piker/brokers/ib/__init__.py

@@ -38,10 +38,7 @@ from .feed import (
     open_symbol_search,
     stream_quotes,
 )
-from .broker import (
+from .broker import trades_dialogue
-    trades_dialogue,
-    norm_trade_records,
-)
 
 __all__ = [
     'get_client',

piker/brokers/ib/api.py

@@ -38,21 +38,15 @@ import time
 from types import SimpleNamespace
 
 
-from bidict import bidict
 import trio
 import tractor
 from tractor import to_asyncio
-import ib_insync as ibis
 from ib_insync.wrapper import RequestError
 from ib_insync.contract import Contract, ContractDetails
 from ib_insync.order import Order
 from ib_insync.ticker import Ticker
-from ib_insync.objects import (
+from ib_insync.objects import Position
-    Position,
+import ib_insync as ibis
-    Fill,
-    Execution,
-    CommissionReport,
-)
 from ib_insync.wrapper import Wrapper
 from ib_insync.client import Client as ib_Client
 import numpy as np
@@ -161,23 +155,30 @@ class NonShittyIB(ibis.IB):
         self.client.apiEnd += self.disconnectedEvent
 
 
+# map of symbols to contract ids
+_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'}),
+}
+
 _futes_venues = (
     'GLOBEX',
     'NYMEX',
     'CME',
     'CMECRYPTO',
-    'COMEX',
-    'CMDTY',  # special name case..
 )
 
 _adhoc_futes_set = {
 
     # equities
     'nq.globex',
-    'mnq.globex',  # micro
+    'mnq.globex',
 
     'es.globex',
-    'mes.globex',  # micro
+    'mes.globex',
 
     # cypto$
     'brr.cmecrypto',
@@ -194,46 +195,20 @@ _adhoc_futes_set = {
     # metals
     'xauusd.cmdty',  # gold spot
     'gc.nymex',
-    'mgc.nymex',  # micro
+    'mgc.nymex',
-
-    # oil & gas
-    'cl.nymex',
 
     'xagusd.cmdty',  # silver spot
     'ni.nymex',  # silver futes
     'qi.comex',  # mini-silver futes
 }
 
-
-# map of symbols to contract ids
-_adhoc_symbol_map = {
-    # https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid%20Info&wlId=IB&conid=69067924
-
-    # NOTE: some cmdtys/metals don't have trade data like gold/usd:
-    # https://groups.io/g/twsapi/message/44174
-    'XAUUSD': ({'conId': 69067924}, {'whatToShow': 'MIDPOINT'}),
-}
-for qsn in _adhoc_futes_set:
-    sym, venue = qsn.split('.')
-    assert venue.upper() in _futes_venues, f'{venue}'
-    _adhoc_symbol_map[sym.upper()] = (
-        {'exchange': venue},
-        {},
-    )
-
-
 # exchanges we don't support at the moment due to not knowing
 # how to do symbol-contract lookup correctly likely due
 # to not having the data feeds subscribed.
 _exch_skip_list = {
-
     'ASX',  # aussie stocks
     'MEXI',  # mexican stocks
-
+    'VALUE',  # no idea
-    # no idea
-    'VALUE',
-    'FUNDSERV',
-    'SWB2',
 }
 
 # https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid%20Info&wlId=IB&conid=69067924
@@ -286,29 +261,27 @@ class Client:
 
         # NOTE: the ib.client here is "throttled" to 45 rps by default
 
-    async def trades(self) -> dict[str, Any]:
+    async def trades(
-        '''
+        self,
-        Return list of trade-fills from current session in ``dict``.
+        # api_only: bool = False,
 
-        '''
+    ) -> dict[str, Any]:
-        fills: list[Fill] = self.ib.fills()
+
-        norm_fills: list[dict] = []
+        # orders = await self.ib.reqCompletedOrdersAsync(
+        #     apiOnly=api_only
+        # )
+        fills = await self.ib.reqExecutionsAsync()
+        norm_fills = []
         for fill in fills:
             fill = fill._asdict()  # namedtuple
-            for key, val in fill.items():
+            for key, val in fill.copy().items():
-                match val:
+                if isinstance(val, Contract):
-                    case Contract() | Execution() | CommissionReport():
+                    fill[key] = asdict(val)
-                        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,
@@ -510,14 +483,6 @@ class Client:
 
         return con
 
-    async def get_con(
-        self,
-        conid: int,
-    ) -> Contract:
-        return await self.ib.qualifyContractsAsync(
-            ibis.Contract(conId=conid)
-        )
-
     async def find_contract(
         self,
         pattern: str,
@@ -588,7 +553,7 @@ class Client:
 
         # commodities
         elif exch == 'CMDTY':  # eg. XAUUSD.CMDTY
-            con_kwargs, bars_kwargs = _adhoc_symbol_map[sym]
+            con_kwargs, bars_kwargs = _adhoc_cmdty_data_map[sym]
             con = ibis.Commodity(**con_kwargs)
             con.bars_kwargs = bars_kwargs
 
@@ -846,23 +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 {}
@@ -1038,7 +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(
@@ -1067,6 +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],
@@ -1089,14 +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(
@@ -1245,13 +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

@@ -217,8 +217,8 @@ async def get_bars(
                 )
 
             elif (
-                err.code == 162 and
+                err.code == 162
-                'HMDS query returned no data' in err.message
+                and 'HMDS query returned no data' in err.message
             ):
                 # XXX: this is now done in the storage mgmt layer
                 # and we shouldn't implicitly decrement the frame dt
@@ -237,13 +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(
@@ -916,17 +909,17 @@ async def open_symbol_search(
                     # trigger async request
                     await trio.sleep(0)
 
-                    # # match against our ad-hoc set immediately
+                    # match against our ad-hoc set immediately
-                    # adhoc_matches = fuzzy.extractBests(
+                    adhoc_matches = fuzzy.extractBests(
-                    #     pattern,
+                        pattern,
-                    #     list(_adhoc_futes_set),
+                        list(_adhoc_futes_set),
-                    #     score_cutoff=90,
+                        score_cutoff=90,
-                    # )
+                    )
-                    # log.info(f'fuzzy matched adhocs: {adhoc_matches}')
+                    log.info(f'fuzzy matched adhocs: {adhoc_matches}')
-                    # adhoc_match_results = {}
+                    adhoc_match_results = {}
-                    # if adhoc_matches:
+                    if adhoc_matches:
-                    #     # TODO: do we need to pull contract details?
+                        # TODO: do we need to pull contract details?
-                    #     adhoc_match_results = {i[0]: {} for i in adhoc_matches}
+                        adhoc_match_results = {i[0]: {} for i in adhoc_matches}
 
                 log.debug(f'fuzzy matching stocks {stock_results}')
                 stock_matches = fuzzy.extractBests(
@@ -935,8 +928,7 @@ async def open_symbol_search(
                     score_cutoff=50,
                 )
 
-                # matches = adhoc_match_results | {
+                matches = adhoc_match_results | {
-                matches = {
                     item[0]: {} for item in stock_matches
                 }
                 # TODO: we used to deliver contract details

piker/clearing/_allocate.py

@@ -23,10 +23,53 @@ from typing import Optional
 
 from bidict import bidict
 from pydantic import BaseModel, validator
-# from msgspec import Struct
 
 from ..data._source import Symbol
-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({
@@ -130,7 +173,7 @@ class Allocator(BaseModel):
             l_sub_pp = self.units_limit - abs_live_size
 
         elif size_unit == 'currency':
-            live_cost_basis = abs_live_size * live_pp.be_price
+            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
 
@@ -162,7 +205,7 @@ class Allocator(BaseModel):
             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.be_price
+                slot_size = currency_per_slot / live_pp.avg_price
 
             else:
                 slot_size = u_per_slot
@@ -201,12 +244,7 @@ class Allocator(BaseModel):
         if order_size < slot_size:
             # compute a fractional slots size to display
             slots_used = self.slots_used(
-                Position(
+                Position(symbol=sym, size=order_size, avg_price=price)
-                    symbol=sym,
-                    size=order_size,
-                    be_price=price,
-                    bsuid=sym,
-                )
             )
 
         return {
@@ -233,8 +271,8 @@ class Allocator(BaseModel):
         abs_pp_size = abs(pp.size)
 
         if self.size_unit == 'currency':
-            # live_currency_size = size or (abs_pp_size * pp.be_price)
+            # live_currency_size = size or (abs_pp_size * pp.avg_price)
-            live_currency_size = abs_pp_size * pp.be_price
+            live_currency_size = abs_pp_size * pp.avg_price
             prop = live_currency_size / self.currency_limit
 
         else:
@@ -304,7 +342,7 @@ def mk_allocator(
     # 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.be_price
+        startup_size = startup_pp.size * startup_pp.avg_price
 
         if startup_size > alloc.currency_limit:
             alloc.currency_limit = round(startup_size, ndigits=2)

piker/clearing/_messages.py

@@ -258,6 +258,6 @@ class BrokerdPosition(BaseModel):
     broker: str
     account: str
     symbol: str
+    currency: str
     size: float
     avg_price: float
-    currency: str = ''

piker/clearing/_paper_engine.py

@@ -31,8 +31,6 @@ import tractor
 from dataclasses import dataclass
 
 from .. import data
-from ..data._source import Symbol
-from ..pp import Position
 from ..data._normalize import iterticks
 from ..data._source import unpack_fqsn
 from ..log import get_logger
@@ -259,14 +257,29 @@ class PaperBoi:
             )
         )
 
-        # delegate update to `.pp.Position.lifo_update()`
+        # "avg position price" calcs
-        pp = Position(
+        # TODO: eventually it'd be nice to have a small set of routines
-            Symbol(key=symbol),
+        # to do this stuff from a sequence of cleared orders to enable
-            size=pp_msg.size,
+        # so called "contextual positions".
-            be_price=pp_msg.avg_price,
+        new_size = size + pp_msg.size
-            bsuid=symbol,
+
-        )
+        # old size minus the new size gives us size differential with
-        pp_msg.size, pp_msg.avg_price = pp.lifo_update(size, price)
+        # +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())
 
@@ -377,8 +390,7 @@ async def handle_order_requests(
             account = request_msg['account']
             if account != 'paper':
                 log.error(
-                    'This is a paper account,'
+                    'This is a paper account, only a `paper` selection is valid'
-                    ' only a `paper` selection is valid'
                 )
                 await ems_order_stream.send(BrokerdError(
                     oid=request_msg['oid'],
@@ -452,7 +464,7 @@ async def trades_dialogue(
         # TODO: load paper positions per broker from .toml config file
         # and pass as symbol to position data mapping: ``dict[str, dict]``
         # await ctx.started(all_positions)
-        await ctx.started(({}, ['paper']))
+        await ctx.started(({}, {'paper',}))
 
         async with (
             ctx.open_stream() as ems_stream,

piker/cli/__init__.py

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

piker/config.py

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

piker/data/_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/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')
@@ -374,8 +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

@@ -1,781 +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 collections import deque
-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,
-)
-
-from msgspec import Struct
-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
-
-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:
-                return toml.dump(ledger, cf)
-
-
-class Transaction(Struct):
-    # 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".
-    be_price: float
-
-    # unique backend symbol id
-    bsuid: str
-
-    # ordered record of known constituent trade messages
-    clears: dict[
-        Union[str, int, Status],  # trade id
-        dict[str, Any],  # transaction history summaries
-    ] = {}
-
-    expiry: Optional[datetime] = None
-
-    def to_dict(self) -> dict:
-        return {
-            f: getattr(self, f)
-            for f in self.__struct_fields__
-        }
-
-    def to_pretoml(self) -> 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 expiry:
-            d['expiry'] = str(expiry)
-
-        clears_list = []
-
-        for tid, data in clears.items():
-            inline_table = toml.TomlDecoder().get_empty_inline_table()
-            inline_table['tid'] = tid
-
-            for k, v in data.items():
-                inline_table[k] = v
-
-            clears_list.append(inline_table)
-
-        d['clears'] = clears_list
-
-        return d
-
-    def update_from_msg(
-        self,
-        msg: BrokerdPosition,
-
-    ) -> None:
-
-        # XXX: better place to do this?
-        symbol = self.symbol
-
-        lot_size_digits = symbol.lot_size_digits
-        be_price, size = (
-            round(
-                msg['avg_price'],
-                ndigits=symbol.tick_size_digits
-            ),
-            round(
-                msg['size'],
-                ndigits=lot_size_digits
-            ),
-        )
-
-        self.be_price = be_price
-        self.size = size
-
-    @property
-    def dsize(self) -> float:
-        '''
-        The "dollar" size of the pp, normally in trading (fiat) unit
-        terms.
-
-        '''
-        return self.be_price * self.size
-
-    def update(
-        self,
-        t: Transaction,
-
-    ) -> None:
-        self.clears[t.tid] = {
-            'cost': t.cost,
-            'price': t.price,
-            'size': t.size,
-            'dt': str(t.dt),
-        }
-
-    def lifo_update(
-        self,
-        size: float,
-        price: float,
-        cost: float = 0,
-
-        # 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.?
-        # dynamic_breakeven_price: bool = False,
-
-    ) -> (float, float):
-        '''
-        Incremental update using a LIFO-style weighted mean.
-
-        '''
-        # "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 = self.size + size
-
-        # old size minus the new size gives us size diff with
-        # +ve -> increase in pp size
-        # -ve -> decrease in pp size
-        size_diff = abs(new_size) - abs(self.size)
-
-        if new_size == 0:
-            self.be_price = 0
-
-        elif size_diff > 0:
-            # XXX: LOFI incremental update:
-            # only update the "average price" when
-            # the size increases not when it decreases (i.e. the
-            # position is being made smaller)
-            self.be_price = (
-                # weight of current exec = (size * price) + cost
-                (abs(size) * price)
-                +
-                (copysign(1, new_size) * cost)  # transaction cost
-                +
-                # weight of existing be price
-                self.be_price * abs(self.size)  # weight of previous pp
-            ) / abs(new_size)  # normalized by the new size: weighted mean.
-
-        self.size = new_size
-
-        return new_size, self.be_price
-
-    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: deque[tuple(str, dict)] = deque()
-
-        # scan for the last "net zero" position by
-        # iterating clears in reverse.
-        for tid, clear in reversed(self.clears.items()):
-            size += clear['size']
-            clears_since_zero.appendleft((tid, clear))
-
-            if size == 0:
-                break
-
-        self.clears = dict(clears_since_zero)
-        return self.clears
-
-
-def update_pps(
-    records: dict[str, Transaction],
-    pps: Optional[dict[str, Position]] = None
-
-) -> dict[str, Position]:
-    '''
-    Compile a set of positions from a trades ledger.
-
-    '''
-    pps: dict[str, Position] = pps or {}
-
-    # lifo update all pps from records
-    for r in records:
-
-        pp = pps.setdefault(
-            r.bsuid,
-
-            # if no existing pp, allocate fresh one.
-            Position(
-                Symbol.from_fqsn(
-                    r.fqsn,
-                    info={},
-                ),
-                size=0.0,
-                be_price=0.0,
-                bsuid=r.bsuid,
-                expiry=r.expiry,
-            )
-        )
-
-        # don't do updates for ledger records we already have
-        # included in the current pps state.
-        if r.tid in pp.clears:
-            # NOTE: likely you'll see repeats of the same
-            # ``Transaction`` passed in here if/when you are restarting
-            # a ``brokerd.ib`` where the API will re-report trades from
-            # the current session, so we need to make sure we don't
-            # "double count" these in pp calculations.
-            continue
-
-        # lifo style "breakeven" price calc
-        pp.lifo_update(
-            r.size,
-            r.price,
-
-            # 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=2*r.cost,
-        )
-
-        # track clearing data
-        pp.update(r)
-
-        assert len(set(pp.clears)) == len(pp.clears)
-
-    return pps
-
-
-def load_pps_from_ledger(
-
-    brokername: str,
-    acctname: str,
-
-    # post normalization filter on ledger entries to be processed
-    filter_by: Optional[list[dict]] = None,
-
-) -> 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 pass these into the position processing routine
-    and deliver the two dict-sets of the active and closed pps.
-
-    '''
-    with open_trade_ledger(
-        brokername,
-        acctname,
-    ) as ledger:
-        if not ledger:
-            # null case, no ledger file with content
-            return {}
-
-    brokermod = get_brokermod(brokername)
-    src_records = brokermod.norm_trade_records(ledger)
-
-    if filter_by:
-        bsuids = set(filter_by)
-        records = list(filter(lambda r: r.bsuid in bsuids, src_records))
-    else:
-        records = src_records
-
-    return update_pps(records)
-
-
-def get_pps(
-    brokername: str,
-    acctids: Optional[set[str]] = set(),
-
-) -> dict[str, dict[str, Position]]:
-    '''
-    Read out broker-specific position entries from
-    incremental update file: ``pps.toml``.
-
-    '''
-    conf, path = config.load(
-        'pps',
-        # load dicts as inlines to preserve compactness
-        # _dict=toml.decoder.InlineTableDict,
-    )
-
-    all_active = {}
-    all_closed = {}
-
-    # try to load any ledgers if no section found
-    bconf, path = config.load('brokers')
-    accounts = bconf[brokername]['accounts']
-    for account in accounts:
-
-        # TODO: instead of this filter we could
-        # always send all known pps but just not audit
-        # them since an active client might not be up?
-        if (
-            acctids and
-            f'{brokername}.{account}' not in acctids
-        ):
-            continue
-
-        active, closed = update_pps_conf(brokername, account)
-        all_active.setdefault(account, {}).update(active)
-        all_closed.setdefault(account, {}).update(closed)
-
-    return all_active, all_closed
-
-
-# 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)
-
-
-def load_pps_from_toml(
-    brokername: str,
-    acctid: str,
-
-    # XXX: there is an edge case here where we may want to either audit
-    # the retrieved ``pps.toml`` output or reprocess it since there was
-    # an error on write on the last attempt to update the state file
-    # even though the ledger *was* updated. For this cases we allow the
-    # caller to pass in a symbol set they'd like to reload from the
-    # underlying ledger to be reprocessed in computing pps state.
-    reload_records: Optional[dict[str, str]] = None,
-    update_from_ledger: bool = False,
-
-) -> tuple[dict, dict[str, Position]]:
-    '''
-    Load and marshal to objects all pps from either an existing
-    ``pps.toml`` config, or from scratch from a ledger file when
-    none yet exists.
-
-    '''
-    conf, path = config.load('pps')
-    brokersection = conf.setdefault(brokername, {})
-    pps = brokersection.setdefault(acctid, {})
-    pp_objs = {}
-
-    # no pps entry yet for this broker/account so parse any available
-    # ledgers to build a brand new pps state.
-    if not pps or update_from_ledger:
-        pp_objs = load_pps_from_ledger(
-            brokername,
-            acctid,
-        )
-
-    # Reload symbol specific ledger entries if requested by the
-    # caller **AND** none exist in the current pps state table.
-    elif (
-        pps and reload_records
-    ):
-        # no pps entry yet for this broker/account so parse
-        # any available ledgers to build a pps state.
-        pp_objs = load_pps_from_ledger(
-            brokername,
-            acctid,
-            filter_by=reload_records,
-        )
-
-    if not pps:
-        log.warning(
-            f'No trade history could be loaded for {brokername}:{acctid}'
-        )
-
-    # unmarshal/load ``pps.toml`` config entries into object form.
-    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 = {}
-        for clears_table in clears_list:
-            tid = clears_table.pop('tid')
-            clears[tid] = clears_table
-
-        size = entry['size']
-
-        # TODO: an audit system for existing pps entries?
-        # if not len(clears) == abs(size):
-        #     pp_objs = load_pps_from_ledger(
-        #         brokername,
-        #         acctid,
-        #         filter_by=reload_records,
-        #     )
-        #     reason = 'size <-> len(clears) mismatch'
-        #     raise ValueError(
-        #         '`pps.toml` entry is invalid:\n'
-        #         f'{fqsn}\n'
-        #         f'{pformat(entry)}'
-        #     )
-
-        expiry = entry.get('expiry')
-        if expiry:
-            expiry = pendulum.parse(expiry)
-
-        pp_objs[bsuid] = Position(
-            Symbol.from_fqsn(fqsn, info={}),
-            size=size,
-            be_price=entry['be_price'],
-            expiry=expiry,
-            bsuid=entry['bsuid'],
-
-            # XXX: super critical, we need to be sure to include
-            # all pps.toml clears to avoid reusing clears that were
-            # already included in the current incremental update
-            # state, since today's records may have already been
-            # processed!
-            clears=clears,
-        )
-
-    return conf, pp_objs
-
-
-def update_pps_conf(
-    brokername: str,
-    acctid: str,
-
-    trade_records: Optional[list[Transaction]] = None,
-    ledger_reload: Optional[dict[str, str]] = None,
-
-) -> tuple[
-    dict[str, Position],
-    dict[str, Position],
-]:
-
-    # this maps `.bsuid` values to positions
-    pp_objs: dict[Union[str, int], Position]
-
-    if trade_records and ledger_reload:
-        for r in trade_records:
-            ledger_reload[r.bsuid] = r.fqsn
-
-    conf, pp_objs = load_pps_from_toml(
-        brokername,
-        acctid,
-        reload_records=ledger_reload,
-    )
-
-    # update all pp objects from any (new) trade records which
-    # were passed in (aka incremental update case).
-    if trade_records:
-        pp_objs = update_pps(
-            trade_records,
-            pps=pp_objs,
-        )
-
-    pp_entries = {}  # dict-serialize all active pps
-    # 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.
-    closed_pp_objs: dict[str, Position] = {}
-
-    for bsuid in list(pp_objs):
-        pp = pp_objs[bsuid]
-        pp.minimize_clears()
-
-        if (
-            pp.size == 0
-
-            # drop time-expired positions (normally derivatives)
-            or (pp.expiry and pp.expiry < now())
-        ):
-            # if expired the position is closed
-            pp.size = 0
-
-            # position is already closed aka "net zero"
-            closed_pp = pp_objs.pop(bsuid, None)
-            if closed_pp:
-                closed_pp_objs[bsuid] = closed_pp
-
-        else:
-            # serialize to pre-toml form
-            asdict = pp.to_pretoml()
-
-            if pp.expiry is None:
-                asdict.pop('expiry', None)
-
-            # 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 = asdict.pop('symbol')
-            fqsn = s.front_fqsn()
-            print(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.rstrip(f'.{brokername}')
-
-            pp_entries[brokerless_key] = asdict
-
-    conf[brokername][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(
-        conf,
-        'pps',
-        encoder=enc,
-    )
-
-    # deliver object form of all pps in table to caller
-    return pp_objs, closed_pp_objs
-
-
-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('.')
-        update_pps_conf(broker, name)

piker/ui/_chart.py

@@ -230,26 +230,25 @@ 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()
-                chart.resume_all_feeds()
 
-                # TODO: we need a check to see if the chart
+            # TODO: we need a check to see if the chart
-                # last had the xlast in view, if so then shift so it's
+            # last had the xlast in view, if so then shift so it's
-                # still in view, if the user was viewing history then
+            # still in view, if the user was viewing history then
-                # do nothing yah?
+            # do nothing yah?
-                chart.default_view()
+            chart.default_view()
 
         self.linkedsplits = linkedsplits
         symbol = linkedsplits.symbol
@@ -761,18 +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():
-            for feed in self._feeds.values():
+            self.linked.godwidget._root_n.start_soon(feed.resume)
-                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():
@@ -869,8 +859,7 @@ class ChartPlotWidget(pg.PlotWidget):
 
     def default_view(
         self,
-        bars_from_y: int = 616,
+        bars_from_y: int = 3000,
-        do_ds: bool = True,
 
     ) -> None:
         '''
@@ -931,11 +920,8 @@ class ChartPlotWidget(pg.PlotWidget):
             max=end,
             padding=0,
         )
-
+        self.view.maybe_downsample_graphics()
-        if do_ds:
+        view._set_yrange()
-            self.view.maybe_downsample_graphics()
-            view._set_yrange()
-
         try:
             self.linked.graphics_cycle()
         except IndexError:
@@ -1269,6 +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(),
@@ -1300,18 +1287,11 @@ class ChartPlotWidget(pg.PlotWidget):
 
             key = round(lbar), round(rbar)
             res = flow.maxmin(*key)
-
+            if res == (None, None):
-            if (
+                log.error(
-                res is None
-            ):
-                log.warning(
                     f"{flow_key} no mxmn for bars_range => {key} !?"
                 )
                 res = 0, 0
-                if not self._on_screen:
-                    self.default_view(do_ds=False)
-                    self._on_screen = True
 
         profiler(f'yrange mxmn: {key} -> {res}')
-        # print(f'{flow_key} yrange mxmn: {key} -> {res}')
         return res

piker/ui/_compression.py

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

piker/ui/_display.py

@@ -105,10 +105,6 @@ def chart_maxmin(
     mn, mx = out
 
     mx_vlm_in_view = 0
-
-    # TODO: we need to NOT call this to avoid a manual
-    # np.max/min trigger and especially on the vlm_chart
-    # flows which aren't shown.. like vlm?
     if vlm_chart:
         out = vlm_chart.maxmin()
         if out:
@@ -226,9 +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,
@@ -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
 
@@ -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,
             )
 

piker/ui/_flows.py

@@ -337,7 +337,6 @@ class Flow(msgspec.Struct):  # , frozen=True):
     name: str
     plot: pg.PlotItem
     graphics: Union[Curve, BarItems]
-    yrange: tuple[float, float] = None
 
     # in some cases a flow may want to change its
     # graphical "type" or, "form" when downsampling,
@@ -387,11 +386,10 @@ class Flow(msgspec.Struct):  # , frozen=True):
         lbar: int,
         rbar: int,
 
-    ) -> Optional[tuple[float, float]]:
+    ) -> tuple[float, float]:
         '''
         Compute the cached max and min y-range values for a given
-        x-range determined by ``lbar`` and ``rbar`` or ``None``
+        x-range determined by ``lbar`` and ``rbar``.
-        if no range can be determined (yet).
 
         '''
         rkey = (lbar, rbar)
@@ -401,44 +399,40 @@ class Flow(msgspec.Struct):  # , frozen=True):
 
         shm = self.shm
         if shm is None:
-            return None
+            mxmn = None
 
-        arr = shm.array
+        else:  # new block for profiling?..
+            arr = shm.array
 
-        # build relative indexes into shm array
+            # build relative indexes into shm array
-        # TODO: should we just add/use a method
+            # TODO: should we just add/use a method
-        # on the shm to do this?
+            # on the shm to do this?
-        ifirst = arr[0]['index']
+            ifirst = arr[0]['index']
-        slice_view = arr[
+            slice_view = arr[
-            lbar - ifirst:
+                lbar - ifirst:
-            (rbar - ifirst) + 1
+                (rbar - ifirst) + 1
-        ]
+            ]
 
-        if not slice_view.size:
+            if not slice_view.size:
-            return None
+                mxmn = None
-
-        elif self.yrange:
-            mxmn = self.yrange
-            # print(f'{self.name} M4 maxmin: {mxmn}')
-
-        else:
-            if self.is_ohlc:
-                ylow = np.min(slice_view['low'])
-                yhigh = np.max(slice_view['high'])
 
             else:
-                view = slice_view[self.name]
+                if self.is_ohlc:
-                ylow = np.min(view)
+                    ylow = np.min(slice_view['low'])
-                yhigh = np.max(view)
+                    yhigh = np.max(slice_view['high'])
 
-            mxmn = ylow, yhigh
+                else:
-            # print(f'{self.name} MANUAL maxmin: {mxmin}')
+                    view = slice_view[self.name]
+                    ylow = np.min(view)
+                    yhigh = np.max(view)
 
-        # cache result for input range
+                mxmn = ylow, yhigh
-        assert mxmn
-        self._mxmns[rkey] = mxmn
 
-        return mxmn
+            if mxmn is not None:
+                # cache new mxmn result
+                self._mxmns[rkey] = mxmn
+
+            return mxmn
 
     def view_range(self) -> tuple[int, int]:
         '''
@@ -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/_fsp.py

@@ -639,25 +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)
@@ -781,7 +776,6 @@ async def open_vlm_displays(
 
             ) -> None:
                 for name in names:
-
                     if 'dark' in name:
                         color = dark_vlm_color
                     elif 'rate' in name:

piker/ui/_interaction.py

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

piker/ui/_pathops.py

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

piker/ui/_position.py

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

@@ -33,10 +33,10 @@ 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
@@ -59,8 +59,7 @@ log = get_logger(__name__)
 
 
 class OrderDialog(BaseModel):
-    '''
+    '''Trade dialogue meta-data describing the lifetime
-    Trade dialogue meta-data describing the lifetime
     of an order submission to ``emsd`` from a chart.
 
     '''
@@ -88,8 +87,7 @@ def on_level_change_update_next_order_info(
     tracker: PositionTracker,
 
 ) -> None:
-    '''
+    '''A callback applied for each level change to the line
-    A callback applied for each level change to the line
     which will recompute the order size based on allocator
     settings. this is assigned inside
     ``OrderMode.line_from_order()``
@@ -606,10 +604,7 @@ async def open_order_mode(
             startup_pp = Position(
                 symbol=symbol,
                 size=0,
-                be_price=0,
+                avg_price=0,
-
-                # XXX: BLEH, do we care about this on the client side?
-                bsuid=symbol,
             )
             msg = pps_by_account.get(account_name)
             if msg:

setup.py

@@ -41,7 +41,6 @@ setup(
     },
     install_requires=[
         'toml',
-        'tomli',  # fastest pure py reader
         'click',
         'colorlog',
         'attrs',