,
+
             broker_time=datetime.now().timestamp(),
             broker_details={
                 'paper_info': {
@@ -230,66 +214,79 @@ class PaperBoi(Struct):
                 'name': self.broker + '_paper',
             },
         )
-        await self.ems_trades_stream.send(fill_msg)
-
-        self._trade_ledger.update(fill_msg.to_dict())
+        await self.ems_trades_stream.send(msg.dict())
 
         if order_complete:
+
             msg = BrokerdStatus(
+
                 reqid=reqid,
                 time_ns=time.time_ns(),
-                # account=f'paper_{self.broker}',
-                account='paper',
-                status='closed',
+
+                status='filled',
                 filled=size,
                 remaining=0 if order_complete else remaining,
-            )
-            await self.ems_trades_stream.send(msg)
 
-        # lookup any existing position
-        key = fqsn.rstrip(f'.{self.broker}')
-        pp = self._positions.setdefault(
-            fqsn,
-            Position(
-                Symbol(
-                    key=key,
-                    broker_info={self.broker: {}},
-                ),
-                size=size,
-                ppu=price,
-                bsuid=key,
-            )
-        )
-        t = Transaction(
-            fqsn=fqsn,
-            tid=oid,
+                action=action,
                 size=size,
                 price=price,
-            cost=0,  # TODO: cost model
-            dt=pendulum.from_timestamp(fill_time_s),
-            bsuid=key,
-        )
-        pp.add_clear(t)
 
-        pp_msg = BrokerdPosition(
+                broker_details={
+                    'paper_info': {
+                        'oid': oid,
+                    },
+                    'name': self.broker,
+                },
+            )
+            await self.ems_trades_stream.send(msg.dict())
+
+        # lookup any existing position
+        token = f'{symbol}.{self.broker}'
+        pp_msg = self._positions.setdefault(
+            token,
+            BrokerdPosition(
                 broker=self.broker,
                 account='paper',
-            symbol=fqsn,
+                symbol=symbol,
                 # TODO: we need to look up the asset currency from
                 # broker info. i guess for crypto this can be
                 # inferred from the pair?
                 currency='',
-            size=pp.size,
-            avg_price=pp.ppu,
+                size=0.0,
+                avg_price=0,
+            )
         )
 
-        await self.ems_trades_stream.send(pp_msg)
+        # "avg position price" calcs
+        # TODO: eventually it'd be nice to have a small set of routines
+        # to do this stuff from a sequence of cleared orders to enable
+        # so called "contextual positions".
+        new_size = size + pp_msg.size
+
+        # old size minus the new size gives us size differential with
+        # +ve -> increase in pp size
+        # -ve -> decrease in pp size
+        size_diff = abs(new_size) - abs(pp_msg.size)
+
+        if new_size == 0:
+            pp_msg.avg_price = 0
+
+        elif size_diff > 0:
+            # only update the "average position price" when the position
+            # size increases not when it decreases (i.e. the position is
+            # being made smaller)
+            pp_msg.avg_price = (
+                abs(size) * price + pp_msg.avg_price * abs(pp_msg.size)
+            ) / abs(new_size)
+
+        pp_msg.size = new_size
+
+        await self.ems_trades_stream.send(pp_msg.dict())
 
 
 async def simulate_fills(
-    quote_stream: tractor.MsgStream,  # noqa
+    quote_stream: 'tractor.ReceiveStream',  # noqa
     client: PaperBoi,
-
 ) -> None:
 
     # TODO: more machinery to better simulate real-world market things:
@@ -309,103 +306,61 @@ async def simulate_fills(
 
     # this stream may eventually contain multiple symbols
     async for quotes in quote_stream:
+
         for sym, quote in quotes.items():
+
             for tick in iterticks(
                 quote,
                 # dark order price filter(s)
                 types=('ask', 'bid', 'trade', 'last')
             ):
-                tick_price = tick['price']
+                # print(tick)
+                tick_price = tick.get('price')
+                ttype = tick['type']
 
-                buys: bidict[str, tuple] = client._buys[sym]
-                iter_buys = reversed(sorted(
-                    buys.values(),
-                    key=itemgetter(0),
-                ))
+                if ttype in ('ask',):
 
-                def buy_on_ask(our_price):
-                    return tick_price <= our_price
-
-                sells: bidict[str, tuple] = client._sells[sym]
-                iter_sells = sorted(
-                    sells.values(),
-                    key=itemgetter(0)
-                )
-
-                def sell_on_bid(our_price):
-                    return tick_price >= our_price
-
-                match tick:
-                    case {
-                        'price': tick_price,
-                        # 'type': ('ask' | 'trade' | 'last'),
-                        'type': 'ask',
-                    }:
                     client.last_ask = (
                         tick_price,
                         tick.get('size', client.last_ask[1]),
                     )
 
-                        iter_entries = zip(
-                            iter_buys,
-                            itertools.repeat(buy_on_ask)
-                        )
+                    orders = client._buys.get(sym, {})
+
+                    book_sequence = reversed(
+                        sorted(orders.keys(), key=itemgetter(1)))
+
+                    def pred(our_price):
+                        return tick_price < our_price
+
+                elif ttype in ('bid',):
 
-                    case {
-                        'price': tick_price,
-                        # 'type': ('bid' | 'trade' | 'last'),
-                        'type': 'bid',
-                    }:
                     client.last_bid = (
                         tick_price,
                         tick.get('size', client.last_bid[1]),
                     )
 
-                        iter_entries = zip(
-                            iter_sells,
-                            itertools.repeat(sell_on_bid)
-                        )
+                    orders = client._sells.get(sym, {})
+                    book_sequence = sorted(orders.keys(), key=itemgetter(1))
 
-                    case {
-                        'price': tick_price,
-                        'type': ('trade' | 'last'),
-                    }:
-                        # in the clearing price / last price case we
-                        # want to iterate both sides of our book for
-                        # clears since we don't know which direction the
-                        # price is going to move (especially with HFT)
-                        # and thus we simply interleave both sides (buys
-                        # and sells) until one side clears and then
-                        # break until the next tick?
-                        def interleave():
-                            for pair in zip(
-                                iter_buys,
-                                iter_sells,
-                            ):
-                                for order_info, pred in zip(
-                                    pair,
-                                    itertools.cycle([buy_on_ask, sell_on_bid]),
-                                ):
-                                    yield order_info, pred
+                    def pred(our_price):
+                        return tick_price > our_price
 
-                        iter_entries = interleave()
+                elif ttype in ('trade', 'last'):
+                    # TODO: simulate actual book queues and our orders
+                    # place in it, might require full L2 data?
+                    continue
 
-                # iterate all potentially clearable book prices
-                # in FIFO order per side.
-                for order_info, pred in iter_entries:
-                    (our_price, size, reqid, action) = order_info
+                # iterate book prices descending
+                for oid, our_price in book_sequence:
+                    if pred(our_price):
 
-                    clearable = pred(our_price)
-                    if clearable:
-                        # pop and retreive order info
-                        oid = {
-                            'buy': buys,
-                            'sell': sells
-                        }[action].inverse.pop(order_info)
+                        # retreive order info
+                        (size, reqid, action) = orders.pop((oid, our_price))
 
                         # clearing price would have filled entirely
                         await client.fake_fill(
-                            fqsn=sym,
+                            symbol=sym,
                             # todo slippage to determine fill price
                             price=tick_price,
                             size=size,
@@ -413,6 +368,9 @@ async def simulate_fills(
                             reqid=reqid,
                             oid=oid,
                         )
+                    else:
+                        # prices are iterated in sorted order so we're done
+                        break
 
 
 async def handle_order_requests(
@@ -422,83 +380,68 @@ async def handle_order_requests(
 
 ) -> None:
 
-    request_msg: dict
+    # order_request: dict
     async for request_msg in ems_order_stream:
-        match request_msg:
-            case {'action': ('buy' | 'sell')}:
-                order = BrokerdOrder(**request_msg)
-                account = order.account
 
-                # error on bad inputs
-                reason = None
+        action = request_msg['action']
+
+        if action in {'buy', 'sell'}:
+
+            account = request_msg['account']
             if account != 'paper':
-                    reason = f'No account found:`{account}` (paper only)?'
-
-                elif order.size == 0:
-                    reason = 'Invalid size: 0'
-
-                if reason:
-                    log.error(reason)
+                log.error(
+                    'This is a paper account, only a `paper` selection is valid'
+                )
                 await ems_order_stream.send(BrokerdError(
-                        oid=order.oid,
-                        symbol=order.symbol,
-                        reason=reason,
-                    ))
+                    oid=request_msg['oid'],
+                    symbol=request_msg['symbol'],
+                    reason=f'Paper only. No account found: `{account}` ?',
+                ).dict())
                 continue
 
-                reqid = order.reqid or str(uuid.uuid4())
-
-                # deliver ack that order has been submitted to broker routing
-                await ems_order_stream.send(
-                    BrokerdOrderAck(
-                        oid=order.oid,
-                        reqid=reqid,
-                    )
-                )
+            # validate
+            order = BrokerdOrder(**request_msg)
 
             # call our client api to submit the order
             reqid = await client.submit_limit(
+
                 oid=order.oid,
-                    symbol=f'{order.symbol}.{client.broker}',
+                symbol=order.symbol,
                 price=order.price,
                 action=order.action,
                 size=order.size,
+
                 # XXX: by default 0 tells ``ib_insync`` methods that
                 # there is no existing order so ask the client to create
                 # a new one (which it seems to do by allocating an int
                 # counter - collision prone..)
-                    reqid=reqid,
+                reqid=order.reqid,
             )
 
-            # elif action == 'cancel':
-            case {'action': 'cancel'}:
+            # deliver ack that order has been submitted to broker routing
+            await ems_order_stream.send(
+                BrokerdOrderAck(
+
+                    # ems order request id
+                    oid=order.oid,
+
+                    # broker specific request id
+                    reqid=reqid,
+
+                ).dict()
+            )
+
+        elif action == 'cancel':
             msg = BrokerdCancel(**request_msg)
+
             await client.submit_cancel(
                 reqid=msg.reqid
             )
 
-            case _:
+        else:
             log.error(f'Unknown order command: {request_msg}')
 
 
-_reqids: bidict[str, tuple] = {}
-_buys: defaultdict[
-    str,  # symbol
-    bidict[
-        str,  # oid
-        tuple[float, float, str, str],  # order info
-    ]
-] = defaultdict(bidict)
-_sells: defaultdict[
-    str,  # symbol
-    bidict[
-        str,  # oid
-        tuple[float, float, str, str],  # order info
-    ]
-] = defaultdict(bidict)
-_positions: dict[str, Position] = {}
-
-
 @tractor.context
 async def trades_dialogue(
 
@@ -508,56 +451,39 @@ async def trades_dialogue(
     loglevel: str = None,
 
 ) -> None:
-
     tractor.log.get_console_log(loglevel)
 
     async with (
+
         data.open_feed(
             [fqsn],
             loglevel=loglevel,
         ) as feed,
 
     ):
-        pp_msgs: list[BrokerdPosition] = []
-        pos: Position
-        token: str  # f'{symbol}.{self.broker}'
-        for token, pos in _positions.items():
-            pp_msgs.append(BrokerdPosition(
-                broker=broker,
-                account='paper',
-                symbol=pos.symbol.front_fqsn(),
-                size=pos.size,
-                avg_price=pos.ppu,
-            ))
-
         # TODO: load paper positions per broker from .toml config file
         # and pass as symbol to position data mapping: ``dict[str, dict]``
-        await ctx.started((pp_msgs, ['paper']))
+        # await ctx.started(all_positions)
+        await ctx.started(({}, {'paper',}))
 
         async with (
             ctx.open_stream() as ems_stream,
             trio.open_nursery() as n,
         ):
+
             client = PaperBoi(
                 broker,
                 ems_stream,
-                _buys=_buys,
-                _sells=_sells,
+                _buys={},
+                _sells={},
 
-                _reqids=_reqids,
+                _reqids={},
 
                 # TODO: load paper positions from ``positions.toml``
-                _positions=_positions,
-
-                # TODO: load postions from ledger file
-                _trade_ledger={},
+                _positions={},
             )
 
-            n.start_soon(
-                handle_order_requests,
-                client,
-                ems_stream,
-            )
+            n.start_soon(handle_order_requests, client, ems_stream)
 
             # paper engine simulator clearing task
             await simulate_fills(feed.stream, client)
@@ -585,7 +511,6 @@ async def open_paperboi(
         # (we likely don't need more then one proc for basic
         # simulated order clearing)
         if portal is None:
-            log.info('Starting new paper-engine actor')
             portal = await tn.start_actor(
                 service_name,
                 enable_modules=[__name__]
@@ -598,4 +523,5 @@ async def open_paperboi(
                 loglevel=loglevel,
 
         ) as (ctx, first):
+
             yield ctx, first

piker/cli/__init__.py

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

piker/config.py

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

piker/data/_ahab.py

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

piker/data/_normalize.py

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

piker/data/_sharedmem.py

@@ -1,5 +1,5 @@
 # piker: trading gear for hackers
-# Copyright (C) Tyler Goodlet (in stewardship for pikers)
+# Copyright (C) Tyler Goodlet (in stewardship for piker0)
 
 # This program is free software: you can redistribute it and/or modify
 # it under the terms of the GNU Affero General Public License as published by
@@ -27,14 +27,13 @@ from multiprocessing.shared_memory import SharedMemory, _USE_POSIX
 if _USE_POSIX:
     from _posixshmem import shm_unlink
 
-# import msgspec
-import numpy as np
-from numpy.lib import recfunctions as rfn
 import tractor
+import numpy as np
+from pydantic import BaseModel
+from numpy.lib import recfunctions as rfn
 
 from ..log import get_logger
 from ._source import base_iohlc_dtype
-from .types import Struct
 
 
 log = get_logger(__name__)
@@ -50,11 +49,7 @@ _rt_buffer_start = int((_days_worth - 1) * _secs_in_day)
 
 
 def cuckoff_mantracker():
-    '''
-    Disable all ``multiprocessing``` "resource tracking" machinery since
-    it's an absolute multi-threaded mess of non-SC madness.
 
-    '''
     from multiprocessing import resource_tracker as mantracker
 
     # Tell the "resource tracker" thing to fuck off.
@@ -112,39 +107,36 @@ class SharedInt:
                 log.warning(f'Shm for {name} already unlinked?')
 
 
-class _Token(Struct, frozen=True):
+class _Token(BaseModel):
     '''
     Internal represenation of a shared memory "token"
     which can be used to key a system wide post shm entry.
 
     '''
+    class Config:
+        frozen = True
+
     shm_name: str  # this servers as a "key" value
     shm_first_index_name: str
     shm_last_index_name: str
     dtype_descr: tuple
-    size: int  # in struct-array index / row terms
 
     @property
     def dtype(self) -> np.dtype:
         return np.dtype(list(map(tuple, self.dtype_descr))).descr
 
     def as_msg(self):
-        return self.to_dict()
+        return self.dict()
 
     @classmethod
     def from_msg(cls, msg: dict) -> _Token:
         if isinstance(msg, _Token):
             return msg
 
-        # TODO: native struct decoding
-        # return _token_dec.decode(msg)
-
         msg['dtype_descr'] = tuple(map(tuple, msg['dtype_descr']))
         return _Token(**msg)
 
 
-# _token_dec = msgspec.msgpack.Decoder(_Token)
-
 # TODO: this api?
 # _known_tokens = tractor.ActorVar('_shm_tokens', {})
 # _known_tokens = tractor.ContextStack('_known_tokens', )
@@ -163,7 +155,6 @@ def get_shm_token(key: str) -> _Token:
 
 def _make_token(
     key: str,
-    size: int,
     dtype: Optional[np.dtype] = None,
 ) -> _Token:
     '''
@@ -176,8 +167,7 @@ def _make_token(
         shm_name=key,
         shm_first_index_name=key + "_first",
         shm_last_index_name=key + "_last",
-        dtype_descr=tuple(np.dtype(dtype).descr),
-        size=size,
+        dtype_descr=np.dtype(dtype).descr
     )
 
 
@@ -229,7 +219,6 @@ class ShmArray:
             shm_first_index_name=self._first._shm.name,
             shm_last_index_name=self._last._shm.name,
             dtype_descr=tuple(self._array.dtype.descr),
-            size=self._len,
         )
 
     @property
@@ -444,7 +433,7 @@ class ShmArray:
 def open_shm_array(
 
     key: Optional[str] = None,
-    size: int = _default_size,  # see above
+    size: int = _default_size,
     dtype: Optional[np.dtype] = None,
     readonly: bool = False,
 
@@ -475,8 +464,7 @@ def open_shm_array(
 
     token = _make_token(
         key=key,
-        size=size,
-        dtype=dtype,
+        dtype=dtype
     )
 
     # create single entry arrays for storing an first and last indices
@@ -528,7 +516,6 @@ def open_shm_array(
     # "unlink" created shm on process teardown by
     # pushing teardown calls onto actor context stack
 
-    # TODO: make this a public API in ``tractor``..
     tractor._actor._lifetime_stack.callback(shmarr.close)
     tractor._actor._lifetime_stack.callback(shmarr.destroy)
 
@@ -537,6 +524,7 @@ def open_shm_array(
 
 def attach_shm_array(
     token: tuple[str, str, tuple[str, str]],
+    size: int = _default_size,
     readonly: bool = True,
 
 ) -> ShmArray:
@@ -575,7 +563,7 @@ def attach_shm_array(
             raise _err
 
     shmarr = np.ndarray(
-        (token.size,),
+        (size,),
         dtype=token.dtype,
         buffer=shm.buf
     )
@@ -643,7 +631,6 @@ def maybe_open_shm_array(
     use ``attach_shm_array``.
 
     '''
-    size = kwargs.pop('size', _default_size)
     try:
         # see if we already know this key
         token = _known_tokens[key]
@@ -651,11 +638,7 @@ def maybe_open_shm_array(
     except KeyError:
         log.warning(f"Could not find {key} in shms cache")
         if dtype:
-            token = _make_token(
-                key,
-                size=size,
-                dtype=dtype,
-            )
+            token = _make_token(key, dtype)
             try:
                 return attach_shm_array(token=token, **kwargs), False
             except FileNotFoundError:

piker/data/_source.py

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

piker/data/_web_bs.py

@@ -19,9 +19,8 @@ ToOlS fOr CoPInG wITh "tHE wEB" protocols.
 
 """
 from contextlib import asynccontextmanager, AsyncExitStack
-from itertools import count
 from types import ModuleType
-from typing import Any, Optional, Callable, AsyncGenerator
+from typing import Any, Callable, AsyncGenerator
 import json
 
 import trio
@@ -36,8 +35,6 @@ from trio_websocket._impl import (
 
 from ..log import get_logger
 
-from .types import Struct
-
 log = get_logger(__name__)
 
 
@@ -56,11 +53,13 @@ class NoBsWs:
     def __init__(
         self,
         url: str,
+        token: str,
         stack: AsyncExitStack,
-        fixture: Optional[Callable] = None,
-        serializer: ModuleType = json
+        fixture: Callable,
+        serializer: ModuleType = json,
     ):
         self.url = url
+        self.token = token
         self.fixture = fixture
         self._stack = stack
         self._ws: 'WebSocketConnection' = None  # noqa
@@ -83,12 +82,15 @@ class NoBsWs:
                 self._ws = await self._stack.enter_async_context(
                     trio_websocket.open_websocket_url(self.url)
                 )
-
-                if self.fixture is not None:
                 # rerun user code fixture
+                if self.token == '':
                     ret = await self._stack.enter_async_context(
                         self.fixture(self)
                     )
+                else:
+                    ret = await self._stack.enter_async_context(
+                        self.fixture(self, self.token)
+                    )
 
                 assert ret is None
 
@@ -126,26 +128,21 @@ class NoBsWs:
             except self.recon_errors:
                 await self._connect()
 
-    def __aiter__(self):
-        return self
-
-    async def __anext__(self):
-        return await self.recv_msg()
-
 
 @asynccontextmanager
 async def open_autorecon_ws(
     url: str,
 
     # TODO: proper type annot smh
-    fixture: Optional[Callable] = None,
-
+    fixture: Callable,
+    # used for authenticated websockets
+    token: str = '',
 ) -> AsyncGenerator[tuple[...],  NoBsWs]:
     """Apparently we can QoS for all sorts of reasons..so catch em.
 
     """
     async with AsyncExitStack() as stack:
-        ws = NoBsWs(url, stack, fixture=fixture)
+        ws = NoBsWs(url, token, stack, fixture=fixture)
         await ws._connect()
 
         try:
@@ -153,86 +150,3 @@ async def open_autorecon_ws(
 
         finally:
             await stack.aclose()
-
-
-'''
-JSONRPC response-request style machinery for transparent multiplexing of msgs
-over a NoBsWs.
-'''
-
-
-class JSONRPCResult(Struct):
-    jsonrpc: str = '2.0'
-    id: int
-    result: Optional[dict] = None
-    error: Optional[dict] = None
-
-
-@asynccontextmanager
-async def open_jsonrpc_session(
-    url: str,
-    start_id: int = 0,
-    dtype: type = JSONRPCResult
-) -> Callable[[str, dict], dict]:
-
-    async with (
-        trio.open_nursery() as n,
-        open_autorecon_ws(url) as ws
-    ):
-        rpc_id: Iterable = count(start_id)
-        rpc_results: dict[int, 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
-            '''
-            msg = {
-                'jsonrpc': '2.0',
-                'id': next(rpc_id),
-                'method': method,
-                'params': params
-            }
-            _id = msg['id']
-
-            rpc_results[_id] = {
-                'result': None,
-                'event': trio.Event()
-            }
-
-            await ws.send_msg(msg)
-
-            await rpc_results[_id]['event'].wait()
-
-            ret = rpc_results[_id]['result']
-
-            del rpc_results[_id]
-
-            if ret.error is not None:
-                raise Exception(json.dumps(ret.error, indent=4))
-
-            return ret
-
-        async def recv_task():
-            '''
-            receives every ws message and stores it in its corresponding result
-            field, then sets the event to wakeup original sender tasks.
-            '''
-            async for msg in ws:
-                msg = dtype(**msg)
-
-                if msg.id not in rpc_results:
-                    log.warning(f'Wasn\'t expecting ws msg: {json.dumps(msg, indent=4)}')
-
-                res = rpc_results.setdefault(
-                    msg.id,
-                    {'result': None, 'event': trio.Event()}
-                )
-
-                res['result'] = msg
-                res['event'].set()
-
-
-        n.start_soon(recv_task)
-        yield json_rpc
-        n.cancel_scope.cancel()

piker/data/feed.py

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

piker/data/marketstore.py

@@ -37,7 +37,7 @@ import time
 from math import isnan
 
 from bidict import bidict
-from msgspec.msgpack import encode, decode
+import msgpack
 import pyqtgraph as pg
 import numpy as np
 import tractor
@@ -774,13 +774,12 @@ async def stream_quotes(
     async with open_websocket_url(f'ws://{host}:{port}/ws') as ws:
         # send subs topics to server
         resp = await ws.send_message(
-
-            encode({'streams': list(tbks.values())})
+            msgpack.dumps({'streams': list(tbks.values())})
         )
         log.info(resp)
 
         async def recv() -> dict[str, Any]:
-            return decode((await ws.get_message()), encoding='utf-8')
+            return msgpack.loads((await ws.get_message()), encoding='utf-8')
 
         streams = (await recv())['streams']
         log.info(f"Subscribed to {streams}")

piker/data/types.py

@@ -1,84 +0,0 @@
-# piker: trading gear for hackers
-# Copyright (C) Guillermo Rodriguez (in stewardship for piker0)
-
-# This program is free software: you can redistribute it and/or modify
-# it under the terms of the GNU Affero General Public License as published by
-# the Free Software Foundation, either version 3 of the License, or
-# (at your option) any later version.
-
-# This program is distributed in the hope that it will be useful,
-# but WITHOUT ANY WARRANTY; without even the implied warranty of
-# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
-# GNU Affero General Public License for more details.
-
-# You should have received a copy of the GNU Affero General Public License
-# along with this program.  If not, see <https://www.gnu.org/licenses/>.
-
-"""
-Built-in (extension) types.
-
-"""
-import sys
-from typing import Optional
-from pprint import pformat
-
-import msgspec
-
-
-class Struct(
-    msgspec.Struct,
-
-    # https://jcristharif.com/msgspec/structs.html#tagged-unions
-    # tag='pikerstruct',
-    # tag=True,
-):
-    '''
-    A "human friendlier" (aka repl buddy) struct subtype.
-
-    '''
-    def to_dict(self) -> dict:
-        return {
-            f: getattr(self, f)
-            for f in self.__struct_fields__
-        }
-
-    def __repr__(self):
-        # only turn on pprint when we detect a python REPL
-        # at runtime B)
-        if (
-            hasattr(sys, 'ps1')
-            # TODO: check if we're in pdb
-        ):
-            return f'Struct({pformat(self.to_dict())})'
-
-        return super().__repr__()
-
-    def copy(
-        self,
-        update: Optional[dict] = None,
-
-    ) -> msgspec.Struct:
-        '''
-        Validate-typecast all self defined fields, return a copy of us
-        with all such fields.
-
-        This is kinda like the default behaviour in `pydantic.BaseModel`.
-
-        '''
-        if update:
-            for k, v in update.items():
-                setattr(self, k, v)
-
-        # roundtrip serialize to validate
-        return msgspec.msgpack.Decoder(
-            type=type(self)
-        ).decode(
-            msgspec.msgpack.Encoder().encode(self)
-        )
-
-    def typecast(
-        self,
-        # fields: Optional[list[str]] = None,
-    ) -> None:
-        for fname, ftype in self.__annotations__.items():
-            setattr(self, fname, ftype(getattr(self, fname)))

piker/fsp/_api.py

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

piker/fsp/_engine.py

@@ -114,7 +114,7 @@ async def fsp_compute(
         dict[str, np.ndarray],  # multi-output case
         np.ndarray,  # single output case
     ]
-    history_output = await anext(out_stream)
+    history_output = await out_stream.__anext__()
 
     func_name = func.__name__
     profiler(f'{func_name} generated history')
@@ -284,10 +284,9 @@ async def cascade(
     # TODO: ugh i hate this wind/unwind to list over the wire
     # but not sure how else to do it.
     for (token, fsp_name, dst_token) in shm_registry:
-        Fsp._flow_registry[(
-            _Token.from_msg(token),
-            fsp_name,
-        )] = _Token.from_msg(dst_token), None
+        Fsp._flow_registry[
+            (_Token.from_msg(token), fsp_name)
+        ] = _Token.from_msg(dst_token)
 
     fsp: Fsp = reg.get(
         NamespacePath(ns_path)
@@ -375,8 +374,7 @@ async def cascade(
                             'key': dst_shm_token,
                             'first': dst._first.value,
                             'last': dst._last.value,
-                        }
-                    })
+                    }})
                     return tracker, index
 
                 def is_synced(

piker/pp.py

@@ -1,975 +0,0 @@
-# piker: trading gear for hackers
-# Copyright (C) Tyler Goodlet (in stewardship for pikers)
-
-# This program is free software: you can redistribute it and/or modify
-# it under the terms of the GNU Affero General Public License as published by
-# the Free Software Foundation, either version 3 of the License, or
-# (at your option) any later version.
-
-# This program is distributed in the hope that it will be useful,
-# but WITHOUT ANY WARRANTY; without even the implied warranty of
-# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
-# GNU Affero General Public License for more details.
-
-# You should have received a copy of the GNU Affero General Public License
-
-# along with this program.  If not, see <https://www.gnu.org/licenses/>.
-'''
-Personal/Private position parsing, calculating, summarizing in a way
-that doesn't try to cuk most humans who prefer to not lose their moneys..
-(looking at you `ib` and dirt-bird friends)
-
-'''
-from contextlib import contextmanager as cm
-from pprint import pformat
-import os
-from os import path
-from math import copysign
-import re
-import time
-from typing import (
-    Any,
-    Optional,
-    Union,
-)
-
-import pendulum
-from pendulum import datetime, now
-import tomli
-import toml
-
-from . import config
-from .brokers import get_brokermod
-from .clearing._messages import BrokerdPosition, Status
-from .data._source import Symbol
-from .log import get_logger
-from .data.types import Struct
-
-log = get_logger(__name__)
-
-
-@cm
-def open_trade_ledger(
-    broker: str,
-    account: str,
-
-) -> str:
-    '''
-    Indempotently create and read in a trade log file from the
-    ``<configuration_dir>/ledgers/`` directory.
-
-    Files are named per broker account of the form
-    ``<brokername>_<accountname>.toml``. The ``accountname`` here is the
-    name as defined in the user's ``brokers.toml`` config.
-
-    '''
-    ldir = path.join(config._config_dir, 'ledgers')
-    if not path.isdir(ldir):
-        os.makedirs(ldir)
-
-    fname = f'trades_{broker}_{account}.toml'
-    tradesfile = path.join(ldir, fname)
-
-    if not path.isfile(tradesfile):
-        log.info(
-            f'Creating new local trades ledger: {tradesfile}'
-        )
-        with open(tradesfile, 'w') as cf:
-            pass  # touch
-    with open(tradesfile, 'rb') as cf:
-        start = time.time()
-        ledger = tomli.load(cf)
-        print(f'Ledger load took {time.time() - start}s')
-        cpy = ledger.copy()
-
-    try:
-        yield cpy
-    finally:
-        if cpy != ledger:
-            # TODO: show diff output?
-            # https://stackoverflow.com/questions/12956957/print-diff-of-python-dictionaries
-            print(f'Updating ledger for {tradesfile}:\n')
-            ledger.update(cpy)
-
-            # we write on close the mutated ledger data
-            with open(tradesfile, 'w') as cf:
-                toml.dump(ledger, cf)
-
-
-class Transaction(Struct, frozen=True):
-    # TODO: should this be ``.to`` (see below)?
-    fqsn: str
-
-    tid: Union[str, int]  # unique transaction id
-    size: float
-    price: float
-    cost: float  # commisions or other additional costs
-    dt: datetime
-    expiry: Optional[datetime] = None
-
-    # optional key normally derived from the broker
-    # backend which ensures the instrument-symbol this record
-    # is for is truly unique.
-    bsuid: Optional[Union[str, int]] = None
-
-    # optional fqsn for the source "asset"/money symbol?
-    # from: Optional[str] = None
-
-
-class Position(Struct):
-    '''
-    Basic pp (personal/piker position) model with attached clearing
-    transaction history.
-
-    '''
-    symbol: Symbol
-
-    # can be +ve or -ve for long/short
-    size: float
-
-    # "breakeven price" above or below which pnl moves above and below
-    # zero for the entirety of the current "trade state".
-    ppu: float
-
-    # unique backend symbol id
-    bsuid: str
-
-    split_ratio: Optional[int] = None
-
-    # ordered record of known constituent trade messages
-    clears: dict[
-        Union[str, int, Status],  # trade id
-        dict[str, Any],  # transaction history summaries
-    ] = {}
-    first_clear_dt: Optional[datetime] = None
-
-    expiry: Optional[datetime] = None
-
-    def to_dict(self) -> dict:
-        return {
-            f: getattr(self, f)
-            for f in self.__struct_fields__
-        }
-
-    def to_pretoml(self) -> tuple[str, dict]:
-        '''
-        Prep this position's data contents for export to toml including
-        re-structuring of the ``.clears`` table to an array of
-        inline-subtables for better ``pps.toml`` compactness.
-
-        '''
-        d = self.to_dict()
-        clears = d.pop('clears')
-        expiry = d.pop('expiry')
-
-        if self.split_ratio is None:
-            d.pop('split_ratio')
-
-        # should be obvious from clears/event table
-        d.pop('first_clear_dt')
-
-        # TODO: we need to figure out how to have one top level
-        # listing venue here even when the backend isn't providing
-        # it via the trades ledger..
-        # drop symbol obj in serialized form
-        s = d.pop('symbol')
-        fqsn = s.front_fqsn()
-
-        if self.expiry is None:
-            d.pop('expiry', None)
-        elif expiry:
-            d['expiry'] = str(expiry)
-
-        toml_clears_list = []
-
-        # reverse sort so latest clears are at top of section?
-        for tid, data in sorted(
-            list(clears.items()),
-
-            # sort by datetime
-            key=lambda item: item[1]['dt'],
-        ):
-            inline_table = toml.TomlDecoder().get_empty_inline_table()
-
-            # serialize datetime to parsable `str`
-            inline_table['dt'] = str(data['dt'])
-
-            # insert optional clear fields in column order
-            for k in ['ppu', 'accum_size']:
-                val = data.get(k)
-                if val:
-                    inline_table[k] = val
-
-            # insert required fields
-            for k in ['price', 'size', 'cost']:
-                inline_table[k] = data[k]
-
-            inline_table['tid'] = tid
-            toml_clears_list.append(inline_table)
-
-        d['clears'] = toml_clears_list
-
-        return fqsn, d
-
-    def ensure_state(self) -> None:
-        '''
-        Audit either the `.size` and `.ppu` local instance vars against
-        the clears table calculations and return the calc-ed values if
-        they differ and log warnings to console.
-
-        '''
-        clears = list(self.clears.values())
-        self.first_clear_dt = min(list(entry['dt'] for entry in clears))
-        last_clear = clears[-1]
-
-        csize = self.calc_size()
-        accum = last_clear['accum_size']
-        if not self.expired():
-            if (
-                csize != accum
-                and csize != round(accum * self.split_ratio or 1)
-            ):
-                raise ValueError(f'Size mismatch: {csize}')
-        else:
-            assert csize == 0, 'Contract is expired but non-zero size?'
-
-        if self.size != csize:
-            log.warning(
-                'Position state mismatch:\n'
-                f'{self.size} => {csize}'
-            )
-            self.size = csize
-
-        cppu = self.calc_ppu()
-        ppu = last_clear['ppu']
-        if (
-            cppu != ppu
-            and self.split_ratio is not None
-            # handle any split info entered (for now) manually by user
-            and cppu != (ppu / self.split_ratio)
-        ):
-            raise ValueError(f'PPU mismatch: {cppu}')
-
-        if self.ppu != cppu:
-            log.warning(
-                'Position state mismatch:\n'
-                f'{self.ppu} => {cppu}'
-            )
-            self.ppu = cppu
-
-    def update_from_msg(
-        self,
-        msg: BrokerdPosition,
-
-    ) -> None:
-
-        # XXX: better place to do this?
-        symbol = self.symbol
-
-        lot_size_digits = symbol.lot_size_digits
-        ppu, size = (
-            round(
-                msg['avg_price'],
-                ndigits=symbol.tick_size_digits
-            ),
-            round(
-                msg['size'],
-                ndigits=lot_size_digits
-            ),
-        )
-
-        self.ppu = ppu
-        self.size = size
-
-    @property
-    def dsize(self) -> float:
-        '''
-        The "dollar" size of the pp, normally in trading (fiat) unit
-        terms.
-
-        '''
-        return self.ppu * self.size
-
-    # TODO: idea: "real LIFO" dynamic positioning.
-    # - when a trade takes place where the pnl for
-    # the (set of) trade(s) is below the breakeven price
-    # it may be that the trader took a +ve pnl on a short(er)
-    # term trade in the same account.
-    # - in this case we could recalc the be price to
-    # be reverted back to it's prior value before the nearest term
-    # trade was opened.?
-    # def lifo_price() -> float:
-    #     ...
-
-    def calc_ppu(
-        self,
-        # include transaction cost in breakeven price
-        # and presume the worst case of the same cost
-        # to exit this transaction (even though in reality
-        # it will be dynamic based on exit stratetgy).
-        cost_scalar: float = 2,
-
-    ) -> float:
-        '''
-        Compute the "price-per-unit" price for the given non-zero sized
-        rolling position.
-
-        The recurrence relation which computes this (exponential) mean
-        per new clear which **increases** the accumulative postiion size
-        is:
-
-        ppu[-1] = (
-            ppu[-2] * accum_size[-2]
-            +
-            ppu[-1] * size
-        ) / accum_size[-1]
-
-        where `cost_basis` for the current step is simply the price
-        * size of the most recent clearing transaction.
-
-        '''
-        asize_h: list[float] = []  # historical accumulative size
-        ppu_h: list[float] = []  # historical price-per-unit
-
-        clears = list(self.clears.items())
-
-        for i, (tid, entry) in enumerate(clears):
-
-            clear_size = entry['size']
-            clear_price = entry['price']
-
-            last_accum_size = asize_h[-1] if asize_h else 0
-            accum_size = last_accum_size + clear_size
-            accum_sign = copysign(1, accum_size)
-
-            sign_change: bool = False
-
-            if accum_size == 0:
-                ppu_h.append(0)
-                asize_h.append(0)
-                continue
-
-            # test if the pp somehow went "passed" a net zero size state
-            # resulting in a change of the "sign" of the size (+ve for
-            # long, -ve for short).
-            sign_change = (
-                copysign(1, last_accum_size) + accum_sign == 0
-                and last_accum_size != 0
-            )
-
-            # since we passed the net-zero-size state the new size
-            # after sum should be the remaining size the new
-            # "direction" (aka, long vs. short) for this clear.
-            if sign_change:
-                clear_size = accum_size
-                abs_diff = abs(accum_size)
-                asize_h.append(0)
-                ppu_h.append(0)
-
-            else:
-                # old size minus the new size gives us size diff with
-                # +ve -> increase in pp size
-                # -ve -> decrease in pp size
-                abs_diff = abs(accum_size) - abs(last_accum_size)
-
-            # XXX: LIFO breakeven price update. only an increaze in size
-            # of the position contributes the breakeven price,
-            # a decrease does not (i.e. the position is being made
-            # smaller).
-            # abs_clear_size = abs(clear_size)
-            abs_new_size = abs(accum_size)
-
-            if abs_diff > 0:
-
-                cost_basis = (
-                    # cost basis for this clear
-                    clear_price * abs(clear_size)
-                    +
-                    # transaction cost
-                    accum_sign * cost_scalar * entry['cost']
-                )
-
-                if asize_h:
-                    size_last = abs(asize_h[-1])
-                    cb_last = ppu_h[-1] * size_last
-                    ppu = (cost_basis + cb_last) / abs_new_size
-
-                else:
-                    ppu = cost_basis / abs_new_size
-
-                ppu_h.append(ppu)
-                asize_h.append(accum_size)
-
-            else:
-                # on "exit" clears from a given direction,
-                # only the size changes not the price-per-unit
-                # need to be updated since the ppu remains constant
-                # and gets weighted by the new size.
-                asize_h.append(accum_size)
-                ppu_h.append(ppu_h[-1])
-
-        final_ppu = ppu_h[-1] if ppu_h else 0
-
-        # handle any split info entered (for now) manually by user
-        if self.split_ratio is not None:
-            final_ppu /= self.split_ratio
-
-        return final_ppu
-
-    def expired(self) -> bool:
-        '''
-        Predicate which checks if the contract/instrument is past its expiry.
-
-        '''
-        return bool(self.expiry) and self.expiry < now()
-
-    def calc_size(self) -> float:
-        '''
-        Calculate the unit size of this position in the destination
-        asset using the clears/trade event table; zero if expired.
-
-        '''
-        size: float = 0
-
-        # time-expired pps (normally derivatives) are "closed"
-        # and have a zero size.
-        if self.expired():
-            return 0
-
-        for tid, entry in self.clears.items():
-            size += entry['size']
-
-        if self.split_ratio is not None:
-            size = round(size * self.split_ratio)
-
-        return size
-
-    def minimize_clears(
-        self,
-
-    ) -> dict[str, dict]:
-        '''
-        Minimize the position's clears entries by removing
-        all transactions before the last net zero size to avoid
-        unecessary history irrelevant to the current pp state.
-
-        '''
-        size: float = 0
-        clears_since_zero: list[tuple(str, dict)] = []
-
-        # TODO: we might just want to always do this when iterating
-        # a ledger? keep a state of the last net-zero and only do the
-        # full iterate when no state was stashed?
-
-        # scan for the last "net zero" position by iterating
-        # transactions until the next net-zero size, rinse, repeat.
-        for tid, clear in self.clears.items():
-            size += clear['size']
-            clears_since_zero.append((tid, clear))
-
-            if size == 0:
-                clears_since_zero.clear()
-
-        self.clears = dict(clears_since_zero)
-        return self.clears
-
-    def add_clear(
-        self,
-        t: Transaction,
-    ) -> dict:
-        '''
-        Update clearing table and populate rolling ppu and accumulative
-        size in both the clears entry and local attrs state.
-
-        '''
-        clear = self.clears[t.tid] = {
-            'cost': t.cost,
-            'price': t.price,
-            'size': t.size,
-            'dt': t.dt,
-        }
-
-        # TODO: compute these incrementally instead
-        # of re-looping through each time resulting in O(n**2)
-        # behaviour..?
-
-        # NOTE: we compute these **after** adding the entry in order to
-        # make the recurrence relation math work inside
-        # ``.calc_size()``.
-        self.size = clear['accum_size'] = self.calc_size()
-        self.ppu = clear['ppu'] = self.calc_ppu()
-
-        return clear
-
-    def sugest_split(self) -> float:
-        ...
-
-
-class PpTable(Struct):
-
-    brokername: str
-    acctid: str
-    pps: dict[str, Position]
-    conf: Optional[dict] = {}
-
-    def update_from_trans(
-        self,
-        trans: dict[str, Transaction],
-        cost_scalar: float = 2,
-
-    ) -> dict[str, Position]:
-
-        pps = self.pps
-        updated: dict[str, Position] = {}
-
-        # lifo update all pps from records
-        for tid, t in trans.items():
-
-            pp = pps.setdefault(
-                t.bsuid,
-
-                # if no existing pp, allocate fresh one.
-                Position(
-                    Symbol.from_fqsn(
-                        t.fqsn,
-                        info={},
-                    ),
-                    size=0.0,
-                    ppu=0.0,
-                    bsuid=t.bsuid,
-                    expiry=t.expiry,
-                )
-            )
-            clears = pp.clears
-            if clears:
-                first_clear_dt = pp.first_clear_dt
-
-                # don't do updates for ledger records we already have
-                # included in the current pps state.
-                if (
-                    t.tid in clears
-                    or first_clear_dt and t.dt < first_clear_dt
-                ):
-                    # NOTE: likely you'll see repeats of the same
-                    # ``Transaction`` passed in here if/when you are restarting
-                    # a ``brokerd.ib`` where the API will re-report trades from
-                    # the current session, so we need to make sure we don't
-                    # "double count" these in pp calculations.
-                    continue
-
-            # update clearing table
-            pp.add_clear(t)
-            updated[t.bsuid] = pp
-
-        # minimize clears tables and update sizing.
-        for bsuid, pp in updated.items():
-            pp.ensure_state()
-
-        return updated
-
-    def dump_active(
-        self,
-    ) -> tuple[
-        dict[str, Position],
-        dict[str, Position]
-    ]:
-        '''
-        Iterate all tabulated positions, render active positions to
-        a ``dict`` format amenable to serialization (via TOML) and drop
-        from state (``.pps``) as well as return in a ``dict`` all
-        ``Position``s which have recently closed.
-
-        '''
-        # NOTE: newly closed position are also important to report/return
-        # since a consumer, like an order mode UI ;), might want to react
-        # based on the closure (for example removing the breakeven line
-        # and clearing the entry from any lists/monitors).
-        closed_pp_objs: dict[str, Position] = {}
-        open_pp_objs: dict[str, Position] = {}
-
-        pp_objs = self.pps
-        for bsuid in list(pp_objs):
-            pp = pp_objs[bsuid]
-
-            # XXX: debug hook for size mismatches
-            # qqqbsuid = 320227571
-            # if bsuid == qqqbsuid:
-            #     breakpoint()
-
-            pp.ensure_state()
-
-            if (
-                # "net-zero" is a "closed" position
-                pp.size == 0
-
-                # time-expired pps (normally derivatives) are "closed"
-                or (pp.expiry and pp.expiry < now())
-            ):
-                # for expired cases
-                pp.size = 0
-
-                # NOTE: we DO NOT pop the pp here since it can still be
-                # used to check for duplicate clears that may come in as
-                # new transaction from some backend API and need to be
-                # ignored; the closed positions won't be written to the
-                # ``pps.toml`` since ``pp_active_entries`` above is what's
-                # written.
-                closed_pp_objs[bsuid] = pp
-
-            else:
-                open_pp_objs[bsuid] = pp
-
-        return open_pp_objs, closed_pp_objs
-
-    def to_toml(
-        self,
-    ) -> dict[str, Any]:
-
-        active, closed = self.dump_active()
-
-        # ONLY dict-serialize all active positions; those that are closed
-        # we don't store in the ``pps.toml``.
-        to_toml_dict = {}
-
-        for bsuid, pos in active.items():
-
-            # keep the minimal amount of clears that make up this
-            # position since the last net-zero state.
-            pos.minimize_clears()
-            pos.ensure_state()
-
-            # serialize to pre-toml form
-            fqsn, asdict = pos.to_pretoml()
-            log.info(f'Updating active pp: {fqsn}')
-
-            # XXX: ugh, it's cuz we push the section under
-            # the broker name.. maybe we need to rethink this?
-            brokerless_key = fqsn.removeprefix(f'{self.brokername}.')
-            to_toml_dict[brokerless_key] = asdict
-
-        return to_toml_dict
-
-    def write_config(self) -> None:
-        '''
-        Write the current position table to the user's ``pps.toml``.
-
-        '''
-        # TODO: show diff output?
-        # https://stackoverflow.com/questions/12956957/print-diff-of-python-dictionaries
-        print(f'Updating ``pps.toml`` for {path}:\n')
-
-        # active, closed_pp_objs = table.dump_active()
-        pp_entries = self.to_toml()
-        self.conf[self.brokername][self.acctid] = pp_entries
-
-        # TODO: why tf haven't they already done this for inline
-        # tables smh..
-        enc = PpsEncoder(preserve=True)
-        # table_bs_type = type(toml.TomlDecoder().get_empty_inline_table())
-        enc.dump_funcs[
-            toml.decoder.InlineTableDict
-        ] = enc.dump_inline_table
-
-        config.write(
-            self.conf,
-            'pps',
-            encoder=enc,
-        )
-
-
-def load_pps_from_ledger(
-
-    brokername: str,
-    acctname: str,
-
-    # post normalization filter on ledger entries to be processed
-    filter_by: Optional[list[dict]] = None,
-
-) -> tuple[
-    dict[str, Transaction],
-    dict[str, Position],
-]:
-    '''
-    Open a ledger file by broker name and account and read in and
-    process any trade records into our normalized ``Transaction`` form
-    and then update the equivalent ``Pptable`` and deliver the two
-    bsuid-mapped dict-sets of the transactions and pps.
-
-    '''
-    with (
-        open_trade_ledger(brokername, acctname) as ledger,
-        open_pps(brokername, acctname) as table,
-    ):
-        if not ledger:
-            # null case, no ledger file with content
-            return {}
-
-        mod = get_brokermod(brokername)
-        src_records: dict[str, Transaction] = mod.norm_trade_records(ledger)
-
-        if filter_by:
-            records = {}
-            bsuids = set(filter_by)
-            for tid, r in src_records.items():
-                if r.bsuid in bsuids:
-                    records[tid] = r
-        else:
-            records = src_records
-
-        updated = table.update_from_trans(records)
-
-    return records, updated
-
-
-# TODO: instead see if we can hack tomli and tomli-w to do the same:
-# - https://github.com/hukkin/tomli
-# - https://github.com/hukkin/tomli-w
-class PpsEncoder(toml.TomlEncoder):
-    '''
-    Special "styled" encoder that makes a ``pps.toml`` redable and
-    compact by putting `.clears` tables inline and everything else
-    flat-ish.
-
-    '''
-    separator = ','
-
-    def dump_list(self, v):
-        '''
-        Dump an inline list with a newline after every element and
-        with consideration for denoted inline table types.
-
-        '''
-        retval = "[\n"
-        for u in v:
-            if isinstance(u, toml.decoder.InlineTableDict):
-                out = self.dump_inline_table(u)
-            else:
-                out = str(self.dump_value(u))
-
-            retval += " " + out + "," + "\n"
-        retval += "]"
-        return retval
-
-    def dump_inline_table(self, section):
-        """Preserve inline table in its compact syntax instead of expanding
-        into subsection.
-        https://github.com/toml-lang/toml#user-content-inline-table
-        """
-        val_list = []
-        for k, v in section.items():
-            # if isinstance(v, toml.decoder.InlineTableDict):
-            if isinstance(v, dict):
-                val = self.dump_inline_table(v)
-            else:
-                val = str(self.dump_value(v))
-
-            val_list.append(k + " = " + val)
-
-        retval = "{ " + ", ".join(val_list) + " }"
-        return retval
-
-    def dump_sections(self, o, sup):
-        retstr = ""
-        if sup != "" and sup[-1] != ".":
-            sup += '.'
-        retdict = self._dict()
-        arraystr = ""
-        for section in o:
-            qsection = str(section)
-            value = o[section]
-
-            if not re.match(r'^[A-Za-z0-9_-]+$', section):
-                qsection = toml.encoder._dump_str(section)
-
-            # arrayoftables = False
-            if (
-                self.preserve
-                and isinstance(value, toml.decoder.InlineTableDict)
-            ):
-                retstr += (
-                    qsection
-                    +
-                    " = "
-                    +
-                    self.dump_inline_table(o[section])
-                    +
-                    '\n'  # only on the final terminating left brace
-                )
-
-            # XXX: this code i'm pretty sure is just blatantly bad
-            # and/or wrong..
-            # if isinstance(o[section], list):
-            #     for a in o[section]:
-            #         if isinstance(a, dict):
-            #             arrayoftables = True
-            # if arrayoftables:
-            #     for a in o[section]:
-            #         arraytabstr = "\n"
-            #         arraystr += "[[" + sup + qsection + "]]\n"
-            #         s, d = self.dump_sections(a, sup + qsection)
-            #         if s:
-            #             if s[0] == "[":
-            #                 arraytabstr += s
-            #             else:
-            #                 arraystr += s
-            #         while d:
-            #             newd = self._dict()
-            #             for dsec in d:
-            #                 s1, d1 = self.dump_sections(d[dsec], sup +
-            #                                             qsection + "." +
-            #                                             dsec)
-            #                 if s1:
-            #                     arraytabstr += ("[" + sup + qsection +
-            #                                     "." + dsec + "]\n")
-            #                     arraytabstr += s1
-            #                 for s1 in d1:
-            #                     newd[dsec + "." + s1] = d1[s1]
-            #             d = newd
-            #         arraystr += arraytabstr
-
-            elif isinstance(value, dict):
-                retdict[qsection] = o[section]
-
-            elif o[section] is not None:
-                retstr += (
-                    qsection
-                    +
-                    " = "
-                    +
-                    str(self.dump_value(o[section]))
-                )
-
-                # if not isinstance(value, dict):
-                if not isinstance(value, toml.decoder.InlineTableDict):
-                    # inline tables should not contain newlines:
-                    # https://toml.io/en/v1.0.0#inline-table
-                    retstr += '\n'
-
-            else:
-                raise ValueError(value)
-
-        retstr += arraystr
-        return (retstr, retdict)
-
-
-@cm
-def open_pps(
-    brokername: str,
-    acctid: str,
-    write_on_exit: bool = True,
-
-) -> PpTable:
-    '''
-    Read out broker-specific position entries from
-    incremental update file: ``pps.toml``.
-
-    '''
-    conf, path = config.load('pps')
-    brokersection = conf.setdefault(brokername, {})
-    pps = brokersection.setdefault(acctid, {})
-
-    # TODO: ideally we can pass in an existing
-    # pps state to this right? such that we
-    # don't have to do a ledger reload all the
-    # time.. a couple ideas I can think of,
-    # - mirror this in some client side actor which
-    #   does the actual ledger updates (say the paper
-    #   engine proc if we decide to always spawn it?),
-    # - do diffs against updates from the ledger writer
-    #   actor and the in-mem state here?
-
-    pp_objs = {}
-    table = PpTable(
-        brokername,
-        acctid,
-        pp_objs,
-        conf=conf,
-    )
-
-    # unmarshal/load ``pps.toml`` config entries into object form
-    # and update `PpTable` obj entries.
-    for fqsn, entry in pps.items():
-        bsuid = entry['bsuid']
-
-        # convert clears sub-tables (only in this form
-        # for toml re-presentation) back into a master table.
-        clears_list = entry['clears']
-
-        # index clears entries in "object" form by tid in a top
-        # level dict instead of a list (as is presented in our
-        # ``pps.toml``).
-        clears = pp_objs.setdefault(bsuid, {})
-
-        # TODO: should be make a ``Struct`` for clear/event entries?
-        # convert "clear events table" from the toml config (list of
-        # a dicts) and load it into object form for use in position
-        # processing of new clear events.
-        trans: list[Transaction] = []
-
-        for clears_table in clears_list:
-            tid = clears_table.pop('tid')
-            dtstr = clears_table['dt']
-            dt = pendulum.parse(dtstr)
-            clears_table['dt'] = dt
-            trans.append(Transaction(
-                fqsn=bsuid,
-                bsuid=bsuid,
-                tid=tid,
-                size=clears_table['size'],
-                price=clears_table['price'],
-                cost=clears_table['cost'],
-                dt=dt,
-            ))
-            clears[tid] = clears_table
-
-        size = entry['size']
-
-        # TODO: remove but, handle old field name for now
-        ppu = entry.get('ppu', entry.get('be_price', 0))
-        split_ratio = entry.get('split_ratio')
-
-        expiry = entry.get('expiry')
-        if expiry:
-            expiry = pendulum.parse(expiry)
-
-        pp = pp_objs[bsuid] = Position(
-            Symbol.from_fqsn(fqsn, info={}),
-            size=size,
-            ppu=ppu,
-            split_ratio=split_ratio,
-            expiry=expiry,
-            bsuid=entry['bsuid'],
-        )
-
-        # XXX: super critical, we need to be sure to include
-        # all pps.toml clears to avoid reusing clears that were
-        # already included in the current incremental update
-        # state, since today's records may have already been
-        # processed!
-        for t in trans:
-            pp.add_clear(t)
-
-        # audit entries loaded from toml
-        pp.ensure_state()
-
-    try:
-        yield table
-    finally:
-        if write_on_exit:
-            table.write_config()
-
-
-if __name__ == '__main__':
-    import sys
-
-    args = sys.argv
-    assert len(args) > 1, 'Specifiy account(s) from `brokers.toml`'
-    args = args[1:]
-    for acctid in args:
-        broker, name = acctid.split('.')
-        trans, updated_pps = load_pps_from_ledger(broker, name)
-        print(
-            f'Processing transactions into pps for {broker}:{acctid}\n'
-            f'{pformat(trans)}\n\n'
-            f'{pformat(updated_pps)}'
-        )

piker/ui/_chart.py

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

piker/ui/_compression.py

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

piker/ui/_display.py

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

piker/ui/_editors.py

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

piker/ui/_event.py

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

piker/ui/_flows.py

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

piker/ui/_forms.py

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

piker/ui/_fsp.py

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

piker/ui/_interaction.py

@@ -221,7 +221,6 @@ async def handle_viewmode_kb_inputs(
             # TODO: show pp config mini-params in status bar widget
             # mode.pp_config.show()
 
-            trigger_type: str = 'dark'
             if (
                 # 's' for "submit" to activate "live" order
                 Qt.Key_S in pressed or
@@ -229,6 +228,9 @@ async def handle_viewmode_kb_inputs(
             ):
                 trigger_type: str = 'live'
 
+            else:
+                trigger_type: str = 'dark'
+
             # order mode trigger "actions"
             if Qt.Key_D in pressed:  # for "damp eet"
                 action = 'sell'
@@ -395,11 +397,8 @@ class ChartView(ViewBox):
 
         '''
         if self._ic is None:
-            try:
             self.chart.pause_all_feeds()
             self._ic = trio.Event()
-            except RuntimeError:
-                pass
 
     def signal_ic(
         self,
@@ -412,12 +411,9 @@ class ChartView(ViewBox):
 
         '''
         if self._ic:
-            try:
             self._ic.set()
             self._ic = None
             self.chart.resume_all_feeds()
-            except RuntimeError:
-                pass
 
     @asynccontextmanager
     async def open_async_input_handler(
@@ -673,10 +669,7 @@ class ChartView(ViewBox):
                 # XXX: WHY
                 ev.accept()
 
-                try:
                 self.start_ic()
-                except RuntimeError:
-                    pass
                 # if self._ic is None:
                 #     self.chart.pause_all_feeds()
                 #     self._ic = trio.Event()
@@ -930,7 +923,6 @@ class ChartView(ViewBox):
                     # XXX: super important to be aware of this.
                     # or not flow.graphics.isVisible()
                 ):
-                    # print(f'skipping {flow.name}')
                     continue
 
                 # pass in no array which will read and render from the last

piker/ui/_lines.py

@@ -421,10 +421,6 @@ class LevelLine(pg.InfiniteLine):
 
         return path
 
-    @property
-    def marker(self) -> LevelMarker:
-        return self._marker
-
     def hoverEvent(self, ev):
         '''
         Mouse hover callback.

piker/ui/_orm.py

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

piker/ui/_overlay.py

@@ -80,8 +80,8 @@ class ComposedGridLayout:
     ``<axis_name>i`` in the layout.
 
     The ``item: PlotItem`` passed to the constructor's grid layout is
-    used verbatim as the "main plot" who's view box is given precedence
-    for input handling. The main plot's axes are removed from its
+    used verbatim as the "main plot" who's view box is give precedence
+    for input handling. The main plot's axes are removed from it's
     layout and placed in the surrounding exterior layouts to allow for
     re-ordering if desired.
 

piker/ui/_pathops.py

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

piker/ui/_position.py

@@ -19,7 +19,6 @@ Position info and display
 
 """
 from __future__ import annotations
-from copy import copy
 from dataclasses import dataclass
 from functools import partial
 from math import floor, copysign
@@ -106,8 +105,8 @@ async def update_pnl_from_feed(
                             # compute and display pnl status
                             order_mode.pane.pnl_label.format(
                                 pnl=copysign(1, size) * pnl(
-                                    # live.ppu,
-                                    order_mode.current_pp.live_pp.ppu,
+                                    # live.avg_price,
+                                    order_mode.current_pp.live_pp.avg_price,
                                     tick['price'],
                                 ),
                             )
@@ -166,29 +165,12 @@ class SettingsPane:
         key: str,
         value: str,
 
-    ) -> None:
-        '''
-        Try to apply some input setting (by the user), revert to previous setting if it fails
-        display new value if applied.
-
-        '''
-        self.apply_setting(key, value)
-        self.update_status_ui(pp=self.order_mode.current_pp)
-
-    def apply_setting(
-        self,
-
-        key: str,
-        value: str,
-
     ) -> bool:
         '''
         Called on any order pane edit field value change.
 
         '''
         mode = self.order_mode
-        tracker = mode.current_pp
-        alloc = tracker.alloc
 
         # an account switch request
         if key == 'account':
@@ -224,28 +206,25 @@ class SettingsPane:
             # load the new account's allocator
             alloc = tracker.alloc
 
+        else:
+            tracker = mode.current_pp
+            alloc = tracker.alloc
+
+        size_unit = alloc.size_unit
+
         # WRITE any settings to current pp's allocator
+        try:
             if key == 'size_unit':
                 # implicit re-write of value if input
                 # is the "text name" of the units.
                 # yah yah, i know this is badd..
                 alloc.size_unit = value
-
-        elif key != 'account':  # numeric fields entry
-            try:
+            else:
                 value = puterize(value)
-            except ValueError as err:
-                log.error(err.args[0])
-                return False
-
                 if key == 'limit':
-                if value <= 0:
-                    log.error('limit must be > 0')
-                    return False
-
                     pp = mode.current_pp.live_pp
 
-                if alloc.size_unit == 'currency':
+                    if size_unit == 'currency':
                         dsize = pp.dsize
                         if dsize > value:
                             log.error(
@@ -267,42 +246,29 @@ class SettingsPane:
 
                 elif key == 'slots':
                     if value <= 0:
-                    # raise ValueError('slots must be > 0')
-                    log.error('limit must be > 0')
-                    return False
-
+                        raise ValueError('slots must be > 0')
                     alloc.slots = int(value)
 
                 else:
                     log.error(f'Unknown setting {key}')
                     raise ValueError
 
-            # don't log account "change" case since it'll be submitted
-            # on every mouse interaction.
             log.info(f'settings change: {key}: {value}')
 
-        # TODO: maybe return a diff of settings so if we can an error we
-        # can have general input handling code to report it through the
-        # UI in some way?
-        return True
-
-    def update_status_ui(
-        self,
-        pp: PositionTracker,
-
-    ) -> None:
-
-        alloc = pp.alloc
-        slots = alloc.slots
-        used = alloc.slots_used(pp.live_pp)
+        except ValueError:
+            log.error(f'Invalid value for `{key}`: {value}')
 
         # READ out settings and update the status UI / settings widgets
-        suffix = {'currency': ' $', 'units': ' u'}[alloc.size_unit]
+        suffix = {'currency': ' $', 'units': ' u'}[size_unit]
         limit = alloc.limit()
 
+        # TODO: a reverse look up from the position to the equivalent
+        # account(s), if none then look to user config for default?
+        self.update_status_ui(pp=tracker)
+
         step_size, currency_per_slot = alloc.step_sizes()
 
-        if alloc.size_unit == 'currency':
+        if size_unit == 'currency':
             step_size = currency_per_slot
 
         self.step_label.format(
@@ -320,7 +286,23 @@ class SettingsPane:
         self.form.fields['limit'].setText(str(limit))
 
         # update of level marker size label based on any new settings
-        pp.update_from_pp()
+        tracker.update_from_pp()
+
+        # TODO: maybe return a diff of settings so if we can an error we
+        # can have general input handling code to report it through the
+        # UI in some way?
+        return True
+
+    def update_status_ui(
+        self,
+
+        pp: PositionTracker,
+
+    ) -> None:
+
+        alloc = pp.alloc
+        slots = alloc.slots
+        used = alloc.slots_used(pp.live_pp)
 
         # calculate proportion of position size limit
         # that exists and display in fill bar
@@ -374,7 +356,7 @@ class SettingsPane:
             # last historical close price
             last = feed.shm.array[-1][['close']][0]
             pnl_value = copysign(1, size) * pnl(
-                tracker.live_pp.ppu,
+                tracker.live_pp.avg_price,
                 last,
             )
 
@@ -458,14 +440,6 @@ def position_line(
     return line
 
 
-_derivs = (
-    'future',
-    'continuous_future',
-    'option',
-    'futures_option',
-)
-
-
 class PositionTracker:
     '''
     Track and display real-time positions for a single symbol
@@ -502,7 +476,7 @@ class PositionTracker:
 
         self.alloc = alloc
         self.startup_pp = startup_pp
-        self.live_pp = copy(startup_pp)
+        self.live_pp = startup_pp.copy()
 
         view = chart.getViewBox()
 
@@ -572,71 +546,31 @@ class PositionTracker:
     def update_from_pp(
         self,
         position: Optional[Position] = None,
-        set_as_startup: bool = False,
 
     ) -> None:
-        '''
-        Update graphics and data from average price and size passed in
-        our EMS ``BrokerdPosition`` msg.
+        '''Update graphics and data from average price and size passed in our
+        EMS ``BrokerdPosition`` msg.
 
         '''
         # live pp updates
         pp = position or self.live_pp
-        if set_as_startup:
-            startup_pp = pp
-        else:
-            startup_pp = self.startup_pp
-        alloc = self.alloc
-
-        # update allocator settings
-        asset_type = pp.symbol.type_key
-
-        # specific configs by asset class / type
-        if asset_type in _derivs:
-            # since it's harder to know how currency "applies" in this case
-            # given leverage properties
-            alloc.size_unit = '# units'
-
-            # set units limit to slots size thus making make the next
-            # entry step 1.0
-            alloc.units_limit = alloc.slots
-
-        else:
-            alloc.size_unit = 'currency'
-
-        # if the current position is already greater then the limit
-        # settings, increase the limit to the current position
-        if alloc.size_unit == 'currency':
-            startup_size = self.startup_pp.size * startup_pp.ppu
-
-            if startup_size > alloc.currency_limit:
-                alloc.currency_limit = round(startup_size, ndigits=2)
-
-        else:
-            startup_size = abs(startup_pp.size)
-
-            if startup_size > alloc.units_limit:
-                alloc.units_limit = startup_size
-
-                if asset_type in _derivs:
-                    alloc.slots = alloc.units_limit
 
         self.update_line(
-            pp.ppu,
+            pp.avg_price,
             pp.size,
             self.chart.linked.symbol.lot_size_digits,
         )
 
         # label updates
         self.size_label.fields['slots_used'] = round(
-            alloc.slots_used(pp), ndigits=1)
+            self.alloc.slots_used(pp), ndigits=1)
         self.size_label.render()
 
         if pp.size == 0:
             self.hide()
 
         else:
-            self._level_marker.level = pp.ppu
+            self._level_marker.level = pp.avg_price
 
             # these updates are critical to avoid lag on view/scene changes
             self._level_marker.update()  # trigger paint

piker/ui/order_mode.py

@@ -27,20 +27,20 @@ import time
 from typing import Optional, Dict, Callable, Any
 import uuid
 
+from pydantic import BaseModel
 import tractor
 import trio
 from PyQt5.QtCore import Qt
 
 from .. import config
-from ..pp import Position
 from ..clearing._client import open_ems, OrderBook
 from ..clearing._allocate import (
     mk_allocator,
+    Position,
 )
 from ._style import _font
 from ..data._source import Symbol
 from ..data.feed import Feed
-from ..data.types import Struct
 from ..log import get_logger
 from ._editors import LineEditor, ArrowEditor
 from ._lines import order_line, LevelLine
@@ -49,23 +49,17 @@ from ._position import (
     SettingsPane,
 )
 from ._forms import FieldsForm
+# from ._label import FormatLabel
 from ._window import MultiStatus
-from ..clearing._messages import (
-    Order,
-    Status,
-    # BrokerdOrder,
-    # BrokerdStatus,
-    BrokerdPosition,
-)
+from ..clearing._messages import Order, BrokerdPosition
 from ._forms import open_form_input_handling
 
 
 log = get_logger(__name__)
 
 
-class Dialog(Struct):
-    '''
-    Trade dialogue meta-data describing the lifetime
+class OrderDialog(BaseModel):
+    '''Trade dialogue meta-data describing the lifetime
     of an order submission to ``emsd`` from a chart.
 
     '''
@@ -78,6 +72,41 @@ class Dialog(Struct):
     msgs: dict[str, dict] = {}
     fills: Dict[str, Any] = {}
 
+    class Config:
+        arbitrary_types_allowed = True
+        underscore_attrs_are_private = False
+
+
+def on_level_change_update_next_order_info(
+
+    level: float,
+
+    # these are all ``partial``-ed in at callback assignment time.
+    line: LevelLine,
+    order: Order,
+    tracker: PositionTracker,
+
+) -> None:
+    '''A callback applied for each level change to the line
+    which will recompute the order size based on allocator
+    settings. this is assigned inside
+    ``OrderMode.line_from_order()``
+
+    '''
+    # NOTE: the ``Order.account`` is set at order stage time
+    # inside ``OrderMode.line_from_order()``.
+    order_info = tracker.alloc.next_order_info(
+        startup_pp=tracker.startup_pp,
+        live_pp=tracker.live_pp,
+        price=level,
+        action=order.action,
+    )
+    line.update_labels(order_info)
+
+    # update bound-in staged order
+    order.price = level
+    order.size = order_info['size']
+
 
 @dataclass
 class OrderMode:
@@ -114,7 +143,7 @@ class OrderMode:
     current_pp: Optional[PositionTracker] = None
     active: bool = False
     name: str = 'order'
-    dialogs: dict[str, Dialog] = field(default_factory=dict)
+    dialogs: dict[str, OrderDialog] = field(default_factory=dict)
 
     _colors = {
         'alert': 'alert_yellow',
@@ -123,45 +152,12 @@ class OrderMode:
     }
     _staged_order: Optional[Order] = None
 
-    def on_level_change_update_next_order_info(
-        self,
-        level: float,
-
-        # these are all ``partial``-ed in at callback assignment time.
-        line: LevelLine,
-        order: Order,
-        tracker: PositionTracker,
-
-    ) -> None:
-        '''
-        A callback applied for each level change to the line
-        which will recompute the order size based on allocator
-        settings. this is assigned inside
-        ``OrderMode.line_from_order()``
-
-        '''
-        # NOTE: the ``Order.account`` is set at order stage time inside
-        # ``OrderMode.line_from_order()`` or is inside ``Order`` msg
-        # field for loaded orders.
-        order_info = tracker.alloc.next_order_info(
-            startup_pp=tracker.startup_pp,
-            live_pp=tracker.live_pp,
-            price=level,
-            action=order.action,
-        )
-        line.update_labels(order_info)
-
-        # update bound-in staged order
-        order.price = level
-        order.size = order_info['size']
-
-        # when an order is changed we flip the settings side-pane to
-        # reflect the corresponding account and pos info.
-        self.pane.on_ui_settings_change('account', order.account)
-
     def line_from_order(
         self,
+
         order: Order,
+        symbol: Symbol,
+
         **line_kwargs,
 
     ) -> LevelLine:
@@ -179,8 +175,8 @@ class OrderMode:
             color=self._colors[order.action],
 
             dotted=True if (
-                order.exec_mode == 'dark'
-                and order.action != 'alert'
+                order.exec_mode == 'dark' and
+                order.action != 'alert'
             ) else False,
 
             **line_kwargs,
@@ -190,12 +186,10 @@ class OrderMode:
         # immediately
         if order.action != 'alert':
             line._on_level_change = partial(
-                self.on_level_change_update_next_order_info,
+                on_level_change_update_next_order_info,
                 line=line,
                 order=order,
-                # use the corresponding position tracker for the
-                # order's account.
-                tracker=self.trackers[order.account],
+                tracker=self.current_pp,
             )
 
         else:
@@ -244,6 +238,8 @@ class OrderMode:
 
         line = self.line_from_order(
             order,
+            symbol,
+
             show_markers=True,
             # just for the stage line to avoid
             # flickering while moving the cursor
@@ -255,6 +251,7 @@ class OrderMode:
             # prevent flickering of marker while moving/tracking cursor
             only_show_markers_on_hover=False,
         )
+
         line = self.lines.stage_line(line)
 
         # hide crosshair y-line and label
@@ -267,26 +264,28 @@ class OrderMode:
 
     def submit_order(
         self,
-        send_msg: bool = True,
-        order: Optional[Order] = None,
 
-    ) -> Dialog:
-        '''
-        Send execution order to EMS return a level line to
+    ) -> OrderDialog:
+        '''Send execution order to EMS return a level line to
         represent the order on a chart.
 
         '''
-        if not order:
         staged = self._staged_order
-            # apply order fields for ems
+        symbol: Symbol = staged.symbol
         oid = str(uuid.uuid4())
-            order = staged.copy()
-            order.oid = oid
 
-        order.symbol = order.symbol.front_fqsn()
+        # format order data for ems
+        fqsn = symbol.front_fqsn()
+        order = staged.copy(
+            update={
+                'symbol': fqsn,
+                'oid': oid,
+            }
+        )
 
         line = self.line_from_order(
             order,
+            symbol,
 
             show_markers=True,
             only_show_markers_on_hover=True,
@@ -304,17 +303,17 @@ class OrderMode:
         # color once the submission ack arrives.
         self.lines.submit_line(
             line=line,
-            uuid=order.oid,
+            uuid=oid,
         )
 
-        dialog = Dialog(
-            uuid=order.oid,
+        dialog = OrderDialog(
+            uuid=oid,
             order=order,
-            symbol=order.symbol,
+            symbol=symbol,
             line=line,
             last_status_close=self.multistatus.open_status(
-                f'submitting {order.exec_mode}-{order.action}',
-                final_msg=f'submitted {order.exec_mode}-{order.action}',
+                f'submitting {self._trigger_type}-{order.action}',
+                final_msg=f'submitted {self._trigger_type}-{order.action}',
                 clear_on_next=True,
             )
         )
@@ -324,21 +323,14 @@ class OrderMode:
 
         # enter submission which will be popped once a response
         # from the EMS is received to move the order to a different# status
-        self.dialogs[order.oid] = dialog
+        self.dialogs[oid] = dialog
 
         # hook up mouse drag handlers
         line._on_drag_start = self.order_line_modify_start
         line._on_drag_end = self.order_line_modify_complete
 
         # send order cmd to ems
-        if send_msg:
         self.book.send(order)
-        else:
-            # just register for control over this order
-            # TODO: some kind of mini-perms system here based on
-            # an out-of-band tagging/auth sub-sys for multiplayer
-            # order control?
-            self.book._sent_orders[order.oid] = order
 
         return dialog
 
@@ -376,7 +368,7 @@ class OrderMode:
         self,
         uuid: str
 
-    ) -> Dialog:
+    ) -> OrderDialog:
         '''
         Order submitted status event handler.
 
@@ -431,7 +423,7 @@ class OrderMode:
         self,
 
         uuid: str,
-        msg: Status,
+        msg: Dict[str, Any],
 
     ) -> None:
 
@@ -455,7 +447,7 @@ class OrderMode:
 
                 # TODO: add in standard fill/exec info that maybe we
                 # pack in a broker independent way?
-                f'{msg.resp}: {msg.req.price}',
+                f'{msg["resp"]}: {msg["trigger_price"]}',
             ],
         )
         log.runtime(result)
@@ -515,7 +507,7 @@ class OrderMode:
                     oid = dialog.uuid
 
                     cancel_status_close = self.multistatus.open_status(
-                        f'cancelling order {oid}',
+                        f'cancelling order {oid[:6]}',
                         group_key=key,
                     )
                     dialog.last_status_close = cancel_status_close
@@ -525,44 +517,6 @@ class OrderMode:
 
         return ids
 
-    def load_unknown_dialog_from_msg(
-        self,
-        msg: Status,
-
-    ) -> Dialog:
-        # NOTE: the `.order` attr **must** be set with the
-        # equivalent order msg in order to be loaded.
-        order = msg.req
-        oid = str(msg.oid)
-        symbol = order.symbol
-
-        # TODO: MEGA UGGG ZONEEEE!
-        src = msg.src
-        if (
-            src
-            and src not in ('dark', 'paperboi')
-            and src not in symbol
-        ):
-            fqsn = symbol + '.' + src
-            brokername = src
-        else:
-            fqsn = symbol
-            *head, brokername = fqsn.rsplit('.')
-
-        # fill out complex fields
-        order.oid = str(order.oid)
-        order.brokers = [brokername]
-        order.symbol = Symbol.from_fqsn(
-            fqsn=fqsn,
-            info={},
-        )
-        dialog = self.submit_order(
-            send_msg=False,
-            order=order,
-        )
-        assert self.dialogs[oid] == dialog
-        return dialog
-
 
 @asynccontextmanager
 async def open_order_mode(
@@ -600,7 +554,6 @@ async def open_order_mode(
             trades_stream,
             position_msgs,
             brokerd_accounts,
-            ems_dialog_msgs,
         ),
         trio.open_nursery() as tn,
 
@@ -624,9 +577,9 @@ async def open_order_mode(
             providers=symbol.brokers
         )
 
-        # XXX: ``brokerd`` delivers a set of account names that it
-        # allows use of but the user also can define the accounts they'd
-        # like to use, in order, in their `brokers.toml` file.
+        # XXX: ``brokerd`` delivers a set of account names that it allows
+        # use of but the user also can define the accounts they'd like
+        # to use, in order, in their `brokers.toml` file.
         accounts = {}
         for name in brokerd_accounts:
             # ensure name is in ``brokers.toml``
@@ -639,6 +592,11 @@ async def open_order_mode(
             iter(accounts.keys())
         ) if accounts else 'paper'
 
+        # NOTE: requires the backend exactly specifies
+        # the expected symbol key in its positions msg.
+        pp_msgs = position_msgs.get(symkey, ())
+        pps_by_account = {msg['account']: msg for msg in pp_msgs}
+
         # update pp trackers with data relayed from ``brokerd``.
         for account_name in accounts:
 
@@ -646,11 +604,12 @@ async def open_order_mode(
             startup_pp = Position(
                 symbol=symbol,
                 size=0,
-                ppu=0,
-
-                # XXX: BLEH, do we care about this on the client side?
-                bsuid=symbol,
+                avg_price=0,
             )
+            msg = pps_by_account.get(account_name)
+            if msg:
+                log.info(f'Loading pp for {symkey}:\n{pformat(msg)}')
+                startup_pp.update_from_msg(msg)
 
             # allocator config
             alloc = mk_allocator(
@@ -685,7 +644,7 @@ async def open_order_mode(
         # setup order mode sidepane widgets
         form: FieldsForm = chart.sidepane
         form.vbox.setSpacing(
-            int((1 + 5 / 8) * _font.px_size)
+            int((1 + 5/8)*_font.px_size)
         )
 
         from ._feedstatus import mk_feed_label
@@ -735,7 +694,7 @@ async def open_order_mode(
         order_pane.order_mode = mode
 
         # select a pp to track
-        tracker: PositionTracker = trackers[pp_account]
+        tracker = trackers[pp_account]
         mode.current_pp = tracker
         tracker.show()
         tracker.hide_info()
@@ -746,6 +705,7 @@ async def open_order_mode(
         # to order sync pane handler
         for key in ('account', 'size_unit',):
             w = form.fields[key]
+
             w.currentTextChanged.connect(
                 partial(
                     order_pane.on_selection_change,
@@ -768,18 +728,6 @@ async def open_order_mode(
         # Begin order-response streaming
         done()
 
-        # Pack position messages by account, should only be one-to-one.
-        # NOTE: requires the backend exactly specifies
-        # the expected symbol key in its positions msg.
-        for (broker, acctid), msgs in position_msgs.items():
-            for msg in msgs:
-                log.info(f'Loading pp for {symkey}:\n{pformat(msg)}')
-                await process_trade_msg(
-                    mode,
-                    book,
-                    msg,
-                )
-
         # start async input handling for chart's view
         async with (
 
@@ -798,61 +746,38 @@ async def open_order_mode(
             # to handle input since the ems connection is ready
             started.set()
 
-            for oid, msg in ems_dialog_msgs.items():
-
-                # HACK ALERT: ensure a resp field is filled out since
-                # techincally the call below expects a ``Status``. TODO:
-                # parse into proper ``Status`` equivalents ems-side?
-                # msg.setdefault('resp', msg['broker_details']['resp'])
-                # msg.setdefault('oid', msg['broker_details']['oid'])
-                msg['brokerd_msg'] = msg
-
-                await process_trade_msg(
-                    mode,
-                    book,
-                    msg,
-                )
-
             tn.start_soon(
                 process_trades_and_update_ui,
-                trades_stream,
+                tn,
+                feed,
                 mode,
+                trades_stream,
                 book,
             )
-
             yield mode
 
 
 async def process_trades_and_update_ui(
 
-    trades_stream: tractor.MsgStream,
+    n: trio.Nursery,
+    feed: Feed,
     mode: OrderMode,
+    trades_stream: tractor.MsgStream,
     book: OrderBook,
 
 ) -> None:
 
+    get_index = mode.chart.get_index
+    global _pnl_tasks
+
     # this is where we receive **back** messages
     # about executions **from** the EMS actor
     async for msg in trades_stream:
-        await process_trade_msg(
-            mode,
-            book,
-            msg,
-        )
 
-
-async def process_trade_msg(
-    mode: OrderMode,
-    book: OrderBook,
-    msg: dict,
-
-) -> tuple[Dialog, Status]:
-
-    get_index = mode.chart.get_index
         fmsg = pformat(msg)
-    log.debug(f'Received order msg:\n{fmsg}')
-    name = msg['name']
+        log.info(f'Received order msg:\n{fmsg}')
 
+        name = msg['name']
         if name in (
             'position',
         ):
@@ -860,14 +785,19 @@ async def process_trade_msg(
             pp_msg_symbol = msg['symbol'].lower()
             fqsn = sym.front_fqsn()
             broker, key = sym.front_feed()
+            # print(
+            #     f'pp msg symbol: {pp_msg_symbol}\n',
+            #     f'fqsn: {fqsn}\n',
+            #     f'front key: {key}\n',
+            # )
+
             if (
-            pp_msg_symbol == fqsn
-            or pp_msg_symbol == fqsn.removesuffix(f'.{broker}')
+                pp_msg_symbol == fqsn.replace(f'.{broker}', '')
             ):
-            log.info(f'{fqsn} matched pp msg: {fmsg}')
                 tracker = mode.trackers[msg['account']]
                 tracker.live_pp.update_from_msg(msg)
-            tracker.update_from_pp(set_as_startup=True)  # status/pane UI
+                # update order pane widgets
+                tracker.update_from_pp()
                 mode.pane.update_status_ui(tracker)
 
                 if tracker.live_pp.size:
@@ -876,107 +806,84 @@ async def process_trade_msg(
 
             # short circuit to next msg to avoid
             # unnecessary msg content lookups
-        return
+            continue
 
-    msg = Status(**msg)
-    resp = msg.resp
-    oid = msg.oid
-    dialog: Dialog = mode.dialogs.get(oid)
+        resp = msg['resp']
+        oid = msg['oid']
 
-    match msg:
-        case Status(resp='dark_open' | 'open'):
+        dialog = mode.dialogs.get(oid)
+        if dialog is None:
+            log.warning(f'received msg for untracked dialog:\n{fmsg}')
+
+            # TODO: enable pure tracking / mirroring of dialogs
+            # is desired.
+            continue
+
+        # record message to dialog tracking
+        dialog.msgs[oid] = msg
+
+        # response to 'action' request (buy/sell)
+        if resp in (
+            'dark_submitted',
+            'broker_submitted'
+        ):
 
-            if dialog is not None:
             # show line label once order is live
             mode.on_submit(oid)
 
-            else:
-                log.warning(
-                    f'received msg for untracked dialog:\n{fmsg}'
-                )
-                assert msg.resp in ('open', 'dark_open'), f'Unknown msg: {msg}'
-
-                sym = mode.chart.linked.symbol
-                fqsn = sym.front_fqsn()
-                order = Order(**msg.req)
-                if (
-                    ((order.symbol + f'.{msg.src}') == fqsn)
-
-                    # a existing dark order for the same symbol
-                    or (
-                        order.symbol == fqsn
-                        and (
-                            msg.src in ('dark', 'paperboi')
-                            or (msg.src in fqsn)
-
-                        )
-                    )
+        # resp to 'cancel' request or error condition
+        # for action request
+        elif resp in (
+            'broker_cancelled',
+            'broker_inactive',
+            'broker_errored',
+            'dark_cancelled'
         ):
-                    msg.req = order
-                    dialog = mode.load_unknown_dialog_from_msg(msg)
-                    mode.on_submit(oid)
-                    # return dialog, msg
-
-        case Status(resp='error'):
             # delete level line from view
             mode.on_cancel(oid)
-            broker_msg = msg.brokerd_msg
-            log.error(
-                f'Order {oid}->{resp} with:\n{pformat(broker_msg)}'
-            )
+            broker_msg = msg['brokerd_msg']
+            log.warning(f'Order {oid} failed with:\n{pformat(broker_msg)}')
 
-        case Status(resp='canceled'):
-            # delete level line from view
-            mode.on_cancel(oid)
-            req = Order(**msg.req)
-            log.cancel(f'Canceled {req.action}:{oid}')
-
-        case Status(
-            resp='triggered',
-            # req=Order(exec_mode='dark')  # TODO:
-            req={'exec_mode': 'dark'},
+        elif resp in (
+            'dark_triggered'
         ):
-            # TODO: UX for a "pending" clear/live order
             log.info(f'Dark order triggered for {fmsg}')
 
-        case Status(
-            resp='triggered',
-            # req=Order(exec_mode='live', action='alert') as req, # TODO
-            req={'exec_mode': 'live', 'action': 'alert'} as req,
+        elif resp in (
+            'alert_triggered'
         ):
             # should only be one "fill" for an alert
             # add a triangle and remove the level line
-            req = Order(**req)
             mode.on_fill(
                 oid,
-                price=req.price,
+                price=msg['trigger_price'],
                 arrow_index=get_index(time.time()),
             )
             mode.lines.remove_line(uuid=oid)
-            msg.req = req
             await mode.on_exec(oid, msg)
 
-        # response to completed 'dialog' for order request
-        case Status(
-            resp='closed',
-            # req=Order() as req,  # TODO
-            req=req,
+        # response to completed 'action' request for buy/sell
+        elif resp in (
+            'broker_executed',
         ):
-            msg.req = Order(**req)
+            # right now this is just triggering a system alert
             await mode.on_exec(oid, msg)
+
+            if msg['brokerd_msg']['remaining'] == 0:
                 mode.lines.remove_line(uuid=oid)
 
         # each clearing tick is responded individually
-        case Status(resp='fill'):
+        elif resp in (
+            'broker_filled',
+        ):
 
-            # handle out-of-piker fills reporting?
             known_order = book._sent_orders.get(oid)
             if not known_order:
                 log.warning(f'order {oid} is unknown')
-                return
+                continue
 
             action = known_order.action
-            details = msg.brokerd_msg
+            details = msg['brokerd_msg']
 
             # TODO: some kinda progress system
             mode.on_fill(
@@ -985,27 +892,9 @@ async def process_trade_msg(
                 pointing='up' if action == 'buy' else 'down',
 
                 # TODO: put the actual exchange timestamp
-                arrow_index=get_index(
-                    # TODO: note currently the ``kraken`` openOrders sub
-                    # doesn't deliver their engine timestamp as part of
-                    # it's schema, so this value is **not** from them
-                    # (see our backend code). We should probably either
-                    # include all provider-engine timestamps in the
-                    # summary 'closed' status msg and/or figure out
-                    # a way to indicate what is a `brokerd` stamp versus
-                    # a true backend one? This will require finagling
-                    # with how each backend tracks/summarizes time
-                    # stamps for the downstream API.
-                    details['broker_time']
-                ),
+                arrow_index=get_index(details['broker_time']),
             )
 
             # TODO: how should we look this up?
             # tracker = mode.trackers[msg['account']]
             # tracker.live_pp.fills.append(msg)
-
-    # record message to dialog tracking
-    if dialog:
-        dialog.msgs[oid] = msg
-
-    return dialog, msg

requirements.txt

@@ -1,13 +1,14 @@
 # we require a pinned dev branch to get some edge features that
 # are often untested in tractor's CI and/or being tested by us
 # first before committing as core features in tractor's base.
--e git+https://github.com/goodboy/tractor.git@reentrant_moc#egg=tractor
+-e git+https://github.com/goodboy/tractor.git@master#egg=tractor
 
 # `pyqtgraph` peeps keep breaking, fixing, improving so might as well
 # pin this to a dev branch that we have more control over especially
 # as more graphics stuff gets hashed out.
 -e git+https://github.com/pikers/pyqtgraph.git@piker_pin#egg=pyqtgraph
 
+
 # our async client for ``marketstore`` (the tsdb)
 -e git+https://github.com/pikers/anyio-marketstore.git@master#egg=anyio-marketstore
 
@@ -17,7 +18,4 @@
 
 
 # ``asyncvnc`` for sending interactions to ib-gw inside docker
--e git+https://github.com/pikers/asyncvnc.git@main#egg=asyncvnc
-
-# ``cryptofeed`` for connecting to various crypto exchanges + custom fixes
--e git+https://github.com/pikers/cryptofeed.git@date_parsing#egg=cryptofeed
+-e git+https://github.com/pikers/asyncvnc.git@vid_passthrough#egg=asyncvnc

setup.py

@@ -41,24 +41,23 @@ setup(
     },
     install_requires=[
         'toml',
-        'tomli',  # fastest pure py reader
         'click',
         'colorlog',
         'attrs',
         'pygments',
         'colorama',  # numba traceback coloring
-        'msgspec',  # performant IPC messaging and structs
+        'pydantic',  # structured data
 
         # async
         'trio',
         'trio-websocket',
+        'msgspec',  # performant IPC messaging
         'async_generator',
 
         # from github currently (see requirements.txt)
         # 'trimeter',  # not released yet..
         # 'tractor',
         # asyncvnc,
-        # 'cryptofeed',
 
         # brokers
         'asks==2.4.8',