config/brokers.toml

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

dockering/ib/docker-compose.yml

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

dockering/ib/ibc.ini

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

dockering/ib/jts_live.ini

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

dockering/ib/run_x11_vnc.sh

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

piker/_daemon.py

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

piker/brokers/binance.py

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

piker/brokers/cli.py

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

piker/brokers/deribit/README.rst

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

piker/brokers/deribit/__init__.py

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

piker/brokers/deribit/api.py

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

piker/brokers/deribit/feed.py

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

piker/brokers/ib/README.rst

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

piker/brokers/ib/__init__.py

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

piker/brokers/ib/api.py

@@ -29,7 +29,6 @@ import itertools
 from math import isnan
 from typing import (
     Any,
-    Optional,
     Union,
 )
 import asyncio
@@ -39,28 +38,16 @@ import time
 from types import SimpleNamespace
 
 
-from bidict import bidict
 import trio
 import tractor
 from tractor import to_asyncio
-import ib_insync as ibis
+from ib_insync.wrapper import RequestError
-from ib_insync.contract import (
+from ib_insync.contract import Contract, ContractDetails
-    Contract,
-    ContractDetails,
-    Option,
-)
 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,
+from ib_insync.wrapper import Wrapper
-    Execution,
-    CommissionReport,
-)
-from ib_insync.wrapper import (
-    Wrapper,
-    RequestError,
-)
 from ib_insync.client import Client as ib_Client
 import numpy as np
 
@@ -168,93 +155,60 @@ class NonShittyIB(ibis.IB):
         self.client.apiEnd += self.disconnectedEvent
 
 
-_futes_venues = (
-    'GLOBEX',
-    'NYMEX',
-    'CME',
-    'CMECRYPTO',
-    'COMEX',
-    'CMDTY',  # special name case..
-)
-
-_adhoc_futes_set = {
-
-    # equities
-    'nq.globex',
-    'mnq.globex',  # micro
-
-    'es.globex',
-    'mes.globex',  # micro
-
-    # cypto$
-    'brr.cmecrypto',
-    'ethusdrr.cmecrypto',
-
-    # agriculture
-    'he.nymex',  # lean hogs
-    'le.nymex',  # live cattle (geezers)
-    'gf.nymex',  # feeder cattle (younguns)
-
-    # raw
-    'lb.nymex',  # random len lumber
-
-    # metals
-    'xauusd.cmdty',  # gold spot
-    'gc.nymex',
-    'mgc.nymex',  # micro
-
-    # oil & gas
-    'cl.nymex',
-
-    'xagusd.cmdty',  # silver spot
-    'ni.nymex',  # silver futes
-    'qi.comex',  # mini-silver futes
-}
-
-
-# taken from list here:
-# https://www.interactivebrokers.com/en/trading/products-spot-currencies.php
-_adhoc_fiat_set = set((
-    'USD, AED, AUD, CAD,'
-    'CHF, CNH, CZK, DKK,'
-    'EUR, GBP, HKD, HUF,'
-    'ILS, JPY, MXN, NOK,'
-    'NZD, PLN, RUB, SAR,'
-    'SEK, SGD, TRY, ZAR'
-    ).split(' ,')
-)
-
-
 # map of symbols to contract ids
-_adhoc_symbol_map = {
+_adhoc_cmdty_data_map = {
     # https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid%20Info&wlId=IB&conid=69067924
 
     # NOTE: some cmdtys/metals don't have trade data like gold/usd:
     # https://groups.io/g/twsapi/message/44174
     'XAUUSD': ({'conId': 69067924}, {'whatToShow': 'MIDPOINT'}),
 }
-for qsn in _adhoc_futes_set:
-    sym, venue = qsn.split('.')
-    assert venue.upper() in _futes_venues, f'{venue}'
-    _adhoc_symbol_map[sym.upper()] = (
-        {'exchange': venue},
-        {},
-    )
 
+_futes_venues = (
+    'GLOBEX',
+    'NYMEX',
+    'CME',
+    'CMECRYPTO',
+)
+
+_adhoc_futes_set = {
+
+    # equities
+    'nq.globex',
+    'mnq.globex',
+
+    'es.globex',
+    'mes.globex',
+
+    # cypto$
+    'brr.cmecrypto',
+    'ethusdrr.cmecrypto',
+
+    # agriculture
+    'he.globex',  # lean hogs
+    'le.globex',  # live cattle (geezers)
+    'gf.globex',  # feeder cattle (younguns)
+
+    # raw
+    'lb.globex',  # random len lumber
+
+    # metals
+    'xauusd.cmdty',  # gold spot
+    'gc.nymex',
+    'mgc.nymex',
+
+    'xagusd.cmdty',  # silver spot
+    'ni.nymex',  # silver futes
+    'qi.comex',  # mini-silver futes
+}
 
 # exchanges we don't support at the moment due to not knowing
 # how to do symbol-contract lookup correctly likely due
 # to not having the data feeds subscribed.
 _exch_skip_list = {
-
     'ASX',  # aussie stocks
     'MEXI',  # mexican stocks
-
+    'VALUE',  # no idea
-    # no idea
-    'VALUE',
-    'FUNDSERV',
-    'SWB2',
-    'PSE',
 }
 
 # https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid%20Info&wlId=IB&conid=69067924
@@ -307,29 +261,27 @@ class Client:
 
         # NOTE: the ib.client here is "throttled" to 45 rps by default
 
-    async def trades(self) -> dict[str, Any]:
+    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,
@@ -357,7 +309,7 @@ class Client:
 
         _enters += 1
 
-        contract = (await self.find_contracts(fqsn))[0]
+        contract = await self.find_contract(fqsn)
         bars_kwargs.update(getattr(contract, 'bars_kwargs', {}))
 
         # _min = min(2000*100, count)
@@ -412,15 +364,7 @@ class Client:
                 futs.append(self.ib.reqContractDetailsAsync(con))
 
         # batch request all details
-        try:
+        results = await asyncio.gather(*futs)
-            results = await asyncio.gather(*futs)
-        except RequestError as err:
-            msg = err.message
-            if (
-                'No security definition' in msg
-            ):
-                log.warning(f'{msg}: {contracts}')
-                return {}
 
         # one set per future result
         details = {}
@@ -429,11 +373,20 @@ class Client:
             # XXX: if there is more then one entry in the details list
             # then the contract is so called "ambiguous".
             for d in details_set:
+                con = d.contract
 
-                # nested dataclass we probably don't need and that won't
+                key = '.'.join([
-                # IPC serialize..
+                    con.symbol,
+                    con.primaryExchange or con.exchange,
+                ])
+                expiry = con.lastTradeDateOrContractMonth
+                if expiry:
+                    key += f'.{expiry}'
+
+                # nested dataclass we probably don't need and that
+                # won't IPC serialize..
                 d.secIdList = ''
-                key, calc_price = con2fqsn(d.contract)
+
                 details[key] = d
 
         return details
@@ -463,20 +416,17 @@ class Client:
         self,
         pattern: str,
         # how many contracts to search "up to"
-        upto: int = 6,
+        upto: int = 3,
         asdicts: bool = True,
 
     ) -> dict[str, ContractDetails]:
 
         # TODO add search though our adhoc-locally defined symbol set
         # for futes/cmdtys/
-        try:
+        results = await self.search_stocks(
-            results = await self.search_stocks(
+            pattern,
-                pattern,
+            upto=upto,
-                upto=upto,
+        )
-            )
-        except ConnectionError:
-            return {}
 
         for key, deats in results.copy().items():
 
@@ -487,44 +437,21 @@ class Client:
             if sectype == 'IND':
                 results[f'{sym}.IND'] = tract
                 results.pop(key)
-                # exch = tract.exchange
-
-                # XXX: add back one of these to get the weird deadlock
-                # on the debugger from root without the latest
-                # maybe_wait_for_debugger() fix in the `open_context()`
-                # exit.
-                # assert 0
-                # if con.exchange not in _exch_skip_list:
-
                 exch = tract.exchange
-                if exch not in _exch_skip_list:
+
+                if exch in _futes_venues:
                     # try get all possible contracts for symbol as per,
                     # https://interactivebrokers.github.io/tws-api/basic_contracts.html#fut
                     con = ibis.Future(
                         symbol=sym,
                         exchange=exch,
                     )
-                    # TODO: make this work, think it's something to do
+                    try:
-                    # with the qualify flag.
+                        all_deats = await self.con_deats([con])
-                    # cons = await self.find_contracts(
+                        results |= all_deats
-                    #     contract=con,
-                    #     err_on_qualify=False,
-                    # )
-                    # if cons:
-                    all_deats = await self.con_deats([con])
-                    results |= all_deats
 
-            # forex pairs
+                    except RequestError as err:
-            elif sectype == 'CASH':
+                        log.warning(err.message)
-                dst, src = tract.localSymbol.split('.')
-                pair_key = "/".join([dst, src])
-                exch = tract.exchange.lower()
-                results[f'{pair_key}.{exch}'] = tract
-                results.pop(key)
-
-                # XXX: again seems to trigger the weird tractor
-                # bug with the debugger..
-                # assert 0
 
         return results
 
@@ -556,19 +483,13 @@ class Client:
 
         return con
 
-    async def get_con(
+    async def find_contract(
-        self,
-        conid: int,
-    ) -> Contract:
-        return await self.ib.qualifyContractsAsync(
-            ibis.Contract(conId=conid)
-        )
-
-    def parse_patt2fqsn(
         self,
         pattern: str,
+        currency: str = 'USD',
+        **kwargs,
 
-    ) -> tuple[str, str, str, str]:
+    ) -> Contract:
 
         # TODO: we can't use this currently because
         # ``wrapper.starTicker()`` currently cashes ticker instances
@@ -581,114 +502,61 @@ class Client:
         # XXX UPDATE: we can probably do the tick/trades scraping
         # inside our eventkit handler instead to bypass this entirely?
 
-        currency = ''
-
-        # fqsn parsing stage
-        # ------------------
         if '.ib' in pattern:
             from ..data._source import unpack_fqsn
-            _, symbol, expiry = unpack_fqsn(pattern)
+            broker, symbol, expiry = unpack_fqsn(pattern)
-
         else:
             symbol = pattern
-            expiry = ''
 
-        # another hack for forex pairs lul.
+        # try:
-        if (
+        #     # give the cache a go
-            '.idealpro' in symbol
+        #     return self._contracts[symbol]
-            # or '/' in symbol
+        # except KeyError:
-        ):
+        #     log.debug(f'Looking up contract for {symbol}')
-            exch = 'IDEALPRO'
+        expiry: str = ''
-            symbol = symbol.removesuffix('.idealpro')
+        if symbol.count('.') > 1:
-            if '/' in symbol:
+            symbol, _, expiry = symbol.rpartition('.')
-                symbol, currency = symbol.split('/')
 
-        else:
+        # use heuristics to figure out contract "type"
-            # TODO: yes, a cache..
+        sym, exch = symbol.upper().rsplit('.', maxsplit=1)
-            # try:
-            #     # give the cache a go
-            #     return self._contracts[symbol]
-            # except KeyError:
-            #     log.debug(f'Looking up contract for {symbol}')
-            expiry: str = ''
-            if symbol.count('.') > 1:
-                symbol, _, expiry = symbol.rpartition('.')
 
-            # use heuristics to figure out contract "type"
+        qualify: bool = True
-            symbol, exch = symbol.upper().rsplit('.', maxsplit=1)
-
-        return symbol, currency, exch, expiry
-
-    async def find_contracts(
-        self,
-        pattern: Optional[str] = None,
-        contract: Optional[Contract] = None,
-        qualify: bool = True,
-        err_on_qualify: bool = True,
-
-    ) -> Contract:
-
-        if pattern is not None:
-            symbol, currency, exch, expiry = self.parse_patt2fqsn(
-                pattern,
-            )
-            sectype = ''
-
-        else:
-            assert contract
-            symbol = contract.symbol
-            sectype = contract.secType
-            exch = contract.exchange or contract.primaryExchange
-            expiry = contract.lastTradeDateOrContractMonth
-            currency = contract.currency
-
-        # contract searching stage
-        # ------------------------
 
         # futes
         if exch in _futes_venues:
             if expiry:
                 # get the "front" contract
-                con = await self.get_fute(
+                contract = await self.get_fute(
-                    symbol=symbol,
+                    symbol=sym,
                     exchange=exch,
                     expiry=expiry,
                 )
 
             else:
                 # get the "front" contract
-                con = await self.get_fute(
+                contract = await self.get_fute(
-                    symbol=symbol,
+                    symbol=sym,
                     exchange=exch,
                     front=True,
                 )
 
-        elif (
+            qualify = False
-            exch in ('IDEALPRO')
+
-            or sectype == 'CASH'
+        elif exch in ('FOREX'):
-        ):
+            currency = ''
-            # if '/' in symbol:
+            symbol, currency = sym.split('/')
-            #     currency = ''
-            #     symbol, currency = symbol.split('/')
             con = ibis.Forex(
-                pair=''.join((symbol, currency)),
+                symbol=symbol,
                 currency=currency,
             )
             con.bars_kwargs = {'whatToShow': 'MIDPOINT'}
 
         # commodities
         elif exch == 'CMDTY':  # eg. XAUUSD.CMDTY
-            con_kwargs, bars_kwargs = _adhoc_symbol_map[symbol]
+            con_kwargs, bars_kwargs = _adhoc_cmdty_data_map[sym]
             con = ibis.Commodity(**con_kwargs)
             con.bars_kwargs = bars_kwargs
 
-        # crypto$
-        elif exch == 'PAXOS':  # btc.paxos
-            con = ibis.Crypto(
-                symbol=symbol,
-                currency=currency,
-            )
-
         # stonks
         else:
             # TODO: metadata system for all these exchange rules..
@@ -701,50 +569,33 @@ class Client:
                 exch = 'SMART'
 
             else:
-                # XXX: order is super important here since
-                # a primary == 'SMART' won't ever work.
-                primaryExchange = exch
                 exch = 'SMART'
+                primaryExchange = exch
 
             con = ibis.Stock(
-                symbol=symbol,
+                symbol=sym,
                 exchange=exch,
                 primaryExchange=primaryExchange,
                 currency=currency,
             )
+        try:
             exch = 'SMART' if not exch else exch
+            if qualify:
+                contract = (await self.ib.qualifyContractsAsync(con))[0]
+            else:
+                assert contract
 
-        contracts = [con]
+        except IndexError:
-        if qualify:
+            raise ValueError(f"No contract could be found {con}")
-            try:
-                contracts = await self.ib.qualifyContractsAsync(con)
-            except RequestError as err:
-                msg = err.message
-                if (
-                    'No security definition' in msg
-                    and not err_on_qualify
-                ):
-                    log.warning(
-                        f'Could not find def for {con}')
-                    return None
 
-                else:
+        self._contracts[pattern] = contract
-                    raise
-            if not contracts:
-                raise ValueError(f"No contract could be found {con}")
 
-        # pack all contracts into cache
+        # add an aditional entry with expiry suffix if available
-        for tract in contracts:
+        conexp = contract.lastTradeDateOrContractMonth
-            exch: str = tract.primaryExchange or tract.exchange or exch
+        if conexp:
-            pattern = f'{symbol}.{exch}'
+            self._contracts[pattern + f'.{conexp}'] = contract
-            expiry = tract.lastTradeDateOrContractMonth
-            # add an entry with expiry suffix if available
-            if expiry:
-                pattern += f'.{expiry}'
 
-            self._contracts[pattern.lower()] = tract
+        return contract
-
-        return contracts
 
     async def get_head_time(
         self,
@@ -763,10 +614,9 @@ class Client:
     async def get_sym_details(
         self,
         symbol: str,
-
     ) -> tuple[Contract, Ticker, ContractDetails]:
 
-        contract = (await self.find_contracts(symbol))[0]
+        contract = await self.find_contract(symbol)
         ticker: Ticker = self.ib.reqMktData(
             contract,
             snapshot=True,
@@ -954,73 +804,6 @@ class Client:
         return self.ib.positions(account=account)
 
 
-def con2fqsn(
-    con: Contract,
-    _cache: dict[int, (str, bool)] = {}
-
-) -> tuple[str, bool]:
-    '''
-    Convert contracts to fqsn-style strings to be used both in symbol-search
-    matching and as feed tokens passed to the front end data deed layer.
-
-    Previously seen contracts are cached by id.
-
-    '''
-    # should be real volume for this contract by default
-    calc_price = False
-    if con.conId:
-        try:
-            return _cache[con.conId]
-        except KeyError:
-            pass
-
-    suffix = con.primaryExchange or con.exchange
-    symbol = con.symbol
-    expiry = con.lastTradeDateOrContractMonth or ''
-
-    match con:
-        case Option():
-            # TODO: option symbol parsing and sane display:
-            symbol = con.localSymbol.replace(' ', '')
-
-        case ibis.Commodity():
-            # commodities and forex don't have an exchange name and
-            # no real volume so we have to calculate the price
-            suffix = con.secType
-
-            # no real volume on this tract
-            calc_price = True
-
-        case ibis.Forex() | ibis.Contract(secType='CASH'):
-            dst, src = con.localSymbol.split('.')
-            symbol = ''.join([dst, src])
-            suffix = con.exchange
-
-            # no real volume on forex feeds..
-            calc_price = True
-
-    if not suffix:
-        entry = _adhoc_symbol_map.get(
-            con.symbol or con.localSymbol
-        )
-        if entry:
-            meta, kwargs = entry
-            cid = meta.get('conId')
-            if cid:
-                assert con.conId == meta['conId']
-            suffix = meta['exchange']
-
-    # append a `.<suffix>` to the returned symbol
-    # key for derivatives that normally is the expiry
-    # date key.
-    if expiry:
-        suffix += f'.{expiry}'
-
-    fqsn_key = '.'.join((symbol, suffix)).lower()
-    _cache[con.conId] = fqsn_key, calc_price
-    return fqsn_key, calc_price
-
-
 # per-actor API ep caching
 _client_cache: dict[tuple[str, int], Client] = {}
 _scan_ignore: set[tuple[str, int]] = set()
@@ -1028,23 +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 {}
@@ -1138,12 +908,6 @@ async def load_aio_clients(
                     # careful.
                     timeout=connect_timeout,
                 )
-                # create and cache client
-                client = Client(ib)
-
-                # update all actor-global caches
-                log.info(f"Caching client for {sockaddr}")
-                _client_cache[sockaddr] = client
                 break
 
             except (
@@ -1167,9 +931,21 @@ async def load_aio_clients(
                 log.warning(
                     f'Failed to connect on {port} for {i} time, retrying...')
 
+        # create and cache client
+        client = Client(ib)
+
         # Pre-collect all accounts available for this
         # connection and map account names to this client
         # instance.
+        pps = ib.positions()
+        if pps:
+            for pp in pps:
+                accounts_found[
+                    accounts_def.inverse[pp.account]
+                ] = client
+
+        # if there are accounts without positions we should still
+        # register them for this client
         for value in ib.accountValues():
             acct_number = value.account
 
@@ -1190,6 +966,10 @@ async def load_aio_clients(
             f'{pformat(accounts_found)}'
         )
 
+        # update all actor-global caches
+        log.info(f"Caching client for {sockaddr}")
+        _client_cache[sockaddr] = client
+
         # XXX: why aren't we just updating this directy above
         # instead of using the intermediary `accounts_found`?
         _accounts2clients.update(accounts_found)
@@ -1210,7 +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(
@@ -1239,6 +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],
@@ -1246,6 +1029,7 @@ async def open_client_proxies() -> tuple[
 ]:
     async with (
         tractor.trionics.maybe_open_context(
+            # acm_func=open_client_proxies,
             acm_func=tractor.to_asyncio.open_channel_from,
             kwargs={'target': load_clients_for_trio},
 
@@ -1260,14 +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(
@@ -1416,13 +1199,11 @@ async def open_client_proxy(
     event_table = {}
 
     async with (
-
         to_asyncio.open_channel_from(
             open_aio_client_method_relay,
             client=client,
             event_consumers=event_table,
         ) as (first, chan),
-
         trio.open_nursery() as relay_n,
     ):
 

piker/brokers/ib/feed.py

@@ -41,8 +41,7 @@ from trio_typing import TaskStatus
 from piker.data._sharedmem import ShmArray
 from .._util import SymbolNotFound, NoData
 from .api import (
-    # _adhoc_futes_set,
+    _adhoc_futes_set,
-    con2fqsn,
     log,
     load_aio_clients,
     ibis,
@@ -208,6 +207,8 @@ async def get_bars(
 
         except RequestError as err:
             msg = err.message
+            # why do we always need to rebind this?
+            # _err = err
 
             if 'No market data permissions for' in msg:
                 # TODO: signalling for no permissions searches
@@ -216,8 +217,8 @@ async def get_bars(
                 )
 
             elif (
-                err.code == 162 and
+                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
@@ -236,14 +237,6 @@ async def get_bars(
                     frame_size=2000,
                 )
 
-            # elif (
-            #     err.code == 162 and
-            #     'Trading TWS session is connected from a different IP
-            #     address' in err.message
-            # ):
-            #     log.warning("ignoring ip address warning")
-            #     continue
-
             elif _pacing in msg:
 
                 log.warning(
@@ -301,13 +294,7 @@ async def get_bars(
                 else:
 
                     log.warning('Sending CONNECTION RESET')
-                    res = await data_reset_hack(reset_type='connection')
+                    await data_reset_hack(reset_type='connection')
-                    if not res:
-                        log.warning(
-                            'NO VNC DETECTED!\n'
-                            'Manually press ctrl-alt-f on your IB java app'
-                        )
-                        # break
 
                     with trio.move_on_after(timeout) as cs:
                         for name, ev in [
@@ -426,7 +413,6 @@ asset_type_map = {
     'WAR': 'warrant',
     'IOPT': 'warran',
     'BAG': 'bag',
-    'CRYPTO': 'crypto',  # bc it's diff then fiat?
     # 'NEWS': 'news',
 }
 
@@ -567,17 +553,38 @@ async def open_aio_quote_stream(
 
 
 # TODO: cython/mypyc/numba this!
-# or we can at least cache a majority of the values
-# except for the ones we expect to change?..
 def normalize(
     ticker: Ticker,
     calc_price: bool = False
 
 ) -> dict:
 
+    # should be real volume for this contract by default
+    calc_price = False
+
     # check for special contract types
     con = ticker.contract
-    fqsn, calc_price = con2fqsn(con)
+    if type(con) in (
+        ibis.Commodity,
+        ibis.Forex,
+    ):
+        # commodities and forex don't have an exchange name and
+        # no real volume so we have to calculate the price
+        suffix = con.secType
+        # no real volume on this tract
+        calc_price = True
+
+    else:
+        suffix = con.primaryExchange
+        if not suffix:
+            suffix = con.exchange
+
+        # append a `.<suffix>` to the returned symbol
+        # key for derivatives that normally is the expiry
+        # date key.
+        expiry = con.lastTradeDateOrContractMonth
+        if expiry:
+            suffix += f'.{expiry}'
 
     # convert named tuples to dicts so we send usable keys
     new_ticks = []
@@ -609,7 +616,9 @@ def normalize(
 
     # generate fqsn with possible specialized suffix
     # for derivatives, note the lowercase.
-    data['symbol'] = data['fqsn'] = fqsn
+    data['symbol'] = data['fqsn'] = '.'.join(
+        (con.symbol, suffix)
+    ).lower()
 
     # convert named tuples to dicts for transport
     tbts = data.get('tickByTicks')
@@ -674,13 +683,6 @@ async def stream_quotes(
             # TODO: more consistent field translation
             atype = syminfo['asset_type'] = asset_type_map[syminfo['secType']]
 
-            if atype in {
-                'forex',
-                'index',
-                'commodity',
-            }:
-                syminfo['no_vlm'] = True
-
             # for stocks it seems TWS reports too small a tick size
             # such that you can't submit orders with that granularity?
             min_tick = 0.01 if atype == 'stock' else 0
@@ -707,9 +709,9 @@ async def stream_quotes(
                 },
 
             }
-            return init_msgs, syminfo
+            return init_msgs
 
-        init_msgs, syminfo = mk_init_msgs()
+        init_msgs = mk_init_msgs()
 
         # TODO: we should instead spawn a task that waits on a feed to start
         # and let it wait indefinitely..instead of this hard coded stuff.
@@ -718,14 +720,7 @@ async def stream_quotes(
 
         # it might be outside regular trading hours so see if we can at
         # least grab history.
-        if (
+        if isnan(first_ticker.last):
-            isnan(first_ticker.last)
-            and type(first_ticker.contract) not in (
-                ibis.Commodity,
-                ibis.Forex,
-                ibis.Crypto,
-            )
-        ):
             task_status.started((init_msgs, first_quote))
 
             # it's not really live but this will unblock
@@ -748,16 +743,10 @@ async def stream_quotes(
             task_status.started((init_msgs, first_quote))
 
             async with aclosing(stream):
-                if syminfo.get('no_vlm', False):
+                if type(first_ticker.contract) not in (
-
+                    ibis.Commodity,
-                    # generally speaking these feeds don't
+                    ibis.Forex
-                    # include vlm data.
+                ):
-                    atype = syminfo['asset_type']
-                    log.info(
-                        f'Non-vlm asset {sym}@{atype}, skipping quote poll...'
-                    )
-
-                else:
                     # wait for real volume on feed (trading might be closed)
                     while True:
                         ticker = await stream.receive()
@@ -816,9 +805,6 @@ async def data_reset_hack(
           successful.
         - other OS support?
         - integration with ``ib-gw`` run in docker + Xorg?
-        - is it possible to offer a local server that can be accessed by
-          a client? Would be sure be handy for running native java blobs
-          that need to be wrangle.
 
     '''
 
@@ -849,10 +835,7 @@ async def data_reset_hack(
             client.mouse.click()
             client.keyboard.press('Ctrl', 'Alt', key)  # keys are stacked
 
-    try:
+    await tractor.to_asyncio.run_task(vnc_click_hack)
-        await tractor.to_asyncio.run_task(vnc_click_hack)
-    except OSError:
-        return False
 
     # we don't really need the ``xdotool`` approach any more B)
     return True
@@ -867,30 +850,14 @@ async def open_symbol_search(
     # TODO: load user defined symbol set locally for fast search?
     await ctx.started({})
 
-    async with (
+    async with open_data_client() as proxy:
-        open_client_proxies() as (proxies, clients),
-        open_data_client() as data_proxy,
-    ):
         async with ctx.open_stream() as stream:
 
-            # select a non-history client for symbol search to lighten
-            # the load in the main data node.
-            proxy = data_proxy
-            for name, proxy in proxies.items():
-                if proxy is data_proxy:
-                    continue
-                break
-
-            ib_client = proxy._aio_ns.ib
-            log.info(f'Using {ib_client} for symbol search')
-
             last = time.time()
-            async for pattern in stream:
-                log.info(f'received {pattern}')
-                now = time.time()
 
-                # this causes tractor hang...
+            async for pattern in stream:
-                # assert 0
+                log.debug(f'received {pattern}')
+                now = time.time()
 
                 assert pattern, 'IB can not accept blank search pattern'
 
@@ -919,7 +886,7 @@ async def open_symbol_search(
 
                     continue
 
-                log.info(f'searching for {pattern}')
+                log.debug(f'searching for {pattern}')
 
                 last = time.time()
 
@@ -930,40 +897,29 @@ async def open_symbol_search(
                 async def stash_results(target: Awaitable[list]):
                     stock_results.extend(await target)
 
-                for i in range(10):
+                async with trio.open_nursery() as sn:
-                    with trio.move_on_after(3) as cs:
+                    sn.start_soon(
-                        async with trio.open_nursery() as sn:
+                        stash_results,
-                            sn.start_soon(
+                        proxy.search_symbols(
-                                stash_results,
+                            pattern=pattern,
-                                proxy.search_symbols(
+                            upto=5,
-                                    pattern=pattern,
+                        ),
-                                    upto=5,
+                    )
-                                ),
-                            )
 
-                            # trigger async request
+                    # trigger async request
-                            await trio.sleep(0)
+                    await trio.sleep(0)
 
-                    if cs.cancelled_caught:
+                    # match against our ad-hoc set immediately
-                        log.warning(
+                    adhoc_matches = fuzzy.extractBests(
-                            f'Search timeout? {proxy._aio_ns.ib.client}'
+                        pattern,
-                        )
+                        list(_adhoc_futes_set),
-                        continue
+                        score_cutoff=90,
-                    else:
+                    )
-                        break
+                    log.info(f'fuzzy matched adhocs: {adhoc_matches}')
-
+                    adhoc_match_results = {}
-                    # # match against our ad-hoc set immediately
+                    if adhoc_matches:
-                    # adhoc_matches = fuzzy.extractBests(
+                        # TODO: do we need to pull contract details?
-                    #     pattern,
+                        adhoc_match_results = {i[0]: {} for i in adhoc_matches}
-                    #     list(_adhoc_futes_set),
-                    #     score_cutoff=90,
-                    # )
-                    # log.info(f'fuzzy matched adhocs: {adhoc_matches}')
-                    # adhoc_match_results = {}
-                    # if adhoc_matches:
-                    #     # TODO: do we need to pull contract details?
-                    #     adhoc_match_results = {i[0]: {} for i in
-                    #     adhoc_matches}
 
                 log.debug(f'fuzzy matching stocks {stock_results}')
                 stock_matches = fuzzy.extractBests(
@@ -972,8 +928,7 @@ async def open_symbol_search(
                     score_cutoff=50,
                 )
 
-                # matches = adhoc_match_results | {
+                matches = adhoc_match_results | {
-                matches = {
                     item[0]: {} for item in stock_matches
                 }
                 # TODO: we used to deliver contract details

piker/brokers/kraken/README.rst

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

piker/brokers/kraken/__init__.py

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

piker/brokers/kraken/api.py

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

piker/brokers/kraken/feed.py

@@ -1,500 +0,0 @@
-# piker: trading gear for hackers
-# Copyright (C) Tyler Goodlet (in stewardship for pikers)
-
-# This program is free software: you can redistribute it and/or modify
-# it under the terms of the GNU Affero General Public License as published by
-# the Free Software Foundation, either version 3 of the License, or
-# (at your option) any later version.
-
-# This program is distributed in the hope that it will be useful,
-# but WITHOUT ANY WARRANTY; without even the implied warranty of
-# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
-# GNU Affero General Public License for more details.
-
-# You should have received a copy of the GNU Affero General Public License
-# along with this program.  If not, see <https://www.gnu.org/licenses/>.
-
-'''
-Real-time and historical data feed endpoints.
-
-'''
-from contextlib import asynccontextmanager as acm
-from datetime import datetime
-from typing import (
-    Any,
-    Optional,
-    Callable,
-)
-import time
-
-from async_generator import aclosing
-from fuzzywuzzy import process as fuzzy
-import numpy as np
-import pendulum
-from trio_typing import TaskStatus
-import tractor
-import trio
-
-from piker._cacheables import open_cached_client
-from piker.brokers._util import (
-    BrokerError,
-    DataThrottle,
-    DataUnavailable,
-)
-from piker.log import get_console_log
-from piker.data import ShmArray
-from piker.data.types import Struct
-from piker.data._web_bs import open_autorecon_ws, NoBsWs
-from . import log
-from .api import (
-    Client,
-)
-
-
-# https://www.kraken.com/features/api#get-tradable-pairs
-class Pair(Struct):
-    altname: str  # alternate pair name
-    wsname: str  # WebSocket pair name (if available)
-    aclass_base: str  # asset class of base component
-    base: str  # asset id of base component
-    aclass_quote: str  # asset class of quote component
-    quote: str  # asset id of quote component
-    lot: str  # volume lot size
-
-    cost_decimals: int
-    pair_decimals: int  # scaling decimal places for pair
-    lot_decimals: int  # scaling decimal places for volume
-
-    # amount to multiply lot volume by to get currency volume
-    lot_multiplier: float
-
-    # array of leverage amounts available when buying
-    leverage_buy: list[int]
-    # array of leverage amounts available when selling
-    leverage_sell: list[int]
-
-    # fee schedule array in [volume, percent fee] tuples
-    fees: list[tuple[int, float]]
-
-    # maker fee schedule array in [volume, percent fee] tuples (if on
-    # maker/taker)
-    fees_maker: list[tuple[int, float]]
-
-    fee_volume_currency: str  # volume discount currency
-    margin_call: str  # margin call level
-    margin_stop: str  # stop-out/liquidation margin level
-    ordermin: float  # minimum order volume for pair
-
-
-class OHLC(Struct):
-    '''
-    Description of the flattened OHLC quote format.
-
-    For schema details see:
-        https://docs.kraken.com/websockets/#message-ohlc
-
-    '''
-    chan_id: int  # internal kraken id
-    chan_name: str  # eg. ohlc-1  (name-interval)
-    pair: str  # fx pair
-    time: float  # Begin time of interval, in seconds since epoch
-    etime: float  # End time of interval, in seconds since epoch
-    open: float  # Open price of interval
-    high: float  # High price within interval
-    low: float  # Low price within interval
-    close: float  # Close price of interval
-    vwap: float  # Volume weighted average price within interval
-    volume: float  # Accumulated volume **within interval**
-    count: int  # Number of trades within interval
-    # (sampled) generated tick data
-    ticks: list[Any] = []
-
-
-async def stream_messages(
-    ws: NoBsWs,
-):
-    '''
-    Message stream parser and heartbeat handler.
-
-    Deliver ws subscription messages as well as handle heartbeat logic
-    though a single async generator.
-
-    '''
-    too_slow_count = last_hb = 0
-
-    while True:
-
-        with trio.move_on_after(5) as cs:
-            msg = await ws.recv_msg()
-
-        # trigger reconnection if heartbeat is laggy
-        if cs.cancelled_caught:
-
-            too_slow_count += 1
-
-            if too_slow_count > 20:
-                log.warning(
-                    "Heartbeat is too slow, resetting ws connection")
-
-                await ws._connect()
-                too_slow_count = 0
-                continue
-
-        match msg:
-            case {'event': 'heartbeat'}:
-                now = time.time()
-                delay = now - last_hb
-                last_hb = now
-
-                # XXX: why tf is this not printing without --tl flag?
-                log.debug(f"Heartbeat after {delay}")
-                # print(f"Heartbeat after {delay}")
-
-                continue
-
-            case _:
-                # passthrough sub msgs
-                yield msg
-
-
-async def process_data_feed_msgs(
-    ws: NoBsWs,
-):
-    '''
-    Parse and pack data feed messages.
-
-    '''
-    async for msg in stream_messages(ws):
-        match msg:
-            case {
-                'errorMessage': errmsg
-            }:
-                raise BrokerError(errmsg)
-
-            case {
-                'event': 'subscriptionStatus',
-            } as sub:
-                log.info(
-                    'WS subscription is active:\n'
-                    f'{sub}'
-                )
-                continue
-
-            case [
-                chan_id,
-                *payload_array,
-                chan_name,
-                pair
-            ]:
-                if 'ohlc' in chan_name:
-                    ohlc = OHLC(
-                        chan_id,
-                        chan_name,
-                        pair,
-                        *payload_array[0]
-                    )
-                    ohlc.typecast()
-                    yield 'ohlc', ohlc
-
-                elif 'spread' in chan_name:
-
-                    bid, ask, ts, bsize, asize = map(
-                        float, payload_array[0])
-
-                    # TODO: really makes you think IB has a horrible API...
-                    quote = {
-                        'symbol': pair.replace('/', ''),
-                        'ticks': [
-                            {'type': 'bid', 'price': bid, 'size': bsize},
-                            {'type': 'bsize', 'price': bid, 'size': bsize},
-
-                            {'type': 'ask', 'price': ask, 'size': asize},
-                            {'type': 'asize', 'price': ask, 'size': asize},
-                        ],
-                    }
-                    yield 'l1', quote
-
-                # elif 'book' in msg[-2]:
-                #     chan_id, *payload_array, chan_name, pair = msg
-                #     print(msg)
-
-            case _:
-                print(f'UNHANDLED MSG: {msg}')
-                # yield msg
-
-
-def normalize(
-    ohlc: OHLC,
-
-) -> dict:
-    quote = ohlc.to_dict()
-    quote['broker_ts'] = quote['time']
-    quote['brokerd_ts'] = time.time()
-    quote['symbol'] = quote['pair'] = quote['pair'].replace('/', '')
-    quote['last'] = quote['close']
-    quote['bar_wap'] = ohlc.vwap
-
-    # seriously eh? what's with this non-symmetry everywhere
-    # in subscription systems...
-    # XXX: piker style is always lowercases symbols.
-    topic = quote['pair'].replace('/', '').lower()
-
-    # print(quote)
-    return topic, quote
-
-
-@acm
-async def open_history_client(
-    symbol: str,
-
-) -> tuple[Callable, int]:
-
-    # TODO implement history getter for the new storage layer.
-    async with open_cached_client('kraken') as client:
-
-        # lol, kraken won't send any more then the "last"
-        # 720 1m bars.. so we have to just ignore further
-        # requests of this type..
-        queries: int = 0
-
-        async def get_ohlc(
-            end_dt: Optional[datetime] = None,
-            start_dt: Optional[datetime] = None,
-
-        ) -> tuple[
-            np.ndarray,
-            datetime,  # start
-            datetime,  # end
-        ]:
-
-            nonlocal queries
-            if queries > 0:
-                raise DataUnavailable
-
-            count = 0
-            while count <= 3:
-                try:
-                    array = await client.bars(
-                        symbol,
-                        since=end_dt,
-                    )
-                    count += 1
-                    queries += 1
-                    break
-                except DataThrottle:
-                    log.warning(f'kraken OHLC throttle for {symbol}')
-                    await trio.sleep(1)
-
-            start_dt = pendulum.from_timestamp(array[0]['time'])
-            end_dt = pendulum.from_timestamp(array[-1]['time'])
-            return array, start_dt, end_dt
-
-        yield get_ohlc, {'erlangs': 1, 'rate': 1}
-
-
-async def backfill_bars(
-
-    sym: str,
-    shm: ShmArray,  # type: ignore # noqa
-    count: int = 10,  # NOTE: any more and we'll overrun the underlying buffer
-    task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
-
-) -> None:
-    '''
-    Fill historical bars into shared mem / storage afap.
-    '''
-    with trio.CancelScope() as cs:
-        async with open_cached_client('kraken') as client:
-            bars = await client.bars(symbol=sym)
-            shm.push(bars)
-            task_status.started(cs)
-
-
-async def stream_quotes(
-
-    send_chan: trio.abc.SendChannel,
-    symbols: list[str],
-    feed_is_live: trio.Event,
-    loglevel: str = None,
-
-    # backend specific
-    sub_type: str = 'ohlc',
-
-    # startup sync
-    task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
-
-) -> None:
-    '''
-    Subscribe for ohlc stream of quotes for ``pairs``.
-
-    ``pairs`` must be formatted <crypto_symbol>/<fiat_symbol>.
-
-    '''
-    # XXX: required to propagate ``tractor`` loglevel to piker logging
-    get_console_log(loglevel or tractor.current_actor().loglevel)
-
-    ws_pairs = {}
-    sym_infos = {}
-
-    async with open_cached_client('kraken') as client, send_chan as send_chan:
-
-        # keep client cached for real-time section
-        for sym in symbols:
-
-            # transform to upper since piker style is always lower
-            sym = sym.upper()
-            sym_info = await client.symbol_info(sym)
-            si = Pair(**sym_info)  # validation
-            syminfo = si.to_dict()
-            syminfo['price_tick_size'] = 1 / 10**si.pair_decimals
-            syminfo['lot_tick_size'] = 1 / 10**si.lot_decimals
-            syminfo['asset_type'] = 'crypto'
-            sym_infos[sym] = syminfo
-            ws_pairs[sym] = si.wsname
-
-        symbol = symbols[0].lower()
-
-        init_msgs = {
-            # pass back token, and bool, signalling if we're the writer
-            # and that history has been written
-            symbol: {
-                'symbol_info': sym_infos[sym],
-                'shm_write_opts': {'sum_tick_vml': False},
-                'fqsn': sym,
-            },
-        }
-
-        @acm
-        async def subscribe(ws: NoBsWs):
-
-            # XXX: setup subs
-            # https://docs.kraken.com/websockets/#message-subscribe
-            # specific logic for this in kraken's sync client:
-            # https://github.com/krakenfx/kraken-wsclient-py/blob/master/kraken_wsclient_py/kraken_wsclient_py.py#L188
-            ohlc_sub = {
-                'event': 'subscribe',
-                'pair': list(ws_pairs.values()),
-                'subscription': {
-                    'name': 'ohlc',
-                    'interval': 1,
-                },
-            }
-
-            # TODO: we want to eventually allow unsubs which should
-            # be completely fine to request from a separate task
-            # since internally the ws methods appear to be FIFO
-            # locked.
-            await ws.send_msg(ohlc_sub)
-
-            # trade data (aka L1)
-            l1_sub = {
-                'event': 'subscribe',
-                'pair': list(ws_pairs.values()),
-                'subscription': {
-                    'name': 'spread',
-                    # 'depth': 10}
-                },
-            }
-
-            # pull a first quote and deliver
-            await ws.send_msg(l1_sub)
-
-            yield
-
-            # unsub from all pairs on teardown
-            await ws.send_msg({
-                'pair': list(ws_pairs.values()),
-                'event': 'unsubscribe',
-                'subscription': ['ohlc', 'spread'],
-            })
-
-            # XXX: do we need to ack the unsub?
-            # await ws.recv_msg()
-
-        # see the tips on reconnection logic:
-        # https://support.kraken.com/hc/en-us/articles/360044504011-WebSocket-API-unexpected-disconnections-from-market-data-feeds
-        ws: NoBsWs
-        async with (
-            open_autorecon_ws(
-                'wss://ws.kraken.com/',
-                fixture=subscribe,
-            ) as ws,
-            aclosing(process_data_feed_msgs(ws)) as msg_gen,
-        ):
-            # pull a first quote and deliver
-            typ, ohlc_last = await anext(msg_gen)
-            topic, quote = normalize(ohlc_last)
-
-            task_status.started((init_msgs,  quote))
-
-            # lol, only "closes" when they're margin squeezing clients ;P
-            feed_is_live.set()
-
-            # keep start of last interval for volume tracking
-            last_interval_start = ohlc_last.etime
-
-            # start streaming
-            async for typ, ohlc in msg_gen:
-
-                if typ == 'ohlc':
-
-                    # TODO: can get rid of all this by using
-                    # ``trades`` subscription...
-
-                    # generate tick values to match time & sales pane:
-                    # https://trade.kraken.com/charts/KRAKEN:BTC-USD?period=1m
-                    volume = ohlc.volume
-
-                    # new OHLC sample interval
-                    if ohlc.etime > last_interval_start:
-                        last_interval_start = ohlc.etime
-                        tick_volume = volume
-
-                    else:
-                        # this is the tick volume *within the interval*
-                        tick_volume = volume - ohlc_last.volume
-
-                    ohlc_last = ohlc
-                    last = ohlc.close
-
-                    if tick_volume:
-                        ohlc.ticks.append({
-                            'type': 'trade',
-                            'price': last,
-                            'size': tick_volume,
-                        })
-
-                    topic, quote = normalize(ohlc)
-
-                elif typ == 'l1':
-                    quote = ohlc
-                    topic = quote['symbol'].lower()
-
-                await send_chan.send({topic: quote})
-
-
-@tractor.context
-async def open_symbol_search(
-    ctx: tractor.Context,
-
-) -> Client:
-    async with open_cached_client('kraken') as client:
-
-        # load all symbols locally for fast search
-        cache = await client.cache_symbols()
-        await ctx.started(cache)
-
-        async with ctx.open_stream() as stream:
-
-            async for pattern in stream:
-
-                matches = fuzzy.extractBests(
-                    pattern,
-                    cache,
-                    score_cutoff=50,
-                )
-                # repack in dict form
-                await stream.send(
-                    {item[0]['altname']: item[0]
-                     for item in matches}
-                )

piker/clearing/_allocate.py

@@ -22,10 +22,54 @@ from enum import Enum
 from typing import Optional
 
 from bidict import bidict
+from pydantic import BaseModel, validator
 
 from ..data._source import Symbol
-from ..data.types import Struct
+from ._messages import BrokerdPosition, Status
-from ..pp import Position
+
+
+class Position(BaseModel):
+    '''
+    Basic pp (personal position) model with attached fills history.
+
+    This type should be IPC wire ready?
+
+    '''
+    symbol: Symbol
+
+    # last size and avg entry price
+    size: float
+    avg_price: float  # TODO: contextual pricing
+
+    # ordered record of known constituent trade messages
+    fills: list[Status] = []
+
+    def update_from_msg(
+        self,
+        msg: BrokerdPosition,
+
+    ) -> None:
+
+        # XXX: better place to do this?
+        symbol = self.symbol
+
+        lot_size_digits = symbol.lot_size_digits
+        avg_price, size = (
+            round(msg['avg_price'], ndigits=symbol.tick_size_digits),
+            round(msg['size'], ndigits=lot_size_digits),
+        )
+
+        self.avg_price = avg_price
+        self.size = size
+
+    @property
+    def dsize(self) -> float:
+        '''
+        The "dollar" size of the pp, normally in trading (fiat) unit
+        terms.
+
+        '''
+        return self.avg_price * self.size
 
 
 _size_units = bidict({
@@ -40,30 +84,33 @@ SizeUnit = Enum(
 )
 
 
-class Allocator(Struct):
+class Allocator(BaseModel):
+
+    class Config:
+        validate_assignment = True
+        copy_on_model_validation = False
+        arbitrary_types_allowed = True
+
+        # required to get the account validator lookup working?
+        extra = 'allow'
+        underscore_attrs_are_private = False
 
     symbol: Symbol
     account: Optional[str] = 'paper'
-
-    _size_units: bidict[str, Optional[str]] = _size_units
-
     # TODO: for enums this clearly doesn't fucking work, you can't set
     # a default at startup by passing in a `dict` but yet you can set
     # that value through assignment..for wtv cucked reason.. honestly, pure
     # unintuitive garbage.
-    _size_unit: str = 'currency'
+    size_unit: str = 'currency'
+    _size_units: dict[str, Optional[str]] = _size_units
 
-    @property
+    @validator('size_unit', pre=True)
-    def size_unit(self) -> str:
+    def maybe_lookup_key(cls, v):
-        return self._size_unit
+        # apply the corresponding enum key for the text "description" value
-
-    @size_unit.setter
-    def size_unit(self, v: str) -> Optional[str]:
         if v not in _size_units:
-            v = _size_units.inverse[v]
+            return _size_units.inverse[v]
 
         assert v in _size_units
-        self._size_unit = v
         return v
 
     # TODO: if we ever want ot support non-uniform entry-slot-proportion
@@ -93,13 +140,10 @@ class Allocator(Struct):
         else:
             return self.units_limit
 
-    def limit_info(self) -> tuple[str, float]:
-        return self.size_unit, self.limit()
-
     def next_order_info(
         self,
 
-        # we only need a startup size for exit calcs, we can then
+        # we only need a startup size for exit calcs, we can the
         # determine how large slots should be if the initial pp size was
         # larger then the current live one, and the live one is smaller
         # then the initial config settings.
@@ -129,7 +173,7 @@ class Allocator(Struct):
             l_sub_pp = self.units_limit - abs_live_size
 
         elif size_unit == 'currency':
-            live_cost_basis = abs_live_size * live_pp.ppu
+            live_cost_basis = abs_live_size * live_pp.avg_price
             slot_size = currency_per_slot / price
             l_sub_pp = (self.currency_limit - live_cost_basis) / price
 
@@ -140,14 +184,12 @@ class Allocator(Struct):
 
         # an entry (adding-to or starting a pp)
         if (
+            action == 'buy' and live_size > 0 or
+            action == 'sell' and live_size < 0 or
             live_size == 0
-            or (action == 'buy' and live_size > 0)
-            or action == 'sell' and live_size < 0
         ):
-            order_size = min(
+
-                slot_size,
+            order_size = min(slot_size, l_sub_pp)
-                max(l_sub_pp, 0),
-            )
 
         # an exit (removing-from or going to net-zero pp)
         else:
@@ -163,7 +205,7 @@ class Allocator(Struct):
             if size_unit == 'currency':
                 # compute the "projected" limit's worth of units at the
                 # current pp (weighted) price:
-                slot_size = currency_per_slot / live_pp.ppu
+                slot_size = currency_per_slot / live_pp.avg_price
 
             else:
                 slot_size = u_per_slot
@@ -202,12 +244,7 @@ class Allocator(Struct):
         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,
-                    ppu=price,
-                    bsuid=sym,
-                )
             )
 
         return {
@@ -234,8 +271,8 @@ class Allocator(Struct):
         abs_pp_size = abs(pp.size)
 
         if self.size_unit == 'currency':
-            # live_currency_size = size or (abs_pp_size * pp.ppu)
+            # live_currency_size = size or (abs_pp_size * pp.avg_price)
-            live_currency_size = abs_pp_size * pp.ppu
+            live_currency_size = abs_pp_size * pp.avg_price
             prop = live_currency_size / self.currency_limit
 
         else:
@@ -247,6 +284,14 @@ class Allocator(Struct):
         return round(prop * self.slots)
 
 
+_derivs = (
+    'future',
+    'continuous_future',
+    'option',
+    'futures_option',
+)
+
+
 def mk_allocator(
 
     symbol: Symbol,
@@ -255,7 +300,7 @@ def mk_allocator(
     # default allocation settings
     defaults: dict[str, float] = {
         'account': None,  # select paper by default
-        # 'size_unit': 'currency',
+        'size_unit': 'currency',
         'units_limit': 400,
         'currency_limit': 5e3,
         'slots': 4,
@@ -273,9 +318,42 @@ def mk_allocator(
         'currency_limit': 6e3,
         'slots': 6,
     }
+
     defaults.update(user_def)
 
-    return Allocator(
+    alloc = Allocator(
         symbol=symbol,
         **defaults,
     )
+
+    asset_type = symbol.type_key
+
+    # specific configs by asset class / type
+
+    if asset_type in _derivs:
+        # since it's harder to know how currency "applies" in this case
+        # given leverage properties
+        alloc.size_unit = '# units'
+
+        # set units limit to slots size thus making make the next
+        # entry step 1.0
+        alloc.units_limit = alloc.slots
+
+    # if the current position is already greater then the limit
+    # settings, increase the limit to the current position
+    if alloc.size_unit == 'currency':
+        startup_size = startup_pp.size * startup_pp.avg_price
+
+        if startup_size > alloc.currency_limit:
+            alloc.currency_limit = round(startup_size, ndigits=2)
+
+    else:
+        startup_size = abs(startup_pp.size)
+
+        if startup_size > alloc.units_limit:
+            alloc.units_limit = startup_size
+
+            if asset_type in _derivs:
+                alloc.slots = alloc.units_limit
+
+    return alloc

piker/clearing/_client.py

@@ -19,24 +19,25 @@ Orders and execution client API.
 
 """
 from contextlib import asynccontextmanager as acm
+from typing import Dict
 from pprint import pformat
+from dataclasses import dataclass, field
 
 import trio
 import tractor
 from tractor.trionics import broadcast_receiver
 
 from ..log import get_logger
-from ..data.types import Struct
 from ._ems import _emsd_main
 from .._daemon import maybe_open_emsd
 from ._messages import Order, Cancel
-from ..brokers import get_brokermod
 
 
 log = get_logger(__name__)
 
 
-class OrderBook(Struct):
+@dataclass
+class OrderBook:
     '''EMS-client-side order book ctl and tracking.
 
     A style similar to "model-view" is used here where this api is
@@ -51,18 +52,20 @@ class OrderBook(Struct):
     # mem channels used to relay order requests to the EMS daemon
     _to_ems: trio.abc.SendChannel
     _from_order_book: trio.abc.ReceiveChannel
-    _sent_orders: dict[str, Order] = {}
+
+    _sent_orders: Dict[str, Order] = field(default_factory=dict)
+    _ready_to_receive: trio.Event = trio.Event()
 
     def send(
         self,
-        msg: Order | dict,
+        msg: Order,
 
     ) -> dict:
         self._sent_orders[msg.oid] = msg
-        self._to_ems.send_nowait(msg)
+        self._to_ems.send_nowait(msg.dict())
         return msg
 
-    def send_update(
+    def update(
         self,
 
         uuid: str,
@@ -70,8 +73,9 @@ class OrderBook(Struct):
 
     ) -> dict:
         cmd = self._sent_orders[uuid]
-        msg = cmd.copy(update=data)
+        msg = cmd.dict()
-        self._sent_orders[uuid] = msg
+        msg.update(data)
+        self._sent_orders[uuid] = Order(**msg)
         self._to_ems.send_nowait(msg)
         return cmd
 
@@ -79,18 +83,12 @@ class OrderBook(Struct):
         """Cancel an order (or alert) in the EMS.
 
         """
-        cmd = self._sent_orders.get(uuid)
+        cmd = self._sent_orders[uuid]
-        if not cmd:
-            log.error(
-                f'Unknown order {uuid}!?\n'
-                f'Maybe there is a stale entry or line?\n'
-                f'You should report this as a bug!'
-            )
         msg = Cancel(
             oid=uuid,
             symbol=cmd.symbol,
         )
-        self._to_ems.send_nowait(msg)
+        self._to_ems.send_nowait(msg.dict())
 
 
 _orders: OrderBook = None
@@ -151,17 +149,10 @@ async def relay_order_cmds_from_sync_code(
     book = get_orders()
     async with book._from_order_book.subscribe() as orders_stream:
         async for cmd in orders_stream:
-            sym = cmd.symbol
+            if cmd['symbol'] == symbol_key:
-            msg = pformat(cmd)
+                log.info(f'Send order cmd:\n{pformat(cmd)}')
-            if sym == symbol_key:
-                log.info(f'Send order cmd:\n{msg}')
                 # send msg over IPC / wire
                 await to_ems_stream.send(cmd)
-            else:
-                log.warning(
-                    f'Ignoring unmatched order cmd for {sym} != {symbol_key}:'
-                    f'\n{msg}'
-                )
 
 
 @acm
@@ -213,35 +204,20 @@ async def open_ems(
     from ..data._source import unpack_fqsn
     broker, symbol, suffix = unpack_fqsn(fqsn)
 
-    mode: str = 'live'
-
     async with maybe_open_emsd(broker) as portal:
 
-        mod = get_brokermod(broker)
-        if not getattr(mod, 'trades_dialogue', None):
-            mode = 'paper'
-
         async with (
             # connect to emsd
             portal.open_context(
 
                 _emsd_main,
                 fqsn=fqsn,
-                exec_mode=mode,
 
-            ) as (
+            ) as (ctx, (positions, accounts)),
-                ctx,
-                (
-                    positions,
-                    accounts,
-                    dialogs,
-                )
-            ),
 
             # open 2-way trade command stream
             ctx.open_stream() as trades_stream,
         ):
-            # start sync code order msg delivery task
             async with trio.open_nursery() as n:
                 n.start_soon(
                     relay_order_cmds_from_sync_code,
@@ -249,10 +225,4 @@ async def open_ems(
                     trades_stream
                 )
 
-                yield (
+                yield book, trades_stream, positions, accounts
-                    book,
-                    trades_stream,
-                    positions,
-                    accounts,
-                    dialogs,
-                )

piker/clearing/_messages.py

@@ -1,5 +1,5 @@
 # piker: trading gear for hackers
-# Copyright (C) Tyler Goodlet (in stewardship for pikers)
+# Copyright (C) Tyler Goodlet (in stewardship for piker0)
 
 # This program is free software: you can redistribute it and/or modify
 # it under the terms of the GNU Affero General Public License as published by
@@ -15,95 +15,22 @@
 # along with this program.  If not, see <https://www.gnu.org/licenses/>.
 
 """
-Clearing sub-system message and protocols.
+Clearing system messagingn types and protocols.
 
 """
-# from collections import (
+from typing import Optional, Union
-#     ChainMap,
+
-#     deque,
+# TODO: try out just encoding/send direction for now?
-# )
+# import msgspec
-from typing import (
+from pydantic import BaseModel
-    Optional,
-    Literal,
-)
 
 from ..data._source import Symbol
-from ..data.types import Struct
 
-
-# TODO: a composite for tracking msg flow on 2-legged
-# dialogs.
-# class Dialog(ChainMap):
-#     '''
-#     Msg collection abstraction to easily track the state changes of
-#     a msg flow in one high level, query-able and immutable construct.
-
-#     The main use case is to query data from a (long-running)
-#     msg-transaction-sequence
-
-
-#     '''
-#     def update(
-#         self,
-#         msg,
-#     ) -> None:
-#         self.maps.insert(0, msg.to_dict())
-
-#     def flatten(self) -> dict:
-#         return dict(self)
-
-
-# TODO: ``msgspec`` stuff worth paying attention to:
-# - schema evolution:
-# https://jcristharif.com/msgspec/usage.html#schema-evolution
-# - for eg. ``BrokerdStatus``, instead just have separate messages?
-# - use literals for a common msg determined by diff keys?
-#   - https://jcristharif.com/msgspec/usage.html#literal
-
-# --------------
 # Client -> emsd
-# --------------
-
-class Order(Struct):
-
-    # TODO: ideally we can combine these 2 fields into
-    # 1 and just use the size polarity to determine a buy/sell.
-    # i would like to see this become more like
-    # https://jcristharif.com/msgspec/usage.html#literal
-    # action: Literal[
-    #     'live',
-    #     'dark',
-    #     'alert',
-    # ]
-
-    action: Literal[
-        'buy',
-        'sell',
-        'alert',
-    ]
-    # determines whether the create execution
-    # will be submitted to the ems or directly to
-    # the backend broker
-    exec_mode: Literal[
-        'dark',
-        'live',
-        # 'paper',  no right?
-    ]
-
-    # internal ``emdsd`` unique "order id"
-    oid: str  # uuid4
-    symbol: str | Symbol
-    account: str  # should we set a default as '' ?
-
-    price: float
-    size: float  # -ve is "sell", +ve is "buy"
-
-    brokers: Optional[list[str]] = []
 
 
-class Cancel(Struct):
+class Cancel(BaseModel):
-    '''
+    '''Cancel msg for removing a dark (ems triggered) or
-    Cancel msg for removing a dark (ems triggered) or
     broker-submitted (live) trigger/order.
 
     '''
@@ -112,57 +39,82 @@ class Cancel(Struct):
     symbol: str
 
 
-# --------------
+class Order(BaseModel):
+
+    action: str  # {'buy', 'sell', 'alert'}
+    # internal ``emdsd`` unique "order id"
+    oid: str  # uuid4
+    symbol: Union[str, Symbol]
+    account: str  # should we set a default as '' ?
+
+    price: float
+    size: float
+    brokers: list[str]
+
+    # Assigned once initial ack is received
+    # ack_time_ns: Optional[int] = None
+
+    # determines whether the create execution
+    # will be submitted to the ems or directly to
+    # the backend broker
+    exec_mode: str  # {'dark', 'live', 'paper'}
+
+    class Config:
+        # just for pre-loading a ``Symbol`` when used
+        # in the order mode staging process
+        arbitrary_types_allowed = True
+        # don't copy this model instance when used in
+        # a recursive model
+        copy_on_model_validation = False
+
 # Client <- emsd
-# --------------
 # update msgs from ems which relay state change info
 # from the active clearing engine.
 
-class Status(Struct):
+
+class Status(BaseModel):
 
     name: str = 'status'
+    oid: str  # uuid4
     time_ns: int
-    oid: str  # uuid4 ems-order dialog id
 
-    resp: Literal[
+    # {
-      'pending',  # acked by broker but not yet open
+    #   'dark_submitted',
-      'open',
+    #   'dark_cancelled',
-      'dark_open',  # dark/algo triggered order is open in ems clearing loop
+    #   'dark_triggered',
-      'triggered',  # above triggered order sent to brokerd, or an alert closed
+
-      'closed',  # fully cleared all size/units
+    #   'broker_submitted',
-      'fill',  # partial execution
+    #   'broker_cancelled',
-      'canceled',
+    #   'broker_executed',
-      'error',
+    #   'broker_filled',
-    ]
+    #   'broker_errored',
+
+    #   'alert_submitted',
+    #   'alert_triggered',
+
+    # }
+    resp: str  # "response", see above
+
+    # symbol: str
+
+    # trigger info
+    trigger_price: Optional[float] = None
+    # price: float
+
+    # broker: Optional[str] = None
 
     # this maps normally to the ``BrokerdOrder.reqid`` below, an id
     # normally allocated internally by the backend broker routing system
-    reqid: Optional[int | str] = None
+    broker_reqid: Optional[Union[int, str]] = None
 
-    # the (last) source order/request msg if provided
+    # for relaying backend msg data "through" the ems layer
-    # (eg. the Order/Cancel which causes this msg) and
-    # acts as a back-reference to the corresponding
-    # request message which was the source of this msg.
-    req: Optional[Order | Cancel] = None
-
-    # XXX: better design/name here?
-    # flag that can be set to indicate a message for an order
-    # event that wasn't originated by piker's emsd (eg. some external
-    # trading system which does it's own order control but that you
-    # might want to "track" using piker UIs/systems).
-    src: Optional[str] = None
-
-    # for relaying a boxed brokerd-dialog-side msg data "through" the
-    # ems layer to clients.
     brokerd_msg: dict = {}
 
 
-# ---------------
 # emsd -> brokerd
-# ---------------
 # requests *sent* from ems to respective backend broker daemon
 
-class BrokerdCancel(Struct):
+class BrokerdCancel(BaseModel):
 
     action: str = 'cancel'
     oid: str  # piker emsd order id
@@ -175,38 +127,34 @@ class BrokerdCancel(Struct):
     # for setting a unique order id then this value will be relayed back
     # on the emsd order request stream as the ``BrokerdOrderAck.reqid``
     # field
-    reqid: Optional[int | str] = None
+    reqid: Optional[Union[int, str]] = None
 
 
-class BrokerdOrder(Struct):
+class BrokerdOrder(BaseModel):
 
+    action: str  # {buy, sell}
     oid: str
     account: str
     time_ns: int
 
-    # TODO: if we instead rely on a +ve/-ve size to determine
-    # the action we more or less don't need this field right?
-    action: str = ''  # {buy, sell}
-
     # "broker request id": broker specific/internal order id if this is
     # None, creates a new order otherwise if the id is valid the backend
     # api must modify the existing matching order. If the broker allows
     # for setting a unique order id then this value will be relayed back
     # on the emsd order request stream as the ``BrokerdOrderAck.reqid``
     # field
-    reqid: Optional[int | str] = None
+    reqid: Optional[Union[int, str]] = None
 
-    symbol: str  # fqsn
+    symbol: str  # symbol.<providername> ?
     price: float
     size: float
 
 
-# ---------------
 # emsd <- brokerd
-# ---------------
 # requests *received* to ems from broker backend
 
-class BrokerdOrderAck(Struct):
+
+class BrokerdOrderAck(BaseModel):
     '''
     Immediate reponse to a brokerd order request providing the broker
     specific unique order id so that the EMS can associate this
@@ -217,32 +165,39 @@ class BrokerdOrderAck(Struct):
     name: str = 'ack'
 
     # defined and provided by backend
-    reqid: int | str
+    reqid: Union[int, str]
 
     # emsd id originally sent in matching request msg
     oid: str
     account: str = ''
 
 
-class BrokerdStatus(Struct):
+class BrokerdStatus(BaseModel):
 
     name: str = 'status'
-    reqid: int | str
+    reqid: Union[int, str]
     time_ns: int
-    status: Literal[
-        'open',
-        'canceled',
-        'fill',
-        'pending',
-        'error',
-    ]
 
-    account: str
+    # XXX: should be best effort set for every update
+    account: str = ''
+
+    # {
+    #   'submitted',
+    #   'cancelled',
+    #   'filled',
+    # }
+    status: str
+
     filled: float = 0.0
     reason: str = ''
     remaining: float = 0.0
 
-    # external: bool = False
+    # XXX: better design/name here?
+    # flag that can be set to indicate a message for an order
+    # event that wasn't originated by piker's emsd (eg. some external
+    # trading system which does it's own order control but that you
+    # might want to "track" using piker UIs/systems).
+    external: bool = False
 
     # XXX: not required schema as of yet
     broker_details: dict = {
@@ -250,21 +205,21 @@ class BrokerdStatus(Struct):
     }
 
 
-class BrokerdFill(Struct):
+class BrokerdFill(BaseModel):
     '''
     A single message indicating a "fill-details" event from the broker
     if avaiable.
 
     '''
     name: str = 'fill'
-    reqid: int | str
+    reqid: Union[int, str]
     time_ns: int
 
     # order exeuction related
+    action: str
     size: float
     price: float
 
-    action: Optional[str] = None
     broker_details: dict = {}  # meta-data (eg. commisions etc.)
 
     # brokerd timestamp required for order mode arrow placement on x-axis
@@ -275,7 +230,7 @@ class BrokerdFill(Struct):
     broker_time: float
 
 
-class BrokerdError(Struct):
+class BrokerdError(BaseModel):
     '''
     Optional error type that can be relayed to emsd for error handling.
 
@@ -287,14 +242,14 @@ class BrokerdError(Struct):
 
     # if no brokerd order request was actually submitted (eg. we errored
     # at the ``pikerd`` layer) then there will be ``reqid`` allocated.
-    reqid: Optional[int | str] = None
+    reqid: Optional[Union[int, str]] = None
 
     symbol: str
     reason: str
     broker_details: dict = {}
 
 
-class BrokerdPosition(Struct):
+class BrokerdPosition(BaseModel):
     '''Position update event from brokerd.
 
     '''
@@ -303,6 +258,6 @@ class BrokerdPosition(Struct):
     broker: str
     account: str
     symbol: str
+    currency: str
     size: float
     avg_price: float
-    currency: str = ''

piker/clearing/_paper_engine.py

@@ -18,71 +18,54 @@
 Fake trading for forward testing.
 
 """
-from collections import defaultdict
 from contextlib import asynccontextmanager
 from datetime import datetime
 from operator import itemgetter
-import itertools
 import time
-from typing import (
+from typing import Tuple, Optional, Callable
-    Any,
-    Optional,
-    Callable,
-)
 import uuid
 
 from bidict import bidict
-import pendulum
 import trio
 import tractor
+from dataclasses import dataclass
 
 from .. import data
-from ..data._source import Symbol
-from ..data.types import Struct
-from ..pp import (
-    Position,
-    Transaction,
-)
 from ..data._normalize import iterticks
 from ..data._source import unpack_fqsn
 from ..log import get_logger
 from ._messages import (
-    BrokerdCancel,
+    BrokerdCancel, BrokerdOrder, BrokerdOrderAck, BrokerdStatus,
-    BrokerdOrder,
+    BrokerdFill, BrokerdPosition, BrokerdError
-    BrokerdOrderAck,
-    BrokerdStatus,
-    BrokerdFill,
-    BrokerdPosition,
-    BrokerdError,
 )
 
 
 log = get_logger(__name__)
 
 
-class PaperBoi(Struct):
+@dataclass
-    '''
+class PaperBoi:
-    Emulates a broker order client providing approximately the same API
+    """
-    and delivering an order-event response stream but with methods for
+    Emulates a broker order client providing the same API and
+    delivering an order-event response stream but with methods for
     triggering desired events based on forward testing engine
-    requirements (eg open, closed, fill msgs).
+    requirements.
 
-    '''
+    """
     broker: str
 
     ems_trades_stream: tractor.MsgStream
 
     # map of paper "live" orders which be used
     # to simulate fills based on paper engine settings
-    _buys: defaultdict[str, bidict]
+    _buys: bidict
-    _sells: defaultdict[str, bidict]
+    _sells: bidict
     _reqids: bidict
-    _positions: dict[str, Position]
+    _positions: dict[str, BrokerdPosition]
-    _trade_ledger: dict[str, Any]
 
     # init edge case L1 spread
-    last_ask: tuple[float, float] = (float('inf'), 0)  # price, size
+    last_ask: Tuple[float, float] = (float('inf'), 0)  # price, size
-    last_bid: tuple[float, float] = (0, 0)
+    last_bid: Tuple[float, float] = (0, 0)
 
     async def submit_limit(
         self,
@@ -92,24 +75,27 @@ class PaperBoi(Struct):
         action: str,
         size: float,
         reqid: Optional[str],
-
     ) -> int:
-        '''
+        """Place an order and return integer request id provided by client.
-        Place an order and return integer request id provided by client.
+
+        """
+        is_modify: bool = False
+        if reqid is None:
+            reqid = str(uuid.uuid4())
+
+        else:
+            # order is already existing, this is a modify
+            (oid, symbol, action, old_price) = self._reqids[reqid]
+            assert old_price != price
+            is_modify = True
+
+        # register order internally
+        self._reqids[reqid] = (oid, symbol, action, price)
 
-        '''
         if action == 'alert':
             # bypass all fill simulation
             return reqid
 
-        entry = self._reqids.get(reqid)
-        if entry:
-            # order is already existing, this is a modify
-            (oid, symbol, action, old_price) = entry
-        else:
-            # register order internally
-            self._reqids[reqid] = (oid, symbol, action, price)
-
         # TODO: net latency model
         # we checkpoint here quickly particulalry
         # for dark orders since we want the dark_executed
@@ -121,18 +107,15 @@ class PaperBoi(Struct):
             size = -size
 
         msg = BrokerdStatus(
-            status='open',
+            status='submitted',
-            # account=f'paper_{self.broker}',
-            account='paper',
             reqid=reqid,
+            broker=self.broker,
             time_ns=time.time_ns(),
             filled=0.0,
             reason='paper_trigger',
             remaining=size,
-
-            broker_details={'name': 'paperboi'},
         )
-        await self.ems_trades_stream.send(msg)
+        await self.ems_trades_stream.send(msg.dict())
 
         # if we're already a clearing price simulate an immediate fill
         if (
@@ -140,28 +123,28 @@ class PaperBoi(Struct):
             ) or (
             action == 'sell' and (clear_price := self.last_bid[0]) >= price
         ):
-            await self.fake_fill(
+            await self.fake_fill(symbol, clear_price, size, action, reqid, oid)
-                symbol,
-                clear_price,
-                size,
-                action,
-                reqid,
-                oid,
-            )
 
-        # register this submissions as a paper live order
         else:
-            # set the simulated order in the respective table for lookup
+            # register this submissions as a paper live order
-            # and trigger by the simulated clearing task normally
+
-            # running ``simulate_fills()``.
+            # submit order to book simulation fill loop
             if action == 'buy':
                 orders = self._buys
 
             elif action == 'sell':
                 orders = self._sells
 
-            # {symbol -> bidict[oid, (<price data>)]}
+            # set the simulated order in the respective table for lookup
-            orders[symbol][oid] = (price, size, reqid, action)
+            # and trigger by the simulated clearing task normally
+            # running ``simulate_fills()``.
+
+            if is_modify:
+                # remove any existing order for the old price
+                orders[symbol].pop((oid, old_price))
+
+            # buys/sells: (symbol  -> (price -> order))
+            orders.setdefault(symbol, {})[(oid, price)] = (size, reqid, action)
 
         return reqid
 
@@ -174,26 +157,26 @@ class PaperBoi(Struct):
         oid, symbol, action, price = self._reqids[reqid]
 
         if action == 'buy':
-            self._buys[symbol].pop(oid, None)
+            self._buys[symbol].pop((oid, price))
         elif action == 'sell':
-            self._sells[symbol].pop(oid, None)
+            self._sells[symbol].pop((oid, price))
 
         # TODO: net latency model
         await trio.sleep(0.05)
 
         msg = BrokerdStatus(
-            status='canceled',
+            status='cancelled',
-            account='paper',
+            oid=oid,
             reqid=reqid,
+            broker=self.broker,
             time_ns=time.time_ns(),
-            broker_details={'name': 'paperboi'},
         )
-        await self.ems_trades_stream.send(msg)
+        await self.ems_trades_stream.send(msg.dict())
 
     async def fake_fill(
         self,
 
-        fqsn: str,
+        symbol: str,
         price: float,
         size: float,
         action: str,  # one of {'buy', 'sell'}
@@ -207,21 +190,21 @@ class PaperBoi(Struct):
         remaining: float = 0,
 
     ) -> None:
-        '''
+        """Pretend to fill a broker order @ price and size.
-        Pretend to fill a broker order @ price and size.
 
-        '''
+        """
         # TODO: net latency model
         await trio.sleep(0.05)
-        fill_time_ns = time.time_ns()
-        fill_time_s = time.time()
 
-        fill_msg = BrokerdFill(
+        msg = BrokerdFill(
+
             reqid=reqid,
-            time_ns=fill_time_ns,
+            time_ns=time.time_ns(),
+
             action=action,
             size=size,
             price=price,
+
             broker_time=datetime.now().timestamp(),
             broker_details={
                 'paper_info': {
@@ -231,67 +214,79 @@ class PaperBoi(Struct):
                 'name': self.broker + '_paper',
             },
         )
-        log.info(f'Fake filling order:\n{fill_msg}')
+        await self.ems_trades_stream.send(msg.dict())
-        await self.ems_trades_stream.send(fill_msg)
-
-        self._trade_ledger.update(fill_msg.to_dict())
 
         if order_complete:
+
             msg = BrokerdStatus(
+
                 reqid=reqid,
                 time_ns=time.time_ns(),
-                # account=f'paper_{self.broker}',
+
-                account='paper',
+                status='filled',
-                status='closed',
                 filled=size,
                 remaining=0 if order_complete else remaining,
+
+                action=action,
+                size=size,
+                price=price,
+
+                broker_details={
+                    'paper_info': {
+                        'oid': oid,
+                    },
+                    'name': self.broker,
+                },
             )
-            await self.ems_trades_stream.send(msg)
+            await self.ems_trades_stream.send(msg.dict())
 
         # lookup any existing position
-        key = fqsn.rstrip(f'.{self.broker}')
+        token = f'{symbol}.{self.broker}'
-        pp = self._positions.setdefault(
+        pp_msg = self._positions.setdefault(
-            fqsn,
+            token,
-            Position(
+            BrokerdPosition(
-                Symbol(
+                broker=self.broker,
-                    key=key,
+                account='paper',
-                    broker_info={self.broker: {}},
+                symbol=symbol,
-                ),
+                # TODO: we need to look up the asset currency from
-                size=size,
+                # broker info. i guess for crypto this can be
-                ppu=price,
+                # inferred from the pair?
-                bsuid=key,
+                currency='',
+                size=0.0,
+                avg_price=0,
             )
         )
-        t = Transaction(
-            fqsn=fqsn,
-            tid=oid,
-            size=size,
-            price=price,
-            cost=0,  # TODO: cost model
-            dt=pendulum.from_timestamp(fill_time_s),
-            bsuid=key,
-        )
-        pp.add_clear(t)
 
-        pp_msg = BrokerdPosition(
+        # "avg position price" calcs
-            broker=self.broker,
+        # TODO: eventually it'd be nice to have a small set of routines
-            account='paper',
+        # to do this stuff from a sequence of cleared orders to enable
-            symbol=fqsn,
+        # so called "contextual positions".
-            # TODO: we need to look up the asset currency from
+        new_size = size + pp_msg.size
-            # broker info. i guess for crypto this can be
-            # inferred from the pair?
-            currency='',
-            size=pp.size,
-            avg_price=pp.ppu,
-        )
 
-        await self.ems_trades_stream.send(pp_msg)
+        # old size minus the new size gives us size differential with
+        # +ve -> increase in pp size
+        # -ve -> decrease in pp size
+        size_diff = abs(new_size) - abs(pp_msg.size)
+
+        if new_size == 0:
+            pp_msg.avg_price = 0
+
+        elif size_diff > 0:
+            # only update the "average position price" when the position
+            # size increases not when it decreases (i.e. the position is
+            # being made smaller)
+            pp_msg.avg_price = (
+                abs(size) * price + pp_msg.avg_price * abs(pp_msg.size)
+            ) / abs(new_size)
+
+        pp_msg.size = new_size
+
+        await self.ems_trades_stream.send(pp_msg.dict())
 
 
 async def simulate_fills(
-    quote_stream: tractor.MsgStream,  # noqa
+    quote_stream: 'tractor.ReceiveStream',  # noqa
     client: PaperBoi,
-
 ) -> None:
 
     # TODO: more machinery to better simulate real-world market things:
@@ -311,116 +306,61 @@ async def simulate_fills(
 
     # this stream may eventually contain multiple symbols
     async for quotes in quote_stream:
+
         for sym, quote in quotes.items():
+
             for tick in iterticks(
                 quote,
                 # dark order price filter(s)
                 types=('ask', 'bid', 'trade', 'last')
             ):
-                tick_price = tick['price']
+                # print(tick)
+                tick_price = tick.get('price')
+                ttype = tick['type']
 
-                buys: bidict[str, tuple] = client._buys[sym]
+                if ttype in ('ask',):
-                iter_buys = reversed(sorted(
-                    buys.values(),
-                    key=itemgetter(0),
-                ))
 
-                def buy_on_ask(our_price):
+                    client.last_ask = (
-                    return tick_price <= our_price
+                        tick_price,
+                        tick.get('size', client.last_ask[1]),
+                    )
 
-                sells: bidict[str, tuple] = client._sells[sym]
+                    orders = client._buys.get(sym, {})
-                iter_sells = sorted(
-                    sells.values(),
-                    key=itemgetter(0)
-                )
 
-                def sell_on_bid(our_price):
+                    book_sequence = reversed(
-                    return tick_price >= our_price
+                        sorted(orders.keys(), key=itemgetter(1)))
 
-                match tick:
+                    def pred(our_price):
+                        return tick_price < our_price
 
-                    # on an ask queue tick, only clear buy entries
+                elif ttype in ('bid',):
-                    case {
-                        'price': tick_price,
-                        'type': 'ask',
-                    }:
-                        client.last_ask = (
-                            tick_price,
-                            tick.get('size', client.last_ask[1]),
-                        )
 
-                        iter_entries = zip(
+                    client.last_bid = (
-                            iter_buys,
+                        tick_price,
-                            itertools.repeat(buy_on_ask)
+                        tick.get('size', client.last_bid[1]),
-                        )
+                    )
 
-                    # on a bid queue tick, only clear sell entries
+                    orders = client._sells.get(sym, {})
-                    case {
+                    book_sequence = sorted(orders.keys(), key=itemgetter(1))
-                        'price': tick_price,
-                        'type': 'bid',
-                    }:
-                        client.last_bid = (
-                            tick_price,
-                            tick.get('size', client.last_bid[1]),
-                        )
 
-                        iter_entries = zip(
+                    def pred(our_price):
-                            iter_sells,
+                        return tick_price > our_price
-                            itertools.repeat(sell_on_bid)
-                        )
 
-                    # TODO: fix this block, though it definitely
+                elif ttype in ('trade', 'last'):
-                    # costs a lot more CPU-wise
+                    # TODO: simulate actual book queues and our orders
-                    # - doesn't seem like clears are happening still on
+                    # place in it, might require full L2 data?
-                    #   "resting" limit orders?
+                    continue
-                    case {
-                        'price': tick_price,
-                        'type': ('trade' | 'last'),
-                    }:
-                        # in the clearing price / last price case we
-                        # want to iterate both sides of our book for
-                        # clears since we don't know which direction the
-                        # price is going to move (especially with HFT)
-                        # and thus we simply interleave both sides (buys
-                        # and sells) until one side clears and then
-                        # break until the next tick?
-                        def interleave():
-                            for pair in zip(
-                                iter_buys,
-                                iter_sells,
-                            ):
-                                for order_info, pred in zip(
-                                    pair,
-                                    itertools.cycle([buy_on_ask, sell_on_bid]),
-                                ):
-                                    yield order_info, pred
 
-                        iter_entries = interleave()
+                # iterate book prices descending
+                for oid, our_price in book_sequence:
+                    if pred(our_price):
 
-                    # NOTE: all other (non-clearable) tick event types
+                        # retreive order info
-                    # - we don't want to sping the simulated clear loop
+                        (size, reqid, action) = orders.pop((oid, our_price))
-                    # below unecessarily and further don't want to pop
-                    # simulated live orders prematurely.
-                    case _:
-                        continue
-
-                # iterate all potentially clearable book prices
-                # in FIFO order per side.
-                for order_info, pred in iter_entries:
-                    (our_price, size, reqid, action) = order_info
-
-                    # print(order_info)
-                    clearable = pred(our_price)
-                    if clearable:
-                        # pop and retreive order info
-                        oid = {
-                            'buy': buys,
-                            'sell': sells
-                        }[action].inverse.pop(order_info)
 
                         # clearing price would have filled entirely
                         await client.fake_fill(
-                            fqsn=sym,
+                            symbol=sym,
                             # todo slippage to determine fill price
                             price=tick_price,
                             size=size,
@@ -428,6 +368,9 @@ async def simulate_fills(
                             reqid=reqid,
                             oid=oid,
                         )
+                    else:
+                        # prices are iterated in sorted order so we're done
+                        break
 
 
 async def handle_order_requests(
@@ -437,81 +380,66 @@ async def handle_order_requests(
 
 ) -> None:
 
-    request_msg: dict
+    # order_request: dict
     async for request_msg in ems_order_stream:
-        match request_msg:
-            case {'action': ('buy' | 'sell')}:
-                order = BrokerdOrder(**request_msg)
-                account = order.account
 
-                # error on bad inputs
+        action = request_msg['action']
-                reason = None
-                if account != 'paper':
-                    reason = f'No account found:`{account}` (paper only)?'
 
-                elif order.size == 0:
+        if action in {'buy', 'sell'}:
-                    reason = 'Invalid size: 0'
 
-                if reason:
+            account = request_msg['account']
-                    log.error(reason)
+            if account != 'paper':
-                    await ems_order_stream.send(BrokerdError(
+                log.error(
-                        oid=order.oid,
+                    'This is a paper account, only a `paper` selection is valid'
-                        symbol=order.symbol,
-                        reason=reason,
-                    ))
-                    continue
-
-                reqid = order.reqid or str(uuid.uuid4())
-
-                # deliver ack that order has been submitted to broker routing
-                await ems_order_stream.send(
-                    BrokerdOrderAck(
-                        oid=order.oid,
-                        reqid=reqid,
-                    )
                 )
+                await ems_order_stream.send(BrokerdError(
+                    oid=request_msg['oid'],
+                    symbol=request_msg['symbol'],
+                    reason=f'Paper only. No account found: `{account}` ?',
+                ).dict())
+                continue
 
-                # call our client api to submit the order
+            # validate
-                reqid = await client.submit_limit(
+            order = BrokerdOrder(**request_msg)
+
+            # call our client api to submit the order
+            reqid = await client.submit_limit(
+
+                oid=order.oid,
+                symbol=order.symbol,
+                price=order.price,
+                action=order.action,
+                size=order.size,
+
+                # XXX: by default 0 tells ``ib_insync`` methods that
+                # there is no existing order so ask the client to create
+                # a new one (which it seems to do by allocating an int
+                # counter - collision prone..)
+                reqid=order.reqid,
+            )
+
+            # deliver ack that order has been submitted to broker routing
+            await ems_order_stream.send(
+                BrokerdOrderAck(
+
+                    # ems order request id
                     oid=order.oid,
-                    symbol=f'{order.symbol}.{client.broker}',
+
-                    price=order.price,
+                    # broker specific request id
-                    action=order.action,
-                    size=order.size,
-                    # XXX: by default 0 tells ``ib_insync`` methods that
-                    # there is no existing order so ask the client to create
-                    # a new one (which it seems to do by allocating an int
-                    # counter - collision prone..)
                     reqid=reqid,
-                )
-                log.info(f'Submitted paper LIMIT {reqid}:\n{order}')
 
-            case {'action': 'cancel'}:
+                ).dict()
-                msg = BrokerdCancel(**request_msg)
+            )
-                await client.submit_cancel(
-                    reqid=msg.reqid
-                )
 
-            case _:
+        elif action == 'cancel':
-                log.error(f'Unknown order command: {request_msg}')
+            msg = BrokerdCancel(**request_msg)
 
+            await client.submit_cancel(
+                reqid=msg.reqid
+            )
 
-_reqids: bidict[str, tuple] = {}
+        else:
-_buys: defaultdict[
+            log.error(f'Unknown order command: {request_msg}')
-    str,  # symbol
-    bidict[
-        str,  # oid
-        tuple[float, float, str, str],  # order info
-    ]
-] = defaultdict(bidict)
-_sells: defaultdict[
-    str,  # symbol
-    bidict[
-        str,  # oid
-        tuple[float, float, str, str],  # order info
-    ]
-] = defaultdict(bidict)
-_positions: dict[str, Position] = {}
 
 
 @tractor.context
@@ -523,59 +451,39 @@ async def trades_dialogue(
     loglevel: str = None,
 
 ) -> None:
-
     tractor.log.get_console_log(loglevel)
 
     async with (
+
         data.open_feed(
             [fqsn],
             loglevel=loglevel,
         ) as feed,
 
     ):
-        pp_msgs: list[BrokerdPosition] = []
-        pos: Position
-        token: str  # f'{symbol}.{self.broker}'
-        for token, pos in _positions.items():
-            pp_msgs.append(BrokerdPosition(
-                broker=broker,
-                account='paper',
-                symbol=pos.symbol.front_fqsn(),
-                size=pos.size,
-                avg_price=pos.ppu,
-            ))
-
         # TODO: load paper positions per broker from .toml config file
         # and pass as symbol to position data mapping: ``dict[str, dict]``
-        await ctx.started((
+        # await ctx.started(all_positions)
-            pp_msgs,
+        await ctx.started(({}, {'paper',}))
-            ['paper'],
-        ))
 
         async with (
             ctx.open_stream() as ems_stream,
             trio.open_nursery() as n,
         ):
+
             client = PaperBoi(
                 broker,
                 ems_stream,
-                _buys=_buys,
+                _buys={},
-                _sells=_sells,
+                _sells={},
 
-                _reqids=_reqids,
+                _reqids={},
 
                 # TODO: load paper positions from ``positions.toml``
-                _positions=_positions,
+                _positions={},
-
-                # TODO: load postions from ledger file
-                _trade_ledger={},
             )
 
-            n.start_soon(
+            n.start_soon(handle_order_requests, client, ems_stream)
-                handle_order_requests,
-                client,
-                ems_stream,
-            )
 
             # paper engine simulator clearing task
             await simulate_fills(feed.stream, client)
@@ -603,17 +511,17 @@ async def open_paperboi(
         # (we likely don't need more then one proc for basic
         # simulated order clearing)
         if portal is None:
-            log.info('Starting new paper-engine actor')
             portal = await tn.start_actor(
                 service_name,
                 enable_modules=[__name__]
             )
 
         async with portal.open_context(
-            trades_dialogue,
+                trades_dialogue,
-            broker=broker,
+                broker=broker,
-            fqsn=fqsn,
+                fqsn=fqsn,
-            loglevel=loglevel,
+                loglevel=loglevel,
 
         ) as (ctx, first):
+
             yield ctx, first

piker/cli/__init__.py

@@ -83,9 +83,9 @@ def pikerd(loglevel, host, tl, pdb, tsdb):
 
                 )
                 log.info(
-                    f'`marketstored` up!\n'
+                    f'`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/_ahab.py

@@ -37,13 +37,8 @@ from docker.models.containers import Container as DockerContainer
 from docker.errors import (
     DockerException,
     APIError,
-    # ContainerError,
-)
-import requests
-from requests.exceptions import (
-    ConnectionError,
-    ReadTimeout,
 )
+from requests.exceptions import ConnectionError, ReadTimeout
 
 from ..log import get_logger, get_console_log
 from .. import config
@@ -55,8 +50,8 @@ class DockerNotStarted(Exception):
     'Prolly you dint start da daemon bruh'
 
 
-class ApplicationLogError(Exception):
+class ContainerError(RuntimeError):
-    'App in container reported an error in logs'
+    'Error reported via app-container logging level'
 
 
 @acm
@@ -101,9 +96,9 @@ async def open_docker(
         # not perms?
         raise
 
-    # finally:
+    finally:
-    #     if client:
+        if client:
-    #         client.close()
+            client.close()
 
 
 class Container:
@@ -161,7 +156,7 @@ class Container:
 
                     # print(f'level: {level}')
                     if level in ('error', 'fatal'):
-                        raise ApplicationLogError(msg)
+                        raise ContainerError(msg)
 
                 if patt in msg:
                     return True
@@ -190,29 +185,12 @@ class Container:
             if 'is not running' in err.explanation:
                 return False
 
-    def hard_kill(self, start: float) -> None:
-        delay = time.time() - start
-        # get out the big guns, bc apparently marketstore
-        # doesn't actually know how to terminate gracefully
-        # :eyeroll:...
-        log.error(
-            f'SIGKILL-ing: {self.cntr.id} after {delay}s\n'
-        )
-        self.try_signal('SIGKILL')
-        self.cntr.wait(
-            timeout=3,
-            condition='not-running',
-        )
-
     async def cancel(
         self,
         stop_msg: str,
-        hard_kill: bool = False,
-
     ) -> None:
 
         cid = self.cntr.id
-
         # first try a graceful cancel
         log.cancel(
             f'SIGINT cancelling container: {cid}\n'
@@ -221,25 +199,15 @@ class Container:
         self.try_signal('SIGINT')
 
         start = time.time()
-        for _ in range(6):
+        for _ in range(30):
 
             with trio.move_on_after(0.5) as cs:
-                log.cancel('polling for CNTR logs...')
+                cs.shield = True
+                await self.process_logs_until(stop_msg)
 
-                try:
+                # if we aren't cancelled on above checkpoint then we
-                    await self.process_logs_until(stop_msg)
+                # assume we read the expected stop msg and terminated.
-                except ApplicationLogError:
+                break
-                    hard_kill = True
-                else:
-                    # if we aren't cancelled on above checkpoint then we
-                    # assume we read the expected stop msg and
-                    # terminated.
-                    break
-
-            if cs.cancelled_caught:
-                # on timeout just try a hard kill after
-                # a quick container sync-wait.
-                hard_kill = True
 
             try:
                 log.info(f'Polling for container shutdown:\n{cid}')
@@ -250,7 +218,6 @@ class Container:
                         condition='not-running',
                     )
 
-                # graceful exit if we didn't time out
                 break
 
             except (
@@ -262,23 +229,25 @@ class Container:
             except (
                 docker.errors.APIError,
                 ConnectionError,
-                requests.exceptions.ConnectionError,
-                trio.Cancelled,
             ):
                 log.exception('Docker connection failure')
-                self.hard_kill(start)
+                break
-                raise
-
-            except trio.Cancelled:
-                log.exception('trio cancelled...')
-                self.hard_kill(start)
         else:
-            hard_kill = True
+            delay = time.time() - start
+            log.error(
+                f'Failed to kill container {cid} after {delay}s\n'
+                'sending SIGKILL..'
+            )
+            # get out the big guns, bc apparently marketstore
+            # doesn't actually know how to terminate gracefully
+            # :eyeroll:...
+            self.try_signal('SIGKILL')
+            self.cntr.wait(
+                timeout=3,
+                condition='not-running',
+            )
 
-        if hard_kill:
+        log.cancel(f'Container stopped: {cid}')
-            self.hard_kill(start)
-        else:
-            log.cancel(f'Container stopped: {cid}')
 
 
 @tractor.context
@@ -320,13 +289,15 @@ async def open_ahabd(
         ))
 
         try:
+
             # TODO: we might eventually want a proxy-style msg-prot here
             # to allow remote control of containers without needing
             # callers to have root perms?
             await trio.sleep_forever()
 
         finally:
-            await cntr.cancel(stop_msg)
+            with trio.CancelScope(shield=True):
+                await cntr.cancel(stop_msg)
 
 
 async def start_ahab(

piker/data/_normalize.py

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

piker/data/_sampling.py

@@ -37,9 +37,6 @@ if TYPE_CHECKING:
 log = get_logger(__name__)
 
 
-_default_delay_s: float = 1.0
-
-
 class sampler:
     '''
     Global sampling engine registry.
@@ -107,18 +104,14 @@ async def increment_ohlc_buffer(
             # TODO: do we want to support dynamically
             # adding a "lower" lowest increment period?
             await trio.sleep(ad)
-            total_s += delay_s
+            total_s += lowest
 
             # increment all subscribed shm arrays
             # TODO:
             # - this in ``numba``
             # - just lookup shms for this step instead of iterating?
-            for this_delay_s, shms in sampler.ohlcv_shms.items():
+            for delay_s, shms in sampler.ohlcv_shms.items():
-
+                if total_s % delay_s != 0:
-                # short-circuit on any not-ready because slower sample
-                # rate consuming shm buffers.
-                if total_s % this_delay_s != 0:
-                    # print(f'skipping `{this_delay_s}s` sample update')
                     continue
 
                 # TODO: ``numba`` this!
@@ -137,7 +130,7 @@ async def increment_ohlc_buffer(
                     # this copies non-std fields (eg. vwap) from the last datum
                     last[
                         ['time', 'volume', 'open', 'high', 'low', 'close']
-                    ][0] = (t + this_delay_s, 0, close, close, close, close)
+                    ][0] = (t + delay_s, 0, close, close, close, close)
 
                     # write to the buffer
                     shm.push(last)
@@ -159,6 +152,7 @@ async def broadcast(
 
     '''
     subs = sampler.subscribers.get(delay_s, ())
+
     first = last = -1
 
     if shm is None:
@@ -227,8 +221,7 @@ async def iter_ohlc_periods(
 async def sample_and_broadcast(
 
     bus: _FeedsBus,  # noqa
-    rt_shm: ShmArray,
+    shm: ShmArray,
-    hist_shm: ShmArray,
     quote_stream: trio.abc.ReceiveChannel,
     brokername: str,
     sum_tick_vlm: bool = True,
@@ -264,45 +257,41 @@ async def sample_and_broadcast(
 
                     last = tick['price']
 
-                    # more compact inline-way to do this assignment
+                    # update last entry
-                    # to both buffers?
+                    # benchmarked in the 4-5 us range
-                    for shm in [rt_shm, hist_shm]:
+                    o, high, low, v = shm.array[-1][
-                        # update last entry
+                        ['open', 'high', 'low', 'volume']
-                        # benchmarked in the 4-5 us range
+                    ]
-                        # for shm in [rt_shm, hist_shm]:
-                        o, high, low, v = shm.array[-1][
-                            ['open', 'high', 'low', 'volume']
-                        ]
 
-                        new_v = tick.get('size', 0)
+                    new_v = tick.get('size', 0)
 
-                        if v == 0 and new_v:
+                    if v == 0 and new_v:
-                            # no trades for this bar yet so the open
+                        # no trades for this bar yet so the open
-                            # is also the close/last trade price
+                        # is also the close/last trade price
-                            o = last
+                        o = last
 
-                        if sum_tick_vlm:
+                    if sum_tick_vlm:
-                            volume = v + new_v
+                        volume = v + new_v
-                        else:
+                    else:
-                            # presume backend takes care of summing
+                        # presume backend takes care of summing
-                            # it's own vlm
+                        # it's own vlm
-                            volume = quote['volume']
+                        volume = quote['volume']
 
-                        shm.array[[
+                    shm.array[[
-                            'open',
+                        'open',
-                            'high',
+                        'high',
-                            'low',
+                        'low',
-                            'close',
+                        'close',
-                            'bar_wap',  # can be optionally provided
+                        'bar_wap',  # can be optionally provided
-                            'volume',
+                        'volume',
-                        ]][-1] = (
+                    ]][-1] = (
-                            o,
+                        o,
-                            max(high, last),
+                        max(high, last),
-                            min(low, last),
+                        min(low, last),
-                            last,
+                        last,
-                            quote.get('bar_wap', 0),
+                        quote.get('bar_wap', 0),
-                            volume,
+                        volume,
-                        )
+                    )
 
             # XXX: we need to be very cautious here that no
             # context-channel is left lingering which doesn't have

piker/data/_sharedmem.py

@@ -1,5 +1,5 @@
 # piker: trading gear for hackers
-# Copyright (C) Tyler Goodlet (in stewardship for pikers)
+# Copyright (C) Tyler Goodlet (in stewardship for piker0)
 
 # This program is free software: you can redistribute it and/or modify
 # it under the terms of the GNU Affero General Public License as published by
@@ -27,14 +27,13 @@ from multiprocessing.shared_memory import SharedMemory, _USE_POSIX
 if _USE_POSIX:
     from _posixshmem import shm_unlink
 
-# import msgspec
-import numpy as np
-from numpy.lib import recfunctions as rfn
 import tractor
+import numpy as np
+from pydantic import BaseModel
+from numpy.lib import recfunctions as rfn
 
 from ..log import get_logger
 from ._source import base_iohlc_dtype
-from .types import Struct
 
 
 log = get_logger(__name__)
@@ -50,11 +49,7 @@ _rt_buffer_start = int((_days_worth - 1) * _secs_in_day)
 
 
 def cuckoff_mantracker():
-    '''
-    Disable all ``multiprocessing``` "resource tracking" machinery since
-    it's an absolute multi-threaded mess of non-SC madness.
 
-    '''
     from multiprocessing import resource_tracker as mantracker
 
     # Tell the "resource tracker" thing to fuck off.
@@ -112,39 +107,36 @@ class SharedInt:
                 log.warning(f'Shm for {name} already unlinked?')
 
 
-class _Token(Struct, frozen=True):
+class _Token(BaseModel):
     '''
     Internal represenation of a shared memory "token"
     which can be used to key a system wide post shm entry.
 
     '''
+    class Config:
+        frozen = True
+
     shm_name: str  # this servers as a "key" value
     shm_first_index_name: str
     shm_last_index_name: str
     dtype_descr: tuple
-    size: int  # in struct-array index / row terms
 
     @property
     def dtype(self) -> np.dtype:
         return np.dtype(list(map(tuple, self.dtype_descr))).descr
 
     def as_msg(self):
-        return self.to_dict()
+        return self.dict()
 
     @classmethod
     def from_msg(cls, msg: dict) -> _Token:
         if isinstance(msg, _Token):
             return msg
 
-        # TODO: native struct decoding
-        # return _token_dec.decode(msg)
-
         msg['dtype_descr'] = tuple(map(tuple, msg['dtype_descr']))
         return _Token(**msg)
 
 
-# _token_dec = msgspec.msgpack.Decoder(_Token)
-
 # TODO: this api?
 # _known_tokens = tractor.ActorVar('_shm_tokens', {})
 # _known_tokens = tractor.ContextStack('_known_tokens', )
@@ -163,7 +155,6 @@ def get_shm_token(key: str) -> _Token:
 
 def _make_token(
     key: str,
-    size: int,
     dtype: Optional[np.dtype] = None,
 ) -> _Token:
     '''
@@ -176,8 +167,7 @@ def _make_token(
         shm_name=key,
         shm_first_index_name=key + "_first",
         shm_last_index_name=key + "_last",
-        dtype_descr=tuple(np.dtype(dtype).descr),
+        dtype_descr=np.dtype(dtype).descr
-        size=size,
     )
 
 
@@ -229,7 +219,6 @@ class ShmArray:
             shm_first_index_name=self._first._shm.name,
             shm_last_index_name=self._last._shm.name,
             dtype_descr=tuple(self._array.dtype.descr),
-            size=self._len,
         )
 
     @property
@@ -444,7 +433,7 @@ class ShmArray:
 def open_shm_array(
 
     key: Optional[str] = None,
-    size: int = _default_size,  # see above
+    size: int = _default_size,
     dtype: Optional[np.dtype] = None,
     readonly: bool = False,
 
@@ -475,8 +464,7 @@ def open_shm_array(
 
     token = _make_token(
         key=key,
-        size=size,
+        dtype=dtype
-        dtype=dtype,
     )
 
     # create single entry arrays for storing an first and last indices
@@ -528,15 +516,15 @@ def open_shm_array(
     # "unlink" created shm on process teardown by
     # pushing teardown calls onto actor context stack
 
-    stack = tractor.current_actor().lifetime_stack
+    tractor._actor._lifetime_stack.callback(shmarr.close)
-    stack.callback(shmarr.close)
+    tractor._actor._lifetime_stack.callback(shmarr.destroy)
-    stack.callback(shmarr.destroy)
 
     return shmarr
 
 
 def attach_shm_array(
     token: tuple[str, str, tuple[str, str]],
+    size: int = _default_size,
     readonly: bool = True,
 
 ) -> ShmArray:
@@ -575,7 +563,7 @@ def attach_shm_array(
             raise _err
 
     shmarr = np.ndarray(
-        (token.size,),
+        (size,),
         dtype=token.dtype,
         buffer=shm.buf
     )
@@ -614,8 +602,8 @@ def attach_shm_array(
     if key not in _known_tokens:
         _known_tokens[key] = token
 
-    # "close" attached shm on actor teardown
+    # "close" attached shm on process teardown
-    tractor.current_actor().lifetime_stack.callback(sha.close)
+    tractor._actor._lifetime_stack.callback(sha.close)
 
     return sha
 
@@ -643,7 +631,6 @@ def maybe_open_shm_array(
     use ``attach_shm_array``.
 
     '''
-    size = kwargs.pop('size', _default_size)
     try:
         # see if we already know this key
         token = _known_tokens[key]
@@ -651,11 +638,7 @@ def maybe_open_shm_array(
     except KeyError:
         log.warning(f"Could not find {key} in shms cache")
         if dtype:
-            token = _make_token(
+            token = _make_token(key, dtype)
-                key,
-                size=size,
-                dtype=dtype,
-            )
             try:
                 return attach_shm_array(token=token, **kwargs), False
             except FileNotFoundError:

piker/data/_source.py

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

piker/data/_web_bs.py

@@ -19,9 +19,8 @@ ToOlS fOr CoPInG wITh "tHE wEB" protocols.
 
 """
 from contextlib import asynccontextmanager, AsyncExitStack
-from itertools import count
 from types import ModuleType
-from typing import Any, Optional, Callable, AsyncGenerator
+from typing import Any, Callable, AsyncGenerator
 import json
 
 import trio
@@ -36,8 +35,6 @@ from trio_websocket._impl import (
 
 from ..log import get_logger
 
-from .types import Struct
-
 log = get_logger(__name__)
 
 
@@ -56,11 +53,13 @@ class NoBsWs:
     def __init__(
         self,
         url: str,
+        token: str,
         stack: AsyncExitStack,
-        fixture: Optional[Callable] = None,
+        fixture: Callable,
-        serializer: ModuleType = json
+        serializer: ModuleType = json,
     ):
         self.url = url
+        self.token = token
         self.fixture = fixture
         self._stack = stack
         self._ws: 'WebSocketConnection' = None  # noqa
@@ -83,14 +82,17 @@ class NoBsWs:
                 self._ws = await self._stack.enter_async_context(
                     trio_websocket.open_websocket_url(self.url)
                 )
-
+                # rerun user code fixture
-                if self.fixture is not None:
+                if self.token == '':
-                    # rerun user code fixture
                     ret = await self._stack.enter_async_context(
                         self.fixture(self)
                     )
+                else:
+                    ret = await self._stack.enter_async_context(
+                        self.fixture(self, self.token)
+                    )
 
-                    assert ret is None
+                assert ret is None
 
                 log.info(f'Connection success: {self.url}')
                 return self._ws
@@ -126,26 +128,21 @@ class NoBsWs:
             except self.recon_errors:
                 await self._connect()
 
-    def __aiter__(self):
-        return self
-
-    async def __anext__(self):
-        return await self.recv_msg()
-
 
 @asynccontextmanager
 async def open_autorecon_ws(
     url: str,
 
     # TODO: proper type annot smh
-    fixture: Optional[Callable] = None,
+    fixture: Callable,
-
+    # used for authenticated websockets
+    token: str = '',
 ) -> AsyncGenerator[tuple[...],  NoBsWs]:
     """Apparently we can QoS for all sorts of reasons..so catch em.
 
     """
     async with AsyncExitStack() as stack:
-        ws = NoBsWs(url, stack, fixture=fixture)
+        ws = NoBsWs(url, token, stack, fixture=fixture)
         await ws._connect()
 
         try:
@@ -153,86 +150,3 @@ async def open_autorecon_ws(
 
         finally:
             await stack.aclose()
-
-
-'''
-JSONRPC response-request style machinery for transparent multiplexing of msgs
-over a NoBsWs.
-'''
-
-
-class JSONRPCResult(Struct):
-    jsonrpc: str = '2.0'
-    id: int
-    result: Optional[dict] = None
-    error: Optional[dict] = None
-
-
-@asynccontextmanager
-async def open_jsonrpc_session(
-    url: str,
-    start_id: int = 0,
-    dtype: type = JSONRPCResult
-) -> Callable[[str, dict], dict]:
-
-    async with (
-        trio.open_nursery() as n,
-        open_autorecon_ws(url) as ws
-    ):
-        rpc_id: Iterable = count(start_id)
-        rpc_results: dict[int, dict] = {}
-
-        async def json_rpc(method: str, params: dict) -> dict:
-            '''
-            perform a json rpc call and wait for the result, raise exception in
-            case of error field present on response
-            '''
-            msg = {
-                'jsonrpc': '2.0',
-                'id': next(rpc_id),
-                'method': method,
-                'params': params
-            }
-            _id = msg['id']
-
-            rpc_results[_id] = {
-                'result': None,
-                'event': trio.Event()
-            }
-
-            await ws.send_msg(msg)
-
-            await rpc_results[_id]['event'].wait()
-
-            ret = rpc_results[_id]['result']
-
-            del rpc_results[_id]
-
-            if ret.error is not None:
-                raise Exception(json.dumps(ret.error, indent=4))
-
-            return ret
-
-        async def recv_task():
-            '''
-            receives every ws message and stores it in its corresponding result
-            field, then sets the event to wakeup original sender tasks.
-            '''
-            async for msg in ws:
-                msg = dtype(**msg)
-
-                if msg.id not in rpc_results:
-                    log.warning(f'Wasn\'t expecting ws msg: {json.dumps(msg, indent=4)}')
-
-                res = rpc_results.setdefault(
-                    msg.id,
-                    {'result': None, 'event': trio.Event()}
-                )
-
-                res['result'] = msg
-                res['event'].set()
-
-
-        n.start_soon(recv_task)
-        yield json_rpc
-        n.cancel_scope.cancel()

piker/data/feed.py

@@ -42,6 +42,7 @@ from trio_typing import TaskStatus
 import trimeter
 import tractor
 from tractor.trionics import maybe_open_context
+from pydantic import BaseModel
 import pendulum
 import numpy as np
 
@@ -56,10 +57,8 @@ from ._sharedmem import (
     maybe_open_shm_array,
     attach_shm_array,
     ShmArray,
-    _secs_in_day,
 )
 from .ingest import get_ingestormod
-from .types import Struct
 from ._source import (
     base_iohlc_dtype,
     Symbol,
@@ -73,7 +72,6 @@ from ._sampling import (
     iter_ohlc_periods,
     sample_and_broadcast,
     uniform_rate_send,
-    _default_delay_s,
 )
 from ..brokers._util import (
     NoData,
@@ -86,7 +84,7 @@ if TYPE_CHECKING:
 log = get_logger(__name__)
 
 
-class _FeedsBus(Struct):
+class _FeedsBus(BaseModel):
     '''
     Data feeds broadcaster and persistence management.
 
@@ -102,6 +100,10 @@ class _FeedsBus(Struct):
           a dedicated cancel scope.
 
     '''
+    class Config:
+        arbitrary_types_allowed = True
+        underscore_attrs_are_private = False
+
     brokername: str
     nursery: trio.Nursery
     feeds: dict[str, tuple[dict, dict]] = {}
@@ -258,7 +260,7 @@ async def start_backfill(
     write_tsdb: bool = True,
     tsdb_is_up: bool = False,
 
-    task_status: TaskStatus[tuple] = trio.TASK_STATUS_IGNORED,
+    task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
 
 ) -> int:
 
@@ -296,7 +298,7 @@ async def start_backfill(
         bf_done = trio.Event()
 
         # let caller unblock and deliver latest history frame
-        task_status.started((start_dt, end_dt, bf_done))
+        task_status.started((shm, start_dt, end_dt, bf_done))
 
         # based on the sample step size, maybe load a certain amount history
         if last_tsdb_dt is None:
@@ -311,7 +313,7 @@ async def start_backfill(
             # when no tsdb "last datum" is provided, we just load
             # some near-term history.
             periods = {
-                1: {'seconds': 4000},
+                1: {'days': 1},
                 60: {'days': 14},
             }
 
@@ -546,6 +548,7 @@ async def start_backfill(
                         )
                         frames.pop(epoch)
                         continue
+                        # await tractor.breakpoint()
 
                     if diff > step_size_s:
 
@@ -673,8 +676,8 @@ async def manage_history(
     '''
     # (maybe) allocate shm array for this broker/symbol which will
     # be used for fast near-term history capture and processing.
-    hist_shm, opened = maybe_open_shm_array(
+    shm, opened = maybe_open_shm_array(
-        key=f'{fqsn}_hist',
+        key=fqsn,
 
         # use any broker defined ohlc dtype:
         dtype=getattr(mod, '_ohlc_dtype', base_iohlc_dtype),
@@ -688,21 +691,6 @@ async def manage_history(
             "Persistent shm for sym was already open?!"
         )
 
-    rt_shm, opened = maybe_open_shm_array(
-        key=f'{fqsn}_rt',
-
-        # use any broker defined ohlc dtype:
-        dtype=getattr(mod, '_ohlc_dtype', base_iohlc_dtype),
-
-        # we expect the sub-actor to write
-        readonly=False,
-        size=3*_secs_in_day,
-    )
-    if not opened:
-        raise RuntimeError(
-            "Persistent shm for sym was already open?!"
-        )
-
     log.info('Scanning for existing `marketstored`')
 
     is_up = await check_for_service('marketstored')
@@ -730,6 +718,7 @@ async def manage_history(
 
             broker, symbol, expiry = unpack_fqsn(fqsn)
             (
+                shm,
                 latest_start_dt,
                 latest_end_dt,
                 bf_done,
@@ -738,14 +727,14 @@ async def manage_history(
                     start_backfill,
                     mod,
                     bfqsn,
-                    hist_shm,
+                    shm,
                     last_tsdb_dt=last_tsdb_dt,
                     tsdb_is_up=True,
                     storage=storage,
                 )
             )
 
-            # if len(hist_shm.array) < 2:
+            # if len(shm.array) < 2:
             # TODO: there's an edge case here to solve where if the last
             # frame before market close (at least on ib) was pushed and
             # there was only "1 new" row pushed from the first backfill
@@ -755,7 +744,7 @@ async def manage_history(
             # the tsdb series and stash that somewhere as meta data on
             # the shm buffer?.. no se.
 
-            task_status.started((hist_shm, rt_shm))
+            task_status.started(shm)
             some_data_ready.set()
 
             await bf_done.wait()
@@ -773,7 +762,7 @@ async def manage_history(
             # TODO: see if there's faster multi-field reads:
             # https://numpy.org/doc/stable/user/basics.rec.html#accessing-multiple-fields
             # re-index  with a `time` and index field
-            prepend_start = hist_shm._first.value
+            prepend_start = shm._first.value
 
             # sanity check on most-recent-data loading
             assert prepend_start > dt_diff_s
@@ -783,7 +772,7 @@ async def manage_history(
                 fastest = history[0]
                 to_push = fastest[:prepend_start]
 
-                hist_shm.push(
+                shm.push(
                     to_push,
 
                     # insert the history pre a "days worth" of samples
@@ -799,7 +788,7 @@ async def manage_history(
                 count = 0
                 end = fastest['Epoch'][0]
 
-                while hist_shm._first.value > 0:
+                while shm._first.value > 0:
                     count += 1
                     series = await storage.read_ohlcv(
                         fqsn,
@@ -811,7 +800,7 @@ async def manage_history(
                     prepend_start -= len(to_push)
                     to_push = fastest[:prepend_start]
 
-                    hist_shm.push(
+                    shm.push(
                         to_push,
 
                         # insert the history pre a "days worth" of samples
@@ -855,12 +844,12 @@ async def manage_history(
                 start_backfill,
                 mod,
                 bfqsn,
-                hist_shm,
+                shm,
             )
         )
 
         # yield back after client connect with filled shm
-        task_status.started((hist_shm, rt_shm))
+        task_status.started(shm)
 
         # indicate to caller that feed can be delivered to
         # remote requesting client since we've loaded history
@@ -906,7 +895,7 @@ async def allocate_persistent_feed(
 
     # mem chan handed to broker backend so it can push real-time
     # quotes to this task for sampling and history storage (see below).
-    send, quote_stream = trio.open_memory_channel(616)
+    send, quote_stream = trio.open_memory_channel(10)
 
     # data sync signals for both history loading and market quotes
     some_data_ready = trio.Event()
@@ -937,7 +926,7 @@ async def allocate_persistent_feed(
     # https://github.com/python-trio/trio/issues/2258
     # bus.nursery.start_soon(
     # await bus.start_task(
-    hist_shm, rt_shm = await bus.nursery.start(
+    shm = await bus.nursery.start(
         manage_history,
         mod,
         bus,
@@ -950,9 +939,7 @@ async def allocate_persistent_feed(
     # can read directly from the memory which will be written by
     # this task.
     msg = init_msg[symbol]
-    msg['hist_shm_token'] = hist_shm.token
+    msg['shm_token'] = shm.token
-    msg['startup_hist_index'] = hist_shm.index - 1
-    msg['rt_shm_token'] = rt_shm.token
 
     # true fqsn
     fqsn = '.'.join((bfqsn, brokername))
@@ -988,25 +975,7 @@ async def allocate_persistent_feed(
     # for ambiguous names we simply apply the retreived
     # feed to that name (for now).
 
-    sampler.ohlcv_shms.setdefault(
+    # task_status.started((init_msg,  generic_first_quotes))
-        1,
-        []
-    ).append(rt_shm)
-    ohlckeys = ['open', 'high', 'low', 'close']
-
-    # set the rt (hft) shm array as append only
-    # (for now).
-    rt_shm._first.value = 0
-    rt_shm._last.value = 0
-
-    # push last sample from history to rt buffer just as a filler datum
-    # but we don't want a history sized datum outlier so set vlm to zero
-    # and ohlc to the close value.
-    rt_shm.push(hist_shm.array[-2:-1])
-
-    rt_shm.array[ohlckeys] = hist_shm.array['close'][-1]
-    rt_shm._array['volume'] = 0
-
     task_status.started()
 
     if not start_stream:
@@ -1018,18 +987,14 @@ async def allocate_persistent_feed(
 
     # start shm incrementer task for OHLC style sampling
     # at the current detected step period.
-    times = hist_shm.array['time']
+    times = shm.array['time']
     delay_s = times[-1] - times[times != times[-1]][-1]
-    sampler.ohlcv_shms.setdefault(delay_s, []).append(hist_shm)
 
-    # create buffer a single incrementer task broker backend
+    sampler.ohlcv_shms.setdefault(delay_s, []).append(shm)
-    # (aka `brokerd`) using the lowest sampler period.
+    if sampler.incrementers.get(delay_s) is None:
-    # await tractor.breakpoint()
-    # for delay_s in sampler.ohlcv_shms:
-    if sampler.incrementers.get(_default_delay_s) is None:
         await bus.start_task(
             increment_ohlc_buffer,
-            _default_delay_s,
+            delay_s,
         )
 
     sum_tick_vlm: bool = init_msg.get(
@@ -1040,8 +1005,7 @@ async def allocate_persistent_feed(
     try:
         await sample_and_broadcast(
             bus,
-            rt_shm,
+            shm,
-            hist_shm,
             quote_stream,
             brokername,
             sum_tick_vlm
@@ -1204,6 +1168,34 @@ async def open_feed_bus(
                 log.warning(f'{sub} for {symbol} was already removed?')
 
 
+@asynccontextmanager
+async def open_sample_step_stream(
+    portal: tractor.Portal,
+    delay_s: int,
+
+) -> tractor.ReceiveMsgStream:
+
+    # XXX: this should be singleton on a host,
+    # a lone broker-daemon per provider should be
+    # created for all practical purposes
+    async with maybe_open_context(
+        acm_func=partial(
+            portal.open_context,
+            iter_ohlc_periods,
+        ),
+        kwargs={'delay_s': delay_s},
+
+    ) as (cache_hit, (ctx, first)):
+        async with ctx.open_stream() as istream:
+            if cache_hit:
+                # add a new broadcast subscription for the quote stream
+                # if this feed is likely already in use
+                async with istream.subscribe() as bistream:
+                    yield bistream
+            else:
+                yield istream
+
+
 @dataclass
 class Feed:
     '''
@@ -1216,16 +1208,13 @@ class Feed:
 
     '''
     name: str
-    hist_shm: ShmArray
+    shm: ShmArray
-    rt_shm: ShmArray
     mod: ModuleType
     first_quotes: dict  # symbol names to first quote dicts
     _portal: tractor.Portal
     stream: trio.abc.ReceiveChannel[dict[str, Any]]
     status: dict[str, Any]
 
-    startup_hist_index: int = 0
-
     throttle_rate: Optional[int] = None
 
     _trade_stream: Optional[AsyncIterator[dict[str, Any]]] = None
@@ -1245,28 +1234,17 @@ class Feed:
     @asynccontextmanager
     async def index_stream(
         self,
-        delay_s: int = 1,
+        delay_s: Optional[int] = None
 
     ) -> AsyncIterator[int]:
 
-        # XXX: this should be singleton on a host,
+        delay_s = delay_s or self._max_sample_rate
-        # a lone broker-daemon per provider should be
+
-        # created for all practical purposes
+        async with open_sample_step_stream(
-        async with maybe_open_context(
+            self.portal,
-            acm_func=partial(
+            delay_s,
-                self.portal.open_context,
+        ) as istream:
-                iter_ohlc_periods,
+            yield istream
-            ),
-            kwargs={'delay_s': delay_s},
-        ) as (cache_hit, (ctx, first)):
-            async with ctx.open_stream() as istream:
-                if cache_hit:
-                    # add a new broadcast subscription for the quote stream
-                    # if this feed is likely already in use
-                    async with istream.subscribe() as bistream:
-                        yield bistream
-                else:
-                    yield istream
 
     async def pause(self) -> None:
         await self.stream.send('pause')
@@ -1274,34 +1252,6 @@ class Feed:
     async def resume(self) -> None:
         await self.stream.send('resume')
 
-    def get_ds_info(
-        self,
-    ) -> tuple[float, float, float]:
-        '''
-        Compute the "downsampling" ratio info between the historical shm
-        buffer and the real-time (HFT) one.
-
-        Return a tuple of the fast sample period, historical sample
-        period and ratio between them.
-
-        '''
-        times = self.hist_shm.array['time']
-        end = pendulum.from_timestamp(times[-1])
-        start = pendulum.from_timestamp(times[times != times[-1]][-1])
-        hist_step_size_s = (end - start).seconds
-
-        times = self.rt_shm.array['time']
-        end = pendulum.from_timestamp(times[-1])
-        start = pendulum.from_timestamp(times[times != times[-1]][-1])
-        rt_step_size_s = (end - start).seconds
-
-        ratio = hist_step_size_s / rt_step_size_s
-        return (
-            rt_step_size_s,
-            hist_step_size_s,
-            ratio,
-        )
-
 
 @asynccontextmanager
 async def install_brokerd_search(
@@ -1391,29 +1341,21 @@ async def open_feed(
         ) as stream,
 
     ):
-        init = init_msg[bfqsn]
         # we can only read from shm
-        hist_shm = attach_shm_array(
+        shm = attach_shm_array(
-            token=init['hist_shm_token'],
+            token=init_msg[bfqsn]['shm_token'],
             readonly=True,
         )
-        rt_shm = attach_shm_array(
-            token=init['rt_shm_token'],
-            readonly=True,
-        )
-
         assert fqsn in first_quotes
 
         feed = Feed(
             name=brokername,
-            hist_shm=hist_shm,
+            shm=shm,
-            rt_shm=rt_shm,
             mod=mod,
             first_quotes=first_quotes,
             stream=stream,
             _portal=portal,
             status={},
-            startup_hist_index=init['startup_hist_index'],
             throttle_rate=tick_throttle,
         )
 
@@ -1426,7 +1368,7 @@ async def open_feed(
             'actor_name': feed.portal.channel.uid[0],
             'host': host,
             'port': port,
-            'shm': f'{humanize(feed.hist_shm._shm.size)}',
+            'shm': f'{humanize(feed.shm._shm.size)}',
             'throttle_rate': feed.throttle_rate,
         })
         feed.status.update(init_msg.pop('status', {}))
@@ -1444,17 +1386,13 @@ async def open_feed(
             feed.symbols[sym] = symbol
 
             # cast shm dtype to list... can't member why we need this
-            for shm_key, shm in [
+            shm_token = data['shm_token']
-                ('rt_shm_token', rt_shm),
-                ('hist_shm_token', hist_shm),
-            ]:
-                shm_token = data[shm_key]
 
-                # XXX: msgspec won't relay through the tuples XD
+            # XXX: msgspec won't relay through the tuples XD
-                shm_token['dtype_descr'] = tuple(
+            shm_token['dtype_descr'] = tuple(
-                    map(tuple, shm_token['dtype_descr']))
+                map(tuple, shm_token['dtype_descr']))
 
-                assert shm_token == shm.token  # sanity
+            assert shm_token == shm.token  # sanity
 
         feed._max_sample_rate = 1
 

piker/data/marketstore.py

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

piker/data/types.py

@@ -1,87 +0,0 @@
-# piker: trading gear for hackers
-# Copyright (C) Guillermo Rodriguez (in stewardship for piker0)
-
-# This program is free software: you can redistribute it and/or modify
-# it under the terms of the GNU Affero General Public License as published by
-# the Free Software Foundation, either version 3 of the License, or
-# (at your option) any later version.
-
-# This program is distributed in the hope that it will be useful,
-# but WITHOUT ANY WARRANTY; without even the implied warranty of
-# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
-# GNU Affero General Public License for more details.
-
-# You should have received a copy of the GNU Affero General Public License
-# along with this program.  If not, see <https://www.gnu.org/licenses/>.
-
-"""
-Built-in (extension) types.
-
-"""
-import sys
-from typing import Optional
-from pprint import pformat
-
-import msgspec
-
-
-class Struct(
-    msgspec.Struct,
-
-    # https://jcristharif.com/msgspec/structs.html#tagged-unions
-    # tag='pikerstruct',
-    # tag=True,
-):
-    '''
-    A "human friendlier" (aka repl buddy) struct subtype.
-
-    '''
-    def to_dict(self) -> dict:
-        return {
-            f: getattr(self, f)
-            for f in self.__struct_fields__
-        }
-
-    def __repr__(self):
-        # only turn on pprint when we detect a python REPL
-        # at runtime B)
-        if (
-            hasattr(sys, 'ps1')
-            # TODO: check if we're in pdb
-        ):
-            return self.pformat()
-
-        return super().__repr__()
-
-    def pformat(self) -> str:
-        return f'Struct({pformat(self.to_dict())})'
-
-    def copy(
-        self,
-        update: Optional[dict] = None,
-
-    ) -> msgspec.Struct:
-        '''
-        Validate-typecast all self defined fields, return a copy of us
-        with all such fields.
-
-        This is kinda like the default behaviour in `pydantic.BaseModel`.
-
-        '''
-        if update:
-            for k, v in update.items():
-                setattr(self, k, v)
-
-        # roundtrip serialize to validate
-        return msgspec.msgpack.Decoder(
-            type=type(self)
-        ).decode(
-            msgspec.msgpack.Encoder().encode(self)
-        )
-
-    def typecast(
-        self,
-        # fields: Optional[list[str]] = None,
-    ) -> None:
-        for fname, ftype in self.__annotations__.items():
-            setattr(self, fname, ftype(getattr(self, fname)))

piker/fsp/_api.py

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

piker/fsp/_engine.py

@@ -37,7 +37,6 @@ from .. import data
 from ..data import attach_shm_array
 from ..data.feed import Feed
 from ..data._sharedmem import ShmArray
-from ..data._sampling import _default_delay_s
 from ..data._source import Symbol
 from ._api import (
     Fsp,
@@ -106,7 +105,7 @@ async def fsp_compute(
         filter_quotes_by_sym(fqsn, quote_stream),
 
         # XXX: currently the ``ohlcv`` arg
-        feed.rt_shm,
+        feed.shm,
     )
 
     # Conduct a single iteration of fsp with historical bars input
@@ -115,7 +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')
@@ -285,10 +284,9 @@ async def cascade(
     # TODO: ugh i hate this wind/unwind to list over the wire
     # but not sure how else to do it.
     for (token, fsp_name, dst_token) in shm_registry:
-        Fsp._flow_registry[(
+        Fsp._flow_registry[
-            _Token.from_msg(token),
+            (_Token.from_msg(token), fsp_name)
-            fsp_name,
+        ] = _Token.from_msg(dst_token)
-        )] = _Token.from_msg(dst_token), None
 
     fsp: Fsp = reg.get(
         NamespacePath(ns_path)
@@ -314,7 +312,7 @@ async def cascade(
 
         profiler(f'{func}: feed up')
 
-        assert src.token == feed.rt_shm.token
+        assert src.token == feed.shm.token
         # last_len = new_len = len(src.array)
 
         func_name = func.__name__
@@ -376,8 +374,7 @@ async def cascade(
                             'key': dst_shm_token,
                             'first': dst._first.value,
                             'last': dst._last.value,
-                        }
+                    }})
-                    })
                     return tracker, index
 
                 def is_synced(
@@ -421,11 +418,7 @@ async def cascade(
                 # detect sample period step for subscription to increment
                 # signal
                 times = src.array['time']
-                if len(times) > 1:
+                delay_s = times[-1] - times[times != times[-1]][-1]
-                    delay_s = times[-1] - times[times != times[-1]][-1]
-                else:
-                    # our default "HFT" sample rate.
-                    delay_s = _default_delay_s
 
                 # Increment the underlying shared memory buffer on every
                 # "increment" msg received from the underlying data feed.
@@ -436,8 +429,7 @@ async def cascade(
                     profiler(f'{func_name}: sample stream up')
                     profiler.finish()
 
-                    async for i in istream:
+                    async for _ in istream:
-                        # log.runtime(f'FSP incrementing {i}')
 
                         # respawn the compute task if the source
                         # array has been updated such that we compute

piker/pp.py

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

piker/ui/_annotate.py

@@ -32,22 +32,16 @@ def mk_marker_path(
     style: str,
 
 ) -> QGraphicsPathItem:
-    '''
+    """Add a marker to be displayed on the line wrapped in a ``QGraphicsPathItem``
-    Add a marker to be displayed on the line wrapped in
+    ready to be placed using scene coordinates (not view).
-    a ``QGraphicsPathItem`` ready to be placed using scene coordinates
-    (not view).
 
     **Arguments**
     style        String indicating the style of marker to add:
                   ``'<|'``, ``'|>'``, ``'>|'``, ``'|<'``, ``'<|>'``,
                   ``'>|<'``, ``'^'``, ``'v'``, ``'o'``
+    size          Size of the marker in pixels.
 
-    This code is taken nearly verbatim from the
+    """
-    `InfiniteLine.addMarker()` method but does not attempt do be aware
-    of low(er) level graphics controls and expects for the output
-    polygon to be applied to a ``QGraphicsPathItem``.
-
-    '''
     path = QtGui.QPainterPath()
 
     if style == 'o':
@@ -93,8 +87,7 @@ def mk_marker_path(
 
 
 class LevelMarker(QGraphicsPathItem):
-    '''
+    '''An arrow marker path graphich which redraws itself
-    An arrow marker path graphich which redraws itself
     to the specified view coordinate level on each paint cycle.
 
     '''
@@ -121,7 +114,6 @@ class LevelMarker(QGraphicsPathItem):
 
         self.get_level = get_level
         self._on_paint = on_paint
-
         self.scene_x = lambda: chart.marker_right_points()[1]
         self.level: float = 0
         self.keep_in_view = keep_in_view
@@ -157,9 +149,12 @@ class LevelMarker(QGraphicsPathItem):
     def w(self) -> float:
         return self.path_br().width()
 
-    def position_in_view(self) -> None:
+    def position_in_view(
-        '''
+        self,
-        Show a pp off-screen indicator for a level label.
+        # level: float,
+
+    ) -> None:
+        '''Show a pp off-screen indicator for a level label.
 
         This is like in fps games where you have a gps "nav" indicator
         but your teammate is outside the range of view, except in 2D, on
@@ -167,6 +162,7 @@ class LevelMarker(QGraphicsPathItem):
 
         '''
         level = self.get_level()
+
         view = self.chart.getViewBox()
         vr = view.state['viewRange']
         ymn, ymx = vr[1]
@@ -190,6 +186,7 @@ class LevelMarker(QGraphicsPathItem):
             )
 
         elif level < ymn:  # pin to bottom of view
+
             self.setPos(
                 QPointF(
                     x,
@@ -214,8 +211,7 @@ class LevelMarker(QGraphicsPathItem):
         w: QtWidgets.QWidget
 
     ) -> None:
-        '''
+        '''Core paint which we override to always update
-        Core paint which we override to always update
         our marker position in scene coordinates from a
         view cooridnate "level".
 
@@ -239,12 +235,11 @@ def qgo_draw_markers(
     right_offset: float,
 
 ) -> float:
-    '''
+    """Paint markers in ``pg.GraphicsItem`` style by first
-    Paint markers in ``pg.GraphicsItem`` style by first
     removing the view transform for the painter, drawing the markers
     in scene coords, then restoring the view coords.
 
-    '''
+    """
     # paint markers in native coordinate system
     orig_tr = p.transform()
 

piker/ui/_app.py

@@ -107,8 +107,9 @@ async def _async_main(
         # setup search widget and focus main chart view at startup
         # search widget is a singleton alongside the godwidget
         search = _search.SearchWidget(godwidget=godwidget)
-        # search.bar.unfocus()
+        search.bar.unfocus()
-        # godwidget.hbox.addWidget(search)
+
+        godwidget.hbox.addWidget(search)
         godwidget.search = search
 
         symbol, _, provider = sym.rpartition('.')
@@ -177,6 +178,6 @@ def _main(
     run_qtractor(
         func=_async_main,
         args=(sym, brokernames, piker_loglevel),
-        main_widget_type=GodWidget,
+        main_widget=GodWidget,
         tractor_kwargs=tractor_kwargs,
     )

piker/ui/_chart.py

@@ -19,11 +19,7 @@ High level chart-widget apis.
 
 '''
 from __future__ import annotations
-from typing import (
+from typing import Optional, TYPE_CHECKING
-    Iterator,
-    Optional,
-    TYPE_CHECKING,
-)
 
 from PyQt5 import QtCore, QtWidgets
 from PyQt5.QtCore import (
@@ -72,7 +68,6 @@ from ._forms import FieldsForm
 from .._profile import pg_profile_enabled, ms_slower_then
 from ._overlay import PlotItemOverlay
 from ._flows import Flow
-from ._search import SearchWidget
 
 if TYPE_CHECKING:
     from ._display import DisplayState
@@ -90,9 +85,6 @@ class GodWidget(QWidget):
     modify them.
 
     '''
-    search: SearchWidget
-    mode_name: str = 'god'
-
     def __init__(
 
         self,
@@ -102,8 +94,6 @@ class GodWidget(QWidget):
 
         super().__init__(parent)
 
-        self.search: Optional[SearchWidget] = None
-
         self.hbox = QHBoxLayout(self)
         self.hbox.setContentsMargins(0, 0, 0, 0)
         self.hbox.setSpacing(6)
@@ -125,10 +115,7 @@ class GodWidget(QWidget):
         # self.vbox.addLayout(self.hbox)
 
         self._chart_cache: dict[str, LinkedSplits] = {}
-
+        self.linkedsplits: Optional[LinkedSplits] = None
-        self.hist_linked: Optional[LinkedSplits] = None
-        self.rt_linked: Optional[LinkedSplits] = None
-        self._active_cursor: Optional[Cursor] = None
 
         # assigned in the startup func `_async_main()`
         self._root_n: trio.Nursery = None
@@ -136,14 +123,6 @@ class GodWidget(QWidget):
         self._widgets: dict[str, QWidget] = {}
         self._resizing: bool = False
 
-        # TODO: do we need this, when would god get resized
-        # and the window does not? Never right?!
-        # self.reg_for_resize(self)
-
-    @property
-    def linkedsplits(self) -> LinkedSplits:
-        return self.rt_linked
-
     # def init_timeframes_ui(self):
     #     self.tf_layout = QHBoxLayout()
     #     self.tf_layout.setSpacing(0)
@@ -169,19 +148,19 @@ class GodWidget(QWidget):
     def set_chart_symbol(
         self,
         symbol_key: str,  # of form <fqsn>.<providername>
-        all_linked: tuple[LinkedSplits, LinkedSplits],  # type: ignore
+        linkedsplits: LinkedSplits,  # type: ignore
 
     ) -> None:
         # re-sort org cache symbol list in LIFO order
         cache = self._chart_cache
         cache.pop(symbol_key, None)
-        cache[symbol_key] = all_linked
+        cache[symbol_key] = linkedsplits
 
     def get_chart_symbol(
         self,
         symbol_key: str,
 
-    ) -> tuple[LinkedSplits, LinkedSplits]:  # type: ignore
+    ) -> LinkedSplits:  # type: ignore
         return self._chart_cache.get(symbol_key)
 
     async def load_symbol(
@@ -203,33 +182,28 @@ class GodWidget(QWidget):
 
         # fully qualified symbol name (SNS i guess is what we're making?)
         fqsn = '.'.join([symbol_key, providername])
-        all_linked = self.get_chart_symbol(fqsn)
+
+        linkedsplits = self.get_chart_symbol(fqsn)
+
         order_mode_started = trio.Event()
 
         if not self.vbox.isEmpty():
 
-            # XXX: seems to make switching slower?
+            # XXX: this is CRITICAL especially with pixel buffer caching
-            # qframe = self.hist_linked.chart.qframe
+            self.linkedsplits.hide()
-            # if qframe.sidepane is self.search:
+            self.linkedsplits.unfocus()
-            #     qframe.hbox.removeWidget(self.search)
 
-            for linked in [self.rt_linked, self.hist_linked]:
+            # XXX: pretty sure we don't need this
-                # XXX: this is CRITICAL especially with pixel buffer caching
+            # remove any existing plots?
-                linked.hide()
+            # XXX: ahh we might want to support cache unloading..
-                linked.unfocus()
+            # self.vbox.removeWidget(self.linkedsplits)
-
-                # XXX: pretty sure we don't need this
-                # remove any existing plots?
-                # XXX: ahh we might want to support cache unloading..
-                # self.vbox.removeWidget(linked)
 
         # switching to a new viewable chart
-        if all_linked is None or reset:
+        if linkedsplits is None or reset:
             from ._display import display_symbol_data
 
             # we must load a fresh linked charts set
-            self.rt_linked = rt_charts = LinkedSplits(self)
+            linkedsplits = LinkedSplits(self)
-            self.hist_linked = hist_charts = LinkedSplits(self)
 
             # spawn new task to start up and update new sub-chart instances
             self._root_n.start_soon(
@@ -241,70 +215,43 @@ class GodWidget(QWidget):
                 order_mode_started,
             )
 
-            # self.vbox.addWidget(hist_charts)
+            self.set_chart_symbol(fqsn, linkedsplits)
-            self.vbox.addWidget(rt_charts)
+            self.vbox.addWidget(linkedsplits)
-            self.set_chart_symbol(
-                fqsn,
-                (hist_charts, rt_charts),
-            )
-
-            for linked in [hist_charts, rt_charts]:
-                linked.show()
-                linked.focus()
 
+            linkedsplits.show()
+            linkedsplits.focus()
             await trio.sleep(0)
 
         else:
             # symbol is already loaded and ems ready
             order_mode_started.set()
 
-            self.hist_linked, self.rt_linked = all_linked
+            # TODO:
+            # - we'll probably want per-instrument/provider state here?
+            #   change the order config form over to the new chart
 
-            for linked in all_linked:
+            # XXX: since the pp config is a singleton widget we have to
-                # TODO:
+            # also switch it over to the new chart's interal-layout
-                # - we'll probably want per-instrument/provider state here?
+            # self.linkedsplits.chart.qframe.hbox.removeWidget(self.pp_pane)
-                #   change the order config form over to the new chart
+            chart = linkedsplits.chart
 
-                # chart is already in memory so just focus it
+            # chart is already in memory so just focus it
-                linked.show()
+            linkedsplits.show()
-                linked.focus()
+            linkedsplits.focus()
-                linked.graphics_cycle()
+            linkedsplits.graphics_cycle()
-                await trio.sleep(0)
+            await trio.sleep(0)
 
-                # resume feeds *after* rendering chart view asap
+            # resume feeds *after* rendering chart view asap
-                chart = linked.chart
+            chart.resume_all_feeds()
-                if chart:
-                    chart.resume_all_feeds()
 
             # TODO: we need a check to see if the chart
             # last had the xlast in view, if so then shift so it's
             # still in view, if the user was viewing history then
             # do nothing yah?
-            self.rt_linked.chart.default_view()
+            chart.default_view()
 
-        # if a history chart instance is already up then
+        self.linkedsplits = linkedsplits
-        # set the search widget as its sidepane.
+        symbol = linkedsplits.symbol
-        hist_chart = self.hist_linked.chart
-        if hist_chart:
-            hist_chart.qframe.set_sidepane(self.search)
-
-            # NOTE: this is really stupid/hard to follow.
-            # we have to reposition the active position nav
-            # **AFTER** applying the search bar as a sidepane
-            # to the newly switched to symbol.
-            await trio.sleep(0)
-
-            # TODO: probably stick this in some kinda `LooknFeel` API?
-            for tracker in self.rt_linked.mode.trackers.values():
-                pp_nav = tracker.nav
-                if tracker.live_pp.size:
-                    pp_nav.show()
-                    pp_nav.hide_info()
-                else:
-                    pp_nav.hide()
-
-        # set window titlebar info
-        symbol = self.rt_linked.symbol
         if symbol is not None:
             self.window.setWindowTitle(
                 f'{symbol.front_fqsn()} '
@@ -321,23 +268,11 @@ class GodWidget(QWidget):
         '''
         # go back to view-mode focus (aka chart focus)
         self.clearFocus()
-        chart = self.rt_linked.chart
+        self.linkedsplits.chart.setFocus()
-        if chart:
-            chart.setFocus()
 
-    def reg_for_resize(
+    def resizeEvent(self, event: QtCore.QEvent) -> None:
-        self,
-        widget: QWidget,
-    ) -> None:
-        getattr(widget, 'on_resize')
-        self._widgets[widget.mode_name] = widget
-
-    def on_win_resize(self, event: QtCore.QEvent) -> None:
         '''
-        Top level god widget handler from window (the real yaweh) resize
+        Top level god widget resize handler.
-        events such that any registered widgets which wish to be
-        notified are invoked using our pythonic `.on_resize()` method
-        api.
 
         Where we do UX magic to make things not suck B)
 
@@ -353,28 +288,6 @@ class GodWidget(QWidget):
 
         self._resizing = False
 
-    # on_resize = on_win_resize
-
-    def get_cursor(self) -> Cursor:
-        return self._active_cursor
-
-    def iter_linked(self) -> Iterator[LinkedSplits]:
-        for linked in [self.hist_linked, self.rt_linked]:
-            yield linked
-
-    def resize_all(self) -> None:
-        '''
-        Dynamic resize sequence: adjusts all sub-widgets/charts to
-        sensible default ratios of what space is detected as available
-        on the display / window.
-
-        '''
-        rt_linked = self.rt_linked
-        rt_linked.set_split_sizes()
-        self.rt_linked.resize_sidepanes()
-        self.hist_linked.resize_sidepanes(from_linked=rt_linked)
-        self.search.on_resize()
-
 
 class ChartnPane(QFrame):
     '''
@@ -387,9 +300,9 @@ class ChartnPane(QFrame):
     https://doc.qt.io/qt-5/qwidget.html#composite-widgets
 
     '''
-    sidepane: FieldsForm | SearchWidget
+    sidepane: FieldsForm
     hbox: QHBoxLayout
-    chart: Optional[ChartPlotWidget] = None
+    chart: Optional['ChartPlotWidget'] = None
 
     def __init__(
         self,
@@ -401,7 +314,7 @@ class ChartnPane(QFrame):
 
         super().__init__(parent)
 
-        self._sidepane = sidepane
+        self.sidepane = sidepane
         self.chart = None
 
         hbox = self.hbox = QHBoxLayout(self)
@@ -409,21 +322,6 @@ class ChartnPane(QFrame):
         hbox.setContentsMargins(0, 0, 0, 0)
         hbox.setSpacing(3)
 
-    def set_sidepane(
-        self,
-        sidepane: FieldsForm | SearchWidget,
-    ) -> None:
-
-        # add sidepane **after** chart; place it on axis side
-        self.hbox.addWidget(
-            sidepane,
-            alignment=Qt.AlignTop
-        )
-        self._sidepane = sidepane
-
-    def sidepane(self) -> FieldsForm | SearchWidget:
-        return self._sidepane
-
 
 class LinkedSplits(QWidget):
     '''
@@ -458,7 +356,6 @@ class LinkedSplits(QWidget):
         self.splitter = QSplitter(QtCore.Qt.Vertical)
         self.splitter.setMidLineWidth(0)
         self.splitter.setHandleWidth(2)
-        self.splitter.splitterMoved.connect(self.on_splitter_adjust)
 
         self.layout = QVBoxLayout(self)
         self.layout.setContentsMargins(0, 0, 0, 0)
@@ -471,16 +368,6 @@ class LinkedSplits(QWidget):
 
         self._symbol: Symbol = None
 
-    def on_splitter_adjust(
-        self,
-        pos: int,
-        index: int,
-    ) -> None:
-        # print(f'splitter moved pos:{pos}, index:{index}')
-        godw = self.godwidget
-        if self is godw.rt_linked:
-            godw.search.on_resize()
-
     def graphics_cycle(self, **kwargs) -> None:
         from . import _display
         ds = self.display_state
@@ -496,32 +383,28 @@ class LinkedSplits(QWidget):
         prop: Optional[float] = None,
 
     ) -> None:
-        '''
+        '''Set the proportion of space allocated for linked subcharts.
-        Set the proportion of space allocated for linked subcharts.
 
         '''
-        ln = len(self.subplots) or 1
+        ln = len(self.subplots)
 
         # proportion allocated to consumer subcharts
         if not prop:
-            prop = 3/8
+            prop = 3/8*5/8
 
-        h = self.height()
+            # if ln < 2:
-        histview_h = h * (6/16)
+            #     prop = 3/8*5/8
-        h = h - histview_h
+
+            # elif ln >= 2:
+            #     prop = 3/8
 
         major = 1 - prop
-        min_h_ind = int((h * prop) / ln)
+        min_h_ind = int((self.height() * prop) / ln)
-        sizes = [
-            int(histview_h),
-            int(h * major),
-        ]
 
-        # give all subcharts the same remaining proportional height
+        sizes = [int(self.height() * major)]
         sizes.extend([min_h_ind] * ln)
 
-        if self.godwidget.rt_linked is self:
+        self.splitter.setSizes(sizes)
-            self.splitter.setSizes(sizes)
 
     def focus(self) -> None:
         if self.chart is not None:
@@ -569,6 +452,13 @@ class LinkedSplits(QWidget):
         # add crosshair graphic
         self.chart.addItem(self.cursor)
 
+        # axis placement
+        if (
+            _xaxis_at == 'bottom' and
+            'bottom' in self.chart.plotItem.axes
+        ):
+            self.chart.hideAxis('bottom')
+
         # style?
         self.chart.setFrameStyle(
             QFrame.StyledPanel |
@@ -614,15 +504,10 @@ class LinkedSplits(QWidget):
             'bottom': xaxis,
         }
 
-        if sidepane is not False:
+        qframe = ChartnPane(
-            parent = qframe = ChartnPane(
+            sidepane=sidepane,
-                sidepane=sidepane,
+            parent=self.splitter,
-                parent=self.splitter,
+        )
-            )
-        else:
-            parent = self.splitter
-            qframe = None
-
         cpw = ChartPlotWidget(
 
             # this name will be used to register the primary
@@ -630,7 +515,7 @@ class LinkedSplits(QWidget):
             name=name,
             data_key=array_key or name,
 
-            parent=parent,
+            parent=qframe,
             linkedsplits=self,
             axisItems=axes,
             **cpw_kwargs,
@@ -638,45 +523,37 @@ class LinkedSplits(QWidget):
         cpw.hideAxis('left')
         cpw.hideAxis('bottom')
 
-        if (
+        if self.xaxis_chart:
-            _xaxis_at == 'bottom' and (
+            self.xaxis_chart.hideAxis('bottom')
-                self.xaxis_chart
-                or (
-                    not self.subplots
-                    and self.xaxis_chart is None
-                )
-            )
-        ):
-            if self.xaxis_chart:
-                self.xaxis_chart.hideAxis('bottom')
 
             # presuming we only want it at the true bottom of all charts.
             # XXX: uses new api from our ``pyqtgraph`` fork.
             # https://github.com/pikers/pyqtgraph/tree/plotitemoverlay_onto_pg_master
             # _ = self.xaxis_chart.removeAxis('bottom', unlink=False)
             # assert 'bottom' not in self.xaxis_chart.plotItem.axes
+
             self.xaxis_chart = cpw
             cpw.showAxis('bottom')
 
-        if qframe is not None:
+        if self.xaxis_chart is None:
-            qframe.chart = cpw
+            self.xaxis_chart = cpw
-            qframe.hbox.addWidget(cpw)
 
-            # so we can look this up and add back to the splitter
+        qframe.chart = cpw
-            # on a symbol switch
+        qframe.hbox.addWidget(cpw)
-            cpw.qframe = qframe
-            assert cpw.parent() == qframe
 
-            # add sidepane **after** chart; place it on axis side
+        # so we can look this up and add back to the splitter
-            qframe.set_sidepane(sidepane)
+        # on a symbol switch
-            # qframe.hbox.addWidget(
+        cpw.qframe = qframe
-            #     sidepane,
+        assert cpw.parent() == qframe
-            #     alignment=Qt.AlignTop
-            # )
 
-            cpw.sidepane = sidepane
+        # add sidepane **after** chart; place it on axis side
+        qframe.hbox.addWidget(
+            sidepane,
+            alignment=Qt.AlignTop
+        )
+        cpw.sidepane = sidepane
 
-        cpw.plotItem.vb.linked = self
+        cpw.plotItem.vb.linkedsplits = self
         cpw.setFrameStyle(
             QtWidgets.QFrame.StyledPanel
             # | QtWidgets.QFrame.Plain
@@ -737,8 +614,9 @@ class LinkedSplits(QWidget):
         if not _is_main:
             # track by name
             self.subplots[name] = cpw
-            if qframe is not None:
+            self.splitter.addWidget(qframe)
-                self.splitter.addWidget(qframe)
+            # scale split regions
+            self.set_split_sizes()
 
         else:
             assert style == 'bar', 'main chart must be OHLC'
@@ -764,28 +642,19 @@ class LinkedSplits(QWidget):
 
     def resize_sidepanes(
         self,
-        from_linked: Optional[LinkedSplits] = None,
-
     ) -> None:
         '''
         Size all sidepanes based on the OHLC "main" plot and its
         sidepane width.
 
         '''
-        if from_linked:
+        main_chart = self.chart
-            main_chart = from_linked.chart
+        if main_chart:
-        else:
-            main_chart = self.chart
-
-        if main_chart and main_chart.sidepane:
             sp_w = main_chart.sidepane.width()
             for name, cpw in self.subplots.items():
                 cpw.sidepane.setMinimumWidth(sp_w)
                 cpw.sidepane.setMaximumWidth(sp_w)
 
-            if from_linked:
-                self.chart.sidepane.setMinimumWidth(sp_w)
-
 
 class ChartPlotWidget(pg.PlotWidget):
     '''
@@ -843,7 +712,6 @@ class ChartPlotWidget(pg.PlotWidget):
 
         # NOTE: must be set bfore calling ``.mk_vb()``
         self.linked = linkedsplits
-        self.sidepane: Optional[FieldsForm] = None
 
         # source of our custom interactions
         self.cv = cv = self.mk_vb(name)
@@ -892,18 +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():
@@ -1000,9 +859,7 @@ class ChartPlotWidget(pg.PlotWidget):
 
     def default_view(
         self,
-        bars_from_y: int = int(616 * 3/8),
+        bars_from_y: int = 3000,
-        y_offset: int = 0,
-        do_ds: bool = True,
 
     ) -> None:
         '''
@@ -1040,12 +897,8 @@ class ChartPlotWidget(pg.PlotWidget):
         # terms now that we've scaled either by user control
         # or to the default set of bars as per the immediate block
         # above.
-        if not y_offset:
+        marker_pos, l1_len = self.pre_l1_xs()
-            marker_pos, l1_len = self.pre_l1_xs()
+        end = xlast + l1_len + 1
-            end = xlast + l1_len + 1
-        else:
-            end = xlast + y_offset + 1
-
         begin = end - (r - l)
 
         # for debugging
@@ -1067,11 +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:
@@ -1405,6 +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(),
@@ -1436,18 +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/_cursor.py

@@ -18,13 +18,8 @@
 Mouse interaction graphics
 
 """
-from __future__ import annotations
 from functools import partial
-from typing import (
+from typing import Optional, Callable
-    Optional,
-    Callable,
-    TYPE_CHECKING,
-)
 
 import inspect
 import numpy as np
@@ -41,12 +36,6 @@ from ._style import (
 from ._axes import YAxisLabel, XAxisLabel
 from ..log import get_logger
 
-if TYPE_CHECKING:
-    from ._chart import (
-        ChartPlotWidget,
-        LinkedSplits,
-    )
-
 
 log = get_logger(__name__)
 
@@ -69,7 +58,7 @@ class LineDot(pg.CurvePoint):
         curve: pg.PlotCurveItem,
         index: int,
 
-        plot: ChartPlotWidget,  # type: ingore # noqa
+        plot: 'ChartPlotWidget',  # type: ingore # noqa
         pos=None,
         color: str = 'default_light',
 
@@ -162,7 +151,7 @@ class ContentsLabel(pg.LabelItem):
     def __init__(
         self,
 
-        # chart: ChartPlotWidget,  # noqa
+        # chart: 'ChartPlotWidget',  # noqa
         view: pg.ViewBox,
 
         anchor_at: str = ('top', 'right'),
@@ -255,7 +244,7 @@ class ContentsLabels:
     '''
     def __init__(
         self,
-        linkedsplits: LinkedSplits,  # type: ignore # noqa
+        linkedsplits: 'LinkedSplits',  # type: ignore # noqa
 
     ) -> None:
 
@@ -300,7 +289,7 @@ class ContentsLabels:
     def add_label(
 
         self,
-        chart: ChartPlotWidget,  # type: ignore # noqa
+        chart: 'ChartPlotWidget',  # type: ignore # noqa
         name: str,
         anchor_at: tuple[str, str] = ('top', 'left'),
         update_func: Callable = ContentsLabel.update_from_value,
@@ -327,7 +316,7 @@ class Cursor(pg.GraphicsObject):
     def __init__(
 
         self,
-        linkedsplits: LinkedSplits,  # noqa
+        linkedsplits: 'LinkedSplits',  # noqa
         digits: int = 0
 
     ) -> None:
@@ -336,8 +325,6 @@ class Cursor(pg.GraphicsObject):
 
         self.linked = linkedsplits
         self.graphics: dict[str, pg.GraphicsObject] = {}
-        self.xaxis_label: Optional[XAxisLabel] = None
-        self.always_show_xlabel: bool = True
         self.plots: list['PlotChartWidget'] = []  # type: ignore # noqa
         self.active_plot = None
         self.digits: int = digits
@@ -398,7 +385,7 @@ class Cursor(pg.GraphicsObject):
 
     def add_plot(
         self,
-        plot: ChartPlotWidget,  # noqa
+        plot: 'ChartPlotWidget',  # noqa
         digits: int = 0,
 
     ) -> None:
@@ -482,7 +469,7 @@ class Cursor(pg.GraphicsObject):
 
     def add_curve_cursor(
         self,
-        plot: ChartPlotWidget,  # noqa
+        plot: 'ChartPlotWidget',  # noqa
         curve: 'PlotCurveItem',  # noqa
 
     ) -> LineDot:
@@ -504,29 +491,17 @@ class Cursor(pg.GraphicsObject):
         log.debug(f"{(action, plot.name)}")
         if action == 'Enter':
             self.active_plot = plot
-            plot.linked.godwidget._active_cursor = self
 
             # show horiz line and y-label
             self.graphics[plot]['hl'].show()
             self.graphics[plot]['yl'].show()
 
-            if (
+        else:  # Leave
-                not self.always_show_xlabel
-                and not self.xaxis_label.isVisible()
-            ):
-                self.xaxis_label.show()
 
-        # Leave: hide horiz line and y-label
+            # hide horiz line and y-label
-        else:
             self.graphics[plot]['hl'].hide()
             self.graphics[plot]['yl'].hide()
 
-            if (
-                not self.always_show_xlabel
-                and self.xaxis_label.isVisible()
-            ):
-                self.xaxis_label.hide()
-
     def mouseMoved(
         self,
         coords: tuple[QPointF],  # noqa
@@ -615,17 +590,13 @@ class Cursor(pg.GraphicsObject):
                             left_axis_width += left.width()
 
                 # map back to abs (label-local) coordinates
-                if (
+                self.xaxis_label.update_label(
-                    self.always_show_xlabel
+                    abs_pos=(
-                    or self.xaxis_label.isVisible()
+                        plot.mapFromView(QPointF(vl_x, iy)) -
-                ):
+                        QPointF(left_axis_width, 0)
-                    self.xaxis_label.update_label(
+                    ),
-                        abs_pos=(
+                    value=ix,
-                            plot.mapFromView(QPointF(vl_x, iy)) -
+                )
-                            QPointF(left_axis_width, 0)
-                        ),
-                        value=ix,
-                    )
 
         self._datum_xy = ix, iy
 

piker/ui/_display.py

@@ -21,20 +21,19 @@ this module ties together quote and computational (fsp) streams with
 graphics update methods via our custom ``pyqtgraph`` charting api.
 
 '''
+from dataclasses import dataclass
 from functools import partial
 import time
 from typing import Optional, Any, Callable
 
+import numpy as np
 import tractor
 import trio
+import pendulum
 import pyqtgraph as pg
 
 # from .. import brokers
-from ..data.feed import (
+from ..data.feed import open_feed
-    open_feed,
-    Feed,
-)
-from ..data.types import Struct
 from ._axes import YAxisLabel
 from ._chart import (
     ChartPlotWidget,
@@ -42,7 +41,6 @@ from ._chart import (
     GodWidget,
 )
 from ._l1 import L1Labels
-from ._style import hcolor
 from ._fsp import (
     update_fsp_chart,
     start_fsp_displays,
@@ -55,10 +53,7 @@ from ._forms import (
     FieldsForm,
     mk_order_pane_layout,
 )
-from .order_mode import (
+from .order_mode import open_order_mode
-    open_order_mode,
-    OrderMode,
-)
 from .._profile import (
     pg_profile_enabled,
     ms_slower_then,
@@ -68,7 +63,7 @@ from ..log import get_logger
 log = get_logger(__name__)
 
 # TODO: load this from a config.toml!
-_quote_throttle_rate: int = 16  # Hz
+_quote_throttle_rate: int = 22  # Hz
 
 
 # a working tick-type-classes template
@@ -110,10 +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:
@@ -127,105 +118,39 @@ def chart_maxmin(
     )
 
 
-class DisplayState(Struct):
+@dataclass
+class DisplayState:
     '''
     Chart-local real-time graphics state container.
 
     '''
-    godwidget: GodWidget
     quotes: dict[str, Any]
 
     maxmin: Callable
     ohlcv: ShmArray
-    hist_ohlcv: ShmArray
 
     # high level chart handles
+    linked: LinkedSplits
     chart: ChartPlotWidget
+    vlm_chart: ChartPlotWidget
 
     # axis labels
     l1: L1Labels
     last_price_sticky: YAxisLabel
-    hist_last_price_sticky: YAxisLabel
+    vlm_sticky: YAxisLabel
 
     # misc state tracking
-    vars: dict[str, Any] = {
+    vars: dict[str, Any]
-        'tick_margin': 0,
-        'i_last': 0,
-        'i_last_append': 0,
-        'last_mx_vlm': 0,
-        'last_mx': 0,
-        'last_mn': 0,
-    }
 
-    vlm_chart: Optional[ChartPlotWidget] = None
-    vlm_sticky: Optional[YAxisLabel] = None
     wap_in_history: bool = False
 
-    def incr_info(
-        self,
-        chart: Optional[ChartPlotWidget] = None,
-        shm: Optional[ShmArray] = None,
-        state: Optional[dict] = None,  # pass in a copy if you don't
-
-        update_state: bool = True,
-        update_uppx: float = 16,
-
-    ) -> tuple:
-
-        shm = shm or self.ohlcv
-        chart = chart or self.chart
-        state = state or self.vars
-
-        if not update_state:
-            state = state.copy()
-
-        # compute the first available graphic's x-units-per-pixel
-        uppx = chart.view.x_uppx()
-
-        # NOTE: this used to be implemented in a dedicated
-        # "increment task": ``check_for_new_bars()`` but it doesn't
-        # make sense to do a whole task switch when we can just do
-        # this simple index-diff and all the fsp sub-curve graphics
-        # are diffed on each draw cycle anyway; so updates to the
-        # "curve" length is already automatic.
-
-        # increment the view position by the sample offset.
-        i_step = shm.index
-        i_diff = i_step - state['i_last']
-        state['i_last'] = i_step
-
-        append_diff = i_step - state['i_last_append']
-
-        # update the "last datum" (aka extending the flow graphic with
-        # new data) only if the number of unit steps is >= the number of
-        # such unit steps per pixel (aka uppx). Iow, if the zoom level
-        # is such that a datum(s) update to graphics wouldn't span
-        # to a new pixel, we don't update yet.
-        do_append = (append_diff >= uppx)
-        if do_append:
-            state['i_last_append'] = i_step
-
-        do_rt_update = uppx < update_uppx
-
-        _, _, _, r = chart.bars_range()
-        liv = r >= i_step
-
-        # TODO: pack this into a struct
-        return (
-            uppx,
-            liv,
-            do_append,
-            i_diff,
-            append_diff,
-            do_rt_update,
-        )
-
 
 async def graphics_update_loop(
 
-    nurse: trio.Nursery,
+    linked: LinkedSplits,
-    godwidget: GodWidget,
+    stream: tractor.MsgStream,
-    feed: Feed,
+    ohlcv: np.ndarray,
+
     wap_in_history: bool = False,
     vlm_chart: Optional[ChartPlotWidget] = None,
 
@@ -246,14 +171,9 @@ async def graphics_update_loop(
     #   of copying it from last bar's close
     # - 1-5 sec bar lookback-autocorrection like tws does?
     #   (would require a background history checker task)
-    linked: LinkedSplits = godwidget.rt_linked
+    display_rate = linked.godwidget.window.current_screen().refreshRate()
-    display_rate = godwidget.window.current_screen().refreshRate()
 
     chart = linked.chart
-    hist_chart = godwidget.hist_linked.chart
-
-    ohlcv = feed.rt_shm
-    hist_ohlcv = feed.hist_shm
 
     # update last price sticky
     last_price_sticky = chart._ysticks[chart.name]
@@ -261,10 +181,8 @@ async def graphics_update_loop(
         *ohlcv.array[-1][['index', 'close']]
     )
 
-    hist_last_price_sticky = hist_chart._ysticks[hist_chart.name]
+    if vlm_chart:
-    hist_last_price_sticky.update_from_data(
+        vlm_sticky = vlm_chart._ysticks['volume']
-        *hist_ohlcv.array[-1][['index', 'close']]
-    )
 
     maxmin = partial(
         chart_maxmin,
@@ -304,18 +222,42 @@ 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(**{
-        'godwidget': godwidget,
         'quotes': {},
+        'linked': linked,
         'maxmin': maxmin,
         'ohlcv': ohlcv,
-        'hist_ohlcv': hist_ohlcv,
         'chart': chart,
         'last_price_sticky': last_price_sticky,
-        'hist_last_price_sticky': hist_last_price_sticky,
+        'vlm_chart': vlm_chart,
+        'vlm_sticky': vlm_sticky,
         'l1': l1,
 
         'vars': {
@@ -328,69 +270,9 @@ async def graphics_update_loop(
         }
     })
 
-    if vlm_chart:
-        vlm_sticky = vlm_chart._ysticks['volume']
-        ds.vlm_chart = vlm_chart
-        ds.vlm_sticky = vlm_sticky
-
     chart.default_view()
 
-    # TODO: probably factor this into some kinda `DisplayState`
-    # API that can be reused at least in terms of pulling view
-    # params (eg ``.bars_range()``).
-    async def increment_history_view():
-        i_last = hist_ohlcv.index
-        state = ds.vars.copy() | {
-            'i_last_append': i_last,
-            'i_last': i_last,
-        }
-        _, hist_step_size_s, _ = feed.get_ds_info()
-
-        async with feed.index_stream(
-            # int(hist_step_size_s)
-            # TODO: seems this is more reliable at keeping the slow
-            # chart incremented in view more correctly?
-            # - It might make sense to just inline this logic with the
-            #   main display task? => it's a tradeoff of slower task
-            #   wakeups/ctx switches verus logic checks (as normal)
-            # - we need increment logic that only does the view shift
-            #   call when the uppx permits/needs it
-            int(1),
-        ) as istream:
-            async for msg in istream:
-
-                # check if slow chart needs an x-domain shift and/or
-                # y-range resize.
-                (
-                    uppx,
-                    liv,
-                    do_append,
-                    i_diff,
-                    append_diff,
-                    do_rt_update,
-                ) = ds.incr_info(
-                    chart=hist_chart,
-                    shm=ds.hist_ohlcv,
-                    state=state,
-                    # update_state=False,
-                )
-                # print(
-                #     f'liv: {liv}\n'
-                #     f'do_append: {do_append}\n'
-                #     f'append_diff: {append_diff}\n'
-                # )
-
-                if (
-                    do_append
-                    and liv
-                ):
-                    hist_chart.increment_view(steps=i_diff)
-                    hist_chart.view._set_yrange(yrange=hist_chart.maxmin())
-
-    nurse.start_soon(increment_history_view)
-
     # main real-time quotes update loop
-    stream: tractor.MsgStream = feed.stream
     async for quotes in stream:
 
         ds.quotes = quotes
@@ -411,7 +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
 
@@ -436,8 +317,6 @@ def graphics_update_cycle(
     # hopefully XD
 
     chart = ds.chart
-    # TODO: just pass this as a direct ref to avoid so many attr accesses?
-    hist_chart = ds.godwidget.hist_linked.chart
 
     profiler = pg.debug.Profiler(
         msg=f'Graphics loop cycle for: `{chart.name}`',
@@ -451,24 +330,53 @@ def graphics_update_cycle(
 
     # unpack multi-referenced components
     vlm_chart = ds.vlm_chart
-
-    # rt "HFT" chart
     l1 = ds.l1
     ohlcv = ds.ohlcv
     array = ohlcv.array
-
     vars = ds.vars
     tick_margin = vars['tick_margin']
 
+    update_uppx = 16
+
     for sym, quote in ds.quotes.items():
-        (
+
-            uppx,
+        # compute the first available graphic's x-units-per-pixel
-            liv,
+        uppx = vlm_chart.view.x_uppx()
-            do_append,
+
-            i_diff,
+        # NOTE: vlm may be written by the ``brokerd`` backend
-            append_diff,
+        # event though a tick sample is not emitted.
-            do_rt_update,
+        # TODO: show dark trades differently
-        ) = ds.incr_info()
+        # https://github.com/pikers/piker/issues/116
+
+        # NOTE: this used to be implemented in a dedicated
+        # "increment task": ``check_for_new_bars()`` but it doesn't
+        # make sense to do a whole task switch when we can just do
+        # this simple index-diff and all the fsp sub-curve graphics
+        # are diffed on each draw cycle anyway; so updates to the
+        # "curve" length is already automatic.
+
+        # increment the view position by the sample offset.
+        i_step = ohlcv.index
+        i_diff = i_step - vars['i_last']
+        vars['i_last'] = i_step
+
+        append_diff = i_step - vars['i_last_append']
+
+        # update the "last datum" (aka extending the flow graphic with
+        # new data) only if the number of unit steps is >= the number of
+        # such unit steps per pixel (aka uppx). Iow, if the zoom level
+        # is such that a datum(s) update to graphics wouldn't span
+        # to a new pixel, we don't update yet.
+        do_append = (append_diff >= uppx)
+        if do_append:
+            vars['i_last_append'] = i_step
+
+        do_rt_update = uppx < update_uppx
+        # print(
+        #     f'append_diff:{append_diff}\n'
+        #     f'uppx:{uppx}\n'
+        #     f'do_append: {do_append}'
+        # )
 
         # TODO: we should only run mxmn when we know
         # an update is due via ``do_append`` above.
@@ -484,6 +392,8 @@ def graphics_update_cycle(
 
         profiler('`ds.maxmin()` call')
 
+        liv = r >= i_step  # the last datum is in view
+
         if (
             prepend_update_index is not None
             and lbar > prepend_update_index
@@ -498,9 +408,17 @@ def graphics_update_cycle(
         # don't real-time "shift" the curve to the
         # left unless we get one of the following:
         if (
-            (do_append and liv)
+            (
+                # i_diff > 0  # no new sample step
+                do_append
+                # and uppx < 4  # chart is zoomed out very far
+                and liv
+            )
             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)
 
             if vlm_chart:
@@ -559,10 +477,7 @@ def graphics_update_cycle(
         ):
             chart.update_graphics_from_flow(
                 chart.name,
-                do_append=do_append,
+                # do_append=uppx < update_uppx,
-            )
-            hist_chart.update_graphics_from_flow(
-                chart.name,
                 do_append=do_append,
             )
 
@@ -602,9 +517,6 @@ def graphics_update_cycle(
                 ds.last_price_sticky.update_from_data(
                     *end[['index', 'close']]
                 )
-                ds.hist_last_price_sticky.update_from_data(
-                    *end[['index', 'close']]
-                )
 
                 if wap_in_history:
                     # update vwap overlay line
@@ -652,44 +564,26 @@ def graphics_update_cycle(
                 l1.bid_label.update_fields({'level': price, 'size': size})
 
         # check for y-range re-size
-        if (mx > vars['last_mx']) or (mn < vars['last_mn']):
+        if (
-
+            (mx > vars['last_mx']) or (mn < vars['last_mn'])
-            # fast chart resize case
+            and not chart._static_yrange == 'axis'
+            and liv
+        ):
+            main_vb = chart.view
             if (
-                liv
+                main_vb._ic is None
-                and not chart._static_yrange == 'axis'
+                or not main_vb._ic.is_set()
             ):
-                main_vb = chart.view
+                # print(f'updating range due to mxmn')
-                if (
+                main_vb._set_yrange(
-                    main_vb._ic is None
+                    # TODO: we should probably scale
-                    or not main_vb._ic.is_set()
+                    # the view margin based on the size
-                ):
+                    # of the true range? This way you can
-                    # print(f'updating range due to mxmn')
+                    # slap in orders outside the current
-                    main_vb._set_yrange(
+                    # L1 (only) book range.
-                        # TODO: we should probably scale
+                    # range_margin=0.1,
-                        # the view margin based on the size
+                    yrange=(mn, mx),
-                        # of the true range? This way you can
+                )
-                        # slap in orders outside the current
-                        # L1 (only) book range.
-                        # range_margin=0.1,
-                        yrange=(mn, mx),
-                    )
-
-            # check if slow chart needs a resize
-            (
-                _,
-                hist_liv,
-                _,
-                _,
-                _,
-                _,
-            ) = ds.incr_info(
-                chart=hist_chart,
-                shm=ds.hist_ohlcv,
-                update_state=False,
-            )
-            if hist_liv:
-                hist_chart.view._set_yrange(yrange=hist_chart.maxmin())
 
         # XXX: update this every draw cycle to make L1-always-in-view work.
         vars['last_mx'], vars['last_mn'] = mx, mn
@@ -847,17 +741,15 @@ async def display_symbol_data(
         tick_throttle=_quote_throttle_rate,
 
     ) as feed:
-        ohlcv: ShmArray = feed.rt_shm
+        ohlcv: ShmArray = feed.shm
-        hist_ohlcv: ShmArray = feed.hist_shm
+        bars = ohlcv.array
-
-        # this value needs to be pulled once and only once during
-        # startup
-        end_index = feed.startup_hist_index
-
         symbol = feed.symbols[sym]
         fqsn = symbol.front_fqsn()
 
-        step_size_s = 1
+        times = bars['time']
+        end = pendulum.from_timestamp(times[-1])
+        start = pendulum.from_timestamp(times[times != times[-1]][-1])
+        step_size_s = (end - start).seconds
         tf_key = tf_in_1s[step_size_s]
 
         # load in symbol's ohlc data
@@ -867,169 +759,59 @@ async def display_symbol_data(
             f'step:{tf_key} '
         )
 
-        rt_linked = godwidget.rt_linked
+        linked = godwidget.linkedsplits
-        rt_linked._symbol = symbol
+        linked._symbol = symbol
-
-        # create top history view chart above the "main rt chart".
-        hist_linked = godwidget.hist_linked
-        hist_linked._symbol = symbol
-        hist_chart = hist_linked.plot_ohlc_main(
-            symbol,
-            feed.hist_shm,
-            # in the case of history chart we explicitly set `False`
-            # to avoid internal pane creation.
-            # sidepane=False,
-            sidepane=godwidget.search,
-        )
-        # don't show when not focussed
-        hist_linked.cursor.always_show_xlabel = False
 
         # generate order mode side-pane UI
         # A ``FieldsForm`` form to configure order entry
-        # and add as next-to-y-axis singleton pane
         pp_pane: FieldsForm = mk_order_pane_layout(godwidget)
+
+        # add as next-to-y-axis singleton pane
         godwidget.pp_pane = pp_pane
 
         # create main OHLC chart
-        chart = rt_linked.plot_ohlc_main(
+        chart = linked.plot_ohlc_main(
             symbol,
             ohlcv,
-            # in the case of history chart we explicitly set `False`
-            # to avoid internal pane creation.
             sidepane=pp_pane,
         )
-
+        chart.default_view()
         chart._feeds[symbol.key] = feed
         chart.setFocus()
 
-        # XXX: FOR SOME REASON THIS IS CAUSING HANGZ!?!
         # plot historical vwap if available
         wap_in_history = False
-        # if (
-        #     brokermod._show_wap_in_history
-        #     and 'bar_wap' in bars.dtype.fields
-        # ):
-        #     wap_in_history = True
-        #     chart.draw_curve(
-        #         name='bar_wap',
-        #         shm=ohlcv,
-        #         color='default_light',
-        #         add_label=False,
-        #     )
 
-        # Add the LinearRegionItem to the ViewBox, but tell the ViewBox
+        # XXX: FOR SOME REASON THIS IS CAUSING HANGZ!?!
-        # to exclude this item when doing auto-range calculations.
+        # if brokermod._show_wap_in_history:
-        rt_pi = chart.plotItem
-        hist_pi = hist_chart.plotItem
-        region = pg.LinearRegionItem(
-            # color scheme that matches sidepane styling
-            pen=pg.mkPen(hcolor('gunmetal')),
-            brush=pg.mkBrush(hcolor('default_darkest')),
-        )
-        region.setZValue(10)  # put linear region "in front" in layer terms
-        hist_pi.addItem(region, ignoreBounds=True)
-        flow = chart._flows[hist_chart.name]
-        assert flow
-        # XXX: no idea why this doesn't work but it's causing
-        # a weird placement of the region on the way-far-left..
-        # region.setClipItem(flow.graphics)
 
-        # poll for datums load and timestep detection
+        #     if 'bar_wap' in bars.dtype.fields:
-        for _ in range(100):
+        #         wap_in_history = True
-            try:
+        #         chart.draw_curve(
-                _, _, ratio = feed.get_ds_info()
+        #             name='bar_wap',
-                break
+        #             shm=ohlcv,
-            except IndexError:
+        #             color='default_light',
-                await trio.sleep(0.01)
+        #             add_label=False,
-                continue
+        #         )
-        else:
-            raise RuntimeError(
-                'Failed to detect sampling periods from shm!?')
 
-        def update_pi_from_region():
+        # size view to data once at outset
-            region.setZValue(10)
+        chart.cv._set_yrange()
-            mn, mx = region.getRegion()
-            # print(f'region_x: {(mn, mx)}')
-
-            # XXX: seems to cause a real perf hit?
-            rt_pi.setXRange(
-                (mn - end_index) * ratio,
-                (mx - end_index) * ratio,
-                padding=0,
-            )
-
-        region.sigRegionChanged.connect(update_pi_from_region)
-
-        def update_region_from_pi(
-            window,
-            viewRange: tuple[tuple, tuple],
-            is_manual: bool = True,
-
-        ) -> None:
-            # set the region on the history chart
-            # to the range currently viewed in the
-            # HFT/real-time chart.
-            mn, mx = viewRange[0]
-            ds_mn = mn/ratio
-            ds_mx = mx/ratio
-            # print(
-            #     f'rt_view_range: {(mn, mx)}\n'
-            #     f'ds_mn, ds_mx: {(ds_mn, ds_mx)}\n'
-            # )
-            lhmn = ds_mn + end_index
-            lhmx = ds_mx + end_index
-            region.setRegion((
-                lhmn,
-                lhmx,
-            ))
-
-            # TODO: if we want to have the slow chart adjust range to
-            # match the fast chart's selection -> results in the
-            # linear region expansion never can go "outside of view".
-            # hmn, hmx = hvr = hist_chart.view.state['viewRange'][0]
-            # print((hmn, hmx))
-            # if (
-            #     hvr
-            #     and (lhmn < hmn or lhmx > hmx)
-            # ):
-            #     hist_pi.setXRange(
-            #         lhmn,
-            #         lhmx,
-            #         padding=0,
-            #     )
-            #     hist_linked.graphics_cycle()
-
-        # connect region to be updated on plotitem interaction.
-        rt_pi.sigRangeChanged.connect(update_region_from_pi)
 
         # NOTE: we must immediately tell Qt to show the OHLC chart
         # to avoid a race where the subplots get added/shown to
         # the linked set *before* the main price chart!
-        rt_linked.show()
+        linked.show()
-        rt_linked.focus()
+        linked.focus()
         await trio.sleep(0)
 
-        # NOTE: here we insert the slow-history chart set into
-        # the fast chart's splitter -> so it's a splitter of charts
-        # inside the first widget slot of a splitter of charts XD
-        rt_linked.splitter.insertWidget(0, hist_linked)
-        # XXX: if we wanted it at the bottom?
-        # rt_linked.splitter.addWidget(hist_linked)
-        rt_linked.focus()
-
-        godwidget.resize_all()
-
         vlm_chart: Optional[ChartPlotWidget] = None
         async with trio.open_nursery() as ln:
 
             # if available load volume related built-in display(s)
-            if (
+            if has_vlm(ohlcv):
-                not symbol.broker_info[provider].get('no_vlm', False)
-                and has_vlm(ohlcv)
-            ):
                 vlm_chart = await ln.start(
                     open_vlm_displays,
-                    rt_linked,
+                    linked,
                     ohlcv,
                 )
 
@@ -1037,7 +819,7 @@ async def display_symbol_data(
             # from an input config.
             ln.start_soon(
                 start_fsp_displays,
-                rt_linked,
+                linked,
                 ohlcv,
                 loading_sym_key,
                 loglevel,
@@ -1046,73 +828,36 @@ async def display_symbol_data(
             # start graphics update loop after receiving first live quote
             ln.start_soon(
                 graphics_update_loop,
-                ln,
+                linked,
-                godwidget,
+                feed.stream,
-                feed,
+                ohlcv,
                 wap_in_history,
                 vlm_chart,
             )
 
-            await trio.sleep(0)
-
-            # size view to data prior to order mode init
-            chart.default_view()
-            rt_linked.graphics_cycle()
-            await trio.sleep(0)
-
-            hist_chart.default_view(
-                bars_from_y=int(len(hist_ohlcv.array)),  # size to data
-                y_offset=6116*2,  # push it a little away from the y-axis
-            )
-            hist_linked.graphics_cycle()
-            await trio.sleep(0)
-
-            godwidget.resize_all()
-
-            mode: OrderMode
             async with (
                 open_order_mode(
                     feed,
-                    godwidget,
+                    chart,
                     fqsn,
                     order_mode_started
-                ) as mode
+                )
             ):
-                if not vlm_chart:
-                    # trigger another view reset if no sub-chart
-                    chart.default_view()
-
-                rt_linked.mode = mode
-
                 # let Qt run to render all widgets and make sure the
                 # sidepanes line up vertically.
                 await trio.sleep(0)
+                linked.resize_sidepanes()
 
-                # dynamic resize steps
-                godwidget.resize_all()
-
-                # TODO: look into this because not sure why it was
-                # commented out / we ever needed it XD
                 # NOTE: we pop the volume chart from the subplots set so
                 # that it isn't double rendered in the display loop
                 # above since we do a maxmin calc on the volume data to
                 # determine if auto-range adjustements should be made.
-                # rt_linked.subplots.pop('volume', None)
+                # linked.subplots.pop('volume', None)
 
                 # TODO: make this not so shit XD
                 # close group status
                 sbar._status_groups[loading_sym_key][1]()
 
-                hist_linked.graphics_cycle()
-                await trio.sleep(0)
-
-                bars_in_mem = int(len(hist_ohlcv.array))
-                hist_chart.default_view(
-                    bars_from_y=bars_in_mem,  # size to data
-                    # push it 1/16th away from the y-axis
-                    y_offset=round(bars_in_mem / 16),
-                )
-                godwidget.resize_all()
-
                 # let the app run.. bby
+                # linked.graphics_cycle()
                 await trio.sleep_forever()

piker/ui/_editors.py

@@ -18,12 +18,8 @@
 Higher level annotation editors.
 
 """
-from __future__ import annotations
+from dataclasses import dataclass, field
-from collections import defaultdict
+from typing import Optional
-from typing import (
-    Optional,
-    TYPE_CHECKING
-)
 
 import pyqtgraph as pg
 from pyqtgraph import ViewBox, Point, QtCore, QtGui
@@ -34,34 +30,28 @@ import numpy as np
 from ._style import hcolor, _font
 from ._lines import LevelLine
 from ..log import get_logger
-from ..data.types import Struct
-
-if TYPE_CHECKING:
-    from ._chart import GodWidget
 
 
 log = get_logger(__name__)
 
 
-class ArrowEditor(Struct):
+@dataclass
+class ArrowEditor:
 
-    godw: GodWidget = None  # type: ignore # noqa
+    chart: 'ChartPlotWidget'  # noqa
-    _arrows: dict[str, list[pg.ArrowItem]] = {}
+    _arrows: field(default_factory=dict)
 
     def add(
         self,
-        plot: pg.PlotItem,
         uid: str,
         x: float,
         y: float,
         color='default',
         pointing: Optional[str] = None,
-
     ) -> pg.ArrowItem:
-        '''
+        """Add an arrow graphic to view at given (x, y).
-        Add an arrow graphic to view at given (x, y).
 
-        '''
+        """
         angle = {
             'up': 90,
             'down': -90,
@@ -84,25 +74,25 @@ class ArrowEditor(Struct):
             brush=pg.mkBrush(hcolor(color)),
         )
         arrow.setPos(x, y)
-        self._arrows.setdefault(uid, []).append(arrow)
+
+        self._arrows[uid] = arrow
 
         # render to view
-        plot.addItem(arrow)
+        self.chart.plotItem.addItem(arrow)
 
         return arrow
 
     def remove(self, arrow) -> bool:
-        for linked in self.godw.iter_linked():
+        self.chart.plotItem.removeItem(arrow)
-            linked.chart.plotItem.removeItem(arrow)
 
 
-class LineEditor(Struct):
+@dataclass
-    '''
+class LineEditor:
-    The great editor of linez.
+    '''The great editor of linez.
 
     '''
-    godw: GodWidget = None  # type: ignore # noqa
+    chart: 'ChartPlotWidget' = None  # type: ignore # noqa
-    _order_lines: defaultdict[str, LevelLine] = defaultdict(list)
+    _order_lines: dict[str, LevelLine] = field(default_factory=dict)
     _active_staged_line: LevelLine = None
 
     def stage_line(
@@ -110,11 +100,11 @@ class LineEditor(Struct):
         line: LevelLine,
 
     ) -> LevelLine:
-        '''
+        """Stage a line at the current chart's cursor position
-        Stage a line at the current chart's cursor position
         and return it.
 
-        '''
+        """
+
         # add a "staged" cursor-tracking line to view
         # and cash it in a a var
         if self._active_staged_line:
@@ -125,25 +115,17 @@ class LineEditor(Struct):
         return line
 
     def unstage_line(self) -> LevelLine:
-        '''
+        """Inverse of ``.stage_line()``.
-        Inverse of ``.stage_line()``.
 
-        '''
+        """
-        cursor = self.godw.get_cursor()
+        # chart = self.chart._cursor.active_plot
-        if not cursor:
+        # # chart.setCursor(QtCore.Qt.ArrowCursor)
-            return None
+        cursor = self.chart.linked.cursor
 
         # delete "staged" cursor tracking line from view
         line = self._active_staged_line
         if line:
-            try:
+            cursor._trackers.remove(line)
-                cursor._trackers.remove(line)
-            except KeyError:
-                # when the current cursor doesn't have said line
-                # registered (probably means that user held order mode
-                # key while panning to another view) then we just
-                # ignore the remove error.
-                pass
             line.delete()
 
         self._active_staged_line = None
@@ -151,58 +133,55 @@ class LineEditor(Struct):
         # show the crosshair y line and label
         cursor.show_xhair()
 
-    def submit_lines(
+    def submit_line(
         self,
-        lines: list[LevelLine],
+        line: LevelLine,
         uuid: str,
 
     ) -> LevelLine:
 
-        # staged_line = self._active_staged_line
+        staged_line = self._active_staged_line
-        # if not staged_line:
+        if not staged_line:
-        #     raise RuntimeError("No line is currently staged!?")
+            raise RuntimeError("No line is currently staged!?")
 
         # for now, until submission reponse arrives
-        for line in lines:
+        line.hide_labels()
-            line.hide_labels()
 
         # register for later lookup/deletion
-        self._order_lines[uuid] += lines
+        self._order_lines[uuid] = line
 
-        return lines
+        return line
 
-    def commit_line(self, uuid: str) -> list[LevelLine]:
+    def commit_line(self, uuid: str) -> LevelLine:
-        '''
+        """Commit a "staged line" to view.
-        Commit a "staged line" to view.
 
         Submits the line graphic under the cursor as a (new) permanent
         graphic in view.
 
-        '''
+        """
-        lines = self._order_lines[uuid]
+        try:
-        if lines:
+            line = self._order_lines[uuid]
-            for line in lines:
+        except KeyError:
-                line.show_labels()
+            log.warning(f'No line for {uuid} could be found?')
-                line.hide_markers()
+            return
-                log.debug(f'Level active for level: {line.value()}')
+        else:
-                # TODO: other flashy things to indicate the order is active
+            line.show_labels()
 
-        return lines
+            # TODO: other flashy things to indicate the order is active
+
+            log.debug(f'Level active for level: {line.value()}')
+
+            return line
 
     def lines_under_cursor(self) -> list[LevelLine]:
-        '''
+        """Get the line(s) under the cursor position.
-        Get the line(s) under the cursor position.
 
-        '''
+        """
         # Delete any hoverable under the cursor
-        return self.godw.get_cursor()._hovered
+        return self.chart.linked.cursor._hovered
 
-    def all_lines(self) -> list[LevelLine]:
+    def all_lines(self) -> tuple[LevelLine]:
-        all_lines = []
+        return tuple(self._order_lines.values())
-        for lines in list(self._order_lines.values()):
-            all_lines.extend(lines)
-
-        return all_lines
 
     def remove_line(
         self,
@@ -217,27 +196,26 @@ class LineEditor(Struct):
 
         '''
         # try to look up line from our registry
-        lines = self._order_lines.pop(uuid, None)
+        line = self._order_lines.pop(uuid, line)
-        if lines:
+        if line:
-            cursor = self.godw.get_cursor()
-            if cursor:
-                for line in lines:
-                    # if hovered remove from cursor set
-                    hovered = cursor._hovered
-                    if line in hovered:
-                        hovered.remove(line)
 
-                    log.debug(f'deleting {line} with oid: {uuid}')
+            # if hovered remove from cursor set
-                    line.delete()
+            cursor = self.chart.linked.cursor
+            hovered = cursor._hovered
+            if line in hovered:
+                hovered.remove(line)
 
-                    # make sure the xhair doesn't get left off
+                # make sure the xhair doesn't get left off
-                    # just because we never got a un-hover event
+                # just because we never got a un-hover event
-                    cursor.show_xhair()
+                cursor.show_xhair()
+
+            log.debug(f'deleting {line} with oid: {uuid}')
+            line.delete()
 
         else:
             log.warning(f'Could not find line for {line}')
 
-        return lines
+        return line
 
 
 class SelectRect(QtGui.QGraphicsRectItem):

piker/ui/_event.py

@@ -18,11 +18,11 @@
 Qt event proxying and processing using ``trio`` mem chans.
 
 """
-from contextlib import asynccontextmanager as acm
+from contextlib import asynccontextmanager, AsyncExitStack
 from typing import Callable
 
+from pydantic import BaseModel
 import trio
-from tractor.trionics import gather_contexts
 from PyQt5 import QtCore
 from PyQt5.QtCore import QEvent, pyqtBoundSignal
 from PyQt5.QtWidgets import QWidget
@@ -30,8 +30,6 @@ from PyQt5.QtWidgets import (
     QGraphicsSceneMouseEvent as gs_mouse,
 )
 
-from ..data.types import Struct
-
 
 MOUSE_EVENTS = {
     gs_mouse.GraphicsSceneMousePress,
@@ -45,10 +43,13 @@ MOUSE_EVENTS = {
 # TODO: maybe consider some constrained ints down the road?
 # https://pydantic-docs.helpmanual.io/usage/types/#constrained-types
 
-class KeyboardMsg(Struct):
+class KeyboardMsg(BaseModel):
     '''Unpacked Qt keyboard event data.
 
     '''
+    class Config:
+        arbitrary_types_allowed = True
+
     event: QEvent
     etype: int
     key: int
@@ -56,13 +57,16 @@ class KeyboardMsg(Struct):
     txt: str
 
     def to_tuple(self) -> tuple:
-        return tuple(self.to_dict().values())
+        return tuple(self.dict().values())
 
 
-class MouseMsg(Struct):
+class MouseMsg(BaseModel):
     '''Unpacked Qt keyboard event data.
 
     '''
+    class Config:
+        arbitrary_types_allowed = True
+
     event: QEvent
     etype: int
     button: int
@@ -156,7 +160,7 @@ class EventRelay(QtCore.QObject):
         return False
 
 
-@acm
+@asynccontextmanager
 async def open_event_stream(
 
     source_widget: QWidget,
@@ -182,7 +186,7 @@ async def open_event_stream(
         source_widget.removeEventFilter(kc)
 
 
-@acm
+@asynccontextmanager
 async def open_signal_handler(
 
     signal: pyqtBoundSignal,
@@ -207,7 +211,7 @@ async def open_signal_handler(
             yield
 
 
-@acm
+@asynccontextmanager
 async def open_handlers(
 
     source_widgets: list[QWidget],
@@ -216,14 +220,16 @@ async def open_handlers(
     **kwargs,
 
 ) -> None:
+
     async with (
         trio.open_nursery() as n,
-        gather_contexts([
+        AsyncExitStack() as stack,
-            open_event_stream(widget, event_types, **kwargs)
-            for widget in source_widgets
-        ]) as streams,
     ):
-        for widget, event_recv_stream in zip(source_widgets, streams):
+        for widget in source_widgets:
+
+            event_recv_stream = await stack.enter_async_context(
+                open_event_stream(widget, event_types, **kwargs)
+            )
             n.start_soon(async_handler, widget, event_recv_stream)
 
         yield

piker/ui/_exec.py

@@ -20,16 +20,13 @@ Trio - Qt integration
 Run ``trio`` in guest mode on top of the Qt event loop.
 All global Qt runtime settings are mostly defined here.
 """
-from typing import (
+from typing import Tuple, Callable, Dict, Any
-    Callable,
-    Any,
-    Type,
-)
 import platform
 import traceback
 
 # Qt specific
 import PyQt5  # noqa
+import pyqtgraph as pg
 from pyqtgraph import QtGui
 from PyQt5 import QtCore
 # from PyQt5.QtGui import QLabel, QStatusBar
@@ -40,7 +37,7 @@ from PyQt5.QtCore import (
 )
 import qdarkstyle
 from qdarkstyle import DarkPalette
-# import qdarkgraystyle  # TODO: play with it
+# import qdarkgraystyle
 import trio
 from outcome import Error
 
@@ -75,11 +72,10 @@ if platform.system() == "Windows":
 
 def run_qtractor(
     func: Callable,
-    args: tuple,
+    args: Tuple,
-    main_widget_type: Type[QtGui.QWidget],
+    main_widget: QtGui.QWidget,
-    tractor_kwargs: dict[str, Any] = {},
+    tractor_kwargs: Dict[str, Any] = {},
     window_type: QtGui.QMainWindow = None,
-
 ) -> None:
     # avoids annoying message when entering debugger from qt loop
     pyqtRemoveInputHook()
@@ -160,7 +156,7 @@ def run_qtractor(
     # hook into app focus change events
     app.focusChanged.connect(window.on_focus_change)
 
-    instance = main_widget_type()
+    instance = main_widget()
     instance.window = window
 
     # override tractor's defaults
@@ -182,7 +178,7 @@ def run_qtractor(
         # restrict_keyboard_interrupt_to_checkpoints=True,
     )
 
-    window.godwidget: GodWidget = instance
+    window.main_widget = main_widget
     window.setCentralWidget(instance)
     if is_windows:
         window.configure_to_desktop()

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/_forms.py

@@ -619,7 +619,7 @@ class FillStatusBar(QProgressBar):
         # color: #19232D;
         # width: 10px;
 
-        self.setRange(0, int(slots))
+        self.setRange(0, slots)
         self.setValue(value)
 
 
@@ -644,7 +644,7 @@ def mk_fill_status_bar(
 
     # TODO: calc this height from the ``ChartnPane``
     chart_h = round(parent_pane.height() * 5/8)
-    bar_h = chart_h * 0.375*0.9
+    bar_h = chart_h * 0.375
 
     # TODO: once things are sized to screen
     bar_label_font_size = label_font_size or _font.px_size - 2

piker/ui/_fsp.py

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

piker/ui/_interaction.py

@@ -141,16 +141,13 @@ async def handle_viewmode_kb_inputs(
                     Qt.Key_Space,
                 }
             ):
-                godw = view._chart.linked.godwidget
+                view._chart.linked.godwidget.search.focus()
-                godw.hist_linked.resize_sidepanes(from_linked=godw.rt_linked)
-                godw.search.focus()
 
             # esc and ctrl-c
             if key == Qt.Key_Escape or (ctrl and key == Qt.Key_C):
                 # ctrl-c as cancel
                 # https://forum.qt.io/topic/532/how-to-catch-ctrl-c-on-a-widget/9
                 view.select_box.clear()
-                view.linked.focus()
 
             # cancel order or clear graphics
             if key == Qt.Key_C or key == Qt.Key_Delete:
@@ -181,17 +178,17 @@ async def handle_viewmode_kb_inputs(
             if key in pressed:
                 pressed.remove(key)
 
-        # QUERY/QUOTE MODE
+        # QUERY/QUOTE MODE #
-        # ----------------
         if {Qt.Key_Q}.intersection(pressed):
 
-            view.linked.cursor.in_query_mode = True
+            view.linkedsplits.cursor.in_query_mode = True
 
         else:
-            view.linked.cursor.in_query_mode = False
+            view.linkedsplits.cursor.in_query_mode = False
 
         # SELECTION MODE
         # --------------
+
         if shift:
             if view.state['mouseMode'] == ViewBox.PanMode:
                 view.setMouseMode(ViewBox.RectMode)
@@ -212,27 +209,18 @@ async def handle_viewmode_kb_inputs(
 
         # ORDER MODE
         # ----------
+
         # live vs. dark trigger + an action {buy, sell, alert}
         order_keys_pressed = ORDER_MODE.intersection(pressed)
 
         if order_keys_pressed:
 
-            # TODO: it seems like maybe the composition should be
+            # show the pp size label
-            # reversed here? Like, maybe we should have the nav have
+            order_mode.current_pp.show()
-            # access to the pos state and then make encapsulated logic
-            # that shows the right stuff on screen instead or order mode
-            # and position-related abstractions doing this?
-
-            # show the pp size label only if there is
-            # a non-zero pos existing
-            tracker = order_mode.current_pp
-            if tracker.live_pp.size:
-                tracker.nav.show()
 
             # TODO: show pp config mini-params in status bar widget
             # mode.pp_config.show()
 
-            trigger_type: str = 'dark'
             if (
                 # 's' for "submit" to activate "live" order
                 Qt.Key_S in pressed or
@@ -240,6 +228,9 @@ async def handle_viewmode_kb_inputs(
             ):
                 trigger_type: str = 'live'
 
+            else:
+                trigger_type: str = 'dark'
+
             # order mode trigger "actions"
             if Qt.Key_D in pressed:  # for "damp eet"
                 action = 'sell'
@@ -268,8 +259,8 @@ async def handle_viewmode_kb_inputs(
                 Qt.Key_S in pressed or
                 order_keys_pressed or
                 Qt.Key_O in pressed
-            )
+            ) and
-            and key in NUMBER_LINE
+            key in NUMBER_LINE
         ):
             # hot key to set order slots size.
             # change edit field to current number line value,
@@ -287,7 +278,7 @@ async def handle_viewmode_kb_inputs(
         else:  # none active
 
             # hide pp label
-            order_mode.current_pp.nav.hide_info()
+            order_mode.current_pp.hide_info()
 
             # if none are pressed, remove "staged" level
             # line under cursor position
@@ -384,7 +375,7 @@ class ChartView(ViewBox):
             y=True,
         )
 
-        self.linked = None
+        self.linkedsplits = None
         self._chart: 'ChartPlotWidget' = None  # noqa
 
         # add our selection box annotator
@@ -406,11 +397,8 @@ class ChartView(ViewBox):
 
         '''
         if self._ic is None:
-            try:
+            self.chart.pause_all_feeds()
-                self.chart.pause_all_feeds()
+            self._ic = trio.Event()
-                self._ic = trio.Event()
-            except RuntimeError:
-                pass
 
     def signal_ic(
         self,
@@ -423,12 +411,9 @@ class ChartView(ViewBox):
 
         '''
         if self._ic:
-            try:
+            self._ic.set()
-                self._ic.set()
+            self._ic = None
-                self._ic = None
+            self.chart.resume_all_feeds()
-                self.chart.resume_all_feeds()
-            except RuntimeError:
-                pass
 
     @asynccontextmanager
     async def open_async_input_handler(
@@ -495,7 +480,7 @@ class ChartView(ViewBox):
         else:
             mask = self.state['mouseEnabled'][:]
 
-        chart = self.linked.chart
+        chart = self.linkedsplits.chart
 
         # don't zoom more then the min points setting
         l, lbar, rbar, r = chart.bars_range()
@@ -684,10 +669,7 @@ class ChartView(ViewBox):
                 # XXX: WHY
                 ev.accept()
 
-                try:
+                self.start_ic()
-                    self.start_ic()
-                except RuntimeError:
-                    pass
                 # if self._ic is None:
                 #     self.chart.pause_all_feeds()
                 #     self._ic = trio.Event()
@@ -930,7 +912,7 @@ class ChartView(ViewBox):
 
         # TODO: a faster single-loop-iterator way of doing this XD
         chart = self._chart
-        linked = self.linked
+        linked = self.linkedsplits
         plots = linked.subplots | {chart.name: chart}
         for chart_name, chart in plots.items():
             for name, flow in chart._flows.items():
@@ -941,7 +923,6 @@ class ChartView(ViewBox):
                     # XXX: super important to be aware of this.
                     # or not flow.graphics.isVisible()
                 ):
-                    # print(f'skipping {flow.name}')
                     continue
 
                 # pass in no array which will read and render from the last

piker/ui/_lines.py

@@ -18,14 +18,9 @@
 Lines for orders, alerts, L2.
 
 """
-from __future__ import annotations
 from functools import partial
 from math import floor
-from typing import (
+from typing import Optional, Callable
-    Optional,
-    Callable,
-    TYPE_CHECKING,
-)
 
 import pyqtgraph as pg
 from pyqtgraph import Point, functions as fn
@@ -42,9 +37,6 @@ from ..calc import humanize
 from ._label import Label
 from ._style import hcolor, _font
 
-if TYPE_CHECKING:
-    from ._cursor import Cursor
-
 
 # TODO: probably worth investigating if we can
 # make .boundingRect() faster:
@@ -92,7 +84,7 @@ class LevelLine(pg.InfiniteLine):
 
         self._marker = None
         self.only_show_markers_on_hover = only_show_markers_on_hover
-        self.track_marker_pos: bool = False
+        self.show_markers: bool = True  # presuming the line is hovered at init
 
         # should line go all the way to far end or leave a "margin"
         # space for other graphics (eg. L1 book)
@@ -130,9 +122,6 @@ class LevelLine(pg.InfiniteLine):
         self._y_incr_mult = 1 / chart.linked.symbol.tick_size
         self._right_end_sc: float = 0
 
-        # use px caching
-        self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
-
     def txt_offsets(self) -> tuple[int, int]:
         return 0, 0
 
@@ -227,23 +216,20 @@ class LevelLine(pg.InfiniteLine):
         y: float
 
     ) -> None:
-        '''
+        '''Chart coordinates cursor tracking callback.
-        Chart coordinates cursor tracking callback.
 
         this is called by our ``Cursor`` type once this line is set to
         track the cursor: for every movement this callback is invoked to
         reposition the line with the current view coordinates.
-
         '''
         self.movable = True
         self.set_level(y)  # implictly calls reposition handler
 
     def mouseDragEvent(self, ev):
-        '''
+        """Override the ``InfiniteLine`` handler since we need more
-        Override the ``InfiniteLine`` handler since we need more
         detailed control and start end signalling.
 
-        '''
+        """
         cursor = self._chart.linked.cursor
 
         # hide y-crosshair
@@ -295,20 +281,10 @@ class LevelLine(pg.InfiniteLine):
             # show y-crosshair again
             cursor.show_xhair()
 
-    def get_cursor(self) -> Optional[Cursor]:
-
-        chart = self._chart
-        cur = chart.linked.cursor
-        if self in cur._hovered:
-            return cur
-
-        return None
-
     def delete(self) -> None:
-        '''
+        """Remove this line from containing chart/view/scene.
-        Remove this line from containing chart/view/scene.
 
-        '''
+        """
         scene = self.scene()
         if scene:
             for label in self._labels:
@@ -322,8 +298,9 @@ class LevelLine(pg.InfiniteLine):
 
         # remove from chart/cursor states
         chart = self._chart
-        cur = self.get_cursor()
+        cur = chart.linked.cursor
-        if cur:
+
+        if self in cur._hovered:
             cur._hovered.remove(self)
 
         chart.plotItem.removeItem(self)
@@ -331,8 +308,8 @@ class LevelLine(pg.InfiniteLine):
     def mouseDoubleClickEvent(
         self,
         ev: QtGui.QMouseEvent,
-
     ) -> None:
+
         # TODO: enter labels edit mode
         print(f'double click {ev}')
 
@@ -357,22 +334,30 @@ class LevelLine(pg.InfiniteLine):
 
         line_end, marker_right, r_axis_x = self._chart.marker_right_points()
 
-        # (legacy) NOTE: at one point this seemed slower when moving around
+        if self.show_markers and self.markers:
-        # order lines.. not sure if that's still true or why but we've
+
-        # dropped the original hacky `.pain()` transform stuff for inf
+            p.setPen(self.pen)
-        # line markers now - check the git history if it needs to be
+            qgo_draw_markers(
-        # reverted.
+                self.markers,
-        if self._marker:
+                self.pen.color(),
-            if self.track_marker_pos:
+                p,
-                # make the line end at the marker's x pos
+                vb_left,
-                line_end = marker_right = self._marker.pos().x()
+                vb_right,
+                marker_right,
+            )
+            # marker_size = self.markers[0][2]
+            self._maxMarkerSize = max([m[2] / 2. for m in self.markers])
+
+        # this seems slower when moving around
+        # order lines.. not sure wtf is up with that.
+        # for now we're just using it on the position line.
+        elif self._marker:
 
             # TODO: make this label update part of a scene-aware-marker
             # composed annotation
             self._marker.setPos(
                 QPointF(marker_right, self.scene_y())
             )
-
             if hasattr(self._marker, 'label'):
                 self._marker.label.update()
 
@@ -394,14 +379,16 @@ class LevelLine(pg.InfiniteLine):
 
     def hide(self) -> None:
         super().hide()
-        mkr = self._marker
+        if self._marker:
-        if mkr:
+            self._marker.hide()
-            mkr.hide()
+            # needed for ``order_line()`` lines currently
+            self._marker.label.hide()
 
     def show(self) -> None:
         super().show()
         if self._marker:
             self._marker.show()
+            # self._marker.label.show()
 
     def scene_y(self) -> float:
         return self.getViewBox().mapFromView(
@@ -434,10 +421,6 @@ class LevelLine(pg.InfiniteLine):
 
         return path
 
-    @property
-    def marker(self) -> LevelMarker:
-        return self._marker
-
     def hoverEvent(self, ev):
         '''
         Mouse hover callback.
@@ -446,16 +429,17 @@ class LevelLine(pg.InfiniteLine):
         cur = self._chart.linked.cursor
 
         # hovered
-        if (
+        if (not ev.isExit()) and ev.acceptDrags(QtCore.Qt.LeftButton):
-            not ev.isExit()
+
-            and ev.acceptDrags(QtCore.Qt.LeftButton)
-        ):
             # if already hovered we don't need to run again
             if self.mouseHovering is True:
                 return
 
             if self.only_show_markers_on_hover:
-                self.show_markers()
+                self.show_markers = True
+
+                if self._marker:
+                    self._marker.show()
 
             # highlight if so configured
             if self.highlight_on_hover:
@@ -498,7 +482,11 @@ class LevelLine(pg.InfiniteLine):
             cur._hovered.remove(self)
 
             if self.only_show_markers_on_hover:
-                self.hide_markers()
+                self.show_markers = False
+
+                if self._marker:
+                    self._marker.hide()
+                    self._marker.label.hide()
 
             if self not in cur._trackers:
                 cur.show_xhair(y_label_level=self.value())
@@ -510,15 +498,6 @@ class LevelLine(pg.InfiniteLine):
 
         self.update()
 
-    def hide_markers(self) -> None:
-        if self._marker:
-            self._marker.hide()
-            self._marker.label.hide()
-
-    def show_markers(self) -> None:
-        if self._marker:
-            self._marker.show()
-
 
 def level_line(
 
@@ -539,10 +518,9 @@ def level_line(
     **kwargs,
 
 ) -> LevelLine:
-    '''
+    """Convenience routine to add a styled horizontal line to a plot.
-    Convenience routine to add a styled horizontal line to a plot.
 
-    '''
+    """
     hl_color = color + '_light' if highlight_on_hover else color
 
     line = LevelLine(
@@ -724,7 +702,7 @@ def order_line(
         marker = LevelMarker(
             chart=chart,
             style=marker_style,
-            get_level=line.value,  # callback
+            get_level=line.value,
             size=marker_size,
             keep_in_view=False,
         )
@@ -733,8 +711,7 @@ def order_line(
         marker = line.add_marker(marker)
 
         # XXX: DON'T COMMENT THIS!
-        # this fixes it the artifact issue!
+        # this fixes it the artifact issue! .. of course, bounding rect stuff
-        # .. of course, bounding rect stuff
         line._maxMarkerSize = marker_size
 
         assert line._marker is marker
@@ -755,8 +732,7 @@ def order_line(
 
         if action != 'alert':
 
-            # add a partial position label if we also added a level
+            # add a partial position label if we also added a level marker
-            # marker
             pp_size_label = Label(
                 view=view,
                 color=line.color,
@@ -790,9 +766,9 @@ def order_line(
             # XXX: without this the pp proportion label next the marker
             # seems to lag?  this is the same issue we had with position
             # lines which we handle with ``.update_graphcis()``.
+            # marker._on_paint=lambda marker: pp_size_label.update()
             marker._on_paint = lambda marker: pp_size_label.update()
 
-        # XXX: THIS IS AN UNTYPED MONKEY PATCH!?!?!
         marker.label = label
 
     # sanity check

piker/ui/_notify.py

@@ -1,95 +0,0 @@
-# piker: trading gear for hackers
-# Copyright (C) Tyler Goodlet (in stewardship for piker0)
-
-# This program is free software: you can redistribute it and/or modify
-# it under the terms of the GNU Affero General Public License as published by
-# 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/>.
-
-"""
-Notifications utils.
-
-"""
-import os
-import platform
-import subprocess
-from typing import Optional
-
-import trio
-
-from ..log import get_logger
-from ..clearing._messages import (
-    Status,
-)
-
-log = get_logger(__name__)
-
-
-_dbus_uid: Optional[str] = ''
-
-
-async def notify_from_ems_status_msg(
-    msg: Status,
-    duration: int = 3000,
-    is_subproc: bool = False,
-
-) -> None:
-    '''
-    Send a linux desktop notification.
-
-    Handle subprocesses by discovering the dbus user id
-    on first call.
-
-    '''
-    if platform.system() != "Linux":
-        return
-
-    # TODO: this in another task?
-    # not sure if this will ever be a bottleneck,
-    # we probably could do graphics stuff first tho?
-
-    if is_subproc:
-        global _dbus_uid
-        if not _dbus_uid:
-            su = os.environ['SUDO_USER']
-
-            # TODO: use `trio` but we need to use nursery.start()
-            # to use pipes?
-            # result = await trio.run_process(
-            result = subprocess.run(
-                [
-                    'id',
-                    '-u',
-                    su,
-                ],
-                stdout=subprocess.PIPE,
-                stderr=subprocess.PIPE,
-                # check=True
-            )
-            _dbus_uid = result.stdout.decode("utf-8").replace('\n', '')
-
-            os.environ['DBUS_SESSION_BUS_ADDRESS'] = (
-                f'unix:path=/run/user/{_dbus_uid}/bus'
-            )
-
-    result = await trio.run_process(
-        [
-            'notify-send',
-            '-u', 'normal',
-            '-t', f'{duration}',
-            'piker',
-
-            # TODO: add in standard fill/exec info that maybe we
-            # pack in a broker independent way?
-            f"'{msg.pformat()}'",
-        ],
-    )
-    log.runtime(result)

piker/ui/_orm.py

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

piker/ui/_overlay.py

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

piker/ui/_pathops.py

@@ -49,17 +49,12 @@ def xy_downsample(
 
     x_spacer: float = 0.5,
 
-) -> tuple[
+) -> 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/_search.py

@@ -35,13 +35,9 @@ from collections import defaultdict
 from contextlib import asynccontextmanager
 from functools import partial
 from typing import (
-    Optional,
+    Optional, Callable,
-    Callable,
+    Awaitable, Sequence,
-    Awaitable,
+    Any, AsyncIterator
-    Sequence,
-    Any,
-    AsyncIterator,
-    Iterator,
 )
 import time
 # from pprint import pformat
@@ -123,7 +119,7 @@ class CompleterView(QTreeView):
         # TODO: size this based on DPI font
         self.setIndentation(_font.px_size)
 
-        self.setUniformRowHeights(True)
+        # self.setUniformRowHeights(True)
         # self.setColumnWidth(0, 3)
         # self.setVerticalBarPolicy(Qt.ScrollBarAlwaysOff)
         # self.setSizeAdjustPolicy(QAbstractScrollArea.AdjustIgnored)
@@ -142,15 +138,13 @@ class CompleterView(QTreeView):
         model.setHorizontalHeaderLabels(labels)
 
         self._font_size: int = 0  # pixels
-        self._init: bool = False
 
     async def on_pressed(self, idx: QModelIndex) -> None:
-        '''
+        '''Mouse pressed on view handler.
-        Mouse pressed on view handler.
 
         '''
         search = self.parent()
-        await search.chart_current_item()
+        await search.chart_current_item(clear_to_cache=False)
         search.focus()
 
     def set_font_size(self, size: int = 18):
@@ -162,64 +156,56 @@ class CompleterView(QTreeView):
 
         self.setStyleSheet(f"font: {size}px")
 
-    def resize_to_results(
+    # def resizeEvent(self, event: 'QEvent') -> None:
-        self,
+    #     event.accept()
-        w: Optional[float] = 0,
+    #     super().resizeEvent(event)
-        h: Optional[float] = None,
 
-    ) -> None:
+    def on_resize(self) -> None:
+        '''
+        Resize relay event from god.
+
+        '''
+        self.resize_to_results()
+
+    def resize_to_results(self):
         model = self.model()
         cols = model.columnCount()
-        cidx = self.selectionModel().currentIndex()
+        # rows = model.rowCount()
-        rows = model.rowCount()
-        self.expandAll()
-
-        # compute the approx height in pixels needed to include
-        # all result rows in view.
-        row_h = rows_h = self.rowHeight(cidx) * (rows + 1)
-        for idx, item in self.iter_df_rows():
-            row_h = self.rowHeight(idx)
-            rows_h += row_h
-            # print(f'row_h: {row_h}\nrows_h: {rows_h}')
-
-            # TODO: could we just break early here on detection
-            # of ``rows_h >= h``?
 
         col_w_tot = 0
         for i in range(cols):
-            # only slap in a rows's height's worth
-            # of padding once at startup.. no idea
-            if (
-                not self._init
-                and row_h
-            ):
-                col_w_tot = row_h
-                self._init = True
-
             self.resizeColumnToContents(i)
             col_w_tot += self.columnWidth(i)
 
-        # NOTE: if the heigh `h` set here is **too large** then the
+        win = self.window()
-        # resize event will perpetually trigger as the window causes
+        win_h = win.height()
-        # some kind of recompute of callbacks.. so we have to ensure
+        edit_h = self.parent().bar.height()
-        # it's limited.
+        sb_h = win.statusBar().height()
-        if h:
-            h: int = round(h)
-            abs_mx = round(0.91 * h)
-            self.setMaximumHeight(abs_mx)
 
-            if rows_h <= abs_mx:
+        # TODO: probably make this more general / less hacky
-                # self.setMinimumHeight(rows_h)
+        # we should figure out the exact number of rows to allow
-                self.setMinimumHeight(rows_h)
+        # inclusive of search bar and header "rows", in pixel terms.
-                # self.setFixedHeight(rows_h)
+        # Eventually when we have an "info" widget below the results we
+        # will want space for it and likely terminating the results-view
+        # space **exactly on a row** would be ideal.
+        # if row_px > 0:
+        #     rows = ceil(window_h / row_px) - 4
+        # else:
+        #     rows = 16
+        # self.setFixedHeight(rows * row_px)
+        # self.resize(self.width(), rows * row_px)
 
-            else:
+        # NOTE: if the heigh set here is **too large** then the resize
-                self.setMinimumHeight(abs_mx)
+        # event will perpetually trigger as the window causes some kind
+        # of recompute of callbacks.. so we have to ensure it's limited.
+        h = win_h - (edit_h + 1.666*sb_h)
+        assert h > 0
+        self.setFixedHeight(round(h))
 
-        # dyncamically size to width of longest result seen
+        # size to width of longest result seen thus far
-        curr_w = self.width()
+        # TODO: should we always dynamically scale to longest result?
-        if curr_w < col_w_tot:
+        if self.width() < col_w_tot:
-            self.setMinimumWidth(col_w_tot)
+            self.setFixedWidth(col_w_tot)
 
         self.update()
 
@@ -345,23 +331,6 @@ class CompleterView(QTreeView):
             item = model.itemFromIndex(idx)
             yield idx, item
 
-    def iter_df_rows(
-        self,
-        iparent: QModelIndex = QModelIndex(),
-
-    ) -> Iterator[tuple[QModelIndex, QStandardItem]]:
-
-        model = self.model()
-        isections = model.rowCount(iparent)
-        for i in range(isections):
-            idx = model.index(i, 0, iparent)
-            item = model.itemFromIndex(idx)
-            yield idx, item
-
-            if model.hasChildren(idx):
-                # recursively yield child items depth-first
-                yield from self.iter_df_rows(idx)
-
     def find_section(
         self,
         section: str,
@@ -385,8 +354,7 @@ class CompleterView(QTreeView):
         status_field: str = None,
 
     ) -> None:
-        '''
+        '''Clear all result-rows from under the depth = 1 section.
-        Clear all result-rows from under the depth = 1 section.
 
         '''
         idx = self.find_section(section)
@@ -407,6 +375,8 @@ class CompleterView(QTreeView):
             else:
                 model.setItem(idx.row(), 1, QStandardItem())
 
+            self.resize_to_results()
+
             return idx
         else:
             return None
@@ -474,22 +444,9 @@ class CompleterView(QTreeView):
 
         self.show_matches()
 
-    def show_matches(
+    def show_matches(self) -> None:
-        self,
-        wh: Optional[tuple[float, float]] = None,
-
-    ) -> None:
-
-        if wh:
-            self.resize_to_results(*wh)
-        else:
-            # case where it's just an update from results and *NOT*
-            # a resize of some higher level parent-container widget.
-            search = self.parent()
-            w, h = search.space_dims()
-            self.resize_to_results(w=w, h=h)
-
         self.show()
+        self.resize_to_results()
 
 
 class SearchBar(Edit):
@@ -509,15 +466,18 @@ class SearchBar(Edit):
         self.godwidget = godwidget
         super().__init__(parent, **kwargs)
         self.view: CompleterView = view
+        godwidget._widgets[view.mode_name] = view
+
+    def show(self) -> None:
+        super().show()
+        self.view.show_matches()
 
     def unfocus(self) -> None:
         self.parent().hide()
         self.clearFocus()
 
-    def hide(self) -> None:
         if self.view:
             self.view.hide()
-        super().hide()
 
 
 class SearchWidget(QtWidgets.QWidget):
@@ -536,16 +496,15 @@ class SearchWidget(QtWidgets.QWidget):
         parent=None,
 
     ) -> None:
-        super().__init__(parent)
+        super().__init__(parent or godwidget)
 
         # size it as we specify
         self.setSizePolicy(
             QtWidgets.QSizePolicy.Fixed,
-            QtWidgets.QSizePolicy.Fixed,
+            QtWidgets.QSizePolicy.Expanding,
         )
 
         self.godwidget = godwidget
-        godwidget.reg_for_resize(self)
 
         self.vbox = QtWidgets.QVBoxLayout(self)
         self.vbox.setContentsMargins(0, 4, 4, 0)
@@ -595,22 +554,17 @@ class SearchWidget(QtWidgets.QWidget):
         self.vbox.setAlignment(self.view, Qt.AlignTop | Qt.AlignLeft)
 
     def focus(self) -> None:
-        self.show()
+
+        if self.view.model().rowCount(QModelIndex()) == 0:
+            # fill cache list if nothing existing
+            self.view.set_section_entries(
+                'cache',
+                list(reversed(self.godwidget._chart_cache)),
+                clear_all=True,
+            )
+
         self.bar.focus()
-
+        self.show()
-    def show_only_cache_entries(self) -> None:
-        '''
-        Clear the search results view and show only cached (aka recently
-        loaded with active data) feeds in the results section.
-
-        '''
-        godw = self.godwidget
-        self.view.set_section_entries(
-            'cache',
-            list(reversed(godw._chart_cache)),
-            # remove all other completion results except for cache
-            clear_all=True,
-        )
 
     def get_current_item(self) -> Optional[tuple[str, str]]:
         '''Return the current completer tree selection as
@@ -649,8 +603,7 @@ class SearchWidget(QtWidgets.QWidget):
         clear_to_cache: bool = True,
 
     ) -> Optional[str]:
-        '''
+        '''Attempt to load and switch the current selected
-        Attempt to load and switch the current selected
         completion result to the affiliated chart app.
 
         Return any loaded symbol.
@@ -661,11 +614,11 @@ class SearchWidget(QtWidgets.QWidget):
             return None
 
         provider, symbol = value
-        godw = self.godwidget
+        chart = self.godwidget
 
         log.info(f'Requesting symbol: {symbol}.{provider}')
 
-        await godw.load_symbol(
+        await chart.load_symbol(
             provider,
             symbol,
             'info',
@@ -682,46 +635,18 @@ class SearchWidget(QtWidgets.QWidget):
             # Re-order the symbol cache on the chart to display in
             # LIFO order. this is normally only done internally by
             # the chart on new symbols being loaded into memory
-            godw.set_chart_symbol(
+            chart.set_chart_symbol(fqsn, chart.linkedsplits)
-                fqsn, (
+
-                    godw.hist_linked,
+            self.view.set_section_entries(
-                    godw.rt_linked,
+                'cache',
-                )
+                values=list(reversed(chart._chart_cache)),
+
+                # remove all other completion results except for cache
+                clear_all=True,
             )
-            self.show_only_cache_entries()
 
-        self.bar.focus()
         return fqsn
 
-    def space_dims(self) -> tuple[float, float]:
-        '''
-        Compute and return the "available space dimentions" for this
-        search widget in terms of px space for results by return the
-        pair of width and height.
-
-        '''
-        # XXX: dun need dis rite?
-        # win = self.window()
-        # win_h = win.height()
-        # sb_h = win.statusBar().height()
-        godw = self.godwidget
-        hl = godw.hist_linked
-        edit_h = self.bar.height()
-        h = hl.height() - edit_h
-        w = hl.width()
-        return w, h
-
-    def on_resize(self) -> None:
-        '''
-        Resize relay event from god, resize all child widgets.
-
-        Right now this is just view to contents and/or the fast chart
-        height.
-
-        '''
-        w, h = self.space_dims()
-        self.bar.view.show_matches(wh=(w, h))
-
 
 _search_active: trio.Event = trio.Event()
 _search_enabled: bool = False
@@ -787,11 +712,10 @@ async def fill_results(
     max_pause_time: float = 6/16 + 0.001,
 
 ) -> None:
-    '''
+    """Task to search through providers and fill in possible
-    Task to search through providers and fill in possible
     completion results.
 
-    '''
+    """
     global _search_active, _search_enabled, _searcher_cache
 
     bar = search.bar
@@ -805,10 +729,6 @@ async def fill_results(
     matches = defaultdict(list)
     has_results: defaultdict[str, set[str]] = defaultdict(set)
 
-    # show cached feed list at startup
-    search.show_only_cache_entries()
-    search.on_resize()
-
     while True:
         await _search_active.wait()
         period = None
@@ -822,7 +742,7 @@ async def fill_results(
                 pattern = await recv_chan.receive()
 
             period = time.time() - wait_start
-            log.debug(f'{pattern} after {period}')
+            print(f'{pattern} after {period}')
 
             # during fast multiple key inputs, wait until a pause
             # (in typing) to initiate search
@@ -921,7 +841,8 @@ async def handle_keyboard_input(
     godwidget = search.godwidget
     view = bar.view
     view.set_font_size(bar.dpi_font.px_size)
-    send, recv = trio.open_memory_channel(616)
+
+    send, recv = trio.open_memory_channel(16)
 
     async with trio.open_nursery() as n:
 
@@ -936,10 +857,6 @@ async def handle_keyboard_input(
             )
         )
 
-        bar.focus()
-        search.show_only_cache_entries()
-        await trio.sleep(0)
-
         async for kbmsg in recv_chan:
             event, etype, key, mods, txt = kbmsg.to_tuple()
 
@@ -950,11 +867,10 @@ async def handle_keyboard_input(
                 ctl = True
 
             if key in (Qt.Key_Enter, Qt.Key_Return):
-                _search_enabled = False
+
                 await search.chart_current_item(clear_to_cache=True)
-                search.show_only_cache_entries()
+                _search_enabled = False
-                view.show_matches()
+                continue
-                search.focus()
 
             elif not ctl and not bar.text():
                 # if nothing in search text show the cache
@@ -971,7 +887,7 @@ async def handle_keyboard_input(
                 Qt.Key_Space,   # i feel like this is the "native" one
                 Qt.Key_Alt,
             }:
-                bar.unfocus()
+                search.bar.unfocus()
 
                 # kill the search and focus back on main chart
                 if godwidget:
@@ -1019,10 +935,9 @@ async def handle_keyboard_input(
                 if item:
                     parent_item = item.parent()
 
-                    # if we're in the cache section and thus the next
-                    # selection is a cache item, switch and show it
-                    # immediately since it should be very fast.
                     if parent_item and parent_item.text() == 'cache':
+
+                        # if it's a cache item, switch and show it immediately
                         await search.chart_current_item(clear_to_cache=False)
 
             elif not ctl:

piker/ui/_window.py

@@ -21,11 +21,7 @@ Qt main window singletons and stuff.
 import os
 import signal
 import time
-from typing import (
+from typing import Callable, Optional, Union
-    Callable,
-    Optional,
-    Union,
-)
 import uuid
 
 from pyqtgraph import QtGui
@@ -34,7 +30,6 @@ from PyQt5.QtWidgets import QLabel, QStatusBar
 
 from ..log import get_logger
 from ._style import _font_small, hcolor
-from ._chart import GodWidget
 
 
 log = get_logger(__name__)
@@ -158,8 +153,7 @@ class MainWindow(QtGui.QMainWindow):
     # XXX: for tiling wms this should scale
     # with the alloted window size.
     # TODO: detect for tiling and if untrue set some size?
-    # size = (300, 500)
+    size = (300, 500)
-    godwidget: GodWidget
 
     title = 'piker chart (ur symbol is loading bby)'
 
@@ -168,9 +162,6 @@ class MainWindow(QtGui.QMainWindow):
         # self.setMinimumSize(*self.size)
         self.setWindowTitle(self.title)
 
-        # set by runtime after `trio` is engaged.
-        self.godwidget: Optional[GodWidget] = None
-
         self._status_bar: QStatusBar = None
         self._status_label: QLabel = None
         self._size: Optional[tuple[int, int]] = None
@@ -257,10 +248,9 @@ class MainWindow(QtGui.QMainWindow):
             self.set_mode_name(name)
 
     def current_screen(self) -> QtGui.QScreen:
-        '''
+        """Get a frickin screen (if we can, gawd).
-        Get a frickin screen (if we can, gawd).
 
-        '''
+        """
         app = QtGui.QApplication.instance()
 
         for _ in range(3):
@@ -294,7 +284,7 @@ class MainWindow(QtGui.QMainWindow):
         '''
         # https://stackoverflow.com/a/18975846
         if not size and not self._size:
-            # app = QtGui.QApplication.instance()
+            app = QtGui.QApplication.instance()
             geo = self.current_screen().geometry()
             h, w = geo.height(), geo.width()
             # use approx 1/3 of the area of the screen by default
@@ -302,33 +292,6 @@ class MainWindow(QtGui.QMainWindow):
 
         self.resize(*size or self._size)
 
-    def resizeEvent(self, event: QtCore.QEvent) -> None:
-        if (
-            # event.spontaneous()
-            event.oldSize().height == event.size().height
-        ):
-            event.ignore()
-            return
-
-        # XXX: uncomment for debugging..
-        # attrs = {}
-        # for key in dir(event):
-        #     if key == '__dir__':
-        #         continue
-        #     attr = getattr(event, key)
-        #     try:
-        #         attrs[key] = attr()
-        #     except TypeError:
-        #         attrs[key] = attr
-
-        # from pprint import pformat
-        # print(
-        #     f'{pformat(attrs)}\n'
-        #     f'WINDOW RESIZE: {self.size()}\n\n'
-        # )
-        self.godwidget.on_win_resize(event)
-        event.accept()
-
 
 # singleton app per actor
 _qt_win: QtGui.QMainWindow = None

requirements.txt

@@ -8,6 +8,7 @@
 # as more graphics stuff gets hashed out.
 -e git+https://github.com/pikers/pyqtgraph.git@piker_pin#egg=pyqtgraph
 
+
 # our async client for ``marketstore`` (the tsdb)
 -e git+https://github.com/pikers/anyio-marketstore.git@master#egg=anyio-marketstore
 
@@ -17,7 +18,4 @@
 
 
 # ``asyncvnc`` for sending interactions to ib-gw inside docker
--e git+https://github.com/pikers/asyncvnc.git@main#egg=asyncvnc
+-e git+https://github.com/pikers/asyncvnc.git@vid_passthrough#egg=asyncvnc
-
-# ``cryptofeed`` for connecting to various crypto exchanges + custom fixes
--e git+https://github.com/pikers/cryptofeed.git@date_parsing#egg=cryptofeed

setup.py

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