Add `.log.mk_repr()` to create `reprlib.Repr`s

- `get_timestamp_int`: added this is the hack, so we can aboid use the custom deribit date format.

- `get_currencies`: added so we could get all deribit's available currencies.

- Also a couple of format fixes.

piker/brokers/__init__.py

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

piker/brokers/deribit/__init__.py

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

piker/brokers/deribit/feed.py

@@ -18,38 +18,59 @@
 Deribit backend.
 
 '''
+from __future__ import annotations
 from contextlib import asynccontextmanager as acm
 from datetime import datetime
-from typing import Any, Optional, Callable
+from typing import (
+    # Any,
+    # Optional,
+    Callable,
+)
+# from pprint import pformat
 import time
 
+import cryptofeed
 import trio
 from trio_typing import TaskStatus
-import pendulum
-from rapidfuzz import process as fuzzy
+from pendulum import (
+    from_timestamp,
+)
 import numpy as np
 import tractor
 
-from piker.brokers import open_cached_client
-from piker.log import get_logger, get_console_log
-from piker.data import ShmArray
-from piker.brokers._util import (
-    BrokerError,
+from piker.accounting import (
+    Asset,
+    MktPair,
+    unpack_fqme,
+)
+from piker.brokers import (
+    open_cached_client,
+    NoData,
     DataUnavailable,
 )
-
-from cryptofeed import FeedHandler
-from cryptofeed.defines import (
-    DERIBIT, L1_BOOK, TRADES, OPTION, CALL, PUT
+from piker._cacheables import (
+    async_lifo_cache,
 )
-from cryptofeed.symbols import Symbol
+from piker.log import (
+    get_logger,
+    mk_repr,
+)
+from piker.data.validate import FeedInit
+
 
 from .api import (
-    Client, Trade,
-    get_config,
-    str_to_cb_sym, piker_sym_to_cb_sym, cb_sym_to_deribit_inst,
+    Client,
+    # get_config,
+    piker_sym_to_cb_sym,
+    cb_sym_to_deribit_inst,
+    str_to_cb_sym,
     maybe_open_price_feed
 )
+from .venues import (
+    Pair,
+    OptionPair,
+    Trade,
+)
 
 _spawn_kwargs = {
     'infect_asyncio': True,
@@ -64,90 +85,215 @@ async def open_history_client(
     mkt: MktPair,
 ) -> tuple[Callable, int]:
 
-    fnstrument: str = mkt.bs_fqme
     # TODO implement history getter for the new storage layer.
     async with open_cached_client('deribit') as client:
 
+        pair: OptionPair = client._pairs[mkt.dst.name]
+        # XXX NOTE, the cuckers use ms !!!
+        creation_time_s: int = pair.creation_timestamp/1000
+
         async def get_ohlc(
-            end_dt: Optional[datetime] = None,
-            start_dt: Optional[datetime] = None,
+            timeframe: float,
+            end_dt: datetime | None = None,
+            start_dt: datetime | None = None,
 
         ) -> tuple[
             np.ndarray,
             datetime,  # start
             datetime,  # end
         ]:
+            if timeframe != 60:
+                raise DataUnavailable('Only 1m bars are supported')
 
-            array = await client.bars(
-                instrument,
+            array: np.ndarray = await client.bars(
+                mkt,
                 start_dt=start_dt,
                 end_dt=end_dt,
             )
             if len(array) == 0:
-                raise DataUnavailable
+                if (
+                    end_dt is None
+                ):
+                    raise DataUnavailable(
+                        'No history seems to exist yet?\n\n'
+                        f'{mkt}'
+                    )
+                elif (
+                    end_dt
+                    and
+                    end_dt.timestamp() < creation_time_s
+                ):
+                    # the contract can't have history
+                    # before it was created.
+                    pair_type_str: str = type(pair).__name__
+                    create_dt: datetime = from_timestamp(creation_time_s)
+                    raise DataUnavailable(
+                        f'No history prior to\n'
+                        f'`{pair_type_str}.creation_timestamp: int = '
+                        f'{pair.creation_timestamp}\n\n'
+                        f'------ deribit sux ------\n'
+                        f'WHICH IN "NORMAL PEOPLE WHO USE EPOCH TIME" form is,\n'
+                        f'creation_time_s: {creation_time_s}\n'
+                        f'create_dt: {create_dt}\n'
+                    )
+                raise NoData(
+                    f'No frame for {start_dt} -> {end_dt}\n'
+                )
 
-            start_dt = pendulum.from_timestamp(array[0]['time'])
-            end_dt = pendulum.from_timestamp(array[-1]['time'])
+            start_dt = from_timestamp(array[0]['time'])
+            end_dt = from_timestamp(array[-1]['time'])
+
+            times = array['time']
+            if not times.any():
+                raise ValueError(
+                    'Bad frame with null-times?\n\n'
+                    f'{times}'
+                )
+
+            if end_dt is None:
+                inow: int = round(time.time())
+                if (inow - times[-1]) > 60:
+                    await tractor.pause()
 
             return array, start_dt, end_dt
 
-        yield get_ohlc, {'erlangs': 3, 'rate': 3}
+        yield (
+            get_ohlc,
+            {  # backfill config
+                'erlangs': 3,
+                'rate': 3,
+            }
+        )
+
+
+@async_lifo_cache()
+async def get_mkt_info(
+    fqme: str,
+
+) -> tuple[MktPair, Pair|OptionPair] | None:
+
+    # uppercase since kraken bs_mktid is always upper
+    if 'deribit' not in fqme.lower():
+        fqme += '.deribit'
+
+    mkt_mode: str = ''
+    broker, mkt_ep, venue, expiry = unpack_fqme(fqme)
+
+    # NOTE: we always upper case all tokens to be consistent with
+    # binance's symbology style for pairs, like `BTCUSDT`, but in
+    # theory we could also just keep things lower case; as long as
+    # we're consistent and the symcache matches whatever this func
+    # returns, always!
+    expiry: str = expiry.upper()
+    venue: str = venue.upper()
+    # venue_lower: str = venue.lower()
+
+    mkt_mode: str = 'option'
+
+    async with open_cached_client(
+        'deribit',
+    ) as client:
+
+        assets: dict[str, Asset] = await client.get_assets()
+        pair_str: str = mkt_ep.lower()
+
+        pair: Pair = await client.exch_info(
+            sym=pair_str,
+        )
+        mkt_mode = pair.venue
+        client.mkt_mode = mkt_mode
+
+        dst: Asset | None = assets.get(pair.bs_dst_asset)
+        src: Asset | None = assets.get(pair.bs_src_asset)
+
+        mkt = MktPair(
+            dst=dst,
+            src=src,
+            price_tick=pair.price_tick,
+            size_tick=pair.size_tick,
+            bs_mktid=pair.symbol,
+            venue=mkt_mode,
+            broker='deribit',
+            _atype=mkt_mode,
+            _fqme_without_src=True,
+
+            # expiry=pair.expiry,
+            # XXX TODO, currently we don't use it since it's
+            # already "described" in the `OptionPair.symbol: str`
+            # and if we slap in the ISO repr it's kinda hideous..
+            # -[ ] figure out the best either std
+        )
+        return mkt, pair
 
 
 async def stream_quotes(
-
     send_chan: trio.abc.SendChannel,
     symbols: list[str],
     feed_is_live: trio.Event,
-    loglevel: str = None,
 
     # startup sync
     task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
 
 ) -> None:
-    # XXX: required to propagate ``tractor`` loglevel to piker logging
-    get_console_log(loglevel or tractor.current_actor().loglevel)
+    '''
+    Open a live quote stream for the market set defined by `symbols`.
 
-    sym = symbols[0]
+    Internally this starts a `cryptofeed.FeedHandler` inside an `asyncio`-side
+    task and relays through L1 and `Trade` msgs here to our `trio.Task`.
+
+    '''
+    sym = symbols[0].split('.')[0]
+    init_msgs: list[FeedInit] = []
+
+    # multiline nested `dict` formatter (since rn quote-msgs are
+    # just that).
+    pfmt: Callable[[str], str] = mk_repr(
+        # so we can see `deribit`'s delightfully mega-long bs fields..
+        maxstring=100,
+    )
 
     async with (
         open_cached_client('deribit') as client,
         send_chan as send_chan
     ):
+        mkt: MktPair
+        pair: Pair
+        mkt, pair = await get_mkt_info(sym)
 
-        init_msgs = {
-            # pass back token, and bool, signalling if we're the writer
-            # and that history has been written
-            sym: {
-                'symbol_info': {
-                    'asset_type': 'option',
-                    'price_tick_size': 0.0005
-                },
-                'shm_write_opts': {'sum_tick_vml': False},
-                'fqsn': sym,
-            },
-        }
+        # build out init msgs according to latest spec
+        init_msgs.append(
+            FeedInit(
+                mkt_info=mkt,
+            )
+        )
+        # build `cryptofeed` feed-handle
+        cf_sym: cryptofeed.Symbol = piker_sym_to_cb_sym(sym)
 
-        nsym = piker_sym_to_cb_sym(sym)
+        from_cf: tractor.to_asyncio.LinkedTaskChannel
+        async with maybe_open_price_feed(sym) as from_cf:
 
-        async with maybe_open_price_feed(sym) as stream:
+            # load the "last trades" summary
+            last_trades_res: cryptofeed.LastTradesResult = await client.last_trades(
+                cb_sym_to_deribit_inst(cf_sym),
+                count=1,
+            )
+            last_trades: list[Trade] = last_trades_res.trades
 
-            cache = await client.cache_symbols()
+            # TODO, do we even need this or will the above always
+            # work?
+            # if not last_trades:
+            #     await tractor.pause()
+            #     async for typ, quote in from_cf:
+            #         if typ == 'trade':
+            #             last_trade = Trade(**(quote['data']))
+            #             break
 
-            last_trades = (await client.last_trades(
-                cb_sym_to_deribit_inst(nsym), count=1)).trades
+            # else:
+            last_trade = Trade(
+                **(last_trades[0])
+            )
 
-            if len(last_trades) == 0:
-                last_trade = None
-                async for typ, quote in stream:
-                    if typ == 'trade':
-                        last_trade = Trade(**(quote['data']))
-                        break
-
-            else:
-                last_trade = Trade(**(last_trades[0]))
-
-            first_quote = {
+            first_quote: dict = {
                 'symbol': sym,
                 'last': last_trade.price,
                 'brokerd_ts': last_trade.timestamp,
@@ -158,13 +304,84 @@ async def stream_quotes(
                     'broker_ts': last_trade.timestamp
                 }]
             }
-            task_status.started((init_msgs,  first_quote))
+            task_status.started((
+                init_msgs,
+                first_quote,
+            ))
 
             feed_is_live.set()
 
-            async for typ, quote in stream:
-                topic = quote['symbol']
-                await send_chan.send({topic: quote})
+            # NOTE XXX, static for now!
+            # => since this only handles ONE mkt feed at a time we
+            # don't need a lookup table to map interleaved quotes
+            # from multiple possible mkt-pairs
+            topic: str = mkt.bs_fqme
+
+            # deliver until cancelled
+            async for typ, ref in from_cf:
+                match typ:
+                    case 'trade':
+                        trade: cryptofeed.types.Trade = ref
+
+                        # TODO, re-impl this according to teh ideal
+                        # fqme for opts that we choose!!
+                        bs_fqme: str = cb_sym_to_deribit_inst(
+                            str_to_cb_sym(trade.symbol)
+                        ).lower()
+
+                        piker_quote: dict = {
+                            'symbol': bs_fqme,
+                            'last': trade.price,
+                            'broker_ts': time.time(),
+                            # ^TODO, name this `brokerd/datad_ts` and
+                            # use `time.time_ns()` ??
+                            'ticks': [{
+                                'type': 'trade',
+                                'price': float(trade.price),
+                                'size': float(trade.amount),
+                                'broker_ts': trade.timestamp,
+                            }],
+                        }
+                        log.info(
+                            f'deribit {typ!r} quote for {sym!r}\n\n'
+                            f'{trade}\n\n'
+                            f'{pfmt(piker_quote)}\n'
+                        )
+
+                    case 'l1':
+                        book: cryptofeed.types.L1Book = ref
+
+                        # TODO, so this is where we can possibly change things
+                        # and instead lever the `MktPair.bs_fqme: str` output?
+                        bs_fqme: str = cb_sym_to_deribit_inst(
+                            str_to_cb_sym(book.symbol)
+                        ).lower()
+
+                        piker_quote: dict = {
+                            'symbol': bs_fqme,
+                            'ticks': [
+
+                                {'type': 'bid',
+                                 'price': float(book.bid_price),
+                                 'size': float(book.bid_size)},
+
+                                {'type': 'bsize',
+                                 'price': float(book.bid_price),
+                                 'size': float(book.bid_size),},
+
+                                {'type': 'ask',
+                                 'price': float(book.ask_price),
+                                 'size': float(book.ask_size),},
+
+                                {'type': 'asize',
+                                 'price': float(book.ask_price),
+                                 'size': float(book.ask_size),}
+                            ]
+                        }
+
+                await send_chan.send({
+                    topic: piker_quote,
+                })
 
 
 @tractor.context
@@ -174,12 +391,21 @@ async def open_symbol_search(
     async with open_cached_client('deribit') as client:
 
         # load all symbols locally for fast search
-        cache = await client.cache_symbols()
+        # cache = client._pairs
         await ctx.started()
 
         async with ctx.open_stream() as stream:
-
+            pattern: str
             async for pattern in stream:
-                # repack in dict form
-                await stream.send(
-                    await client.search_symbols(pattern))
+
+                # NOTE: pattern fuzzy-matching is done within
+                # the methd impl.
+                pairs: dict[str, Pair] = await client.search_symbols(
+                    pattern,
+                )
+                # repack in fqme-keyed table
+                byfqme: dict[str, Pair] = {}
+                for pair in pairs.values():
+                    byfqme[pair.bs_fqme] = pair
+
+                await stream.send(byfqme)

piker/brokers/deribit/venues.py

@@ -0,0 +1,196 @@
+# piker: trading gear for hackers
+# Copyright (C) Tyler Goodlet (in stewardship for pikers)
+
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU Affero General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU Affero General Public License for more details.
+
+# You should have received a copy of the GNU Affero General Public License
+# along with this program.  If not, see <https://www.gnu.org/licenses/>.
+
+"""
+Per market data-type definitions and schemas types.
+
+"""
+from __future__ import annotations
+import pendulum
+from typing import (
+    Literal,
+    Optional,
+)
+from decimal import Decimal
+
+from piker.types import Struct
+
+
+# API endpoint paths by venue / sub-API
+_domain: str = 'deribit.com'
+_url = f'https://www.{_domain}'
+
+# WEBsocketz
+_ws_url: str = f'wss://www.{_domain}/ws/api/v2'
+
+# test nets
+_testnet_ws_url: str = f'wss://test.{_domain}/ws/api/v2'
+
+MarketType = Literal[
+    'option'
+]
+
+
+def get_api_eps(venue: MarketType) -> tuple[str, str]:
+    '''
+    Return API ep root paths per venue.
+
+    '''
+    return {
+        'option': (
+            _ws_url,
+        ),
+    }[venue]
+
+
+class Pair(Struct, frozen=True, kw_only=True):
+
+    symbol: str
+
+    # src
+    quote_currency: str # 'BTC'
+
+    # dst
+    base_currency: str # "BTC",
+
+    tick_size: float # 0.0001 # [{'above_price': 0.005, 'tick_size': 0.0005}]
+    tick_size_steps: list[dict[str, float]] 
+
+    @property
+    def price_tick(self) -> Decimal:
+        return Decimal(str(self.tick_size_steps[0]['above_price']))
+
+    @property
+    def size_tick(self) -> Decimal:
+        return Decimal(str(self.tick_size))
+
+    @property
+    def bs_fqme(self) -> str:
+        return f'{self.symbol}'
+
+    @property
+    def bs_mktid(self) -> str:
+        return f'{self.symbol}.{self.venue}'
+
+
+class OptionPair(Pair, frozen=True):
+
+    taker_commission: float # 0.0003
+    strike: float # 5000.0
+    settlement_period: str # 'day'
+    settlement_currency: str # "BTC",
+    rfq: bool # false
+    price_index: str # 'btc_usd'
+    option_type: str # 'call'
+    min_trade_amount: float # 0.1
+    maker_commission: float # 0.0003
+    kind: str # 'option'
+    is_active: bool # true
+    instrument_type: str # 'reversed'
+    instrument_name: str # 'BTC-1SEP24-55000-C'
+    instrument_id: int # 364671
+    expiration_timestamp: int # 1725177600000
+    creation_timestamp: int # 1724918461000
+    counter_currency: str # 'USD' 
+    contract_size: float # '1.0'
+    block_trade_tick_size: float # '0.0001'
+    block_trade_min_trade_amount: int # '25'
+    block_trade_commission: float # '0.003'
+
+    # NOTE: see `.data._symcache.SymbologyCache.load()` for why
+    ns_path: str = 'piker.brokers.deribit:OptionPair'
+
+    # TODO, impl this without the MM:SS part of
+    # the `'THH:MM:SS..'` etc..
+    @property
+    def expiry(self) -> str:
+        iso_date = pendulum.from_timestamp(
+            self.expiration_timestamp / 1000
+        ).isoformat()
+        return iso_date 
+
+    @property
+    def venue(self) -> str:
+        return f'{self.instrument_type}_option'
+
+    @property
+    def bs_fqme(self) -> str:
+        return f'{self.symbol}'
+
+    @property
+    def bs_src_asset(self) -> str:
+        return f'{self.quote_currency}'
+
+    @property
+    def bs_dst_asset(self) -> str:
+        return f'{self.symbol}'
+
+
+PAIRTYPES: dict[MarketType, Pair] = {
+    'option': OptionPair,
+}
+
+
+class JSONRPCResult(Struct):
+    id: int
+    usIn: int
+    usOut: int
+    usDiff: int
+    testnet: bool
+    jsonrpc: str = '2.0'
+    error: Optional[dict] = None
+    result: Optional[list[dict]] = None
+
+
+class JSONRPCChannel(Struct):
+    method: str
+    params: dict
+    jsonrpc: str = '2.0'
+
+
+class KLinesResult(Struct):
+    low: list[float]
+    cost: list[float]
+    high: list[float]
+    open: list[float]
+    close: list[float]
+    ticks: list[int]
+    status: str
+    volume: list[float]
+
+
+class Trade(Struct):
+    iv: float
+    price: float
+    amount: float
+    trade_id: str
+    contracts: float
+    direction: str
+    trade_seq: int
+    timestamp: int
+    mark_price: float
+    index_price: float
+    tick_direction: int
+    instrument_name: str
+    combo_id: Optional[str] = '',
+    combo_trade_id: Optional[int] = 0,
+    block_trade_id: Optional[str] = '',
+    block_trade_leg_count: Optional[int] = 0,
+
+
+class LastTradesResult(Struct):
+    trades: list[Trade]
+    has_more: bool

piker/clearing/_client.py

@@ -168,6 +168,7 @@ class OrderClient(Struct):
 
 
 async def relay_orders_from_sync_code(
+
     client: OrderClient,
     symbol_key: str,
     to_ems_stream: tractor.MsgStream,
@@ -241,11 +242,6 @@ async def open_ems(
 
     async with maybe_open_emsd(
         broker,
-        # XXX NOTE, LOL so this determines the daemon `emsd` loglevel
-        # then FYI.. that's kinda wrong no?
-        # -[ ] shouldn't it be set by `pikerd -l` or no?
-        # -[ ] would make a lot more sense to have a subsys ctl for
-        #     levels.. like `-l emsd.info` or something?
         loglevel=loglevel,
     ) as portal:
 

piker/clearing/_ems.py

@@ -653,11 +653,7 @@ class Router(Struct):
             flume = feed.flumes[fqme]
             first_quote: dict = flume.first_quote
             book: DarkBook = self.get_dark_book(broker)
-
-            if not (last := first_quote.get('last')):
-                last: float = flume.rt_shm.array[-1]['close']
-
-            book.lasts[fqme]: float = float(last)
+            book.lasts[fqme]: float = float(first_quote['last'])
 
             async with self.maybe_open_brokerd_dialog(
                 brokermod=brokermod,
@@ -720,7 +716,7 @@ class Router(Struct):
             subs = self.subscribers[sub_key]
 
         sent_some: bool = False
-        for client_stream in subs.copy():
+        for client_stream in subs:
             try:
                 await client_stream.send(msg)
                 sent_some = True
@@ -1014,14 +1010,10 @@ async def translate_and_relay_brokerd_events(
                 status_msg.brokerd_msg = msg
                 status_msg.src = msg.broker_details['name']
 
-                if not status_msg.req:
-                    # likely some order change state?
-                    await tractor.pause()
-                else:
-                    await router.client_broadcast(
-                        status_msg.req.symbol,
-                        status_msg,
-                    )
+                await router.client_broadcast(
+                    status_msg.req.symbol,
+                    status_msg,
+                )
 
                 if status == 'closed':
                     log.info(f'Execution for {oid} is complete!')

piker/clearing/_paper_engine.py

@@ -297,8 +297,6 @@ class PaperBoi(Struct):
 
         # transmit pp msg to ems
         pp: Position = self.acnt.pps[bs_mktid]
-        # TODO, this will break if `require_only=True` was passed to
-        # `.update_from_ledger()`
 
         pp_msg = BrokerdPosition(
             broker=self.broker,

piker/clearing/_util.py

@@ -30,7 +30,6 @@ subsys: str = 'piker.clearing'
 
 log = get_logger(subsys)
 
-# TODO, oof doesn't this ignore the `loglevel` then???
 get_console_log = partial(
     get_console_log,
     name=subsys,

piker/data/_sampling.py

@@ -95,12 +95,6 @@ class Sampler:
     # history loading.
     incr_task_cs: trio.CancelScope | None = None
 
-    bcast_errors: tuple[Exception] = (
-        trio.BrokenResourceError,
-        trio.ClosedResourceError,
-        trio.EndOfChannel,
-    )
-
     # holds all the ``tractor.Context`` remote subscriptions for
     # a particular sample period increment event: all subscribers are
     # notified on a step.
@@ -264,15 +258,14 @@ class Sampler:
         subs: set
         last_ts, subs = pair
 
-        # NOTE, for debugging pub-sub issues
-        # task = trio.lowlevel.current_task()
-        # log.debug(
-        #     f'AlL-SUBS@{period_s!r}: {self.subscribers}\n'
-        #     f'PAIR: {pair}\n'
-        #     f'TASK: {task}: {id(task)}\n'
-        #     f'broadcasting {period_s} -> {last_ts}\n'
-        #     f'consumers: {subs}'
-        # )
+        task = trio.lowlevel.current_task()
+        log.debug(
+            f'SUBS {self.subscribers}\n'
+            f'PAIR {pair}\n'
+            f'TASK: {task}: {id(task)}\n'
+            f'broadcasting {period_s} -> {last_ts}\n'
+            # f'consumers: {subs}'
+        )
         borked: set[MsgStream] = set()
         sent: set[MsgStream] = set()
         while True:
@@ -289,11 +282,12 @@ class Sampler:
                         await stream.send(msg)
                         sent.add(stream)
 
-                    except self.bcast_errors as err:
+                    except (
+                        trio.BrokenResourceError,
+                        trio.ClosedResourceError
+                    ):
                         log.error(
-                            f'Connection dropped for IPC ctx\n'
-                            f'{stream._ctx}\n\n'
-                            f'Due to {type(err)}'
+                            f'{stream._ctx.chan.uid} dropped connection'
                         )
                         borked.add(stream)
                 else:
@@ -400,8 +394,7 @@ async def register_with_sampler(
                 finally:
                     if (
                         sub_for_broadcasts
-                        and
-                        subs
+                        and subs
                     ):
                         try:
                             subs.remove(stream)
@@ -568,7 +561,8 @@ async def open_sample_stream(
 
 
 async def sample_and_broadcast(
-    bus: _FeedsBus,
+
+    bus: _FeedsBus,  # noqa
     rt_shm: ShmArray,
     hist_shm: ShmArray,
     quote_stream: trio.abc.ReceiveChannel,
@@ -588,33 +582,11 @@ async def sample_and_broadcast(
 
     overruns = Counter()
 
-    # NOTE, only used for debugging live-data-feed issues, though
-    # this should be resolved more correctly in the future using the
-    # new typed-msgspec feats of `tractor`!
-    #
-    # XXX, a multiline nested `dict` formatter (since rn quote-msgs
-    # are just that).
-    # pfmt: Callable[[str], str] = mk_repr()
-
     # iterate stream delivered by broker
     async for quotes in quote_stream:
         # print(quotes)
 
-        # XXX WARNING XXX only enable for debugging bc ow can cost
-        # ALOT of perf with HF-feedz!!!
-        #
-        # log.info(
-        #     'Rx live quotes:\n'
-        #     f'{pfmt(quotes)}'
-        # )
-
-        # TODO,
-        # -[ ] `numba` or `cython`-nize this loop possibly?
-        #  |_alternatively could we do it in rust somehow by upacking
-        #    arrow msgs instead of using `msgspec`?
-        # -[ ] use `msgspec.Struct` support in new typed-msging from
-        #     `tractor` to ensure only allowed msgs are transmitted?
-        #
+        # TODO: ``numba`` this!
         for broker_symbol, quote in quotes.items():
             # TODO: in theory you can send the IPC msg *before* writing
             # to the sharedmem array to decrease latency, however, that
@@ -687,21 +659,6 @@ async def sample_and_broadcast(
             sub_key: str = broker_symbol.lower()
             subs: set[Sub] = bus.get_subs(sub_key)
 
-            # TODO, figure out how to make this useful whilst
-            # incoporating feed "pausing" ..
-            #
-            # if not subs:
-            #     all_bs_fqmes: list[str] = list(
-            #         bus._subscribers.keys()
-            #     )
-            #     log.warning(
-            #         f'No subscribers for {brokername!r} live-quote ??\n'
-            #         f'broker_symbol: {broker_symbol}\n\n'
-
-            #         f'Maybe the backend-sys symbol does not match one of,\n'
-            #         f'{pfmt(all_bs_fqmes)}\n'
-            #     )
-
             # NOTE: by default the broker backend doesn't append
             # it's own "name" into the fqme schema (but maybe it
             # should?) so we have to manually generate the correct
@@ -771,14 +728,18 @@ async def sample_and_broadcast(
                         if lags > 10:
                             await tractor.pause()
 
-                except Sampler.bcast_errors as ipc_err:
+                except (
+                    trio.BrokenResourceError,
+                    trio.ClosedResourceError,
+                    trio.EndOfChannel,
+                ):
                     ctx: Context = ipc._ctx
                     chan: Channel = ctx.chan
                     if ctx:
                         log.warning(
-                            f'Dropped `brokerd`-feed for {broker_symbol!r} due to,\n'
-                            f'x>) {ctx.cid}@{chan.uid}'
-                            f'|_{ipc_err!r}\n\n'
+                            'Dropped `brokerd`-quotes-feed connection:\n'
+                            f'{broker_symbol}:'
+                            f'{ctx.cid}@{chan.uid}'
                         )
                     if sub.throttle_rate:
                         assert ipc._closed
@@ -795,11 +756,12 @@ async def sample_and_broadcast(
 
 
 async def uniform_rate_send(
+
     rate: float,
     quote_stream: trio.abc.ReceiveChannel,
     stream: MsgStream,
 
-    task_status: TaskStatus[None] = trio.TASK_STATUS_IGNORED,
+    task_status: TaskStatus = trio.TASK_STATUS_IGNORED,
 
 ) -> None:
     '''
@@ -817,16 +779,13 @@ async def uniform_rate_send(
     https://gist.github.com/njsmith/7ea44ec07e901cb78ebe1dd8dd846cb9
 
     '''
-    # ?TODO? dynamically compute the **actual** approx overhead latency per cycle
-    # instead of this magic # bidinezz?
-    throttle_period: float = 1/rate - 0.000616
-    left_to_sleep: float = throttle_period
+    # TODO: compute the approx overhead latency per cycle
+    left_to_sleep = throttle_period = 1/rate - 0.000616
 
     # send cycle state
-    first_quote: dict|None
     first_quote = last_quote = None
-    last_send: float = time.time()
-    diff: float = 0
+    last_send = time.time()
+    diff = 0
 
     task_status.started()
     ticks_by_type: dict[
@@ -837,28 +796,22 @@ async def uniform_rate_send(
     clear_types = _tick_groups['clears']
 
     while True:
+
         # compute the remaining time to sleep for this throttled cycle
-        left_to_sleep: float = throttle_period - diff
+        left_to_sleep = throttle_period - diff
 
         if left_to_sleep > 0:
-            cs: trio.CancelScope
             with trio.move_on_after(left_to_sleep) as cs:
-                sym: str
-                last_quote: dict
                 try:
                     sym, last_quote = await quote_stream.receive()
                 except trio.EndOfChannel:
-                    log.exception(
-                        f'Live stream for feed for ended?\n'
-                        f'<=c\n'
-                        f'  |_[{stream!r}\n'
-                    )
+                    log.exception(f"feed for {stream} ended?")
                     break
 
-                diff: float = time.time() - last_send
+                diff = time.time() - last_send
 
                 if not first_quote:
-                    first_quote: float = last_quote
+                    first_quote = last_quote
                     # first_quote['tbt'] = ticks_by_type
 
                 if (throttle_period - diff) > 0:
@@ -919,9 +872,7 @@ async def uniform_rate_send(
         # TODO: now if only we could sync this to the display
         # rate timing exactly lul
         try:
-            await stream.send({
-                sym: first_quote
-            })
+            await stream.send({sym: first_quote})
         except tractor.RemoteActorError as rme:
             if rme.type is not tractor._exceptions.StreamOverrun:
                 raise
@@ -932,28 +883,19 @@ async def uniform_rate_send(
                 f'{sym}:{ctx.cid}@{chan.uid}'
             )
 
-        # NOTE: any of these can be raised by `tractor`'s IPC
-        # transport-layer and we want to be highly resilient
-        # to consumers which crash or lose network connection.
-        # I.e. we **DO NOT** want to crash and propagate up to
-        # ``pikerd`` these kinds of errors!
         except (
+            # NOTE: any of these can be raised by ``tractor``'s IPC
+            # transport-layer and we want to be highly resilient
+            # to consumers which crash or lose network connection.
+            # I.e. we **DO NOT** want to crash and propagate up to
+            # ``pikerd`` these kinds of errors!
+            trio.ClosedResourceError,
+            trio.BrokenResourceError,
             ConnectionResetError,
-        ) + Sampler.bcast_errors as ipc_err:
-            match ipc_err:
-                case trio.EndOfChannel():
-                    log.info(
-                        f'{stream} terminated by peer,\n'
-                        f'{ipc_err!r}'
-                    )
-                case _:
-                    # if the feed consumer goes down then drop
-                    # out of this rate limiter
-                    log.warning(
-                        f'{stream} closed due to,\n'
-                        f'{ipc_err!r}'
-                    )
-
+        ):
+            # if the feed consumer goes down then drop
+            # out of this rate limiter
+            log.warning(f'{stream} closed')
             await stream.aclose()
             return
 

piker/log.py

@@ -18,8 +18,8 @@
 Log like a forester!
 """
 import logging
-import json
 import reprlib
+import json
 from typing import (
     Callable,
 )
@@ -90,8 +90,6 @@ def colorize_json(
     )
 
 
-# TODO, eventually defer to the version in `modden` once
-# it becomes a dep!
 def mk_repr(
     **repr_kws,
 ) -> Callable[[str], str]:

pyproject.toml

@@ -130,5 +130,4 @@ pyqtgraph = { git = "https://github.com/pikers/pyqtgraph.git" }
 asyncvnc = { git = "https://github.com/pikers/asyncvnc.git", branch = "main" }
 tomlkit = { git = "https://github.com/pikers/tomlkit.git", branch ="piker_pin" }
 msgspec = { git = "https://github.com/jcrist/msgspec.git" }
-tractor = { git = "https://pikers.dev/goodboy/tractor", branch = "piker_pin" }
-# tractor = { path = "../tractor", editable = true }
+tractor = { path = "../tractor", editable = true }