Merge pull request 'jsonrpc_err_in_rent' (#41) from jsonrpc_err_in_rent into gitea_feats

Reviewed-on: #41

.github/workflows/ci.yml

@@ -43,16 +43,21 @@ jobs:
       - name: Checkout
         uses: actions/checkout@v3
 
-      - name: Build DB container
-        run: docker build -t piker:elastic dockering/elastic
+      # elastic only
+      # - name: Build DB container
+      #   run: docker build -t piker:elastic dockering/elastic
 
       - name: Setup python
-        uses: actions/setup-python@v3
+        uses: actions/setup-python@v4
         with:
           python-version: '3.10'
 
+      # elastic only
+      # - name: Install dependencies
+      #   run: pip install -U .[es] -r requirements-test.txt -r requirements.txt --upgrade-strategy eager
+
       - name: Install dependencies
-        run: pip install -U .[es] -r requirements-test.txt -r requirements.txt --upgrade-strategy eager
+        run: pip install -U . -r requirements-test.txt -r requirements.txt --upgrade-strategy eager
 
       - name: Test suite
         run: pytest tests -rs

README.rst

@@ -1,235 +1,161 @@
 piker
 -----
-trading gear for hackers.
+trading gear for hackers
 
 |gh_actions|
 
 .. |gh_actions| image:: https://img.shields.io/endpoint.svg?url=https%3A%2F%2Factions-badge.atrox.dev%2Fpikers%2Fpiker%2Fbadge&style=popout-square
     :target: https://actions-badge.atrox.dev/piker/pikers/goto
 
-``piker`` is a broker agnostic, next-gen FOSS toolset for real-time
-computational trading targeted at `hardcore Linux users <comp_trader>`_ .
+``piker`` is a broker agnostic, next-gen FOSS toolset and runtime for
+real-time computational trading targeted at `hardcore Linux users
+<comp_trader>`_ .
 
-we use as much bleeding edge tech as possible including (but not limited to):
+we use much bleeding edge tech including (but not limited to):
 
 - latest python for glue_
-- trio_ for `structured concurrency`_
-- tractor_ for distributed, multi-core, real-time streaming
-- marketstore_ for historical and real-time tick data persistence and sharing
-- techtonicdb_ for L2 book storage
-- Qt_ for pristine high performance UIs
-- pyqtgraph_ for real-time charting
-- ``numpy`` and ``numba`` for `fast numerics`_
+- uv_ for packaging and distribution
+- trio_ & tractor_ for our distributed `structured concurrency`_ runtime
+- Qt_ for pristine low latency UIs
+- pyqtgraph_ (which we've extended) for real-time charting and graphics
+- ``polars`` ``numpy`` and ``numba`` for redic `fast numerics`_
+- `apache arrow and parquet`_ for time-series storage
 
-.. |travis| image:: https://img.shields.io/travis/pikers/piker/master.svg
-    :target: https://travis-ci.org/pikers/piker
+potential projects we might integrate with soon,
+
+- (already prototyped in ) techtonicdb_ for L2 book storage
+
+.. _comp_trader: https://jfaleiro.wordpress.com/2019/10/09/computational-trader/
+.. _glue: https://numpy.org/doc/stable/user/c-info.python-as-glue.html#using-python-as-glue
+.. _uv: https://docs.astral.sh/uv/
 .. _trio: https://github.com/python-trio/trio
 .. _tractor: https://github.com/goodboy/tractor
 .. _structured concurrency: https://trio.discourse.group/
-.. _marketstore: https://github.com/alpacahq/marketstore
-.. _techtonicdb: https://github.com/0b01/tectonicdb
 .. _Qt: https://www.qt.io/
 .. _pyqtgraph: https://github.com/pyqtgraph/pyqtgraph
-.. _glue: https://numpy.org/doc/stable/user/c-info.python-as-glue.html#using-python-as-glue
+.. _apache arrow and parquet: https://arrow.apache.org/faq/
 .. _fast numerics: https://zerowithdot.com/python-numpy-and-pandas-performance/
-.. _comp_trader: https://jfaleiro.wordpress.com/2019/10/09/computational-trader/
+.. _techtonicdb: https://github.com/0b01/tectonicdb
 
 
-focus and features:
-*******************
-- 100% federated: your code, your hardware, your data feeds, your broker fills.
-- zero web: low latency, native software that doesn't try to re-invent the OS
-- maximal **privacy**: prevent brokers and mms from knowing your
-  planz; smack their spreads with dark volume.
-- zero clutter: modal, context oriented UIs that echew minimalism, reduce
-  thought noise and encourage un-emotion.
-- first class parallelism: built from the ground up on next-gen structured concurrency
-  primitives.
-- traders first: broker/exchange/asset-class agnostic
-- systems grounded: real-time financial signal processing that will
-  make any queuing or DSP eng juice their shorts.
-- non-tina UX: sleek, powerful keyboard driven interaction with expected use in tiling wms
-- data collaboration: every process and protocol is multi-host scalable.
-- fight club ready: zero interest in adoption by suits; no corporate friendly license, ever.
-
-fitting with these tenets, we're always open to new framework suggestions and ideas.
-
-building the best looking, most reliable, keyboard friendly trading
-platform is the dream; join the cause.
-
-
-install
-*******
-``piker`` is currently under heavy pre-alpha development and as such
-should be cloned from this repo and hacked on directly.
-
-for a development install::
-
-    git clone git@github.com:pikers/piker.git
-    cd piker
-    virtualenv env
-    source ./env/bin/activate
-    pip install -r requirements.txt -e .
-
-install for nixos
-*****************
-for users of `NixOS` we offer a development shell envoirment that can be
-loaded with::
-
-    nix-shell develop.nix
-
-this will setup the required python environment to run piker, make sure to
-run::
-
-    pip install -r requirements.txt -e .
-
-once after loading the shell
-
-install for tinas
-*****************
-for windows peeps you can start by installing all the prerequisite software:
-
-- install git with all default settings - https://git-scm.com/download/win
-- install anaconda all default settings - https://www.anaconda.com/products/individual
-- install microsoft build tools (check the box for Desktop development for C++, you might be able to uncheck some optional downloads)  - https://visualstudio.microsoft.com/visual-cpp-build-tools/
-- install visual studio code default settings - https://code.visualstudio.com/download
-
-
-then, `crack a conda shell`_ and run the following commands::
-
-    mkdir code # create code directory
-    cd code # change directory to code
-    git clone https://github.com/pikers/piker.git # downloads piker installation package from github
-    cd piker # change directory to piker
-    
-    conda create -n pikonda # creates conda environment named pikonda
-    conda activate pikonda # activates pikonda
-    
-    conda install -c conda-forge python-levenshtein # in case it is not already installed
-    conda install pip # may already be installed
-    pip # will show if pip is installed
-    
-    pip install -e . -r requirements.txt # install piker in editable mode
-
-test Piker to see if it is working::
-
-    piker -b binance chart btcusdt.binance # formatting for loading a chart
-    piker -b kraken -b binance chart xbtusdt.kraken
-    piker -b kraken -b binance -b ib chart qqq.nasdaq.ib
-    piker -b ib chart tsla.nasdaq.ib
-
-potential error::
-    
-    FileNotFoundError: [Errno 2] No such file or directory: 'C:\\Users\\user\\AppData\\Roaming\\piker\\brokers.toml'
-    
-solution:
-
-- navigate to file directory above (may be different on your machine, location should be listed in the error code)
-- copy and paste file from 'C:\\Users\\user\\code\\data/brokers.toml' or create a blank file using notepad at the location above
-
-Visual Studio Code setup:
-
-- now that piker is installed we can set up vscode as the default terminal for running piker and editing the code
-- open Visual Studio Code
-- file --> Add Folder to Workspace --> C:\Users\user\code\piker (adds piker directory where all piker files are located)
-- file --> Save Workspace As --> save it wherever you want and call it whatever you want, this is going to be your default workspace for running and editing piker code
-- ctrl + shift + p --> start typing Python: Select Interpetter --> when the option comes up select it --> Select at the workspace level --> select the one that shows ('pikonda')
-- change the default terminal to cmd.exe instead of powershell (default)
-- now when you create a new terminal VScode should automatically activate you conda env so that piker can be run as the first command after a new terminal is created
-
-also, try out fancyzones as part of powertoyz for a decent tiling windows manager to manage all the cool new software you are going to be running.
-
-.. _conda installed: https://
-.. _C++ build toolz: https://
-.. _crack a conda shell: https://
-.. _vscode: https://
-
-.. link to the tina guide
-.. _setup a coolio tiled wm console: https://
-
-provider support
+focus and feats:
 ****************
-for live data feeds the in-progress set of supported brokers is:
+fitting with these tenets, we're always open to new
+framework/lib/service interop suggestions and ideas!
 
-- IB_ via ``ib_insync``, also see our `container docs`_
-- binance_ and kraken_ for crypto over their public websocket API
-- questrade_ (ish) which comes with effectively free L1
+- **100% federated**:
+  your code, your hardware, your data feeds, your broker fills.
 
-coming soon...
+- **zero web**:
+  low latency as a prime objective, native UIs and modern IPC
+  protocols without trying to re-invent the "OS-as-an-app"..
 
-- webull_ via the reverse engineered public API
-- yahoo via yliveticker_
+- **maximal privacy**:
+  prevent brokers and mms from knowing your planz; smack their
+  spreads with dark volume from a VPN tunnel.
 
-if you want your broker supported and they have an API let us know.
+- **zero clutter**:
+  modal, context oriented UIs that echew minimalism, reduce thought
+  noise and encourage un-emotion.
 
-.. _IB: https://interactivebrokers.github.io/tws-api/index.html
-.. _container docs: https://github.com/pikers/piker/tree/master/dockering/ib
-.. _questrade: https://www.questrade.com/api/documentation
-.. _kraken: https://www.kraken.com/features/api#public-market-data
-.. _binance: https://github.com/pikers/piker/pull/182
-.. _webull: https://github.com/tedchou12/webull
-.. _yliveticker: https://github.com/yahoofinancelive/yliveticker
-.. _coinbase: https://docs.pro.coinbase.com/#websocket-feed
+- **first class parallelism**:
+  built from the ground up on a next-gen structured concurrency
+  supervision sys.
+
+- **traders first**:
+  broker/exchange/venue/asset-class/money-sys agnostic
+
+- **systems grounded**:
+  real-time financial signal processing (fsp) that will make any
+  queuing or DSP eng juice their shorts.
+
+- **non-tina UX**:
+  sleek, powerful keyboard driven interaction with expected use in
+  tiling wms (or maybe even a DDE).
+
+- **data collab at scale**:
+  every actor-process and protocol is multi-host aware.
+
+- **fight club ready**:
+  zero interest in adoption by suits; no corporate friendly license,
+  ever.
+
+building the hottest looking, fastest, most reliable, keyboard
+friendly FOSS trading platform is the dream; join the cause.
 
 
-check out our charts
-********************
-bet you weren't expecting this from the foss::
+a sane install with `uv`
+************************
+bc why install with `python` when you can faster with `rust` ::
 
-    piker -l info -b kraken -b binance chart btcusdt.binance --pdb
+    uv lock
 
 
-this runs the main chart (currently with 1m sampled OHLC) in in debug
-mode and you can practice paper trading using the following
-micro-manual:
+hacky install on nixos
+**********************
+``NixOS`` is our core devs' distro of choice for which we offer
+a stringently defined development shell envoirment that can be loaded with::
 
-``order_mode`` (
-    edge triggered activation by any of the following keys,
-    ``mouse-click`` on y-level to submit at that price
-    ):
-
-    - ``f``/ ``ctl-f`` to stage buy
-    - ``d``/ ``ctl-d`` to stage sell
-    - ``a`` to stage alert
+    nix-shell default.nix
 
 
-``search_mode`` (
-    ``ctl-l`` or ``ctl-space`` to open,
-    ``ctl-c`` or ``ctl-space`` to close
-    ) :
+start a chart
+*************
+run a realtime OHLCV chart stand-alone::
 
-    - begin typing to have symbol search automatically lookup
-      symbols from all loaded backend (broker) providers
-    - arrow keys and mouse click to navigate selection
-    - vi-like ``ctl-[hjkl]`` for navigation
+    piker -l info chart btcusdt.spot.binance xmrusdt.spot.kraken
+
+this runs a chart UI (with 1m sampled OHLCV) and shows 2 spot markets from 2 diff cexes
+overlayed on the same graph. Use of `piker` without first starting
+a daemon (`pikerd` - see below) means there is an implicit spawning of the
+multi-actor-runtime (implemented as a `tractor` app).
+
+For additional subsystem feats available through our chart UI see the
+various sub-readmes:
+
+- order control using a mouse-n-keyboard UX B)
+- cross venue market-pair (what most call "symbol") search, select, overlay Bo
+- financial-signal-processing (`piker.fsp`) write-n-reload to sub-chart BO
+- src-asset derivatives scan for anal, like the infamous "max pain" XO
 
 
-you can also configure your position allocation limits from the
-sidepane.
-
-
-run in distributed mode
-***********************
-start the service manager and data feed daemon in the background and
-connect to it::
+spawn a daemon standalone
+*************************
+we call the root actor-process the ``pikerd``. it can be (and is
+recommended normally to be) started separately from the ``piker
+chart`` program::
 
     pikerd -l info --pdb
 
+the daemon does nothing until a ``piker``-client (like ``piker
+chart``) connects and requests some particular sub-system. for
+a connecting chart ``pikerd`` will spawn and manage at least,
 
-connect your chart::
+- a data-feed daemon: ``datad`` which does all the work of comms with
+  the backend provider (in this case the ``binance`` cex).
+- a paper-trading engine instance, ``paperboi.binance``, (if no live
+  account has been configured) which allows for auto/manual order
+  control against the live quote stream.
 
-    piker -l info -b kraken -b binance chart xmrusdt.binance --pdb
+*using* an actor-service (aka micro-daemon) manager which dynamically
+supervises various sub-subsystems-as-services throughout the ``piker``
+runtime-stack.
 
+now you can (implicitly) connect your chart::
 
-enjoy persistent real-time data feeds tied to daemon lifetime. the next
-time you spawn a chart it will load much faster since the data feed has
-been cached and is now always running live in the background until you
-kill ``pikerd``.
+    piker chart btcusdt.spot.binance
+
+since ``pikerd`` was started separately you can now enjoy a persistent
+real-time data stream tied to the daemon-tree's lifetime. i.e. the next
+time you spawn a chart it will obviously not only load much faster
+(since the underlying ``datad.binance`` is left running with its
+in-memory IPC data structures) but also the data-feed and any order
+mgmt states should be persistent until you finally cancel ``pikerd``.
 
 
 if anyone asks you what this project is about
 *********************************************
-you don't talk about it.
+you don't talk about it; just use it.
 
 
 how do i get involved?
@@ -239,6 +165,15 @@ enter the matrix.
 
 how come there ain't that many docs
 ***********************************
-suck it up, learn the code; no one is trying to sell you on anything.
-also, we need lotsa help so if you want to start somewhere and can't
-necessarily write serious code, this might be the place for you!
+i mean we want/need them but building the core right has been higher
+prio then marketting (and likely will stay that way Bp).
+
+soo, suck it up bc,
+
+- no one is trying to sell you on anything
+- learning the code base is prolly way more valuable
+- the UI/UXs are intended to be "intuitive" for any hacker..
+
+we obviously need tonz help so if you want to start somewhere and
+can't necessarily write "advanced" concurrent python/rust code, this
+helping document literally anything might be the place for you!

config/brokers.toml

@@ -1,19 +1,52 @@
-[questrade]
-refresh_token = ""
-access_token = ""
-api_server = "https://api06.iq.questrade.com/"
-expires_in = 1800
-token_type = "Bearer"
-expires_at = 1616095326.355846
+################
+# ---- CEXY ----
+################
+[binance]
+accounts.paper = 'paper'
+
+accounts.usdtm = 'futes'
+futes.use_testnet = false
+futes.api_key = ''
+futes.api_secret = ''
+
+accounts.spot = 'spot'
+spot.use_testnet = false
+spot.api_key = ''
+spot.api_secret = ''
+
+
+[deribit]
+key_id = ''
+key_secret = ''
+
 
 [kraken]
-key_descr = "api_0"
-api_key = ""
-secret = ""
+key_descr = ''
+api_key = ''
+secret = ''
+
+
+[kucoin]
+key_id = ''
+key_secret = ''
+key_passphrase = ''
+
+
+################
+# -- BROKERZ ---
+################
+[questrade]
+refresh_token = ''
+access_token = ''
+api_server = 'https://api06.iq.questrade.com/'
+expires_in = 1800
+token_type = 'Bearer'
+expires_at = 1616095326.355846
+
 
 [ib]
 hosts = [
-    "127.0.0.1",
+    '127.0.0.1',
 ]
 # XXX: the order in which ports will be scanned
 # (by the `brokerd` daemon-actor)
@@ -30,8 +63,8 @@ ports = [
 # 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 = '666666666666666666666666'
-flex_trades_query_id = '666666'  # live account
+flex_token = ''
+flex_trades_query_id = ''  # live account
 
 # when clients are being scanned this determines
 # which clients are preferred to be used for data
@@ -47,11 +80,6 @@ prefer_data_account = [
 # the order in which accounts will be selectable
 # in the order mode UI (if found via clients during
 # API-app scanning)when a new symbol is loaded.
-paper = "XX0000000"
-margin = "X0000000"
-ira = "X0000000"
-
-
-[deribit]
-key_id = 'XXXXXXXX'
-key_secret = 'Xx_XxXxXxXxXxXxXxXxXxXxXxXxXxXxXxXxXxXxXxXx'
+paper = 'XX0000000'
+margin = 'X0000000'
+ira = 'X0000000'

config/conf.toml

@@ -0,0 +1,12 @@
+[network]
+tsdb.backend = 'marketstore'
+tsdb.host = 'localhost'
+tsdb.grpc_port = 5995
+
+[ui]
+# set custom font + size which will scale entire UI
+# font_size = 16
+# font_name = 'Monospaced'
+
+# colorscheme = 'default'  # UNUSED
+# graphics.update_throttle = 60  # Hz  # TODO

default.nix

@@ -0,0 +1,134 @@
+with (import <nixpkgs> {});
+let
+  glibStorePath = lib.getLib glib;
+  zlibStorePath = lib.getLib zlib;
+  zstdStorePath = lib.getLib zstd;
+  dbusStorePath = lib.getLib dbus;
+  libGLStorePath = lib.getLib libGL;
+  freetypeStorePath = lib.getLib freetype;
+  qt6baseStorePath = lib.getLib qt6.qtbase;
+  fontconfigStorePath = lib.getLib fontconfig;
+  libxkbcommonStorePath = lib.getLib libxkbcommon;
+  xcbutilcursorStorePath = lib.getLib xcb-util-cursor;
+
+  qtpyStorePath = lib.getLib python312Packages.qtpy;
+  pyqt6StorePath = lib.getLib python312Packages.pyqt6;
+  pyqt6SipStorePath = lib.getLib python312Packages.pyqt6-sip;
+  rapidfuzzStorePath = lib.getLib python312Packages.rapidfuzz;
+  qdarkstyleStorePath = lib.getLib python312Packages.qdarkstyle;
+
+  xorgLibX11StorePath = lib.getLib xorg.libX11;
+  xorgLibxcbStorePath = lib.getLib xorg.libxcb;
+  xorgxcbutilwmStorePath = lib.getLib xorg.xcbutilwm;
+  xorgxcbutilimageStorePath = lib.getLib xorg.xcbutilimage;
+  xorgxcbutilerrorsStorePath = lib.getLib xorg.xcbutilerrors;
+  xorgxcbutilkeysymsStorePath = lib.getLib xorg.xcbutilkeysyms;
+  xorgxcbutilrenderutilStorePath = lib.getLib xorg.xcbutilrenderutil;
+in
+stdenv.mkDerivation {
+  name = "piker-qt6-uv";
+  buildInputs = [
+    # System requirements.
+    glib
+    zlib
+    dbus
+    zstd
+    libGL
+    freetype
+    qt6.qtbase
+    libgcc.lib
+    fontconfig
+    libxkbcommon
+
+    # Xorg requirements
+    xcb-util-cursor
+    xorg.libxcb
+    xorg.libX11
+    xorg.xcbutilwm
+    xorg.xcbutilimage
+    xorg.xcbutilerrors
+    xorg.xcbutilkeysyms
+    xorg.xcbutilrenderutil
+
+    # Python requirements.
+    python312Full
+    python312Packages.uv
+    python312Packages.qdarkstyle
+    python312Packages.rapidfuzz
+    python312Packages.pyqt6
+    python312Packages.qtpy
+  ];
+  src = null;
+  shellHook = ''
+    set -e
+
+    # Set the Qt plugin path
+    # export QT_DEBUG_PLUGINS=1
+
+    QTBASE_PATH="${qt6baseStorePath}/lib"
+    QT_PLUGIN_PATH="$QTBASE_PATH/qt-6/plugins"
+    QT_QPA_PLATFORM_PLUGIN_PATH="$QT_PLUGIN_PATH/platforms"
+
+    LIB_GCC_PATH="${libgcc.lib}/lib"
+    GLIB_PATH="${glibStorePath}/lib"
+    ZSTD_PATH="${zstdStorePath}/lib"
+    ZLIB_PATH="${zlibStorePath}/lib"
+    DBUS_PATH="${dbusStorePath}/lib"
+    LIBGL_PATH="${libGLStorePath}/lib"
+    FREETYPE_PATH="${freetypeStorePath}/lib"
+    FONTCONFIG_PATH="${fontconfigStorePath}/lib"
+    LIB_XKB_COMMON_PATH="${libxkbcommonStorePath}/lib"
+
+    XCB_UTIL_CURSOR_PATH="${xcbutilcursorStorePath}/lib"
+    XORG_LIB_X11_PATH="${xorgLibX11StorePath}/lib"
+    XORG_LIB_XCB_PATH="${xorgLibxcbStorePath}/lib"
+    XORG_XCB_UTIL_IMAGE_PATH="${xorgxcbutilimageStorePath}/lib"
+    XORG_XCB_UTIL_WM_PATH="${xorgxcbutilwmStorePath}/lib"
+    XORG_XCB_UTIL_RENDER_UTIL_PATH="${xorgxcbutilrenderutilStorePath}/lib"
+    XORG_XCB_UTIL_KEYSYMS_PATH="${xorgxcbutilkeysymsStorePath}/lib"
+    XORG_XCB_UTIL_ERRORS_PATH="${xorgxcbutilerrorsStorePath}/lib"
+
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QTBASE_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QT_PLUGIN_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QT_QPA_PLATFORM_PLUGIN_PATH"
+
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$LIB_GCC_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$DBUS_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$GLIB_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$ZLIB_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$ZSTD_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$LIBGL_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$FONTCONFIG_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$FREETYPE_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$LIB_XKB_COMMON_PATH"
+
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XCB_UTIL_CURSOR_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_LIB_X11_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_LIB_XCB_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_IMAGE_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_WM_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_RENDER_UTIL_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_KEYSYMS_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_ERRORS_PATH"
+
+    export LD_LIBRARY_PATH
+
+    RPDFUZZ_PATH="${rapidfuzzStorePath}/lib/python3.12/site-packages"
+    QDRKSTYLE_PATH="${qdarkstyleStorePath}/lib/python3.12/site-packages"
+    QTPY_PATH="${qtpyStorePath}/lib/python3.12/site-packages"
+    PYQT6_PATH="${pyqt6StorePath}/lib/python3.12/site-packages"
+    PYQT6_SIP_PATH="${pyqt6SipStorePath}/lib/python3.12/site-packages"
+
+    PATCH="$PATCH:$RPDFUZZ_PATH"
+    PATCH="$PATCH:$QDRKSTYLE_PATH"
+    PATCH="$PATCH:$QTPY_PATH"
+    PATCH="$PATCH:$PYQT6_PATH"
+    PATCH="$PATCH:$PYQT6_SIP_PATH"
+
+    export PATCH
+
+    # Install deps
+    uv lock
+
+  '';
+}

develop.nix

@@ -1,18 +1,34 @@
 with (import <nixpkgs> {});
-with python310Packages;
+
 stdenv.mkDerivation {
-  name = "pip-env";
+  name = "poetry-env";
   buildInputs = [
     # System requirements.
     readline
 
+    # TODO: hacky non-poetry install stuff we need to get rid of!!
+    poetry
+    # virtualenv
+    # setuptools
+    # pip
+
     # Python requirements (enough to get a virtualenv going).
-    python310Full
-    virtualenv
-    setuptools
-    pyqt5
-    pip
+    python311Full
+
+    # obviously, and see below for hacked linking
+    python311Packages.pyqt5
+    python311Packages.pyqt5_sip
+    # python311Packages.qtpy
+
+    # numerics deps
+    python311Packages.levenshtein
+    python311Packages.fastparquet
+    python311Packages.polars
+
   ];
+  # environment.sessionVariables = {
+  #   LD_LIBRARY_PATH = "${pkgs.stdenv.cc.cc.lib}/lib";
+  # };
   src = null;
   shellHook = ''
     # Allow the use of wheels.
@@ -20,13 +36,12 @@ stdenv.mkDerivation {
 
     # Augment the dynamic linker path
     export LD_LIBRARY_PATH=$LD_LIBRARY_PATH:${R}/lib/R/lib:${readline}/lib
-
     export QT_QPA_PLATFORM_PLUGIN_PATH="${qt5.qtbase.bin}/lib/qt-${qt5.qtbase.version}/plugins";
 
-    if [ ! -d "venv" ]; then
-        virtualenv venv
+    if [ ! -d ".venv" ]; then
+        poetry install --with uis
     fi
 
-    source venv/bin/activate
+    poetry shell
   '';
 }

dockering/ib/docker-compose.yml

@@ -19,8 +19,9 @@ services:
 
     # other image tags available:
     # https://github.com/waytrade/ib-gateway-docker#supported-tags
-    # image: waytrade/ib-gateway:981.3j
-    image: waytrade/ib-gateway:1012.2i
+    # image: waytrade/ib-gateway:1012.2i
+    image: ghcr.io/gnzsnz/ib-gateway:latest
+
     restart: 'no'  # restart on boot whenev there's a crash or user clicsk
     network_mode: 'host'
 

dockering/ib/ibc.ini

@@ -117,9 +117,57 @@ SecondFactorDevice=
 
 # If you use the IBKR Mobile app for second factor authentication,
 # and you fail to complete the process before the time limit imposed
-# by IBKR, you can use this setting to tell IBC to exit: arrangements
-# can then be made to automatically restart IBC in order to initiate
-# the login sequence afresh. Otherwise, manual intervention at TWS's
+# by IBKR, this setting tells IBC whether to automatically restart
+# the login sequence, giving you another opportunity to complete
+# second factor authentication. 
+#
+# Permitted values are 'yes' and 'no'.
+#
+# If this setting is not present or has no value, then the value
+# of the deprecated ExitAfterSecondFactorAuthenticationTimeout is
+# used instead. If this also has no value, then this setting defaults
+# to 'no'.
+#
+# NB: you must be using IBC v3.14.0 or later to use this setting:
+# earlier versions ignore it.
+
+ReloginAfterSecondFactorAuthenticationTimeout=
+
+
+# This setting is only relevant if
+# ReloginAfterSecondFactorAuthenticationTimeout is set to 'yes',
+# or if ExitAfterSecondFactorAuthenticationTimeout is set to 'yes'.
+#
+# It controls how long (in seconds) IBC waits for login to complete
+# after the user acknowledges the second factor authentication
+# alert at the IBKR Mobile app. If login has not completed after
+# this time, IBC terminates.
+# The default value is 60.
+
+SecondFactorAuthenticationExitInterval=
+
+
+# This setting specifies the timeout for second factor authentication
+# imposed by IB. The value is in seconds. You should not change this
+# setting unless you have reason to believe that IB has changed the
+# timeout. The default value is 180.
+
+SecondFactorAuthenticationTimeout=180
+
+
+# DEPRECATED SETTING
+# ------------------
+#
+# ExitAfterSecondFactorAuthenticationTimeout - THIS SETTING WILL BE
+# REMOVED IN A FUTURE RELEASE. For IBC version 3.14.0 and later, see
+# the notes for ReloginAfterSecondFactorAuthenticationTimeout above.
+#
+# For IBC versions earlier than 3.14.0: If you use the IBKR Mobile
+# app for second factor authentication, and you fail to complete the
+# process before the time limit imposed by IBKR, you can use this
+# setting to tell IBC to exit: arrangements can then be made to
+# automatically restart IBC in order to initiate the login sequence
+# afresh. Otherwise, manual intervention at TWS's
 # Second Factor Authentication dialog is needed to complete the
 # login.
 #
@@ -132,29 +180,18 @@ SecondFactorDevice=
 ExitAfterSecondFactorAuthenticationTimeout=no
 
 
-# This setting is only relevant if
-# ExitAfterSecondFactorAuthenticationTimeout is set to 'yes'.
-#
-# It controls how long (in seconds) IBC waits for login to complete
-# after the user acknowledges the second factor authentication
-# alert at the IBKR Mobile app. If login has not completed after
-# this time, IBC terminates.
-# The default value is 40.
-
-SecondFactorAuthenticationExitInterval=
-
-
 # Trading Mode
 # ------------
 #
-# TWS 955 introduced a new Trading Mode combo box on its login
-# dialog. This indicates whether the live account or the paper
-# trading account corresponding to the supplied credentials is
-# to be used. The allowed values are 'live' (the default) and
-# 'paper'. For earlier versions of TWS this setting has no
-# effect.
+# This indicates whether the live account or the paper trading
+# account corresponding to the supplied credentials is to be used.
+# The allowed values are 'live' (the default) and 'paper'.
+#
+# If this is set to 'live', then the credentials for the live
+# account must be supplied. If it is set to 'paper', then either
+# the live or the paper-trading credentials may be supplied.
 
-TradingMode=
+TradingMode=paper
 
 
 # Paper-trading Account Warning
@@ -188,7 +225,7 @@ AcceptNonBrokerageAccountWarning=yes
 #
 # The default value is 60.
 
-LoginDialogDisplayTimeout=20
+LoginDialogDisplayTimeout=60
 
 
 
@@ -217,7 +254,15 @@ LoginDialogDisplayTimeout=20
 # but they are acceptable.
 #
 # The default is the current working directory when IBC is
-# started.
+# started, unless the TWS_SETTINGS_PATH setting in the relevant
+# start script is set.
+#
+# If both this setting and TWS_SETTINGS_PATH are set, then this
+# setting takes priority. Note that if they have different values,
+# auto-restart will not work.
+#
+# NB: this setting is now DEPRECATED. You should use the
+# TWS_SETTINGS_PATH setting in the relevant start script.
 
 IbDir=/root/Jts
 
@@ -284,15 +329,32 @@ ExistingSessionDetectedAction=primary
 # Override TWS API Port Number
 # ----------------------------
 #
-# If OverrideTwsApiPort is set to an integer, IBC changes the
-# 'Socket port' in TWS's API configuration to that number shortly
-# after startup. Leaving the setting blank will make no change to
-# the current setting. This setting is only intended for use in
-# certain specialized situations where the port number needs to
+# If OverrideTwsApiPort is set to an integer, IBC changes the 
+# 'Socket port' in TWS's API configuration to that number shortly 
+# after startup (but note that for the FIX Gateway, this setting is
+# actually stored in jts.ini rather than the Gateway's settings
+# file). Leaving the setting blank will make no change to 
+# the current setting. This setting is only intended for use in 
+# certain specialized situations where the port number needs to 
+# be set dynamically at run-time, and for the FIX Gateway: most
+# non-FIX users will never need it, so don't use it unless you know
+# you need it.
+
+OverrideTwsApiPort=4000
+
+
+# Override TWS Master Client ID
+# -----------------------------
+#
+# If OverrideTwsMasterClientID is set to an integer, IBC changes the
+# 'Master Client ID' value in TWS's API configuration to that 
+# value shortly after startup. Leaving the setting blank will make
+# no change to the current setting. This setting is only intended 
+# for use in certain specialized situations where the value needs to
 # 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
+OverrideTwsMasterClientID=
 
 
 # Read-only Login
@@ -302,11 +364,13 @@ ExistingSessionDetectedAction=primary
 # account security programme, the user will not be asked to perform
 # the second factor authentication action, and login to TWS will
 # occur automatically in read-only mode: in this mode, placing or
-# managing orders is not allowed. If set to 'no', and the user is
-# enrolled in IB's account security programme, the user must perform
-# the relevant second factor authentication action to complete the
-# login. 
-
+# managing orders is not allowed. 
+#
+# If set to 'no', and the user is enrolled in IB's account security
+# programme, the second factor authentication process is handled
+# according to the Second Factor Authentication Settings described
+# elsewhere in this file.
+#
 # If the user is not enrolled in IB's account security programme,
 # this setting is ignored. The default is 'no'.
 
@@ -326,7 +390,44 @@ ReadOnlyLogin=no
 # set the relevant checkbox (this only needs to be done once) and
 # not provide a value for this setting.
 
-ReadOnlyApi=no
+ReadOnlyApi=
+
+
+# API Precautions
+# ---------------
+# 
+# These settings relate to the corresponding 'Precautions' checkboxes in the
+# API section of the Global Configuration dialog.
+#
+# For all of these, the accepted values are:
+# - 'yes' sets the checkbox
+# - 'no' clears the checkbox
+# - if not set, the existing TWS/Gateway configuration is unchanged
+#
+# NB: thess settings are really only supplied for the benefit of new TWS
+# or Gateway instances that are being automatically installed and
+# started without user intervention, or where user settings are not preserved
+# between sessions (eg some Docker containers). Where a user is involved, they
+# should use the Global Configuration to set the relevant checkboxes and not
+# provide values for these settings.
+
+BypassOrderPrecautions=
+
+BypassBondWarning=
+
+BypassNegativeYieldToWorstConfirmation=
+
+BypassCalledBondWarning=
+
+BypassSameActionPairTradeWarning=
+
+BypassPriceBasedVolatilityRiskWarning=
+
+BypassUSStocksMarketDataInSharesWarning=
+
+BypassRedirectOrderWarning=
+
+BypassNoOverfillProtectionPrecaution=
 
 
 # Market data size for US stocks - lots or shares
@@ -381,54 +482,145 @@ AcceptBidAskLastSizeDisplayUpdateNotification=accept
 SendMarketDataInLotsForUSstocks=
 
 
+# Trusted API Client IPs
+# ----------------------
+#
+# NB: THIS SETTING IS ONLY RELEVANT FOR THE GATEWAY, AND ONLY WHEN FIX=yes.
+# In all other cases it is ignored.
+#
+# This is a list of IP addresses separated by commas. API clients with IP
+# addresses in this list are able to connect to the API without Gateway
+# generating the 'Incoming connection' popup.
+#
+# Note that 127.0.0.1 is always permitted to connect, so do not include it
+# in this setting.
+
+TrustedTwsApiClientIPs=
+
+
+# Reset Order ID Sequence
+# -----------------------
+#
+# The setting resets the order id sequence for orders submitted via the API, so
+# that the next invocation of the `NextValidId` API callback will return the
+# value 1. The reset occurs when TWS starts.
+#
+# Note that order ids are reset for all API clients, except those that have
+# outstanding (ie incomplete) orders: their order id sequence carries on as
+# before.
+#
+# Valid values are 'yes', 'true', 'false' and 'no'. The default is 'no'.
+
+ResetOrderIdsAtStart=
+
+
+# This setting specifies IBC's action when TWS displays the dialog asking for
+# confirmation of a request to reset the API order id sequence.
+#
+# Note that the Gateway never displays this dialog, so this setting is ignored
+# for a Gateway session.
+#
+# Valid values consist of two strings separated by a solidus '/'. The first
+# value specifies the action to take when the order id reset request resulted
+# from setting ResetOrderIdsAtStart=yes. The second specifies the action to
+# take when the order id reset request is a result of the user clicking the
+# 'Reset API order ID sequence' button in the API configuration. Each value
+# must be one of the following:
+#
+#    'confirm' 
+#        order ids will be reset
+#
+#    'reject' 
+#        order ids will not be reset
+#
+#    'ignore' 
+#        IBC will ignore the dialog. The user must take action.
+#
+#    The default setting is ignore/ignore
+
+# Examples:
+#
+#    'confirm/reject' - confirm order id reset only if ResetOrderIdsAtStart=yes
+#                       and reject any user-initiated requests
+#
+#    'ignore/confirm' - user must decide what to do if ResetOrderIdsAtStart=yes
+#                       and confirm user-initiated requests
+#
+#    'reject/ignore'  - reject order id reset if  ResetOrderIdsAtStart=yes but
+#                       allow user to handle user-initiated requests 
+
+ConfirmOrderIdReset=
+
+
 
 # =============================================================================
-# 4.   TWS Auto-Closedown
+# 4.   TWS Auto-Logoff and Auto-Restart
 # =============================================================================
 #
-# IMPORTANT NOTE: Starting with TWS 974, this setting no longer
-# works properly, because IB have changed the way TWS handles its
-# autologoff mechanism. 
+# TWS and Gateway insist on being restarted every day. Two alternative
+# automatic options are offered: 
 #
-# You should now configure the TWS autologoff time to something
-# convenient for you, and restart IBC each day.
+#    - Auto-Logoff: at a specified time, TWS shuts down tidily, without
+#      restarting.
 #
-# Alternatively, discontinue use of IBC and use the auto-relogin
-# mechanism within TWS 974 and later versions (note that the 
-# auto-relogin mechanism provided by IB is not available if you
-# use IBC).
+#    - Auto-Restart: at a specified time, TWS shuts down and then restarts
+#      without the user having to re-autheticate.
+#
+# The normal way to configure the time at which this happens is via the Lock
+# and Exit section of the Configuration dialog. Once this time has been
+# configured in this way, the setting persists until the user changes it again.
+#
+# However, there are situations where there is no user available to do this
+# configuration, or where there is no persistent storage (for example some
+# Docker images). In such cases, the auto-restart or auto-logoff time can be
+# set whenever IBC starts with the settings below.
+#
+# The value, if specified, must be a time in HH:MM AM/PM format, for example
+# 08:00 AM or 10:00 PM. Note that there must be a single space between the
+# two parts of this value; also that midnight is "12:00 AM" and midday is
+# "12:00 PM".
+#
+# If no value is specified for either setting, the currently configured
+# settings will apply. If a value is supplied for one setting, the other
+# setting is cleared. If values are supplied for both settings, only the
+# auto-restart time is set, and the auto-logoff time is cleared.
+#
+# Note that for a normal TWS/Gateway installation with persistent storage
+# (for example on a desktop computer) the value will be persisted as if the
+# user had set it via the configuration dialog.
+#
+# If you choose to auto-restart, you should take note of the considerations
+# described at the link below. Note that where this information mentions
+# 'manual authentication', restarting IBC will do the job (IBKR does not
+# recognise the existence of IBC in its docuemntation).
+#
+#  https://www.interactivebrokers.com/en/software/tws/twsguide.htm#usersguidebook/configuretws/auto_restart_info.htm
+#
+# If you use the "RESTART" command via the IBC command server, and IBC is
+# running any version of the Gateway (or a version of TWS earlier than 1018),
+# note that this will set the Auto-Restart time in Gateway/TWS's configuration
+# dialog to the time at which the restart actually happens (which may be up to
+# a minute after the RESTART command is issued). To prevent future auto-
+# restarts at this time, you must make sure you have set AutoLogoffTime or
+# AutoRestartTime to your desired value before running IBC. NB: this does not
+# apply to TWS from version 1018 onwards.
 
-# Set to yes or no (lower case).
-#
-#   yes   means allow TWS to shut down automatically at its
-# 	  specified shutdown time, which is set via the TWS
-#	  configuration menu.
-#
-#   no    means TWS never shuts down automatically.
-#
-# NB: IB recommends that you do not keep TWS running
-# continuously. If you set this setting to 'no', you may
-# experience incorrect TWS operation.
-#
-# NB: the default for this setting is 'no'. Since this will
-# only work properly with TWS versions earlier than 974, you
-# should explicitly set this to 'yes' for version 974 and later.
-
-IbAutoClosedown=yes
+AutoLogoffTime=
 
+AutoRestartTime=
 
 
 # =============================================================================
 # 5.   TWS Tidy Closedown Time
 # =============================================================================
 #
-# NB: starting with TWS 974 this is no longer a useful option
-# because both TWS and Gateway now have the same auto-logoff
-# mechanism, and IBC can no longer avoid this.
+# Specifies a time at which TWS will close down tidily, with no restart.
 #
-# Note that giving this setting a value does not change TWS's
-# auto-logoff in any way: any setting will be additional to the
-# TWS auto-logoff.
+# There is little reason to use this setting. It is similar to AutoLogoffTime,
+# but can include a day-of-the-week, whereas AutoLogoffTime and AutoRestartTime
+# apply every day. So for example you could use ClosedownAt in conjunction with
+# AutoRestartTime to shut down TWS on Friday evenings after the markets
+# close, without it running on Saturday as well.
 #
 # To tell IBC to tidily close TWS at a specified time every
 # day, set this value to <hh:mm>, for example:
@@ -487,7 +679,7 @@ AcceptIncomingConnectionAction=reject
 #   no    means the dialog remains on display and must be
 #         handled by the user.
 
-AllowBlindTrading=yes
+AllowBlindTrading=no
 
 
 # Save Settings on a Schedule
@@ -530,6 +722,26 @@ AllowBlindTrading=yes
 SaveTwsSettingsAt=
 
 
+# Confirm Crypto Currency Orders Automatically
+# --------------------------------------------
+#
+# When you place an order for a cryptocurrency contract, a dialog is displayed
+# asking you to confirm that you want to place the order, and notifying you
+# that you are placing an order to trade cryptocurrency with Paxos, a New York
+# limited trust company, and not at Interactive Brokers.
+#
+#   transmit    means that the order will be placed automatically, and the
+#               dialog will then be closed
+#
+#   cancel      means that the order will not be placed, and the dialog will
+#               then be closed
+#
+#   manual      means that IBC will take no action and the user must deal
+#               with the dialog
+
+ConfirmCryptoCurrencyOrders=transmit
+
+
 
 # =============================================================================
 # 7.   Settings Specific to Indian Versions of TWS
@@ -566,13 +778,17 @@ DismissNSEComplianceNotice=yes
 #
 # The port number that IBC listens on for commands
 # such as "STOP". DO NOT set this to the port number
-# used for TWS API connections. There is no good reason
-# to change this setting unless the port is used by
-# some other application (typically another instance of
-# IBC). The default value is 0, which tells IBC not to
-# start the command server
+# used for TWS API connections.
+#
+# The convention is to use 7462 for this port,
+# but it must be set to a different value from any other
+# IBC instance that might run at the same time.
+#
+# The default value is 0, which tells IBC not to start
+# the command server
 
 #CommandServerPort=7462
+CommandServerPort=0
 
 
 # Permitted Command Sources
@@ -583,19 +799,19 @@ DismissNSEComplianceNotice=yes
 # IBC.  Commands can always be sent from the
 # same host as IBC is running on.
 
-ControlFrom=127.0.0.1
+ControlFrom=
 
 
 # Address for Receiving Commands
 # ------------------------------
 #
 # Specifies the IP address on which the Command Server
-# is so listen. For a multi-homed host, this can be used
+# is to listen. For a multi-homed host, this can be used
 # to specify that connection requests are only to be
 # accepted on the specified address. The default is to
 # accept connection requests on all local addresses.
 
-BindAddress=127.0.0.1
+BindAddress=
 
 
 # Command Prompt
@@ -621,7 +837,7 @@ CommandPrompt=
 # information is sent. The default is that such information
 # is not sent.
 
-SuppressInfoMessages=no
+SuppressInfoMessages=yes
 
 
 
@@ -651,10 +867,10 @@ SuppressInfoMessages=no
 # The LogStructureScope setting indicates which windows are
 # eligible for structure logging:
 #
-#    - if set to 'known', only windows that IBC recognizes
-#      are eligible - these are windows that IBC has some
-#      interest in monitoring, usually to take some action
-#      on the user's behalf;
+#    - (default value) if set to 'known', only windows that
+#      IBC recognizes are eligible - these are windows that
+#      IBC has some interest in monitoring, usually to take
+#      some action on the user's behalf;
 #
 #    - if set to 'unknown', only windows that IBC does not
 #      recognize are eligible. Most windows displayed by
@@ -667,9 +883,8 @@ SuppressInfoMessages=no
 #    - if set to 'all', then every window displayed by TWS
 #      is eligible.
 #
-# The default value is 'known'.
 
-LogStructureScope=all
+LogStructureScope=known
 
 
 # When to Log Window Structure
@@ -682,13 +897,15 @@ LogStructureScope=all
 #       structure of an eligible window the first time it
 #       is encountered;
 #
+#     - if set to 'openclose', the structure is logged every
+#       time an eligible window is opened or closed;
+#
 #    - if set to 'activate', the structure is logged every
 #      time an eligible window is made active;
 #
-#    - if set to 'never' or 'no' or 'false', structure
-#      information is never logged.
+#    - (default value) if set to 'never' or 'no' or 'false',
+#      structure information is never logged.
 #
-# The default value is 'never'.
 
 LogStructureWhen=never
 
@@ -708,4 +925,3 @@ LogStructureWhen=never
 #LogComponents=
 
 
-

docs/tina_readme.rst

@@ -0,0 +1,91 @@
+### NOTE this is likely out of date given it was written some
+(years) time ago by a user that has since not really partaken in
+contributing since.
+
+install for tinas
+*****************
+for windows peeps you can start by installing all the prerequisite software:
+
+- install git with all default settings - https://git-scm.com/download/win
+- install anaconda all default settings - https://www.anaconda.com/products/individual
+- install microsoft build tools (check the box for Desktop development for C++, you might be able to uncheck some optional downloads)  - https://visualstudio.microsoft.com/visual-cpp-build-tools/
+- install visual studio code default settings - https://code.visualstudio.com/download
+
+
+then, `crack a conda shell`_ and run the following commands::
+
+    mkdir code # create code directory
+    cd code # change directory to code
+    git clone https://github.com/pikers/piker.git # downloads piker installation package from github
+    cd piker # change directory to piker
+    
+    conda create -n pikonda # creates conda environment named pikonda
+    conda activate pikonda # activates pikonda
+    
+    conda install -c conda-forge python-levenshtein # in case it is not already installed
+    conda install pip # may already be installed
+    pip # will show if pip is installed
+    
+    pip install -e . -r requirements.txt # install piker in editable mode
+
+test Piker to see if it is working::
+
+    piker -b binance chart btcusdt.binance # formatting for loading a chart
+    piker -b kraken -b binance chart xbtusdt.kraken
+    piker -b kraken -b binance -b ib chart qqq.nasdaq.ib
+    piker -b ib chart tsla.nasdaq.ib
+
+potential error::
+    
+    FileNotFoundError: [Errno 2] No such file or directory: 'C:\\Users\\user\\AppData\\Roaming\\piker\\brokers.toml'
+    
+solution:
+
+- navigate to file directory above (may be different on your machine, location should be listed in the error code)
+- copy and paste file from 'C:\\Users\\user\\code\\data/brokers.toml' or create a blank file using notepad at the location above
+
+Visual Studio Code setup:
+
+- now that piker is installed we can set up vscode as the default terminal for running piker and editing the code
+- open Visual Studio Code
+- file --> Add Folder to Workspace --> C:\Users\user\code\piker (adds piker directory where all piker files are located)
+- file --> Save Workspace As --> save it wherever you want and call it whatever you want, this is going to be your default workspace for running and editing piker code
+- ctrl + shift + p --> start typing Python: Select Interpetter --> when the option comes up select it --> Select at the workspace level --> select the one that shows ('pikonda')
+- change the default terminal to cmd.exe instead of powershell (default)
+- now when you create a new terminal VScode should automatically activate you conda env so that piker can be run as the first command after a new terminal is created
+
+also, try out fancyzones as part of powertoyz for a decent tiling windows manager to manage all the cool new software you are going to be running.
+
+.. _conda installed: https://
+.. _C++ build toolz: https://
+.. _crack a conda shell: https://
+.. _vscode: https://
+
+.. link to the tina guide
+.. _setup a coolio tiled wm console: https://
+
+provider support
+****************
+for live data feeds the in-progress set of supported brokers is:
+
+- IB_ via ``ib_insync``, also see our `container docs`_
+- binance_ and kraken_ for crypto over their public websocket API
+- questrade_ (ish) which comes with effectively free L1
+
+coming soon...
+
+- webull_ via the reverse engineered public API
+- yahoo via yliveticker_
+
+if you want your broker supported and they have an API let us know.
+
+.. _IB: https://interactivebrokers.github.io/tws-api/index.html
+.. _container docs: https://github.com/pikers/piker/tree/master/dockering/ib
+.. _questrade: https://www.questrade.com/api/documentation
+.. _kraken: https://www.kraken.com/features/api#public-market-data
+.. _binance: https://github.com/pikers/piker/pull/182
+.. _webull: https://github.com/tedchou12/webull
+.. _yliveticker: https://github.com/yahoofinancelive/yliveticker
+.. _coinbase: https://docs.pro.coinbase.com/#websocket-feed
+
+

examples/basic_order_bot.py

@@ -0,0 +1,263 @@
+# from pprint import pformat
+from functools import partial
+from decimal import Decimal
+from typing import Callable
+
+import tractor
+import trio
+from uuid import uuid4
+
+from piker.service import maybe_open_pikerd
+from piker.accounting import dec_digits
+from piker.clearing import (
+    open_ems,
+    OrderClient,
+)
+# TODO: we should probably expose these top level in this subsys?
+from piker.clearing._messages import (
+    Order,
+    Status,
+    BrokerdPosition,
+)
+from piker.data import (
+    iterticks,
+    Flume,
+    open_feed,
+    Feed,
+    # ShmArray,
+)
+
+
+# TODO: handle other statuses:
+# - fills, errors, and position tracking
+async def wait_for_order_status(
+    trades_stream: tractor.MsgStream,
+    oid: str,
+    expect_status: str,
+
+) -> tuple[
+    list[Status],
+    list[BrokerdPosition],
+]:
+    '''
+    Wait for a specific order status for a given dialog, return msg flow
+    up to that msg and any position update msgs in a tuple.
+
+    '''
+    # Wait for position message before moving on to verify flow(s)
+    # for the multi-order position entry/exit.
+    status_msgs: list[Status] = []
+    pp_msgs: list[BrokerdPosition] = []
+
+    async for msg in trades_stream:
+        match msg:
+            case {'name': 'position'}:
+                ppmsg = BrokerdPosition(**msg)
+                pp_msgs.append(ppmsg)
+
+            case {
+                'name': 'status',
+            }:
+                msg = Status(**msg)
+                status_msgs.append(msg)
+
+                # if we get the status we expect then return all
+                # collected msgs from the brokerd dialog up to the
+                # exected msg B)
+                if (
+                     msg.resp == expect_status
+                     and msg.oid == oid
+                ):
+                    return status_msgs, pp_msgs
+
+
+async def bot_main():
+    '''
+    Boot the piker runtime, open an ems connection, submit
+    and process orders statuses in real-time.
+
+    '''
+    ll: str = 'info'
+
+    # open an order ctl client, live data feed, trio nursery for
+    # spawning an order trailer task
+    client: OrderClient
+    trades_stream: tractor.MsgStream
+    feed: Feed
+    accounts: list[str]
+
+    fqme: str = 'btcusdt.usdtm.perp.binance'
+
+    async with (
+
+        # TODO: do this implicitly inside `open_ems()` ep below?
+        # init and sync actor-service runtime
+        maybe_open_pikerd(
+            loglevel=ll,
+            debug_mode=True,
+
+        ),
+        open_ems(
+            fqme,
+            mode='paper',  # {'live', 'paper'}
+            # mode='live',  # for real-brokerd submissions
+            loglevel=ll,
+
+        ) as (
+            client,  # OrderClient
+            trades_stream,  # tractor.MsgStream startup_pps,
+            _,  # positions
+            accounts,
+            _,  # dialogs
+        ),
+
+        open_feed(
+            fqmes=[fqme],
+            loglevel=ll,
+
+            # TODO: if you want to throttle via downsampling
+            # how many tick updates your feed received on
+            # quote streams B)
+            # tick_throttle=10,
+        ) as feed,
+
+        trio.open_nursery() as tn,
+    ):
+        assert accounts
+        print(f'Loaded binance accounts: {accounts}')
+
+        flume: Flume = feed.flumes[fqme]
+        min_tick = Decimal(flume.mkt.price_tick)
+        min_tick_digits: int = dec_digits(min_tick)
+        price_round: Callable = partial(
+            round,
+            ndigits=min_tick_digits,
+        )
+
+        quote_stream: trio.abc.ReceiveChannel = feed.streams['binance']
+
+
+        # always keep live limit 0.003% below last
+        # clearing price
+        clear_margin: float = 0.9997
+
+        async def trailer(
+            order: Order,
+        ):
+            # ref shm OHLCV array history, if you want
+            # s_shm: ShmArray = flume.rt_shm
+            # m_shm: ShmArray = flume.hist_shm
+
+            # NOTE: if you wanted to frame ticks by type like the
+            # the quote throttler does.. and this is probably
+            # faster in terms of getting the latest tick type
+            # embedded value of interest?
+            # from piker.data._sampling import frame_ticks
+
+            async for quotes in quote_stream:
+                for fqme, quote in quotes.items():
+                    # print(
+                    #     f'{quote["symbol"]} -> {quote["ticks"]}\n'
+                    #     f'last 1s OHLC:\n{s_shm.array[-1]}\n'
+                    #     f'last 1m OHLC:\n{m_shm.array[-1]}\n'
+                    # )
+
+                    for tick in iterticks(
+                        quote,
+                        reverse=True,
+                        # types=('trade', 'dark_trade'), # defaults
+                    ):
+
+                        await client.update(
+                            uuid=order.oid,
+                            price=price_round(
+                                clear_margin
+                                *
+                                tick['price']
+                            ),
+                        )
+                        msgs, pps = await wait_for_order_status(
+                            trades_stream,
+                            order.oid,
+                            'open'
+                        )
+                        # if multiple clears per quote just
+                        # skip to the next quote?
+                        break
+
+
+        # get first live quote to be sure we submit the initial
+        # live buy limit low enough that it doesn't clear due to
+        # a stale initial price from the data feed layer!
+        first_ask_price: float | None = None
+        async for quotes in quote_stream:
+            for fqme, quote in quotes.items():
+                # print(quote['symbol'])
+                for tick in iterticks(quote, types=('ask')):
+                    first_ask_price: float = tick['price']
+                    break
+
+            if first_ask_price:
+                break
+
+        # setup order dialog via first msg
+        price: float = price_round(
+                clear_margin
+                *
+                first_ask_price,
+        )
+
+        # compute a 1k USD sized pos
+        size: float = round(1e3/price, ndigits=3)
+
+        order = Order(
+
+            # docs on how this all works, bc even i'm not entirely
+            # clear XD. also we probably want to figure  out how to
+            # offer both the paper engine running and the brokerd
+            # order ctl tasks with the ems choosing which stream to
+            # route msgs on given the account value!
+            account='paper',  # use built-in paper clearing engine and .accounting
+            # account='binance.usdtm',  # for live binance futes
+
+            oid=str(uuid4()),
+            exec_mode='live',  # {'dark', 'live', 'alert'}
+
+            action='buy',  # TODO: remove this from our schema?
+
+            size=size,
+            symbol=fqme,
+            price=price,
+            brokers=['binance'],
+        )
+        await client.send(order)
+
+        msgs, pps = await wait_for_order_status(
+            trades_stream,
+            order.oid,
+            'open',
+        )
+
+        assert not pps
+        assert msgs[-1].oid == order.oid
+
+        # start "trailer task" which tracks rt quote stream
+        tn.start_soon(trailer, order)
+
+        try:
+            # wait for ctl-c from user..
+            await trio.sleep_forever()
+        except KeyboardInterrupt:
+            # cancel the open order
+            await client.cancel(order.oid)
+
+            msgs, pps = await wait_for_order_status(
+                trades_stream,
+                order.oid,
+                'canceled'
+            )
+            raise
+
+
+if __name__ == '__main__':
+    trio.run(bot_main)

flake.lock

@@ -0,0 +1,138 @@
+{
+  "nodes": {
+    "flake-utils": {
+      "inputs": {
+        "systems": "systems"
+      },
+      "locked": {
+        "lastModified": 1689068808,
+        "narHash": "sha256-6ixXo3wt24N/melDWjq70UuHQLxGV8jZvooRanIHXw0=",
+        "owner": "numtide",
+        "repo": "flake-utils",
+        "rev": "919d646de7be200f3bf08cb76ae1f09402b6f9b4",
+        "type": "github"
+      },
+      "original": {
+        "owner": "numtide",
+        "repo": "flake-utils",
+        "type": "github"
+      }
+    },
+    "flake-utils_2": {
+      "inputs": {
+        "systems": "systems_2"
+      },
+      "locked": {
+        "lastModified": 1689068808,
+        "narHash": "sha256-6ixXo3wt24N/melDWjq70UuHQLxGV8jZvooRanIHXw0=",
+        "owner": "numtide",
+        "repo": "flake-utils",
+        "rev": "919d646de7be200f3bf08cb76ae1f09402b6f9b4",
+        "type": "github"
+      },
+      "original": {
+        "owner": "numtide",
+        "repo": "flake-utils",
+        "type": "github"
+      }
+    },
+    "nix-github-actions": {
+      "inputs": {
+        "nixpkgs": [
+          "poetry2nix",
+          "nixpkgs"
+        ]
+      },
+      "locked": {
+        "lastModified": 1688870561,
+        "narHash": "sha256-4UYkifnPEw1nAzqqPOTL2MvWtm3sNGw1UTYTalkTcGY=",
+        "owner": "nix-community",
+        "repo": "nix-github-actions",
+        "rev": "165b1650b753316aa7f1787f3005a8d2da0f5301",
+        "type": "github"
+      },
+      "original": {
+        "owner": "nix-community",
+        "repo": "nix-github-actions",
+        "type": "github"
+      }
+    },
+    "nixpkgs": {
+      "locked": {
+        "lastModified": 1692174805,
+        "narHash": "sha256-xmNPFDi/AUMIxwgOH/IVom55Dks34u1g7sFKKebxUm0=",
+        "owner": "NixOS",
+        "repo": "nixpkgs",
+        "rev": "caac0eb6bdcad0b32cb2522e03e4002c8975c62e",
+        "type": "github"
+      },
+      "original": {
+        "owner": "NixOS",
+        "ref": "nixos-unstable",
+        "repo": "nixpkgs",
+        "type": "github"
+      }
+    },
+    "poetry2nix": {
+      "inputs": {
+        "flake-utils": "flake-utils_2",
+        "nix-github-actions": "nix-github-actions",
+        "nixpkgs": [
+          "nixpkgs"
+        ]
+      },
+      "locked": {
+        "lastModified": 1692048894,
+        "narHash": "sha256-cDw03rso2V4CDc3Mll0cHN+ztzysAvdI8pJ7ybbz714=",
+        "ref": "refs/heads/pyqt6",
+        "rev": "b059ad4c3051f45d6c912e17747aae37a9ec1544",
+        "revCount": 2276,
+        "type": "git",
+        "url": "file:///home/lord_fomo/repos/poetry2nix"
+      },
+      "original": {
+        "type": "git",
+        "url": "file:///home/lord_fomo/repos/poetry2nix"
+      }
+    },
+    "root": {
+      "inputs": {
+        "flake-utils": "flake-utils",
+        "nixpkgs": "nixpkgs",
+        "poetry2nix": "poetry2nix"
+      }
+    },
+    "systems": {
+      "locked": {
+        "lastModified": 1681028828,
+        "narHash": "sha256-Vy1rq5AaRuLzOxct8nz4T6wlgyUR7zLU309k9mBC768=",
+        "owner": "nix-systems",
+        "repo": "default",
+        "rev": "da67096a3b9bf56a91d16901293e51ba5b49a27e",
+        "type": "github"
+      },
+      "original": {
+        "owner": "nix-systems",
+        "repo": "default",
+        "type": "github"
+      }
+    },
+    "systems_2": {
+      "locked": {
+        "lastModified": 1681028828,
+        "narHash": "sha256-Vy1rq5AaRuLzOxct8nz4T6wlgyUR7zLU309k9mBC768=",
+        "owner": "nix-systems",
+        "repo": "default",
+        "rev": "da67096a3b9bf56a91d16901293e51ba5b49a27e",
+        "type": "github"
+      },
+      "original": {
+        "owner": "nix-systems",
+        "repo": "default",
+        "type": "github"
+      }
+    }
+  },
+  "root": "root",
+  "version": 7
+}

flake.nix

@@ -0,0 +1,180 @@
+# NOTE: to convert to a poetry2nix env like this here are the
+# steps:
+# - install poetry in your system nix config
+# - convert the repo to use poetry using `poetry init`:
+#   https://python-poetry.org/docs/basic-usage/#initialising-a-pre-existing-project
+# - then manually ensuring all deps are converted over:
+# - add this file to the repo and commit it
+# - 
+
+# GROKin tips:
+# - CLI eps are (ostensibly) added via an `entry_points.txt`:
+#   - https://packaging.python.org/en/latest/specifications/entry-points/#file-format
+#   - https://github.com/nix-community/poetry2nix/blob/master/editable.nix#L49
+{
+  description = "piker: trading gear for hackers (pkged with poetry2nix)";
+
+  inputs.flake-utils.url = "github:numtide/flake-utils";
+  inputs.nixpkgs.url = "github:NixOS/nixpkgs/nixos-unstable";
+
+  # see https://github.com/nix-community/poetry2nix/tree/master#api
+  inputs.poetry2nix = {
+    # url = "github:nix-community/poetry2nix";
+    # url = "github:K900/poetry2nix/qt5-explicit-deps";
+    url = "/home/lord_fomo/repos/poetry2nix";
+
+    inputs.nixpkgs.follows = "nixpkgs";
+  };
+
+  outputs = {
+    self,
+    nixpkgs,
+    flake-utils,
+    poetry2nix,
+  }:
+    # TODO: build cross-OS and use the `${system}` var thingy..
+    flake-utils.lib.eachDefaultSystem (system:
+      let
+        # use PWD as sources
+        projectDir = ./.;
+        pyproject = ./pyproject.toml;
+        poetrylock = ./poetry.lock;
+
+        # TODO: port to 3.11 and support both versions?
+        python = "python3.10";
+
+        # for more functions and examples.
+        # inherit
+        # (poetry2nix.legacyPackages.${system})
+        # mkPoetryApplication;
+        # pkgs = nixpkgs.legacyPackages.${system};
+
+        pkgs = nixpkgs.legacyPackages.x86_64-linux;
+        lib = pkgs.lib;
+        p2npkgs = poetry2nix.legacyPackages.x86_64-linux;
+
+        # define all pkg overrides per dep, see edgecases.md:
+        # https://github.com/nix-community/poetry2nix/blob/master/docs/edgecases.md
+        # TODO: add these into the json file:
+        # https://github.com/nix-community/poetry2nix/blob/master/overrides/build-systems.json
+        pypkgs-build-requirements = {
+          asyncvnc = [ "setuptools" ];
+          eventkit = [ "setuptools" ];
+          ib-insync = [ "setuptools" "flake8" ];
+          msgspec = [ "setuptools"];
+          pdbp = [ "setuptools" ];
+          pyqt6-sip = [ "setuptools" ];
+          tabcompleter = [ "setuptools" ];
+          tractor = [ "setuptools" ];
+          tricycle = [ "setuptools" ];
+          trio-typing = [ "setuptools" ];
+          trio-util = [ "setuptools" ];
+          xonsh = [ "setuptools" ];
+        };
+
+        # auto-generate override entries
+        p2n-overrides = p2npkgs.defaultPoetryOverrides.extend (self: super:
+          builtins.mapAttrs (package: build-requirements:
+            (builtins.getAttr package super).overridePythonAttrs (old: {
+              buildInputs = (
+                old.buildInputs or [ ]
+              ) ++ (
+                builtins.map (
+                  pkg: if builtins.isString pkg then builtins.getAttr pkg super else pkg
+                  ) build-requirements
+              );
+            })
+          ) pypkgs-build-requirements
+        );
+
+        # override some ahead-of-time compiled extensions
+        # to be built with their wheels.
+        ahot_overrides = p2n-overrides.extend(
+          final: prev: {
+
+            # llvmlite = prev.llvmlite.override {
+            #   preferWheel = false;
+            # };
+
+            # TODO: get this workin with p2n and nixpkgs..
+            # pyqt6 = prev.pyqt6.override {
+            #   preferWheel = true;
+            # };
+
+            # NOTE: this DOESN'T work atm but after a fix
+            # to poetry2nix, it will and actually this line
+            # won't be needed - thanks @k900:
+            # https://github.com/nix-community/poetry2nix/pull/1257
+            pyqt5 = prev.pyqt5.override {
+              # withWebkit = false;
+              preferWheel = true;
+            };
+
+            # see PR from @k900:
+            # https://github.com/nix-community/poetry2nix/pull/1257
+            # pyqt5-qt5 = prev.pyqt5-qt5.override {
+            #   withWebkit = false;
+            #   preferWheel = true;
+            # };
+
+            # TODO: patch in an override for polars to build
+            # from src! See the details likely needed from
+            # the cryptography entry:
+            # https://github.com/nix-community/poetry2nix/blob/master/overrides/default.nix#L426-L435
+            polars = prev.polars.override {
+              preferWheel = true;
+            };
+          }
+      );
+
+      # WHY!? -> output-attrs that `nix develop` scans for:
+      # https://nixos.org/manual/nix/stable/command-ref/new-cli/nix3-develop.html#flake-output-attributes
+      in
+      rec {
+        packages = {
+          # piker = poetry2nix.legacyPackages.x86_64-linux.mkPoetryEditablePackage {
+          #   editablePackageSources = { piker = ./piker; };
+
+          piker = p2npkgs.mkPoetryApplication {
+            projectDir = projectDir;
+
+            # SEE ABOVE for auto-genned input set, override
+            # buncha deps with extras.. like `setuptools` mostly.
+            # TODO: maybe propose a patch to p2n to show that you
+            # can even do this in the edgecases docs?
+            overrides = ahot_overrides;
+
+            # XXX: won't work on llvmlite..
+            # preferWheels = true;
+          };
+        };
+
+        # devShells.default = pkgs.mkShell {
+        #   projectDir = projectDir;
+        #   python = "python3.10";
+        #   overrides = ahot_overrides;
+        #   inputsFrom = [ self.packages.x86_64-linux.piker ];
+        #   packages = packages;
+        #   # packages = [ poetry2nix.packages.${system}.poetry ];
+        # };
+
+        # TODO: grok the difference here..
+        # - avoid re-cloning git repos on every develop entry..
+        # - ideally allow hacking on the src code of some deps
+        #   (tractor, pyqtgraph, tomlkit, etc.) WITHOUT having to
+        #   re-install them every time a change is made.
+        # - boot a usable xonsh inside the poetry virtualenv when
+        #   defined via a custom entry point?
+        devShells.default = p2npkgs.mkPoetryEnv {
+        # env = p2npkgs.mkPoetryEnv {
+            projectDir = projectDir;
+            python = pkgs.python310;
+            overrides = ahot_overrides;
+            editablePackageSources = packages;
+              # piker = "./";
+              # tractor = "../tractor/";
+            # };  # wut?
+        };
+      }
+    );  # end of .outputs scope
+}

piker/_cacheables.py

@@ -20,9 +20,6 @@ Cacheing apis and toolz.
 '''
 
 from collections import OrderedDict
-from contextlib import (
-    asynccontextmanager as acm,
-)
 from typing import (
     Awaitable,
     Callable,
@@ -30,12 +27,8 @@ from typing import (
     TypeVar,
 )
 
-from tractor.trionics import maybe_open_context
-
-from .brokers import get_brokermod
 from .log import get_logger
 
-
 log = get_logger(__name__)
 
 T = TypeVar("T")
@@ -104,21 +97,3 @@ def async_lifo_cache(
         return decorated
 
     return decorator
-
-
-# TODO: move this to `.brokers.utils`..
-@acm
-async def open_cached_client(
-    brokername: str,
-) -> 'Client':  # noqa
-    '''
-    Get a cached broker client from the current actor's local vars.
-
-    If one has not been setup do it and cache it.
-
-    '''
-    brokermod = get_brokermod(brokername)
-    async with maybe_open_context(
-        acm_func=brokermod.get_client,
-    ) as (cache_hit, client):
-        yield client

piker/accounting/README.rst

@@ -0,0 +1,16 @@
+.accounting
+-----------
+A subsystem for transaction processing, storage and historical
+measurement.
+
+
+.pnl
+----
+BEP, the break even price: the price at which liquidating
+a remaining position results in a zero PnL since the position was
+"opened" in the destination asset.
+
+PPU: price-per-unit: the "average cost" (in cumulative mean terms)
+of the "entry" transactions which "make a position larger"; taking
+a profit relative to this price means that you will "make more
+profit then made prior" since the position was opened.

piker/accounting/__init__.py

@@ -21,38 +21,59 @@ for tendiez.
 '''
 from ..log import get_logger
 
+from .calc import (
+    iter_by_dt,
+)
 from ._ledger import (
     Transaction,
     TransactionLedger,
     open_trade_ledger,
 )
 from ._pos import (
-    load_pps_from_ledger,
+    Account,
+    load_account,
+    load_account_from_ledger,
     open_pps,
+    open_account,
     Position,
-    PpTable,
 )
 from ._mktinfo import (
     Asset,
     dec_digits,
     digits_to_dec,
     MktPair,
+    Symbol,
+    unpack_fqme,
+    _derivs as DerivTypes,
 )
+from ._allocate import (
+    mk_allocator,
+    Allocator,
+)
+
 
 log = get_logger(__name__)
 
 __all__ = [
+    'Account',
+    'Allocator',
     'Asset',
-    'dec_digits',
-    'digits_to_dec',
     'MktPair',
     'Position',
-    'PpTable',
+    'Symbol',
     'Transaction',
     'TransactionLedger',
-    'load_pps_from_ledger',
+    'dec_digits',
+    'digits_to_dec',
+    'iter_by_dt',
+    'load_account',
+    'load_account_from_ledger',
+    'mk_allocator',
+    'open_account',
     'open_pps',
     'open_trade_ledger',
+    'unpack_fqme',
+    'DerivTypes',
 ]
 
 
@@ -61,14 +82,14 @@ def get_likely_pair(
     dst: str,
     bs_mktid: str,
 
-) -> str:
+) -> str | None:
     '''
     Attempt to get the likely trading pair matching a given destination
     asset `dst: str`.
 
     '''
     try:
-        src_name_start = bs_mktid.rindex(src)
+        src_name_start: str = bs_mktid.rindex(src)
     except (
         ValueError,   # substr not found
     ):
@@ -76,28 +97,11 @@ def get_likely_pair(
         # positions where the src fiat was used to
         # buy some other dst which was furhter used
         # to buy another dst..)
-        log.warning(
-            f'No src fiat {src} found in {bs_mktid}?'
-        )
-        return
+        # log.warning(
+        #     f'No src fiat {src} found in {bs_mktid}?'
+        # )
+        return None
 
-    likely_dst = bs_mktid[:src_name_start]
+    likely_dst: str = bs_mktid[:src_name_start]
     if likely_dst == dst:
         return bs_mktid
-
-
-if __name__ == '__main__':
-    import sys
-    from pprint import pformat
-
-    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/accounting/_allocate.py

@@ -24,8 +24,8 @@ from typing import Optional
 from bidict import bidict
 
 from ._pos import Position
-from ._mktinfo import Symbol
-from ..data.types import Struct
+from . import MktPair
+from piker.types import Struct
 
 
 _size_units = bidict({
@@ -42,7 +42,7 @@ SizeUnit = Enum(
 
 class Allocator(Struct):
 
-    symbol: Symbol
+    mkt: MktPair
 
     # TODO: if we ever want ot support non-uniform entry-slot-proportion
     # "sizes"
@@ -114,24 +114,24 @@ class Allocator(Struct):
         depending on position / order entry config.
 
         '''
-        sym = self.symbol
-        ld = sym.lot_size_digits
+        mkt: MktPair = self.mkt
+        ld: int = mkt.size_tick_digits
 
         size_unit = self.size_unit
-        live_size = live_pp.size
+        live_size = live_pp.cumsize
         abs_live_size = abs(live_size)
-        abs_startup_size = abs(startup_pp.size)
+        abs_startup_size = abs(startup_pp.cumsize)
 
         u_per_slot, currency_per_slot = self.step_sizes()
 
         if size_unit == 'units':
-            slot_size = u_per_slot
-            l_sub_pp = self.units_limit - abs_live_size
+            slot_size: float = u_per_slot
+            l_sub_pp: float = self.units_limit - abs_live_size
 
         elif size_unit == 'currency':
-            live_cost_basis = abs_live_size * live_pp.ppu
-            slot_size = currency_per_slot / price
-            l_sub_pp = (self.currency_limit - live_cost_basis) / price
+            live_cost_basis: float = abs_live_size * live_pp.ppu
+            slot_size: float = currency_per_slot / price
+            l_sub_pp: float = (self.currency_limit - live_cost_basis) / price
 
         else:
             raise ValueError(
@@ -141,8 +141,14 @@ class Allocator(Struct):
         # an entry (adding-to or starting a pp)
         if (
             live_size == 0
-            or (action == 'buy' and live_size > 0)
-            or action == 'sell' and live_size < 0
+            or (
+                action == 'buy'
+                and live_size > 0
+            )
+            or (
+                action == 'sell'
+                and live_size < 0
+            )
         ):
             order_size = min(
                 slot_size,
@@ -178,7 +184,7 @@ class Allocator(Struct):
             order_size = max(slotted_pp, slot_size)
 
             if (
-                abs_live_size < slot_size or
+                abs_live_size < slot_size
 
                 # NOTE: front/back "loading" heurstic:
                 # if the remaining pp is in between 0-1.5x a slot's
@@ -187,14 +193,17 @@ class Allocator(Struct):
                 # **without** going past a net-zero pp. if the pp is
                 # > 1.5x a slot size, then front load: exit a slot's and
                 # expect net-zero to be acquired on the final exit.
-                slot_size < pp_size < round((1.5*slot_size), ndigits=ld) or
+                or slot_size < pp_size < round((1.5*slot_size), ndigits=ld)
+                or (
 
-                # underlying requires discrete (int) units (eg. stocks)
-                # and thus our slot size (based on our limit) would
-                # exit a fractional unit's worth so, presuming we aren't
-                # supporting a fractional-units-style broker, we need
-                # exit the final unit.
-                ld == 0 and abs_live_size == 1
+                    # underlying requires discrete (int) units (eg. stocks)
+                    # and thus our slot size (based on our limit) would
+                    # exit a fractional unit's worth so, presuming we aren't
+                    # supporting a fractional-units-style broker, we need
+                    # exit the final unit.
+                    ld == 0
+                    and abs_live_size == 1
+                )
             ):
                 order_size = abs_live_size
 
@@ -203,13 +212,12 @@ class Allocator(Struct):
             # compute a fractional slots size to display
             slots_used = self.slots_used(
                 Position(
-                    symbol=sym,
-                    size=order_size,
-                    ppu=price,
-                    bs_mktid=sym,
+                    mkt=mkt,
+                    bs_mktid=mkt.bs_mktid,
                 )
             )
 
+        # TODO: render an actual ``Executable`` type here?
         return {
             'size': abs(round(order_size, ndigits=ld)),
             'size_digits': ld,
@@ -231,7 +239,7 @@ class Allocator(Struct):
         Calc and return the number of slots used by this ``Position``.
 
         '''
-        abs_pp_size = abs(pp.size)
+        abs_pp_size = abs(pp.cumsize)
 
         if self.size_unit == 'currency':
             # live_currency_size = size or (abs_pp_size * pp.ppu)
@@ -249,7 +257,7 @@ class Allocator(Struct):
 
 def mk_allocator(
 
-    symbol: Symbol,
+    mkt: MktPair,
     startup_pp: Position,
 
     # default allocation settings
@@ -276,6 +284,6 @@ def mk_allocator(
     defaults.update(user_def)
 
     return Allocator(
-        symbol=symbol,
+        mkt=mkt,
         **defaults,
     )

piker/accounting/_ledger.py

@@ -21,69 +21,77 @@ Trade and transaction ledger processing.
 from __future__ import annotations
 from collections import UserDict
 from contextlib import contextmanager as cm
+from functools import partial
 from pathlib import Path
-import time
+from pprint import pformat
+from types import ModuleType
 from typing import (
     Any,
-    Iterator,
-    Union,
-    Generator
+    Callable,
+    Generator,
+    Literal,
+    TYPE_CHECKING,
 )
 
 from pendulum import (
-    datetime,
-    parse,
+    DateTime,
 )
-import tomli
-import toml
+import tomli_w  # for fast ledger writing
 
-from .. import config
-from ..data.types import Struct
+from piker.types import Struct
+from piker import config
 from ..log import get_logger
-from ._mktinfo import (
-    Symbol,  # legacy
-    MktPair,
-    Asset,
+from .calc import (
+    iter_by_dt,
 )
 
+if TYPE_CHECKING:
+    from ..data._symcache import (
+        SymbologyCache,
+    )
+
 log = get_logger(__name__)
 
 
+TxnType = Literal[
+    'clear',
+    'transfer',
+
+    # TODO: see https://github.com/pikers/piker/issues/510
+    # 'split',
+    # 'rename',
+    # 'resize',
+    # 'removal',
+]
+
+
 class Transaction(Struct, frozen=True):
 
-    # TODO: unify this with the `MktPair`,
-    # once we have that as a required field,
-    # we don't really need the fqsn any more..
-    fqsn: str
+    # NOTE: this is a unified acronym also used in our `MktPair`
+    # and can stand for any of a
+    # "fully qualified <blank> endpoint":
+    # - "market" in the case of financial trades
+    #   (btcusdt.spot.binance).
+    # - "merkel (tree)" aka a blockchain system "wallet tranfers"
+    #   (btc.blockchain)
+    # - "money" for tradtitional (digital databases)
+    #   *bank accounts* (usd.swift, eur.sepa)
+    fqme: str
 
-    tid: Union[str, int]  # unique transaction id
+    tid: str | int  # unique transaction id
     size: float
     price: float
     cost: float  # commisions or other additional costs
-    dt: datetime
+    dt: DateTime
+
+    # the "event type" in terms of "market events" see above and
+    # https://github.com/pikers/piker/issues/510
+    etype: TxnType = 'clear'
 
     # TODO: we can drop this right since we
     # can instead expect the backend to provide this
     # via the `MktPair`?
-    expiry: datetime | None = None
-
-    # remap for back-compat
-    @property
-    def fqme(self) -> str:
-        return self.fqsn
-
-    # TODO: drop the Symbol type, construct using
-    # t.sys (the transaction system)
-
-    # the underlying "transaction system", normally one of a ``MktPair``
-    # (a description of a tradable double auction) or a ledger-recorded
-    # ("ledger" in any sense as long as you can record transfers) of any
-    # sort) ``Asset``.
-    sym: MktPair | Asset | Symbol | None = None
-
-    @property
-    def sys(self) -> Symbol:
-        return self.sym
+    expiry: DateTime | None = None
 
     # (optional) key-id defined by the broker-service backend which
     # ensures the instrument-symbol market key for this record is unique
@@ -92,15 +100,16 @@ class Transaction(Struct, frozen=True):
     # service.
     bs_mktid: str | int | None = None
 
-    def to_dict(self) -> dict:
-        dct = super().to_dict()
-
-        # TODO: switch to sys!
-        dct.pop('sym')
+    def to_dict(
+        self,
+        **kwargs,
+    ) -> dict:
+        dct: dict[str, Any] = super().to_dict(**kwargs)
 
         # ensure we use a pendulum formatted
         # ISO style str here!@
         dct['dt'] = str(self.dt)
+
         return dct
 
 
@@ -112,42 +121,63 @@ class TransactionLedger(UserDict):
     outside.
 
     '''
+    # NOTE: see `open_trade_ledger()` for defaults, this should
+    # never be constructed manually!
     def __init__(
         self,
         ledger_dict: dict,
         file_path: Path,
+        account: str,
+        mod: ModuleType,  # broker mod
+        tx_sort: Callable,
+        symcache: SymbologyCache,
 
     ) -> None:
-        self.file_path = file_path
+        self.account: str = account
+        self.file_path: Path = file_path
+        self.mod: ModuleType = mod
+        self.tx_sort: Callable = tx_sort
+
+        self._symcache: SymbologyCache = symcache
+
+        # any added txns we keep in that form for meta-data
+        # gathering purposes
+        self._txns: dict[str, Transaction] = {}
+
         super().__init__(ledger_dict)
 
-    def write_config(self) -> None:
+    def __repr__(self) -> str:
+        return (
+            f'TransactionLedger: {len(self)}\n'
+            f'{pformat(list(self.data))}'
+        )
+
+    @property
+    def symcache(self) -> SymbologyCache:
         '''
-        Render the self.data ledger dict to it's TML file form.
+        Read-only ref to backend's ``SymbologyCache``.
 
         '''
-        with self.file_path.open(mode='w') as fp:
-
-            # rewrite the key name to fqme if needed
-            fqsn: str = self.data.get('fqsn')
-            if fqsn:
-                self.data['fqme'] = fqsn
-
-            toml.dump(self.data, fp)
+        return self._symcache
 
     def update_from_t(
         self,
         t: Transaction,
     ) -> None:
-        self.data[t.tid] = t.to_dict()
+        '''
+        Given an input `Transaction`, cast to `dict` and update
+        from it's transaction id.
 
-    def iter_trans(
+        '''
+        self.data[t.tid] = t.to_dict()
+        self._txns[t.tid] = t
+
+    def iter_txns(
         self,
-        mkt_by_fqme: dict[str, MktPair],
-        broker: str = 'paper',
+        symcache: SymbologyCache | None = None,
 
     ) -> Generator[
-        tuple[str, Transaction],
+        Transaction,
         None,
         None,
     ]:
@@ -156,60 +186,162 @@ class TransactionLedger(UserDict):
         form via generator.
 
         '''
-        if broker != 'paper':
-            raise NotImplementedError('Per broker support not dun yet!')
+        symcache = symcache or self._symcache
 
-            # TODO: lookup some standard normalizer
-            # func in the backend?
-            # from ..brokers import get_brokermod
-            # mod = get_brokermod(broker)
-            # trans_dict = mod.norm_trade_records(self.data)
-
-            # NOTE: instead i propose the normalizer is
-            # a one shot routine (that can be lru cached)
-            # and instead call it for each entry incrementally:
-            # normer = mod.norm_trade_record(txdict)
-
-        for tid, txdict in self.data.items():
-            # special field handling for datetimes
-            # to ensure pendulum is used!
-            fqme = txdict.get('fqme', txdict['fqsn'])
-            dt = parse(txdict['dt'])
-            expiry = txdict.get('expiry')
-
-            mkt = mkt_by_fqme.get(fqme)
-            if not mkt:
-                # we can't build a trans if we don't have
-                # the ``.sys: MktPair`` info, so skip.
-                continue
-
-            yield (
-                tid,
-                Transaction(
-                    fqsn=fqme,
-                    tid=txdict['tid'],
-                    dt=dt,
-                    price=txdict['price'],
-                    size=txdict['size'],
-                    cost=txdict.get('cost', 0),
-                    bs_mktid=txdict['bs_mktid'],
-
-                    # TODO: change to .sys!
-                    sym=mkt,
-                    expiry=parse(expiry) if expiry else None,
-                )
+        if self.account == 'paper':
+            from piker.clearing import _paper_engine
+            norm_trade: Callable = partial(
+                _paper_engine.norm_trade,
+                brokermod=self.mod,
             )
 
-    def to_trans(
+        else:
+            norm_trade: Callable = self.mod.norm_trade
+
+        # datetime-sort and pack into txs
+        for tid, txdict in self.tx_sort(self.data.items()):
+            txn: Transaction = norm_trade(
+                tid,
+                txdict,
+                pairs=symcache.pairs,
+                symcache=symcache,
+            )
+            yield txn
+
+    def to_txns(
         self,
-        **kwargs,
+        symcache: SymbologyCache | None = None,
 
     ) -> dict[str, Transaction]:
         '''
-        Return entire output from ``.iter_trans()`` in a ``dict``.
+        Return entire output from ``.iter_txns()`` in a ``dict``.
 
         '''
-        return dict(self.iter_trans(**kwargs))
+        txns: dict[str, Transaction] = {}
+        for t in self.iter_txns(symcache=symcache):
+
+            if not t:
+                log.warning(f'{self.mod.name}:{self.account} TXN is -> {t}')
+                continue
+
+            txns[t.tid] = t
+
+        return txns
+
+    def write_config(self) -> None:
+        '''
+        Render the self.data ledger dict to its TOML file form.
+
+        ALWAYS order datetime sorted!
+
+        '''
+        is_paper: bool = self.account == 'paper'
+
+        symcache: SymbologyCache = self._symcache
+        towrite: dict[str, Any] = {}
+        for tid, txdict in self.tx_sort(self.data.copy()):
+            # write blank-str expiry for non-expiring assets
+            if (
+                'expiry' in txdict
+                and txdict['expiry'] is None
+            ):
+                txdict['expiry'] = ''
+
+            # (maybe) re-write old acro-key
+            if (
+                is_paper
+                # if symcache is empty/not supported (yet), don't
+                # bother xD
+                and symcache.mktmaps
+            ):
+                fqme: str = txdict.pop('fqsn', None) or txdict['fqme']
+                bs_mktid: str | None = txdict.get('bs_mktid')
+
+                if (
+
+                    fqme not in symcache.mktmaps
+                    or (
+                        # also try to see if this is maybe a paper
+                        # engine ledger in which case the bs_mktid
+                        # should be the fqme as well!
+                        bs_mktid
+                        and fqme != bs_mktid
+                    )
+                ):
+                    # always take any (paper) bs_mktid if defined and
+                    # in the backend's cache key set.
+                    if bs_mktid in symcache.mktmaps:
+                        fqme: str = bs_mktid
+                    else:
+                        best_fqme: str = list(symcache.search(fqme))[0]
+                        log.warning(
+                            f'Could not find FQME: {fqme} in qualified set?\n'
+                            f'Qualifying and expanding {fqme} -> {best_fqme}'
+                        )
+                        fqme = best_fqme
+
+                if (
+                    bs_mktid
+                    and bs_mktid != fqme
+                ):
+                    # in paper account case always make sure both the
+                    # fqme and bs_mktid are fully qualified..
+                    txdict['bs_mktid'] = fqme
+
+                # in paper ledgers always write the latest
+                # symbology key field: an FQME.
+                txdict['fqme'] = fqme
+
+            towrite[tid] = txdict
+
+        with self.file_path.open(mode='wb') as fp:
+            tomli_w.dump(towrite, fp)
+
+
+def load_ledger(
+    brokername: str,
+    acctid: str,
+
+    # for testing or manual load from file
+    dirpath: Path | None = None,
+
+) -> tuple[dict, Path]:
+    '''
+    Load a ledger (TOML) file from user's config directory:
+    $CONFIG_DIR/accounting/ledgers/trades_<brokername>_<acctid>.toml
+
+    Return its `dict`-content and file path.
+
+    '''
+    import time
+    try:
+        import tomllib
+    except ModuleNotFoundError:
+        import tomli as tomllib
+
+    ldir: Path = (
+        dirpath
+        or
+        config._config_dir / 'accounting' / 'ledgers'
+    )
+    if not ldir.is_dir():
+        ldir.mkdir()
+
+    fname = f'trades_{brokername}_{acctid}.toml'
+    fpath: Path = ldir / fname
+
+    if not fpath.is_file():
+        log.info(
+            f'Creating new local trades ledger: {fpath}'
+        )
+        fpath.touch()
+
+    with fpath.open(mode='rb') as cf:
+        start = time.time()
+        ledger_dict = tomllib.load(cf)
+        log.debug(f'Ledger load took {time.time() - start}s')
+
+    return ledger_dict, fpath
 
 
 @cm
@@ -217,7 +349,17 @@ def open_trade_ledger(
     broker: str,
     account: str,
 
-) -> Generator[dict, None, None]:
+    allow_from_sync_code: bool = False,
+    symcache: SymbologyCache | None = None,
+
+    # default is to sort by detected datetime-ish field
+    tx_sort: Callable = iter_by_dt,
+    rewrite: bool = False,
+
+    # for testing or manual load from file
+    _fp: Path | None = None,
+
+) -> Generator[TransactionLedger, None, None]:
     '''
     Indempotently create and read in a trade log file from the
     ``<configuration_dir>/ledgers/`` directory.
@@ -227,52 +369,53 @@ def open_trade_ledger(
     name as defined in the user's ``brokers.toml`` config.
 
     '''
-    ldir: Path = config._config_dir / 'ledgers'
-    if not ldir.is_dir():
-        ldir.mkdir()
+    from ..brokers import get_brokermod
+    mod: ModuleType = get_brokermod(broker)
 
-    fname = f'trades_{broker}_{account}.toml'
-    tradesfile: Path = ldir / fname
+    ledger_dict, fpath = load_ledger(
+        broker,
+        account,
+        dirpath=_fp,
+    )
+    cpy = ledger_dict.copy()
 
-    if not tradesfile.is_file():
-        log.info(
-            f'Creating new local trades ledger: {tradesfile}'
+    # XXX NOTE: if not provided presume we are being called from
+    # sync code and need to maybe run `trio` to generate..
+    if symcache is None:
+
+        # XXX: be mega pendantic and ensure the caller knows what
+        # they're doing!
+        if not allow_from_sync_code:
+            raise RuntimeError(
+                'You MUST set `allow_from_sync_code=True` when '
+                'calling `open_trade_ledger()` from sync code! '
+                'If you are calling from async code you MUST '
+                'instead pass a `symcache: SymbologyCache`!'
+            )
+
+        from ..data._symcache import (
+            get_symcache,
         )
-        tradesfile.touch()
+        symcache: SymbologyCache = get_symcache(broker)
 
-    with tradesfile.open(mode='rb') as cf:
-        start = time.time()
-        ledger_dict = tomli.load(cf)
-        log.info(f'Ledger load took {time.time() - start}s')
-        cpy = ledger_dict.copy()
+    assert symcache
 
     ledger = TransactionLedger(
         ledger_dict=cpy,
-        file_path=tradesfile,
+        file_path=fpath,
+        account=account,
+        mod=mod,
+        symcache=symcache,
+        tx_sort=getattr(mod, 'tx_sort', tx_sort),
     )
-
     try:
         yield ledger
     finally:
-        if ledger.data != ledger_dict:
-
+        if (
+            ledger.data != ledger_dict
+            or rewrite
+        ):
             # TODO: show diff output?
             # https://stackoverflow.com/questions/12956957/print-diff-of-python-dictionaries
-            log.info(f'Updating ledger for {tradesfile}:\n')
+            log.info(f'Updating ledger for {fpath}:\n')
             ledger.write_config()
-
-
-def iter_by_dt(
-    clears: dict[str, Any],
-
-) -> Iterator[tuple[str, dict]]:
-    '''
-    Iterate entries of a ``clears: dict`` table sorted by entry recorded
-    datetime presumably set at the ``'dt'`` field in each entry.
-
-    '''
-    for tid, data in sorted(
-        list(clears.items()),
-        key=lambda item: item[1]['dt'],
-    ):
-        yield tid, data

piker/accounting/_mktinfo.py

@@ -36,9 +36,10 @@ from typing import (
     Literal,
 )
 
-from ..data.types import Struct
+from piker.types import Struct
 
 
+# TODO: make these literals..
 _underlyings: list[str] = [
     'stock',
     'bond',
@@ -47,6 +48,10 @@ _underlyings: list[str] = [
     'commodity',
 ]
 
+_crypto_derivs: list[str] = [
+    'perpetual_future',
+    'crypto_future',
+]
 
 _derivs: list[str] = [
     'swap',
@@ -66,6 +71,8 @@ AssetTypeName: Literal[
     _underlyings
     +
     _derivs
+    +
+    _crypto_derivs
 ]
 
 # egs. stock, futer, option, bond etc.
@@ -121,10 +128,31 @@ class Asset(Struct, frozen=True):
 
     # NOTE: additional info optionally packed in by the backend, but
     # should not be explicitly required in our generic API.
-    info: dict = {}  # make it frozen?
+    info: dict | None = None
 
-    # TODO?
-    # _to_dict_skip = {'info'}
+    # `None` is not toml-compat so drop info
+    # if no extra data added..
+    def to_dict(
+        self,
+        **kwargs,
+    ) -> dict:
+        dct = super().to_dict(**kwargs)
+        if (info := dct.pop('info', None)):
+            dct['info'] = info
+
+        assert dct['tx_tick']
+        return dct
+
+    @classmethod
+    def from_msg(
+        cls,
+        msg: dict[str, Any],
+    ) -> Asset:
+        return cls(
+            tx_tick=Decimal(str(msg.pop('tx_tick'))),
+            info=msg.pop('info', None),
+            **msg,
+        )
 
     def __str__(self) -> str:
         return self.name
@@ -207,6 +235,33 @@ class MktPair(Struct, frozen=True):
     <dst>/<src>.<expiry>.<con_info_1>.<con_info_2>. -> .<venue>.<broker>
           ^ -- optional tokens ------------------------------- ^
 
+
+    Notes:
+    ------
+
+    Some venues provide a different semantic (which we frankly find
+    confusing and non-general) such as "base" and "quote" asset.
+    For example this is how `binance` defines the terms:
+
+    https://binance-docs.github.io/apidocs/websocket_api/en/#public-api-definitions
+    https://binance-docs.github.io/apidocs/futures/en/#public-endpoints-info
+
+    - *base* asset refers to the asset that is the *quantity* of a symbol.
+    - *quote* asset refers to the asset that is the *price* of a symbol.
+
+    In other words the "quote" asset is the asset that the market
+    is pricing "buys" *in*, and the *base* asset it the one that the market
+    allows you to "buy" an *amount of*. Put more simply the *quote*
+    asset is our "source" asset and the *base* asset is our "destination"
+    asset.
+
+    This defintion can be further understood reading our
+    `.brokers.binance.api.Pair` type wherein the
+    `Pair.[quote/base]AssetPrecision` field determines the (transfer)
+    transaction precision available per asset; i.e. the satoshis
+    unit in bitcoin for representing the minimum size of a
+    transaction that can take place on the blockchain.
+
     '''
     dst: str | Asset
     # "destination asset" (name) used to buy *to*
@@ -254,12 +309,40 @@ class MktPair(Struct, frozen=True):
     # strike price, call or put, swap type, exercise model, etc.
     contract_info: list[str] | None = None
 
+    # TODO: rename to sectype since all of these can
+    # be considered "securities"?
     _atype: str = ''
 
+    # allow explicit disable of the src part of the market
+    # pair name -> useful for legacy markets like qqq.nasdaq.ib
+    _fqme_without_src: bool = False
+
     # NOTE: when cast to `str` return fqme
     def __str__(self) -> str:
         return self.fqme
 
+    def to_dict(
+        self,
+        **kwargs,
+    ) -> dict:
+        d = super().to_dict(**kwargs)
+        d['src'] = self.src.to_dict(**kwargs)
+
+        if not isinstance(self.dst, str):
+            d['dst'] = self.dst.to_dict(**kwargs)
+        else:
+            d['dst'] = str(self.dst)
+
+        d['price_tick'] = str(self.price_tick)
+        d['size_tick'] = str(self.size_tick)
+
+        if self.contract_info is None:
+            d.pop('contract_info')
+
+        # d.pop('_fqme_without_src')
+
+        return d
+
     @classmethod
     def from_msg(
         cls,
@@ -270,30 +353,31 @@ class MktPair(Struct, frozen=True):
         Constructor for a received msg-dict normally received over IPC.
 
         '''
-        dst_asset_msg = msg.pop('dst')
-        src_asset_msg = msg.pop('src')
-
-        if isinstance(dst_asset_msg, str):
-            src: str = str(src_asset_msg)
-            assert isinstance(src, str)
-            return cls.from_fqme(
-                dst_asset_msg,
-                src=src,
-                **msg,
-            )
-
+        if not isinstance(
+            dst_asset_msg := msg.pop('dst'),
+            str,
+        ):
+            dst: Asset = Asset.from_msg(dst_asset_msg)  # .copy()
         else:
-            # NOTE: we call `.copy()` here to ensure
-            # type casting!
-            dst = Asset(**dst_asset_msg).copy()
-            if not isinstance(src_asset_msg, str):
-                src = Asset(**src_asset_msg).copy()
-            else:
-                src = str(src_asset_msg)
+            dst: str = dst_asset_msg
 
+        src_asset_msg: dict = msg.pop('src')
+        src: Asset = Asset.from_msg(src_asset_msg)  # .copy()
+
+        # XXX NOTE: ``msgspec`` can encode `Decimal` but it doesn't
+        # decide to it by default since we aren't spec-cing these
+        # msgs as structs proper to get them to decode implictily
+        # (yet) as per,
+        # - https://github.com/pikers/piker/pull/354
+        # - https://github.com/goodboy/tractor/pull/311
+        # SO we have to ensure we do a struct type
+        # case (which `.copy()` does) to ensure we get the right
+        # type!
         return cls(
             dst=dst,
             src=src,
+            price_tick=Decimal(msg.pop('price_tick')),
+            size_tick=Decimal(msg.pop('size_tick')),
             **msg,
         ).copy()
 
@@ -322,7 +406,20 @@ class MktPair(Struct, frozen=True):
         ):
             _fqme = f'{fqme}.{broker}'
 
-        broker, mkt_ep_key, venue, suffix = unpack_fqme(_fqme)
+        broker, mkt_ep_key, venue, expiry = unpack_fqme(_fqme)
+
+        kven: str = kwargs.pop('venue', venue)
+        if venue:
+            assert venue == kven
+        else:
+            venue = kven
+
+        exp: str = kwargs.pop('expiry', expiry)
+        if expiry:
+            assert exp == expiry
+        else:
+            expiry = exp
+
         dst: Asset = Asset.guess_from_mkt_ep_key(
             mkt_ep_key,
             atype=kwargs.get('_atype'),
@@ -334,14 +431,15 @@ class MktPair(Struct, frozen=True):
         # which we expect to be filled in by some
         # backend client with access to that data-info.
         return cls(
-            # XXX: not resolved to ``Asset`` :(
             dst=dst,
+            # XXX: not resolved to ``Asset`` :(
+            #src=src,
 
             broker=broker,
             venue=venue,
             # XXX NOTE: we presume this token
             # if the expiry for now!
-            expiry=suffix,
+            expiry=expiry,
 
             price_tick=price_tick,
             size_tick=size_tick,
@@ -356,6 +454,15 @@ class MktPair(Struct, frozen=True):
         '''
         The "endpoint key" for this market.
 
+        '''
+        return self.pair
+
+    def pair(
+        self,
+        delim_char: str | None = None,
+    ) -> str:
+        '''
+        The "endpoint asset pair key" for this market.
         Eg. mnq/usd or btc/usdt or xmr/btc
 
         In most other tina platforms this is referred to as the
@@ -365,7 +472,8 @@ class MktPair(Struct, frozen=True):
         return maybe_cons_tokens(
             [str(self.dst),
              str(self.src)],
-            delim_char='',
+            # TODO: make the default '/'
+            delim_char=delim_char or '',
         )
 
     @property
@@ -390,13 +498,17 @@ class MktPair(Struct, frozen=True):
 
         return maybe_cons_tokens(field_strs)
 
-    # NOTE: the main idea behind an fqme is to map a "market address"
-    # to some endpoint from a transaction provider (eg. a broker) such
-    # that we build a table of `fqme: str -> bs_mktid: Any` where any "piker
-    # market address" maps 1-to-1 to some broker trading endpoint.
-    # @cached_property
-    @property
-    def fqme(self) -> str:
+    def get_fqme(
+        self,
+
+        # NOTE: allow dropping the source asset from the
+        # market endpoint's pair key. Eg. to change
+        # mnq/usd.<> -> mnq.<> which is useful when
+        # searching (legacy) stock exchanges.
+        without_src: bool = False,
+        delim_char: str | None = None,
+
+    ) -> str:
         '''
         Return the fully qualified market endpoint-address for the
         pair of transacting assets.
@@ -431,20 +543,38 @@ class MktPair(Struct, frozen=True):
         https://github.com/pikers/piker/issues/467
 
         '''
+        key: str = (
+            self.pair(delim_char=delim_char)
+            if not (without_src or self._fqme_without_src)
+            else str(self.dst)
+        )
+
         return maybe_cons_tokens([
-            self.key,  # final "pair name" (eg. qqq[/usd], btcusdt)
+            key,  # final "pair name" (eg. qqq[/usd], btcusdt)
             self.venue,
             self.suffix,  # includes expiry and other con info
             self.broker,
         ])
 
-    @property
-    def bs_fqme(self) -> str:
+    # NOTE: the main idea behind an fqme is to map a "market address"
+    # to some endpoint from a transaction provider (eg. a broker) such
+    # that we build a table of `fqme: str -> bs_mktid: Any` where any "piker
+    # market address" maps 1-to-1 to some broker trading endpoint.
+    # @cached_property
+    fqme = property(get_fqme)
+
+    def get_bs_fqme(
+        self,
+        **kwargs,
+    ) -> str:
         '''
         FQME sin broker part XD
 
         '''
-        return self.fqme.rstrip(f'.{self.broker}')
+        sin_broker, *_ = self.get_fqme(**kwargs).rpartition('.')
+        return sin_broker
+
+    bs_fqme = property(get_bs_fqme)
 
     @property
     def fqsn(self) -> str:
@@ -476,17 +606,22 @@ class MktPair(Struct, frozen=True):
     # TODO: BACKWARD COMPAT, TO REMOVE?
     @property
     def type_key(self) -> str:
+
+        # if set explicitly then use it!
+        if self._atype:
+            return self._atype
+
         if isinstance(self.dst, Asset):
             return str(self.dst.atype)
 
-        return self._atype
+        return 'UNKNOWN'
 
     @property
-    def tick_size_digits(self) -> int:
+    def price_tick_digits(self) -> int:
         return float_digits(self.price_tick)
 
     @property
-    def lot_size_digits(self) -> int:
+    def size_tick_digits(self) -> int:
         return float_digits(self.size_tick)
 
 
@@ -552,6 +687,9 @@ class Symbol(Struct):
     '''
     key: str
 
+    broker: str = ''
+    venue: str = ''
+
     # precision descriptors for price and vlm
     tick_size: Decimal = Decimal('0.01')
     lot_tick_size: Decimal = Decimal('0.0')
@@ -571,9 +709,11 @@ class Symbol(Struct):
         lot_size = info.get('lot_tick_size', 0.0)
 
         return Symbol(
+            broker=broker,
             key=mktep,
             tick_size=tick_size,
             lot_tick_size=lot_size,
+            venue=venue,
             suffix=suffix,
             broker_info={broker: info},
         )
@@ -603,17 +743,13 @@ class Symbol(Struct):
         return list(self.broker_info.keys())[0]
 
     @property
-    def fqsn(self) -> str:
-        broker = self.broker
-        key = self.key
-        if self.suffix:
-            tokens = (key, self.suffix, broker)
-        else:
-            tokens = (key, broker)
-
-        return '.'.join(tokens).lower()
-
-    fqme = fqsn
+    def fqme(self) -> str:
+        return maybe_cons_tokens([
+            self.key,  # final "pair name" (eg. qqq[/usd], btcusdt)
+            self.venue,
+            self.suffix,  # includes expiry and other con info
+            self.broker,
+        ])
 
     def quantize(
         self,

piker/accounting/_toml.py

@@ -1,156 +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/>.
-
-'''
-TOML codec hacks to make position tables look decent.
-
-(looking at you "`toml`-lib"..)
-
-'''
-import re
-
-import toml
-
-
-# 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)

piker/accounting/calc.py

@@ -0,0 +1,698 @@
+# 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/>.
+
+'''
+Calculation routines for balance and position tracking such that
+you know when you're losing money (if possible) XD
+
+'''
+from __future__ import annotations
+from collections.abc import ValuesView
+from contextlib import contextmanager as cm
+from math import copysign
+from typing import (
+    Any,
+    Callable,
+    Iterator,
+    TYPE_CHECKING,
+)
+
+import polars as pl
+from pendulum import (
+    DateTime,
+    from_timestamp,
+    parse,
+)
+
+if TYPE_CHECKING:
+    from ._ledger import (
+        Transaction,
+        TransactionLedger,
+    )
+
+
+def ppu(
+    clears: Iterator[Transaction],
+
+    # 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,
+
+    # return the ledger of clears as a (now dt sorted) dict with
+    # new position fields inserted alongside each entry.
+    as_ledger: bool = False,
+
+) -> float | list[(str, dict)]:
+    '''
+    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.
+
+    -----
+    TODO: get the BEP computed and working similarly!
+    -----
+    the equivalent "break even price" or bep at each new clear
+    event step conversely only changes when an "position exiting
+    clear" which **decreases** the cumulative dst asset size:
+
+    bep[-1] = ppu[-1] - (cum_pnl[-1] / cumsize[-1])
+
+    '''
+    asize_h: list[float] = []  # historical accumulative size
+    ppu_h: list[float] = []  # historical price-per-unit
+    # ledger: dict[str, dict] = {}
+    ledger: list[dict] = []
+
+    t: Transaction
+    for t in clears:
+        clear_size: float = t.size
+        clear_price: str | float = t.price
+        is_clear: bool = not isinstance(clear_price, str)
+
+        last_accum_size = asize_h[-1] if asize_h else 0
+        accum_size: float = last_accum_size + clear_size
+        accum_sign = copysign(1, accum_size)
+        sign_change: bool = False
+
+        # on transfers we normally write some non-valid
+        # price since withdrawal to another account/wallet
+        # has nothing to do with inter-asset-market prices.
+        # TODO: this should be better handled via a `type: 'tx'`
+        # field as per existing issue surrounding all this:
+        # https://github.com/pikers/piker/issues/510
+        if isinstance(clear_price, str):
+            # TODO: we can't necessarily have this commit to
+            # the overall pos size since we also need to
+            # include other positions contributions to this
+            # balance or we might end up with a -ve balance for
+            # the position..
+            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: float = accum_size
+            abs_diff: float = 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: float | int = abs(accum_size)
+
+        if (
+            abs_diff > 0
+            and is_clear
+        ):
+            cost_basis = (
+                # cost basis for this clear
+                clear_price * abs(clear_size)
+                +
+                # transaction cost
+                accum_sign * cost_scalar * t.cost
+            )
+
+            if asize_h:
+                size_last: float = abs(asize_h[-1])
+                cb_last: float = ppu_h[-1] * size_last
+                ppu: float = (cost_basis + cb_last) / abs_new_size
+
+            else:
+                ppu: float = cost_basis / abs_new_size
+
+        else:
+            # TODO: for PPU we should probably handle txs out
+            # (aka withdrawals) similarly by simply not having
+            # them contrib to the running PPU calc and only
+            # when the next entry clear comes in (which will
+            # then have a higher weighting on the PPU).
+
+            # 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.
+            ppu: float = ppu_h[-1] if ppu_h else 0  # set to previous value
+
+        # extend with new rolling metric for this step
+        ppu_h.append(ppu)
+        asize_h.append(accum_size)
+
+        # ledger[t.tid] = {
+            # 'txn': t,
+        # ledger[t.tid] = t.to_dict() | {
+        ledger.append((
+            t.tid,
+            t.to_dict() | {
+                'ppu': ppu,
+                'cumsize': accum_size,
+                'sign_change': sign_change,
+
+                # TODO: cum_pnl, bep
+            }
+        ))
+
+    final_ppu = ppu_h[-1] if ppu_h else 0
+    # TODO: once we have etypes in all ledger entries..
+    # handle any split info entered (for now) manually by user
+    # if self.split_ratio is not None:
+    #     final_ppu /= self.split_ratio
+
+    if as_ledger:
+        return ledger
+
+    else:
+        return final_ppu
+
+
+def iter_by_dt(
+    records: (
+        dict[str, dict[str, Any]]
+        | ValuesView[dict]  # eg. `Position._events.values()`
+        | list[dict]
+        | list[Transaction]  # XXX preferred!
+    ),
+
+    # NOTE: parsers are looked up in the insert order
+    # so if you know that the record stats show some field
+    # is more common then others, stick it at the top B)
+    parsers: dict[str, Callable | None] = {
+        'dt': parse,  # parity case
+        'datetime': parse,  # datetime-str
+        'time': from_timestamp,  # float epoch
+    },
+    key: Callable | None = None,
+
+) -> Iterator[tuple[str, dict]]:
+    '''
+    Iterate entries of a transaction table sorted by entry recorded
+    datetime presumably set at the ``'dt'`` field in each entry.
+
+    '''
+    if isinstance(records, dict):
+        records: list[tuple[str, dict]] = list(records.items())
+
+    def dyn_parse_to_dt(
+        tx: tuple[str, dict[str, Any]] | Transaction,
+    ) -> DateTime:
+
+        # handle `.items()` inputs
+        if isinstance(tx, tuple):
+            tx = tx[1]
+
+        # dict or tx object?
+        isdict: bool = isinstance(tx, dict)
+
+        # get best parser for this record..
+        for k in parsers:
+            if (
+                isdict and k in tx
+                 or getattr(tx, k, None)
+            ):
+                v = tx[k] if isdict else tx.dt
+                assert v is not None, f'No valid value for `{k}`!?'
+
+                # only call parser on the value if not None from
+                # the `parsers` table above (when NOT using
+                # `.get()`), otherwise pass through the value and
+                # sort on it directly
+                if (
+                    not isinstance(v, DateTime)
+                    and (parser := parsers.get(k))
+                ):
+                    return parser(v)
+                else:
+                    return v
+
+        else:
+            # XXX: should never get here..
+            breakpoint()
+
+    entry: tuple[str, dict] | Transaction
+    for entry in sorted(
+        records,
+        key=key or dyn_parse_to_dt,
+    ):
+        # NOTE the type sig above; either pairs or txns B)
+        yield entry
+
+
+# TODO: probably just move this into the test suite or
+# keep it here for use from as such?
+# def ensure_state(self) -> None:
+#     '''
+#     Audit either the `.cumsize` 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[dict] = self._clears
+
+#     # self.first_clear_dt = min(clears, key=lambda e: e['dt'])['dt']
+#     last_clear: dict = clears[-1]
+#     csize: float = self.calc_size()
+#     accum: float = 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.cumsize != csize:
+#         log.warning(
+#             'Position state mismatch:\n'
+#             f'{self.cumsize} => {csize}'
+#         )
+#         self.cumsize = csize
+
+#     cppu: float = self.calc_ppu()
+#     ppu: float = 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
+
+
+@cm
+def open_ledger_dfs(
+
+    brokername: str,
+    acctname: str,
+
+    ledger: TransactionLedger | None = None,
+
+    **kwargs,
+
+) -> tuple[
+    dict[str, pl.DataFrame],
+    TransactionLedger,
+]:
+    '''
+    Open a ledger of trade records (presumably from some broker
+    backend), normalize the records into `Transactions` via the
+    backend's declared endpoint, cast to a `polars.DataFrame` which
+    can update the ledger on exit.
+
+    '''
+    from piker.toolz import open_crash_handler
+    with open_crash_handler():
+        if not ledger:
+            import time
+            from ._ledger import open_trade_ledger
+
+            now = time.time()
+
+            with open_trade_ledger(
+                    brokername,
+                    acctname,
+                    rewrite=True,
+                    allow_from_sync_code=True,
+
+                    # proxied through from caller
+                    **kwargs,
+
+            ) as ledger:
+                if not ledger:
+                    raise ValueError(f'No ledger for {acctname}@{brokername} exists?')
+
+                print(f'LEDGER LOAD TIME: {time.time() - now}')
+
+        yield ledger_to_dfs(ledger), ledger
+
+
+def ledger_to_dfs(
+    ledger: TransactionLedger,
+
+) -> dict[str, pl.DataFrame]:
+
+    txns: dict[str, Transaction] = ledger.to_txns()
+
+    # ldf = pl.DataFrame(
+    #     list(txn.to_dict() for txn in txns.values()),
+    ldf = pl.from_dicts(
+        list(txn.to_dict() for txn in txns.values()),
+
+        # only for ordering the cols
+        schema=[
+            ('fqme', str),
+            ('tid', str),
+            ('bs_mktid', str),
+            ('expiry', str),
+            ('etype', str),
+            ('dt', str),
+            ('size', pl.Float64),
+            ('price', pl.Float64),
+            ('cost', pl.Float64),
+        ],
+    ).sort(  # chronological order
+        'dt'
+    ).with_columns([
+        pl.col('dt').str.to_datetime(),
+        # pl.col('expiry').str.to_datetime(),
+        # pl.col('expiry').dt.date(),
+    ])
+
+    # filter out to the columns matching values filter passed
+    # as input.
+    # if filter_by_ids:
+    #     for col, vals in filter_by_ids.items():
+    #         str_vals = set(map(str, vals))
+    #         pred: pl.Expr = pl.col(col).eq(str_vals.pop())
+    #         for val in str_vals:
+    #             pred |= pl.col(col).eq(val)
+
+    #     fdf = df.filter(pred)
+
+    # TODO: originally i had tried just using a plain ol' groupby
+    # + agg here but the issue was re-inserting to the src frame.
+    # however, learning more about `polars` seems like maybe we can
+    # use `.over()`?
+    # https://pola-rs.github.io/polars/py-polars/html/reference/expressions/api/polars.Expr.over.html#polars.Expr.over
+    # => CURRENTLY we break up into a frame per mkt / fqme
+    dfs: dict[str, pl.DataFrame] = ldf.partition_by(
+        'bs_mktid',
+        as_dict=True,
+    )
+
+    # TODO: not sure if this is even possible but..
+    # - it'd be more ideal to use `ppt = df.groupby('fqme').agg([`
+    # - ppu and bep calcs!
+    for key in dfs:
+
+        # covert to lazy form (since apparently we might need it
+        # eventually ...)
+        df: pl.DataFrame = dfs[key]
+
+        ldf: pl.LazyFrame = df.lazy()
+
+        df = dfs[key] = ldf.with_columns([
+
+            pl.cumsum('size').alias('cumsize'),
+
+            # amount of source asset "sent" (via buy txns in
+            # the market) to acquire the dst asset, PER txn.
+            # when this value is -ve (i.e. a sell operation) then
+            # the amount sent is actually "returned".
+            (
+                (pl.col('price') * pl.col('size'))
+                +
+                (pl.col('cost')) # * pl.col('size').sign())
+            ).alias('dst_bot'),
+
+        ]).with_columns([
+
+            # rolling balance in src asset units
+            (pl.col('dst_bot').cumsum() * -1).alias('src_balance'),
+
+            # "position operation type" in terms of increasing the
+            # amount in the dst asset (entering) or decreasing the
+            # amount in the dst asset (exiting).
+            pl.when(
+                pl.col('size').sign() == pl.col('cumsize').sign()
+
+            ).then(
+                pl.lit('enter')  # see above, but is just price * size per txn
+
+            ).otherwise(
+                pl.when(pl.col('cumsize') == 0)
+                .then(pl.lit('exit_to_zero'))
+                .otherwise(pl.lit('exit'))
+            ).alias('descr'),
+
+            (pl.col('cumsize').sign() == pl.col('size').sign())
+            .alias('is_enter'),
+
+        ]).with_columns([
+
+            # pl.lit(0, dtype=pl.Utf8).alias('virt_cost'),
+            pl.lit(0, dtype=pl.Float64).alias('applied_cost'),
+            pl.lit(0, dtype=pl.Float64).alias('pos_ppu'),
+            pl.lit(0, dtype=pl.Float64).alias('per_txn_pnl'),
+            pl.lit(0, dtype=pl.Float64).alias('cum_pos_pnl'),
+            pl.lit(0, dtype=pl.Float64).alias('pos_bep'),
+            pl.lit(0, dtype=pl.Float64).alias('cum_ledger_pnl'),
+            pl.lit(None, dtype=pl.Float64).alias('ledger_bep'),
+
+            # TODO: instead of the iterative loop below i guess we
+            # could try using embedded lists to track which txns
+            # are part of which ppu / bep calcs? Not sure this will
+            # look any better nor be any more performant though xD
+            # pl.lit([[0]], dtype=pl.List(pl.Float64)).alias('list'),
+
+        # choose fields to emit for accounting puposes
+        ]).select([
+            pl.exclude([
+                'tid',
+                # 'dt',
+                'expiry',
+                'bs_mktid',
+                'etype',
+                # 'is_enter',
+            ]),
+        ]).collect()
+
+        # compute recurrence relations for ppu and bep
+        last_ppu: float = 0
+        last_cumsize: float = 0
+        last_ledger_pnl: float = 0
+        last_pos_pnl: float = 0
+        virt_costs: list[float, float] = [0., 0.]
+
+        # imperatively compute the PPU (price per unit) and BEP
+        # (break even price) iteratively over the ledger, oriented
+        # around each position state: a state of split balances in
+        # > 1 asset.
+        for i, row in enumerate(df.iter_rows(named=True)):
+
+            cumsize: float = row['cumsize']
+            is_enter: bool = row['is_enter']
+            price: float = row['price']
+            size: float = row['size']
+
+            # the profit is ALWAYS decreased, aka made a "loss"
+            # by the constant fee charged by the txn provider!
+            # see below in final PnL calculation and row element
+            # set.
+            txn_cost: float = row['cost']
+            pnl: float = 0
+
+            # ALWAYS reset per-position cum PnL
+            if last_cumsize == 0:
+                last_pos_pnl: float = 0
+
+            # a "position size INCREASING" or ENTER transaction
+            # which "makes larger", in src asset unit terms, the
+            # trade's side-size of the destination asset:
+            # - "buying" (more) units of the dst asset
+            # - "selling" (more short) units of the dst asset
+            if is_enter:
+
+                # Naively include transaction cost in breakeven
+                # price and presume the worst case of the
+                # exact-same-cost-to-exit this transaction's worth
+                # of size even though in reality it will be dynamic
+                # based on exit strategy, price, liquidity, etc..
+                virt_cost: float = txn_cost
+
+                # cpu: float = cost / size
+                # cummean of the cost-per-unit used for modelling
+                # a projected future exit cost which we immediately
+                # include in the costs incorporated to BEP on enters
+                last_cum_costs_size, last_cpu = virt_costs
+                cum_costs_size: float = last_cum_costs_size + abs(size)
+                cumcpu = (
+                    (last_cpu * last_cum_costs_size)
+                    +
+                    txn_cost
+                ) / cum_costs_size
+                virt_costs = [cum_costs_size, cumcpu]
+
+                txn_cost = txn_cost + virt_cost
+                # df[i, 'virt_cost'] = f'{-virt_cost} FROM {cumcpu}@{cum_costs_size}'
+
+                # a cumulative mean of the price-per-unit acquired
+                # in the destination asset:
+                # https://en.wikipedia.org/wiki/Moving_average#Cumulative_average
+                # You could also think of this measure more
+                # generally as an exponential mean with `alpha
+                # = 1/N` where `N` is the current number of txns
+                # included in the "position" defining set:
+                # https://en.wikipedia.org/wiki/Exponential_smoothing
+                ppu: float = (
+                    (
+                        (last_ppu * last_cumsize)
+                        +
+                        (price * size)
+                    ) /
+                    cumsize
+                )
+
+            # a "position size DECREASING" or EXIT transaction
+            # which "makes smaller" the trade's side-size of the
+            # destination asset:
+            # - selling previously bought units of the dst asset
+            #   (aka 'closing' a long position).
+            # - buying previously borrowed and sold (short) units
+            #   of the dst asset (aka 'covering'/'closing' a short
+            #   position).
+            else:
+                # only changes on position size increasing txns
+                ppu: float = last_ppu
+
+                # UNWIND IMPLIED COSTS FROM ENTRIES
+                # => Reverse the virtual/modelled (2x predicted) txn
+                # cost that was included in the least-recently
+                # entered txn that is still part of the current CSi
+                # set.
+                # => we look up the cost-per-unit cumsum and apply
+                # if over the current txn size (by multiplication)
+                # and then reverse that previusly applied cost on
+                # the txn_cost for this record.
+                #
+                # NOTE: current "model" is just to previously assumed 2x
+                # the txn cost for a matching enter-txn's
+                # cost-per-unit; we then immediately reverse this
+                # prediction and apply the real cost received here.
+                last_cum_costs_size, last_cpu = virt_costs
+                prev_virt_cost: float = last_cpu * abs(size)
+                txn_cost: float = txn_cost - prev_virt_cost  # +ve thus a "reversal"
+                cum_costs_size: float = last_cum_costs_size - abs(size)
+                virt_costs = [cum_costs_size, last_cpu]
+
+                # df[i, 'virt_cost'] = (
+                #     f'{-prev_virt_cost} FROM {last_cpu}@{cum_costs_size}'
+                # )
+
+                # the per-txn profit or loss (PnL) given we are
+                # (partially) "closing"/"exiting" the position via
+                # this txn.
+                pnl: float = (last_ppu - price) * size
+
+            # always subtract txn cost from total txn pnl
+            txn_pnl: float = pnl - txn_cost
+
+            # cumulative PnLs per txn
+            last_ledger_pnl = (
+                last_ledger_pnl + txn_pnl
+            )
+            last_pos_pnl = df[i, 'cum_pos_pnl'] = (
+                last_pos_pnl + txn_pnl
+            )
+
+            if cumsize == 0:
+                last_ppu = ppu = 0
+
+            # compute the BEP: "break even price", a value that
+            # determines at what price the remaining cumsize can be
+            # liquidated such that the net-PnL on the current
+            # position will result in ZERO gain or loss from open
+            # to close including all txn costs B)
+            if (
+                abs(cumsize) > 0  # non-exit-to-zero position txn
+            ):
+                cumsize_sign: float = copysign(1, cumsize)
+                ledger_bep: float = (
+                    (
+                        (ppu * cumsize)
+                        -
+                        (last_ledger_pnl * cumsize_sign)
+                    ) / cumsize
+                )
+
+                # NOTE: when we "enter more" dst asset units (aka
+                # increase position state) AFTER having exited some
+                # units (aka decreasing the pos size some) the bep
+                # needs to be RECOMPUTED based on new ppu such that
+                # liquidation of the cumsize at the bep price
+                # results in a zero-pnl for the existing position
+                # (since the last one).
+                # for position lifetime BEP we never can have
+                # a valid value once the position is "closed"
+                # / full exitted Bo
+                pos_bep: float = (
+                    (
+                        (ppu * cumsize)
+                        -
+                        (last_pos_pnl * cumsize_sign)
+                    ) / cumsize
+                )
+
+            # inject DF row with all values
+            df[i, 'pos_ppu'] = ppu
+            df[i, 'per_txn_pnl'] = txn_pnl
+            df[i, 'applied_cost'] = -txn_cost
+            df[i, 'cum_pos_pnl'] = last_pos_pnl
+            df[i, 'pos_bep'] = pos_bep
+            df[i, 'cum_ledger_pnl'] = last_ledger_pnl
+            df[i, 'ledger_bep'] = ledger_bep
+
+            # keep backrefs to suffice reccurence relation
+            last_ppu: float = ppu
+            last_cumsize: float = cumsize
+
+    # TODO?: pass back the current `Position` object loaded from
+    # the account as well? Would provide incentive to do all
+    # this ledger loading inside a new async open_account().
+    # bs_mktid: str = df[0]['bs_mktid']
+    # pos: Position = acnt.pps[bs_mktid]
+
+    return dfs

piker/accounting/cli.py

@@ -18,78 +18,55 @@
 CLI front end for trades ledger and position tracking management.
 
 '''
-from typing import (
-    Any,
-)
+from __future__ import annotations
+from pprint import pformat
+
 
 from rich.console import Console
 from rich.markdown import Markdown
+import polars as pl
 import tractor
 import trio
 import typer
 
+from ..log import get_logger
 from ..service import (
     open_piker_runtime,
 )
 from ..clearing._messages import BrokerdPosition
 from ..calc import humanize
+from ..brokers._daemon import broker_init
+from ._ledger import (
+    load_ledger,
+    TransactionLedger,
+    # open_trade_ledger,
+)
+from .calc import (
+    open_ledger_dfs,
+)
 
 
 ledger = typer.Typer()
 
 
-def broker_init(
-    brokername: str,
-    loglevel: str | None = None,
-
-    **start_actor_kwargs,
-
-) -> dict:
-    '''
-    Given an input broker name, load all named arguments
-    which can be passed to a daemon + context spawn for
-    the relevant `brokerd` service endpoint.
-
-    '''
-    from ..brokers import get_brokermod
-    brokermod = get_brokermod(brokername)
-    modpath = brokermod.__name__
-
-    start_actor_kwargs['name'] = f'brokerd.{brokername}'
-    start_actor_kwargs.update(
-        getattr(
-            brokermod,
-            '_spawn_kwargs',
-            {},
-        )
-    )
-
-    # lookup actor-enabled modules declared by the backend offering the
-    # `brokerd` endpoint(s).
-    enabled = start_actor_kwargs['enable_modules'] = [modpath]
-    for submodname in getattr(
-        brokermod,
-        '__enable_modules__',
-        [],
-    ):
-        subpath = f'{modpath}.{submodname}'
-        enabled.append(subpath)
-
-        # TODO XXX: DO WE NEED THIS?
-        # enabled.append('piker.data.feed')
-
-    # non-blocking setup of brokerd service nursery
-    from ..brokers import _setup_persistent_brokerd
-
-    return (
-        start_actor_kwargs,  # to `ActorNursery.start_actor()`
-        _setup_persistent_brokerd,  # service task ep
-        getattr(  # trades endpoint
-            brokermod,
-            'trades_dialogue',
-            None,
-        ),
-    )
+def unpack_fqan(
+    fully_qualified_account_name: str,
+    console: Console | None = None,
+) -> tuple | bool:
+    try:
+        brokername, account = fully_qualified_account_name.split('.')
+        return brokername, account
+    except ValueError:
+        if console is not None:
+            md = Markdown(
+                f'=> `{fully_qualified_account_name}` <=\n\n'
+                'is not a valid '
+                '__fully qualified account name?__\n\n'
+                'Your account name needs to be of the form '
+                '`<brokername>.<account_name>`\n'
+            )
+            console.print(md)
+        return False
 
 
 @ledger.command()
@@ -102,25 +79,23 @@ def sync(
         "-l",
     ),
 ):
+    log = get_logger(loglevel)
     console = Console()
 
-    try:
-        brokername, account = fully_qualified_account_name.split('.')
-    except ValueError:
-        md = Markdown(
-            f'=> `{fully_qualified_account_name}` <=\n\n'
-            'is not a valid '
-            '__fully qualified account name?__\n\n'
-            'Your account name needs to be of the form '
-            '`<brokername>.<account_name>`\n'
-        )
-        console.print(md)
+    pair: tuple[str, str]
+    if not (pair := unpack_fqan(
+        fully_qualified_account_name,
+        console,
+    )):
         return
 
-    start_kwargs, _, trades_ep = broker_init(
+    brokername, account = pair
+
+    brokermod, start_kwargs, deamon_ep = broker_init(
         brokername,
         loglevel=loglevel,
     )
+    brokername: str = brokermod.name
 
     async def main():
 
@@ -134,87 +109,203 @@ def sync(
 
             tractor.open_nursery() as an,
         ):
-            portal = await an.start_actor(
-                loglevel=loglevel,
-                debug_mode=pdb,
-                **start_kwargs,
-            )
+            try:
+                log.info(
+                    f'Piker runtime up as {actor.uid}@{sockaddr}'
+                )
 
-            if (
-                brokername == 'paper'
-                or trades_ep is None
-            ):
-                from ..clearing import _paper_engine as paper
-                open_trades_endpoint = paper.open_paperboi(
-                    fqme=None,  # tell paper to not start clearing loop
-                    broker=brokername,
-                    loglevel=loglevel,
-                )
-            else:
-                # open live brokerd trades endpoint
-                open_trades_endpoint = portal.open_context(
-                    trades_ep,
+                portal = await an.start_actor(
                     loglevel=loglevel,
+                    debug_mode=pdb,
+                    **start_kwargs,
                 )
 
-            positions: dict[str, Any]
-            accounts: list[str]
-            async with (
-                open_trades_endpoint as (
-                    brokerd_ctx,
-                    (positions, accounts,),
-                ),
-            ):
-                summary: str = (
-                    '[dim underline]Piker Position Summary[/] '
-                    f'[dim blue underline]{brokername}[/]'
-                    '[dim].[/]'
-                    f'[blue underline]{account}[/]'
-                    f'[dim underline] -> total pps: [/]'
-                    f'[green]{len(positions)}[/]\n'
+                from ..clearing import (
+                    open_brokerd_dialog,
                 )
-                for ppdict in positions:
-                    ppmsg = BrokerdPosition(**ppdict)
-                    size = ppmsg.size
-                    if size:
-                        ppu: float = round(
-                            ppmsg.avg_price,
-                            ndigits=2,
+                brokerd_stream: tractor.MsgStream
+
+                async with (
+                    # engage the brokerd daemon context
+                    portal.open_context(
+                        deamon_ep,
+                        brokername=brokername,
+                        loglevel=loglevel,
+                    ),
+
+                    # manually open the brokerd trade dialog EP
+                    # (what the EMS normally does internall) B)
+                    open_brokerd_dialog(
+                        brokermod,
+                        portal,
+                        exec_mode=(
+                            'paper'
+                            if account == 'paper'
+                            else 'live'
+                        ),
+                        loglevel=loglevel,
+                    ) as (
+                        brokerd_stream,
+                        pp_msg_table,
+                        accounts,
+                    ),
+                ):
+                    try:
+                        assert len(accounts) == 1
+                        if not pp_msg_table:
+                            ld, fpath = load_ledger(brokername, account)
+                            assert not ld, f'WTF did we fail to parse ledger:\n{ld}'
+
+                            console.print(
+                                '[yellow]'
+                                'No pps found for '
+                                f'`{brokername}.{account}` '
+                                'account!\n\n'
+                                '[/][underline]'
+                                'None of the following ledger files exist:\n\n[/]'
+                                f'{fpath.as_uri()}\n'
+                            )
+                            return
+
+                        pps_by_symbol: dict[str, BrokerdPosition] = pp_msg_table[
+                            brokername,
+                            account,
+                        ]
+
+                        summary: str = (
+                            '[dim underline]Piker Position Summary[/] '
+                            f'[dim blue underline]{brokername}[/]'
+                            '[dim].[/]'
+                            f'[blue underline]{account}[/]'
+                            f'[dim underline] -> total pps: [/]'
+                            f'[green]{len(pps_by_symbol)}[/]\n'
                         )
-                        cost_basis: str = humanize(size * ppu)
-                        h_size: str = humanize(size)
+                        # for ppdict in positions:
+                        for fqme, ppmsg in pps_by_symbol.items():
+                            # ppmsg = BrokerdPosition(**ppdict)
+                            size = ppmsg.size
+                            if size:
+                                ppu: float = round(
+                                    ppmsg.avg_price,
+                                    ndigits=2,
+                                )
+                                cost_basis: str = humanize(size * ppu)
+                                h_size: str = humanize(size)
 
-                        if size < 0:
-                            pcolor = 'red'
-                        else:
-                            pcolor = 'green'
+                                if size < 0:
+                                    pcolor = 'red'
+                                else:
+                                    pcolor = 'green'
 
-                        # sematic-highlight of fqme
-                        fqme = ppmsg.symbol
-                        tokens = fqme.split('.')
-                        styled_fqme = f'[blue underline]{tokens[0]}[/]'
-                        for tok in tokens[1:]:
-                            styled_fqme += '[dim].[/]'
-                            styled_fqme += f'[dim blue underline]{tok}[/]'
+                                # sematic-highlight of fqme
+                                fqme = ppmsg.symbol
+                                tokens = fqme.split('.')
+                                styled_fqme = f'[blue underline]{tokens[0]}[/]'
+                                for tok in tokens[1:]:
+                                    styled_fqme += '[dim].[/]'
+                                    styled_fqme += f'[dim blue underline]{tok}[/]'
 
-                        # TODO: instead display in a ``rich.Table``?
-                        summary += (
-                            styled_fqme +
-                            '[dim]: [/]'
-                            f'[{pcolor}]{h_size}[/]'
-                            '[dim blue]u @[/]'
-                            f'[{pcolor}]{ppu}[/]'
-                            '[dim blue] = [/]'
-                            f'[{pcolor}]$ {cost_basis}\n[/]'
-                        )
+                                # TODO: instead display in a ``rich.Table``?
+                                summary += (
+                                    styled_fqme +
+                                    '[dim]: [/]'
+                                    f'[{pcolor}]{h_size}[/]'
+                                    '[dim blue]u @[/]'
+                                    f'[{pcolor}]{ppu}[/]'
+                                    '[dim blue] = [/]'
+                                    f'[{pcolor}]$ {cost_basis}\n[/]'
+                                )
 
-                console.print(summary)
-                await brokerd_ctx.cancel()
+                        console.print(summary)
 
-            await portal.cancel_actor()
+                    finally:
+                        # exit via ctx cancellation.
+                        brokerd_ctx: tractor.Context = brokerd_stream._ctx
+                        await brokerd_ctx.cancel(timeout=1)
+
+                    # TODO: once ported to newer tractor branch we should
+                    # be able to do a loop like this:
+                    # while brokerd_ctx.cancel_called_remote is None:
+                    #     await trio.sleep(0.01)
+                    #     await brokerd_ctx.cancel()
+
+            finally:
+                await portal.cancel_actor()
 
     trio.run(main)
 
 
-if __name__ == "__main__":
-    ledger()
+@ledger.command()
+def disect(
+    # "fully_qualified_account_name"
+    fqan: str,
+    fqme: str,  # for ib
+
+    # TODO: in tractor we should really have
+    # a debug_mode ctx for wrapping any kind of code no?
+    pdb: bool = False,
+    bs_mktid: str = typer.Option(
+        None,
+        "-bid",
+    ),
+    loglevel: str = typer.Option(
+        'error',
+        "-l",
+    ),
+):
+    from piker.log import get_console_log
+    from piker.toolz import open_crash_handler
+    get_console_log(loglevel)
+
+    pair: tuple[str, str]
+    if not (pair := unpack_fqan(fqan)):
+        raise ValueError('{fqan} malformed!?')
+
+    brokername, account = pair
+
+    # ledger dfs groupby-partitioned by fqme
+    dfs: dict[str, pl.DataFrame]
+    # actual ledger instance
+    ldgr: TransactionLedger
+
+    pl.Config.set_tbl_cols(-1)
+    pl.Config.set_tbl_rows(-1)
+    with (
+        open_crash_handler(),
+        open_ledger_dfs(
+            brokername,
+            account,
+        ) as (dfs, ldgr),
+    ):
+
+        # look up specific frame for fqme-selected asset
+        if (df := dfs.get(fqme)) is None:
+            mktids2fqmes: dict[str, list[str]] = {}
+            for bs_mktid in dfs:
+                df: pl.DataFrame = dfs[bs_mktid]
+                fqmes: pl.Series[str] = df['fqme']
+                uniques: list[str] = fqmes.unique()
+                mktids2fqmes[bs_mktid] = set(uniques)
+                if fqme in uniques:
+                    break
+            print(
+                f'No specific ledger for fqme={fqme} could be found in\n'
+                f'{pformat(mktids2fqmes)}?\n'
+                f'Maybe the `{brokername}` backend uses something '
+                'else for its `bs_mktid` then the `fqme`?\n'
+                'Scanning for matches in unique fqmes per frame..\n'
+            )
+
+        # :pray:
+        assert not df.is_empty()
+
+        # muck around in pdbp REPL
+        breakpoint()
+
+        # TODO: we REALLY need a better console REPL for this
+        # kinda thing..
+        # - `xonsh` is an obvious option (and it looks amazin) but
+        # we need to figure out how to embed it better then just:
+        # from xonsh.main import main
+        # main(argv=[])
+        # which will not actually inject the `df` to globals?

piker/brokers/__init__.py

@@ -17,14 +17,41 @@
 """
 Broker clients, daemons and general back end machinery.
 """
+from contextlib import (
+    asynccontextmanager as acm,
+)
 from importlib import import_module
 from types import ModuleType
 
-__brokers__ = [
+from tractor.trionics import maybe_open_context
+
+from ._util import (
+    log,
+    BrokerError,
+    SymbolNotFound,
+    NoData,
+    DataUnavailable,
+    DataThrottle,
+    resproc,
+    get_logger,
+)
+
+__all__: list[str] = [
+    'BrokerError',
+    'SymbolNotFound',
+    'NoData',
+    'DataUnavailable',
+    'DataThrottle',
+    'resproc',
+    'get_logger',
+]
+
+__brokers__: list[str] = [
     'binance',
     'ib',
     'kraken',
-    'kucoin'
+    'kucoin',
+
     # broken but used to work
     # 'questrade',
     # 'robinhood',
@@ -44,7 +71,7 @@ def get_brokermod(brokername: str) -> ModuleType:
     Return the imported broker module by name.
 
     '''
-    module = import_module('.' + brokername, 'piker.brokers')
+    module: ModuleType = import_module('.' + brokername, 'piker.brokers')
     # we only allow monkeying because it's for internal keying
     module.name = module.__name__.split('.')[-1]
     return module
@@ -57,3 +84,28 @@ def iter_brokermods():
     '''
     for name in __brokers__:
         yield get_brokermod(name)
+
+
+@acm
+async def open_cached_client(
+    brokername: str,
+    **kwargs,
+
+) -> 'Client':  # noqa
+    '''
+    Get a cached broker client from the current actor's local vars.
+
+    If one has not been setup do it and cache it.
+
+    '''
+    brokermod = get_brokermod(brokername)
+    async with maybe_open_context(
+        acm_func=brokermod.get_client,
+        kwargs=kwargs,
+
+    ) as (cache_hit, client):
+
+        if cache_hit:
+            log.runtime(f'Reusing existing {client}')
+
+        yield client

piker/brokers/_daemon.py

@@ -19,9 +19,16 @@ Broker-daemon-actor "endpoint-hooks": the service task entry points for
 ``brokerd``.
 
 '''
+from __future__ import annotations
 from contextlib import (
     asynccontextmanager as acm,
 )
+from types import ModuleType
+from typing import (
+    TYPE_CHECKING,
+    AsyncContextManager,
+)
+import exceptiongroup as eg
 
 import tractor
 import trio
@@ -29,11 +36,14 @@ import trio
 from . import _util
 from . import get_brokermod
 
+if TYPE_CHECKING:
+    from ..data import _FeedsBus
+
 # `brokerd` enabled modules
 # TODO: move this def to the `.data` subpkg..
 # NOTE: keeping this list as small as possible is part of our caps-sec
 # model and should be treated with utmost care!
-_data_mods = [
+_data_mods: str = [
     'piker.brokers.core',
     'piker.brokers.data',
     'piker.brokers._daemon',
@@ -58,31 +68,125 @@ async def _setup_persistent_brokerd(
     the broker backend as needed.
 
     '''
+    # NOTE: we only need to setup logging once (and only) here
+    # since all hosted daemon tasks will reference this same
+    # log instance's (actor local) state and thus don't require
+    # any further (level) configuration on their own B)
     log = _util.get_console_log(
         loglevel or tractor.current_actor().loglevel,
         name=f'{_util.subsys}.{brokername}',
     )
+
     # set global for this actor to this new process-wide instance B)
     _util.log = log
 
-    from piker.data.feed import (
-        _bus,
-        get_feed_bus,
+    # further, set the log level on any broker broker specific
+    # logger instance.
+
+    from piker.data import feed
+    assert not feed._bus
+
+    # allocate a nursery to the bus for spawning background
+    # tasks to service client IPC requests, normally
+    # `tractor.Context` connections to explicitly required
+    # `brokerd` endpoints such as:
+    # - `stream_quotes()`,
+    # - `manage_history()`,
+    # - `allocate_persistent_feed()`,
+    # - `open_symbol_search()`
+    # NOTE: see ep invocation details inside `.data.feed`.
+    try:
+        async with trio.open_nursery() as service_nursery:
+            bus: _FeedsBus = feed.get_feed_bus(
+                brokername,
+                service_nursery,
+            )
+            assert bus is feed._bus
+
+            # unblock caller
+            await ctx.started()
+
+            # we pin this task to keep the feeds manager active until the
+            # parent actor decides to tear it down
+            await trio.sleep_forever()
+
+    except eg.ExceptionGroup:
+        # TODO: likely some underlying `brokerd` IPC connection
+        # broke so here we handle a respawn and re-connect attempt!
+        # This likely should pair with development of the OCO task
+        # nusery in dev over @ `tractor` B)
+        # https://github.com/goodboy/tractor/pull/363
+        raise
+
+
+def broker_init(
+    brokername: str,
+    loglevel: str | None = None,
+
+    **start_actor_kwargs,
+
+) -> tuple[
+    ModuleType,
+    dict,
+    AsyncContextManager,
+]:
+    '''
+    Given an input broker name, load all named arguments
+    which can be passed for daemon endpoint + context spawn
+    as required in every `brokerd` (actor) service.
+
+    This includes:
+    - load the appropriate <brokername>.py pkg module,
+    - reads any declared `__enable_modules__: listr[str]` which will be
+      passed to `tractor.ActorNursery.start_actor(enabled_modules=<this>)`
+      at actor start time,
+    - deliver a references to the daemon lifetime fixture, which
+      for now is always the `_setup_persistent_brokerd()` context defined
+      above.
+
+    '''
+    from ..brokers import get_brokermod
+    brokermod = get_brokermod(brokername)
+    modpath: str = brokermod.__name__
+
+    start_actor_kwargs['name'] = f'brokerd.{brokername}'
+    start_actor_kwargs.update(
+        getattr(
+            brokermod,
+            '_spawn_kwargs',
+            {},
+        )
     )
-    global _bus
-    assert not _bus
 
-    async with trio.open_nursery() as service_nursery:
-        # assign a nursery to the feeds bus for spawning
-        # background tasks from clients
-        get_feed_bus(brokername, service_nursery)
+    # XXX TODO: make this not so hacky/monkeypatched..
+    # -> we need a sane way to configure the logging level for all
+    # code running in brokerd.
+    # if utilmod := getattr(brokermod, '_util', False):
+    #     utilmod.log.setLevel(loglevel.upper())
 
-        # unblock caller
-        await ctx.started()
+    # lookup actor-enabled modules declared by the backend offering the
+    # `brokerd` endpoint(s).
+    enabled: list[str]
+    enabled = start_actor_kwargs['enable_modules'] = [
+        __name__,  # so that eps from THIS mod can be invoked
+        modpath,
+    ]
+    for submodname in getattr(
+        brokermod,
+        '__enable_modules__',
+        [],
+    ):
+        subpath: str = f'{modpath}.{submodname}'
+        enabled.append(subpath)
 
-        # we pin this task to keep the feeds manager active until the
-        # parent actor decides to tear it down
-        await trio.sleep_forever()
+    return (
+        brokermod,
+        start_actor_kwargs,  # to `ActorNursery.start_actor()`
+
+        # XXX see impl above; contains all (actor global)
+        # setup/teardown expected in all `brokerd` actor instances.
+        _setup_persistent_brokerd,
+    )
 
 
 async def spawn_brokerd(
@@ -94,44 +198,44 @@ async def spawn_brokerd(
 
 ) -> bool:
 
-    from piker.service import Services
     from piker.service._util import log  # use service mngr log
-
     log.info(f'Spawning {brokername} broker daemon')
 
-    brokermod = get_brokermod(brokername)
-    dname = f'brokerd.{brokername}'
+    (
+        brokermode,
+        tractor_kwargs,
+        daemon_fixture_ep,
+    ) = broker_init(
+        brokername,
+        loglevel,
+        **tractor_kwargs,
+    )
 
+    brokermod = get_brokermod(brokername)
     extra_tractor_kwargs = getattr(brokermod, '_spawn_kwargs', {})
     tractor_kwargs.update(extra_tractor_kwargs)
 
     # ask `pikerd` to spawn a new sub-actor and manage it under its
     # actor nursery
-    modpath = brokermod.__name__
-    broker_enable = [modpath]
-    for submodname in getattr(
-        brokermod,
-        '__enable_modules__',
-        [],
-    ):
-        subpath = f'{modpath}.{submodname}'
-        broker_enable.append(subpath)
+    from piker.service import Services
 
+    dname: str = tractor_kwargs.pop('name')  # f'brokerd.{brokername}'
     portal = await Services.actor_n.start_actor(
         dname,
-        enable_modules=_data_mods + broker_enable,
-        loglevel=loglevel,
+        enable_modules=_data_mods + tractor_kwargs.pop('enable_modules'),
         debug_mode=Services.debug_mode,
         **tractor_kwargs
     )
 
-    # non-blocking setup of brokerd service nursery
+    # NOTE: the service mngr expects an already spawned actor + its
+    # portal ref in order to do non-blocking setup of brokerd
+    # service nursery.
     await Services.start_service_task(
         dname,
         portal,
 
         # signature of target root-task endpoint
-        _setup_persistent_brokerd,
+        daemon_fixture_ep,
         brokername=brokername,
         loglevel=loglevel,
     )
@@ -148,8 +252,11 @@ async def maybe_spawn_brokerd(
 
 ) -> tractor.Portal:
     '''
-    Helper to spawn a brokerd service *from* a client
-    who wishes to use the sub-actor-daemon.
+    Helper to spawn a brokerd service *from* a client who wishes to
+    use the sub-actor-daemon but is fine with re-using any existing
+    and contactable `brokerd`.
+
+    Mas o menos, acts as a cached-actor-getter factory.
 
     '''
     from piker.service import maybe_spawn_daemon

piker/brokers/_util.py

@@ -1,5 +1,5 @@
 # piker: trading gear for hackers
-# Copyright (C) 2018-present  Tyler Goodlet (in stewardship of piker0)
+# Copyright (C) 2018-present Tyler Goodlet (in stewardship of 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
@@ -18,10 +18,11 @@
 Handy cross-broker utils.
 
 """
+from __future__ import annotations
 from functools import partial
 
 import json
-import asks
+import httpx
 import logging
 
 from ..log import (
@@ -32,6 +33,8 @@ from ..log import (
 subsys: str = 'piker.brokers'
 
 # NOTE: level should be reset by any actor that is spawned
+# as well as given a (more) explicit name/key such
+# as `piker.brokers.binance` matching the subpkg.
 log = get_logger(subsys)
 
 get_console_log = partial(
@@ -48,6 +51,7 @@ class SymbolNotFound(BrokerError):
     "Symbol not found by broker search"
 
 
+# TODO: these should probably be moved to `.tsp/.data`?
 class NoData(BrokerError):
     '''
     Symbol data not permitted or no data
@@ -57,14 +61,15 @@ class NoData(BrokerError):
     def __init__(
         self,
         *args,
-        frame_size: int = 1000,
+        info: dict|None = None,
 
     ) -> None:
         super().__init__(*args)
+        self.info: dict|None = info
 
         # when raised, machinery can check if the backend
         # set a "frame size" for doing datetime calcs.
-        self.frame_size: int = 1000
+        # self.frame_size: int = 1000
 
 
 class DataUnavailable(BrokerError):
@@ -86,16 +91,18 @@ class DataThrottle(BrokerError):
 
 
 def resproc(
-    resp: asks.response_objects.Response,
+    resp: httpx.Response,
     log: logging.Logger,
     return_json: bool = True,
     log_resp: bool = False,
 
-) -> asks.response_objects.Response:
-    """Process response and return its json content.
+) -> httpx.Response:
+    '''
+    Process response and return its json content.
 
     Raise the appropriate error on non-200 OK responses.
-    """
+
+    '''
     if not resp.status_code == 200:
         raise BrokerError(resp.body)
     try:

piker/brokers/binance.py

@@ -1,680 +0,0 @@
-# piker: trading gear for hackers
-# Copyright (C)
-#   Guillermo Rodriguez
-#   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/>.
-
-"""
-Binance backend
-
-"""
-from contextlib import (
-    asynccontextmanager as acm,
-    aclosing,
-)
-from datetime import datetime
-# from functools import lru_cache
-from decimal import Decimal
-from typing import (
-    Any, Union, Optional,
-    AsyncGenerator, Callable,
-)
-import time
-
-import trio
-from trio_typing import TaskStatus
-import pendulum
-import asks
-from fuzzywuzzy import process as fuzzy
-import numpy as np
-import tractor
-
-from .._cacheables import async_lifo_cache
-from ..accounting._mktinfo import (
-    Asset,
-    MktPair,
-    digits_to_dec,
-)
-from .._cacheables import open_cached_client
-from ._util import (
-    resproc,
-    SymbolNotFound,
-    DataUnavailable,
-)
-from ._util import (
-    log,
-    get_console_log,
-)
-from ..data.types import Struct
-from ..data.validate import FeedInit
-from ..data._web_bs import (
-    open_autorecon_ws,
-    NoBsWs,
-)
-
-
-_url = 'https://api.binance.com'
-
-
-# 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
-
-    # XXX: some additional fields are defined in the docs:
-    # https://binance-docs.github.io/apidocs/spot/en/#kline-candlestick-data
-
-    # ('close_time', int),
-    # ('quote_vol', float),
-    # ('num_trades', int),
-    # ('buy_base_vol', float),
-    # ('buy_quote_vol', float),
-    # ('ignore', 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 = False
-
-
-# https://binance-docs.github.io/apidocs/spot/en/#exchange-information
-
-# TODO: make this frozen again by pre-processing the
-# filters list to a dict at init time?
-class Pair(Struct, frozen=True):
-    symbol: str
-    status: str
-
-    baseAsset: str
-    baseAssetPrecision: int
-    cancelReplaceAllowed: bool
-    allowTrailingStop: bool
-    quoteAsset: str
-    quotePrecision: int
-    quoteAssetPrecision: int
-
-    baseCommissionPrecision: int
-    quoteCommissionPrecision: int
-
-    orderTypes: list[str]
-
-    icebergAllowed: bool
-    ocoAllowed: bool
-    quoteOrderQtyMarketAllowed: bool
-    isSpotTradingAllowed: bool
-    isMarginTradingAllowed: bool
-
-    defaultSelfTradePreventionMode: str
-    allowedSelfTradePreventionModes: list[str]
-
-    filters: dict[
-        str,
-        Union[str, int, float]
-    ]
-    permissions: list[str]
-
-    @property
-    def price_tick(self) -> Decimal:
-        # XXX: lul, after manually inspecting the response format we
-        # just directly pick out the info we need
-        step_size: str = self.filters['PRICE_FILTER']['tickSize'].rstrip('0')
-        return Decimal(step_size)
-
-    @property
-    def size_tick(self) -> Decimal:
-        step_size: str = self.filters['LOT_SIZE']['stepSize'].rstrip('0')
-        return Decimal(step_size)
-
-
-class OHLC(Struct):
-    '''
-    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
-    high: float
-    low: float
-    close: float
-    volume: float
-
-    close_time: int
-
-    quote_vol: float
-    num_trades: int
-    buy_base_vol: float
-    buy_quote_vol: float
-    ignore: int
-
-    # null the place holder for `bar_wap` until we
-    # figure out what to extract for this.
-    bar_wap: float = 0.0
-
-
-class L1(Struct):
-    # https://binance-docs.github.io/apidocs/spot/en/#individual-symbol-book-ticker-streams
-
-    update_id: int
-    sym: str
-
-    bid: float
-    bsize: float
-    ask: float
-    asize: float
-
-
-# convert datetime obj timestamp to unixtime in milliseconds
-def binance_timestamp(
-    when: datetime
-) -> int:
-    return int((when.timestamp() * 1000) + (when.microsecond / 1000))
-
-
-class Client:
-
-    def __init__(self) -> None:
-        self._sesh = asks.Session(connections=4)
-        self._sesh.base_location = _url
-        self._pairs: dict[str, Pair] = {}
-
-    async def _api(
-        self,
-        method: str,
-        params: dict,
-    ) -> dict[str, Any]:
-        resp = await self._sesh.get(
-            path=f'/api/v3/{method}',
-            params=params,
-            timeout=float('inf')
-        )
-        return resproc(resp, log)
-
-    async def exch_info(
-
-        self,
-        sym: str | None = None,
-
-    ) -> dict[str, Pair] | Pair:
-        '''
-        Fresh exchange-pairs info query for symbol ``sym: str``:
-        https://binance-docs.github.io/apidocs/spot/en/#exchange-information
-
-        '''
-        cached_pair = self._pairs.get(sym)
-        if cached_pair:
-            return cached_pair
-
-        # retrieve all symbols by default
-        params = {}
-        if sym is not None:
-            sym = sym.lower()
-            params = {'symbol': sym}
-
-        resp = await self._api('exchangeInfo', params=params)
-        entries = resp['symbols']
-        if not entries:
-            raise SymbolNotFound(f'{sym} not found:\n{resp}')
-
-        # pre-process .filters field into a table
-        pairs = {}
-        for item in entries:
-            symbol = item['symbol']
-            filters = {}
-            filters_ls: list = item.pop('filters')
-            for entry in filters_ls:
-                ftype = entry['filterType']
-                filters[ftype] = entry
-
-            pairs[symbol] = Pair(
-                filters=filters,
-                **item,
-            )
-
-        # pairs = {
-        #     item['symbol']: Pair(**item) for item in entries
-        # }
-        self._pairs.update(pairs)
-
-        if sym is not None:
-            return pairs[sym]
-        else:
-            return self._pairs
-
-    symbol_info = exch_info
-
-    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.exch_info()
-
-        matches = fuzzy.extractBests(
-            pattern,
-            data,
-            score_cutoff=50,
-        )
-        # repack in dict form
-        return {item[0]['symbol']: 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,  # <- max allowed per query
-        as_np: bool = True,
-
-    ) -> dict:
-
-        if end_dt is None:
-            end_dt = pendulum.now('UTC').add(minutes=1)
-
-        if start_dt is None:
-            start_dt = end_dt.start_of(
-                'minute').subtract(minutes=limit)
-
-        start_time = binance_timestamp(start_dt)
-        end_time = binance_timestamp(end_dt)
-
-        # https://binance-docs.github.io/apidocs/spot/en/#kline-candlestick-data
-        bars = await self._api(
-            'klines',
-            params={
-                'symbol': symbol.upper(),
-                'interval': '1m',
-                'startTime': start_time,
-                'endTime': end_time,
-                'limit': limit
-            }
-        )
-
-        # TODO: pack this bars scheme into a ``pydantic`` validator type:
-        # https://binance-docs.github.io/apidocs/spot/en/#kline-candlestick-data
-
-        # TODO: we should port this to ``pydantic`` to avoid doing
-        # manual validation ourselves..
-        new_bars = []
-        for i, bar in enumerate(bars):
-
-            bar = OHLC(*bar)
-            bar.typecast()
-
-            row = []
-            for j, (name, ftype) in enumerate(_ohlc_dtype[1:]):
-
-                # TODO: maybe we should go nanoseconds on all
-                # history time stamps?
-                if name == 'time':
-                    # convert to epoch seconds: float
-                    row.append(bar.time / 1000.0)
-
-                else:
-                    row.append(getattr(bar, name))
-
-            new_bars.append((i,) + tuple(row))
-
-        array = np.array(new_bars, dtype=_ohlc_dtype) if as_np else bars
-        return array
-
-
-@acm
-async def get_client() -> Client:
-    client = Client()
-    log.info('Caching exchange infos..')
-    await client.exch_info()
-    yield client
-
-
-# validation type
-class AggTrade(Struct):
-    e: str  # Event type
-    E: int  # Event time
-    s: str  # Symbol
-    a: int  # Aggregate trade ID
-    p: float  # Price
-    q: float  # Quantity
-    f: int  # First trade ID
-    l: int  # Last trade ID
-    T: int  # Trade time
-    m: bool  # Is the buyer the market maker?
-    M: bool  # Ignore
-
-
-async def stream_messages(
-    ws: NoBsWs,
-) -> AsyncGenerator[NoBsWs, dict]:
-
-    # TODO: match syntax here!
-    msg: dict[str, Any]
-    async for msg in ws:
-        match msg:
-            # for l1 streams binance doesn't add an event type field so
-            # identify those messages by matching keys
-            # https://binance-docs.github.io/apidocs/spot/en/#individual-symbol-book-ticker-streams
-            case {
-                # NOTE: this is never an old value it seems, so
-                # they are always sending real L1 spread updates.
-                'u': upid,  # update id
-                's': sym,
-                'b': bid,
-                'B': bsize,
-                'a': ask,
-                'A': asize,
-            }:
-                # TODO: it would be super nice to have a `L1` piker type
-                # which "renders" incremental tick updates from a packed
-                # msg-struct:
-                # - backend msgs after packed into the type such that we
-                #   can reduce IPC usage but without each backend having
-                #   to do that incremental update logic manually B)
-                # - would it maybe be more efficient to use this instead?
-                #   https://binance-docs.github.io/apidocs/spot/en/#diff-depth-stream
-                l1 = L1(
-                    update_id=upid,
-                    sym=sym,
-                    bid=bid,
-                    bsize=bsize,
-                    ask=ask,
-                    asize=asize,
-                )
-                l1.typecast()
-
-                # repack into piker's tick-quote format
-                yield 'l1', {
-                    'symbol': l1.sym,
-                    'ticks': [
-                        {
-                            'type': 'bid',
-                            'price': l1.bid,
-                            'size': l1.bsize,
-                        },
-                        {
-                            'type': 'bsize',
-                            'price': l1.bid,
-                            'size': l1.bsize,
-                        },
-                        {
-                            'type': 'ask',
-                            'price': l1.ask,
-                            'size': l1.asize,
-                        },
-                        {
-                            'type': 'asize',
-                            'price': l1.ask,
-                            'size': l1.asize,
-                        }
-                    ]
-                }
-
-            # https://binance-docs.github.io/apidocs/spot/en/#aggregate-trade-streams
-            case {
-                'e': 'aggTrade',
-            }:
-                # NOTE: this is purely for a definition,
-                # ``msgspec.Struct`` does not runtime-validate until you
-                # decode/encode, see:
-                # https://jcristharif.com/msgspec/structs.html#type-validation
-                msg = AggTrade(**msg)
-                msg.typecast()
-                yield 'trade', {
-                    'symbol': msg.s,
-                    'last': msg.p,
-                    'brokerd_ts': time.time(),
-                    'ticks': [{
-                        'type': 'trade',
-                        'price': msg.p,
-                        'size': msg.q,
-                        'broker_ts': msg.T,
-                    }],
-                }
-
-
-def make_sub(pairs: list[str], sub_name: str, uid: int) -> dict[str, str]:
-    """Create a request subscription packet dict.
-
-    https://binance-docs.github.io/apidocs/spot/en/#live-subscribing-unsubscribing-to-streams
-    """
-    return {
-        'method': 'SUBSCRIBE',
-        'params': [
-            f'{pair.lower()}@{sub_name}'
-            for pair in pairs
-        ],
-        'id': uid
-    }
-
-
-@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('binance') as client:
-
-        async def get_ohlc(
-            timeframe: float,
-            end_dt: datetime | None = None,
-            start_dt: datetime | None = None,
-
-        ) -> tuple[
-            np.ndarray,
-            datetime,  # start
-            datetime,  # end
-        ]:
-            if timeframe != 60:
-                raise DataUnavailable('Only 1m bars are supported')
-
-            array = await client.bars(
-                symbol,
-                start_dt=start_dt,
-                end_dt=end_dt,
-            )
-            times = array['time']
-            if (
-                end_dt is None
-            ):
-                inow = round(time.time())
-                if (inow - times[-1]) > 60:
-                    await tractor.breakpoint()
-
-            start_dt = pendulum.from_timestamp(times[0])
-            end_dt = pendulum.from_timestamp(times[-1])
-
-            return array, start_dt, end_dt
-
-        yield get_ohlc, {'erlangs': 3, 'rate': 3}
-
-
-@async_lifo_cache()
-async def get_mkt_info(
-    fqme: str,
-
-) -> tuple[MktPair, Pair]:
-
-    async with open_cached_client('binance') as client:
-
-        pair: Pair = await client.exch_info(fqme.upper())
-        mkt = MktPair(
-            dst=Asset(
-                name=pair.baseAsset,
-                atype='crypto',
-                tx_tick=digits_to_dec(pair.baseAssetPrecision),
-            ),
-            src=Asset(
-                name=pair.quoteAsset,
-                atype='crypto',
-                tx_tick=digits_to_dec(pair.quoteAssetPrecision),
-            ),
-            price_tick=pair.price_tick,
-            size_tick=pair.size_tick,
-            bs_mktid=pair.symbol,
-            broker='binance',
-        )
-        both = mkt, pair
-        return both
-
-
-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)
-
-    uid = 0
-
-    async with (
-        send_chan as send_chan,
-    ):
-        init_msgs: list[FeedInit] = []
-        for sym in symbols:
-            mkt, pair = await get_mkt_info(sym)
-
-            # build out init msgs according to latest spec
-            init_msgs.append(
-                FeedInit(
-                    mkt_info=mkt,
-                    shm_write_opts={'sum_tick_vml': False},
-                )
-            )
-
-        @acm
-        async def subscribe(ws: NoBsWs):
-            # setup subs
-
-            # trade data (aka L1)
-            # https://binance-docs.github.io/apidocs/spot/en/#symbol-order-book-ticker
-            l1_sub = make_sub(symbols, 'bookTicker', uid)
-            await ws.send_msg(l1_sub)
-
-            # aggregate (each order clear by taker **not** by maker)
-            # trades data:
-            # https://binance-docs.github.io/apidocs/spot/en/#aggregate-trade-streams
-            agg_trades_sub = make_sub(symbols, 'aggTrade', uid)
-            await ws.send_msg(agg_trades_sub)
-
-            # ack from ws server
-            res = await ws.recv_msg()
-            assert res['id'] == uid
-
-            yield
-
-            subs = []
-            for sym in symbols:
-                subs.append("{sym}@aggTrade")
-                subs.append("{sym}@bookTicker")
-
-            # unsub from all pairs on teardown
-            if ws.connected():
-                await ws.send_msg({
-                    "method": "UNSUBSCRIBE",
-                    "params": subs,
-                    "id": uid,
-                })
-
-                # XXX: do we need to ack the unsub?
-                # await ws.recv_msg()
-
-        async with (
-            open_autorecon_ws(
-                # XXX: see api docs which show diff addr?
-                # https://developers.binance.com/docs/binance-trading-api/websocket_api#general-api-information
-                # 'wss://ws-api.binance.com:443/ws-api/v3',
-                'wss://stream.binance.com/ws',
-                fixture=subscribe,
-            ) as ws,
-
-            # avoid stream-gen closure from breaking trio..
-            aclosing(stream_messages(ws)) as msg_gen,
-        ):
-            typ, quote = await anext(msg_gen)
-
-            # pull a first quote and deliver
-            while typ != 'trade':
-                typ, quote = await anext(msg_gen)
-
-            task_status.started((init_msgs, quote))
-
-            # signal to caller feed is ready for consumption
-            feed_is_live.set()
-
-            # import time
-            # last = time.time()
-
-            # start streaming
-            async for typ, msg in msg_gen:
-
-                # period = time.time() - last
-                # hz = 1/period if period else float('inf')
-                # if hz > 60:
-                #     log.info(f'Binance quotez : {hz}')
-
-                topic = msg['symbol'].lower()
-                await send_chan.send({topic: msg})
-                # last = time.time()
-
-
-@tractor.context
-async def open_symbol_search(
-    ctx: tractor.Context,
-) -> Client:
-    async with open_cached_client('binance') as client:
-
-        # load all symbols locally for fast search
-        cache = await client.exch_info()
-        await ctx.started()
-
-        async with ctx.open_stream() as stream:
-
-            async for pattern in stream:
-                # results = await client.exch_info(sym=pattern.upper())
-
-                matches = fuzzy.extractBests(
-                    pattern,
-                    cache,
-                    score_cutoff=50,
-                )
-                # repack in dict form
-                await stream.send({
-                    item[0].symbol: item[0]
-                    for item in matches
-                })

piker/brokers/binance/__init__.py

@@ -0,0 +1,60 @@
+# piker: trading gear for hackers
+# Copyright (C)
+#   Guillermo Rodriguez (aka ze jefe)
+#   Tyler Goodlet
+#   (in stewardship for pikers)
+
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU Affero General Public License as published by
+# 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/>.
+
+"""
+binancial secs on the floor, in the office, behind the dumpster.
+
+"""
+from .api import (
+    get_client,
+)
+from .feed import (
+    get_mkt_info,
+    open_history_client,
+    open_symbol_search,
+    stream_quotes,
+)
+from .broker import (
+    open_trade_dialog,
+    get_cost,
+)
+from .venues import (
+    SpotPair,
+    FutesPair,
+)
+
+__all__ = [
+    'get_client',
+    'get_mkt_info',
+    'get_cost',
+    'SpotPair',
+    'FutesPair',
+    'open_trade_dialog',
+    'open_history_client',
+    'open_symbol_search',
+    'stream_quotes',
+]
+
+
+# `brokerd` modules
+__enable_modules__: list[str] = [
+    'api',
+    'feed',
+    'broker',
+]

piker/brokers/binance/broker.py

@@ -0,0 +1,710 @@
+# piker: trading gear for hackers
+# Copyright (C)
+#   Guillermo Rodriguez (aka ze jefe)
+#   Tyler Goodlet
+#   (in stewardship for pikers)
+
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU Affero General Public License as published by
+# 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/>.
+
+'''
+Live order control B)
+
+'''
+from __future__ import annotations
+from pprint import pformat
+from typing import (
+    Any,
+    AsyncIterator,
+)
+import time
+from time import time_ns
+
+from bidict import bidict
+import tractor
+import trio
+
+from piker.accounting import (
+    Asset,
+)
+from piker.brokers._util import (
+    get_logger,
+)
+from piker.data._web_bs import (
+    open_autorecon_ws,
+    NoBsWs,
+)
+from piker.brokers import (
+    open_cached_client,
+    BrokerError,
+)
+from piker.clearing import (
+    OrderDialogs,
+)
+from piker.clearing._messages import (
+    BrokerdOrder,
+    BrokerdOrderAck,
+    BrokerdStatus,
+    BrokerdPosition,
+    BrokerdFill,
+    BrokerdCancel,
+    BrokerdError,
+    Status,
+    Order,
+)
+from .venues import (
+    Pair,
+    _futes_ws,
+    _testnet_futes_ws,
+)
+from .api import Client
+
+log = get_logger('piker.brokers.binance')
+
+
+# Fee schedule template, mostly for paper engine fees modelling.
+# https://www.binance.com/en/support/faq/what-are-market-makers-and-takers-360007720071
+def get_cost(
+    price: float,
+    size: float,
+    is_taker: bool = False,
+
+) -> float:
+
+    # https://www.binance.com/en/fee/trading
+    cb: float = price * size
+    match is_taker:
+        case True:
+            return cb * 0.001000
+
+        case False if cb < 1e6:
+            return cb * 0.001000
+
+        case False if 1e6 >= cb < 5e6:
+            return cb * 0.000900
+
+        # NOTE: there's more but are you really going
+        # to have a cb bigger then this per trade?
+        case False if cb >= 5e6:
+            return cb * 0.000800
+
+
+async def handle_order_requests(
+    ems_order_stream: tractor.MsgStream,
+    client: Client,
+    dids: bidict[str, str],
+    dialogs: OrderDialogs,
+
+) -> None:
+    '''
+    Receive order requests from `emsd`, translate tramsit API calls and transmit.
+
+    '''
+    msg: dict | BrokerdOrder | BrokerdCancel
+    async for msg in ems_order_stream:
+        log.info(f'Rx order request:\n{pformat(msg)}')
+        match msg:
+            case {
+                'action': 'cancel',
+            }:
+                cancel = BrokerdCancel(**msg)
+                existing: BrokerdOrder | None = dialogs.get(cancel.oid)
+                if not existing:
+                    log.error(
+                        f'NO Existing order-dialog for {cancel.oid}!?'
+                    )
+                    await ems_order_stream.send(BrokerdError(
+                        oid=cancel.oid,
+
+                        # TODO: do we need the symbol?
+                        # https://github.com/pikers/piker/issues/514
+                        symbol='unknown',
+
+                        reason=(
+                            'Invalid `binance` order request dialog oid',
+                        )
+                    ))
+                    continue
+
+                else:
+                    symbol: str = existing['symbol']
+                    try:
+                        await client.submit_cancel(
+                            symbol,
+                            cancel.oid,
+                        )
+                    except BrokerError as be:
+                        await ems_order_stream.send(
+                            BrokerdError(
+                                oid=msg['oid'],
+                                symbol=symbol,
+                                reason=(
+                                    '`binance` CANCEL failed:\n'
+                                    f'{be}'
+                                ))
+                        )
+                        continue
+
+            case {
+                'account': ('binance.usdtm' | 'binance.spot') as account,
+                'action': action,
+            } if action in {'buy', 'sell'}:
+
+                # validate
+                order = BrokerdOrder(**msg)
+                oid: str = order.oid  # emsd order id
+                modify: bool = False
+
+                # NOTE: check and report edits
+                if existing := dialogs.get(order.oid):
+                    log.info(
+                        f'Existing order for {oid} updated:\n'
+                        f'{pformat(existing.maps[-1])} -> {pformat(msg)}'
+                    )
+                    modify = True
+
+                    # only add new msg AFTER the existing check
+                    dialogs.add_msg(oid, msg)
+
+                else:
+                    # XXX NOTE: update before the ack!
+                    # track latest request state such that map
+                    # lookups start at the most recent msg and then
+                    # scan reverse-chronologically.
+                    dialogs.add_msg(oid, msg)
+
+                    # XXX: ACK the request **immediately** before sending
+                    # the api side request to ensure the ems maps the oid ->
+                    # reqid correctly!
+                    resp = BrokerdOrderAck(
+                        oid=oid,  # ems order request id
+                        reqid=oid,  # our custom int mapping
+                        account='binance',  # piker account
+                    )
+                    await ems_order_stream.send(resp)
+
+                # call our client api to submit the order
+                # NOTE: modifies only require diff key for user oid:
+                # https://binance-docs.github.io/apidocs/futures/en/#modify-order-trade
+                try:
+                    reqid = await client.submit_limit(
+                        symbol=order.symbol,
+                        side=order.action,
+                        quantity=order.size,
+                        price=order.price,
+                        oid=oid,
+                        modify=modify,
+                    )
+
+                    # SMH they do gen their own order id: ints.. 
+                    # assert reqid == order.oid
+                    dids[order.oid] = reqid
+
+                except BrokerError as be:
+                    await ems_order_stream.send(
+                        BrokerdError(
+                            oid=msg['oid'],
+                            symbol=msg['symbol'],
+                            reason=(
+                                '`binance` request failed:\n'
+                                f'{be}'
+                            ))
+                    )
+                    continue
+
+            case _:
+                account = msg.get('account')
+                if account not in {'binance.spot', 'binance.futes'}:
+                    log.error(
+                        'Order request does not have a valid binance account name?\n'
+                        'Only one of\n'
+                        '- `binance.spot` or,\n'
+                        '- `binance.usdtm`\n'
+                        'is currently valid!'
+                    )
+                await ems_order_stream.send(
+                    BrokerdError(
+                        oid=msg['oid'],
+                        symbol=msg['symbol'],
+                        reason=(
+                            f'Invalid `binance` broker request msg:\n{msg}'
+                        ))
+                )
+
+
+@tractor.context
+async def open_trade_dialog(
+    ctx: tractor.Context,
+
+) -> AsyncIterator[dict[str, Any]]:
+
+    # TODO: how do we set this from the EMS such that
+    # positions are loaded from the correct venue on the user
+    # stream at startup? (that is in an attempt to support both
+    # spot and futes markets?)
+    # - I guess we just want to instead start 2 separate user
+    #   stream tasks right? unless we want another actor pool?
+    #   XXX: see issue: <urlhere>
+    venue_name: str = 'futes'
+    venue_mode: str = 'usdtm_futes'
+    account_name: str = 'usdtm'
+    use_testnet: bool = False
+
+    # TODO: if/when we add .accounting support we need to
+    # do a open_symcache() call.. though maybe we can hide
+    # this in a new async version of open_account()?
+    async with open_cached_client('binance') as client:
+        subconf: dict|None = client.conf.get(venue_name)
+
+        # XXX: if no futes.api_key or spot.api_key has been set we
+        # always fall back to the paper engine!
+        if (
+            not subconf
+            or
+            not subconf.get('api_key')
+        ):
+            await ctx.started('paper')
+            return
+
+        use_testnet: bool = subconf.get('use_testnet', False)
+
+    async with (
+        open_cached_client('binance') as client,
+    ):
+        client.mkt_mode: str = venue_mode
+
+        # TODO: map these wss urls depending on spot or futes
+        # setting passed when this task is spawned?
+        wss_url: str = _futes_ws if not use_testnet else _testnet_futes_ws
+
+        wss: NoBsWs
+        async with (
+            client.manage_listen_key() as listen_key,
+            open_autorecon_ws(f'{wss_url}/?listenKey={listen_key}') as wss,
+        ):
+            nsid: int = time_ns()
+            await wss.send_msg({
+                # "method": "SUBSCRIBE",
+                "method": "REQUEST",
+                "params":
+                [
+                    f"{listen_key}@account",
+                    f"{listen_key}@balance",
+                    f"{listen_key}@position",
+
+                    # TODO: does this even work!? seems to cause
+                    # a hang on the first msg..? lelelel.
+                    # f"{listen_key}@order",
+                ],
+                "id": nsid
+            })
+
+            with trio.fail_after(6):
+                msg = await wss.recv_msg()
+                assert msg['id'] == nsid
+
+            # TODO: load other market wide data / statistics:
+            # - OI: https://binance-docs.github.io/apidocs/futures/en/#open-interest
+            # - OI stats: https://binance-docs.github.io/apidocs/futures/en/#open-interest-statistics
+            accounts: bidict[str, str] = bidict({'binance.usdtm': None})
+            balances: dict[Asset, float] = {}
+            positions: list[BrokerdPosition] = []
+
+            for resp_dict in msg['result']:
+                resp: dict = resp_dict['res']
+                req: str = resp_dict['req']
+
+                # @account response should be something like:
+                # {'accountAlias': 'sRFzFzAuuXsR',
+                #  'canDeposit': True,
+                #  'canTrade': True,
+                #  'canWithdraw': True,
+                #  'feeTier': 0}
+                if 'account' in req:
+                    # NOTE: fill in the hash-like key/alias binance
+                    # provides for the account.
+                    alias: str = resp['accountAlias']
+                    accounts['binance.usdtm'] = alias
+
+                # @balance response:
+                # {'accountAlias': 'sRFzFzAuuXsR',
+                #      'balances': [{'asset': 'BTC',
+                #                    'availableBalance': '0.00000000',
+                #                    'balance': '0.00000000',
+                #                    'crossUnPnl': '0.00000000',
+                #                    'crossWalletBalance': '0.00000000',
+                #                    'maxWithdrawAmount': '0.00000000',
+                #                    'updateTime': 0}]
+                #                     ...
+                # }
+                elif 'balance' in req:
+                    for entry in resp['balances']:
+                        name: str = entry['asset']
+                        balance: float = float(entry['balance'])
+                        last_update_t: int = entry['updateTime']
+
+                        spot_asset: Asset = client._venue2assets['spot'][name]
+
+                        if balance > 0:
+                            balances[spot_asset] = (balance, last_update_t)
+                            # await tractor.pause()
+
+                # @position response:
+                # {'positions': [{'entryPrice': '0.0',
+                #                    'isAutoAddMargin': False,
+                #                    'isolatedMargin': '0',
+                #                    'leverage': 20,
+                #                    'liquidationPrice': '0',
+                #                    'marginType': 'CROSSED',
+                #                    'markPrice': '0.60289650',
+                #                    'markPrice': '0.00000000',
+                #                    'maxNotionalValue': '25000',
+                #                    'notional': '0',
+                #                    'positionAmt': '0',
+                #                    'positionSide': 'BOTH',
+                #                    'symbol': 'ETHUSDT_230630',
+                #                    'unRealizedProfit': '0.00000000',
+                #                    'updateTime': 1672741444894}
+                #                    ...
+                # }
+                elif 'position' in req:
+                    for entry in resp['positions']:
+                        bs_mktid: str = entry['symbol']
+                        entry_size: float = float(entry['positionAmt'])
+
+                        pair: Pair | None = client._venue2pairs[
+                            venue_mode
+                        ].get(bs_mktid)
+                        if (
+                            pair
+                            and entry_size > 0
+                        ):
+                            entry_price: float = float(entry['entryPrice'])
+
+                            ppmsg = BrokerdPosition(
+                                broker='binance',
+                                account=f'binance.{account_name}',
+
+                                # TODO: maybe we should be passing back
+                                # a `MktPair` here?
+                                symbol=pair.bs_fqme.lower() + '.binance',
+
+                                size=entry_size,
+                                avg_price=entry_price,
+                            )
+                            positions.append(ppmsg)
+
+                        if pair is None:
+                            log.warning(
+                                f'`{bs_mktid}` Position entry but no market pair?\n'
+                                f'{pformat(entry)}\n'
+                            )
+
+            await ctx.started((
+                positions,
+                list(accounts)
+            ))
+
+            # TODO: package more state tracking into the dialogs API?
+            # - hmm maybe we could include `OrderDialogs.dids:
+            #   bidict` as part of the interface and then ask for
+            #   a reqid field to be passed at init?
+            #   |-> `OrderDialog(reqid_field='orderId')` kinda thing?
+            # - also maybe bundle in some kind of dialog to account
+            #   table?
+            dialogs = OrderDialogs()
+            dids: dict[str, int] = bidict()
+
+            # TODO: further init setup things to get full EMS and
+            # .accounting support B)
+            # - live order loading via user stream subscription and
+            #   update to the order dialog table.
+            #   - MAKE SURE we add live orders loaded during init
+            #   into the dialogs table to ensure they can be
+            #   cancelled, meaning we can do a symbol lookup.
+            # - position loading using `piker.accounting` subsys
+            #   and comparison with binance's own position calcs.
+            # - load pps and accounts using accounting apis, write
+            #   the ledger and account files
+            #   - table: Account
+            #   - ledger: TransactionLedger
+
+            async with (
+                trio.open_nursery() as tn,
+                ctx.open_stream() as ems_stream,
+            ):
+                # deliver all pre-exist open orders to EMS thus syncing
+                # state with existing live limits reported by them.
+                order: Order
+                for order in await client.get_open_orders():
+                    status_msg = Status(
+                        time_ns=time.time_ns(),
+                        resp='open',
+                        oid=order.oid,
+                        reqid=order.oid,
+
+                        # embedded order info
+                        req=order,
+                        src='binance',
+                    )
+                    dialogs.add_msg(order.oid, order.to_dict())
+                    await ems_stream.send(status_msg)
+
+                tn.start_soon(
+                    handle_order_requests,
+                    ems_stream,
+                    client,
+                    dids,
+                    dialogs,
+                )
+                tn.start_soon(
+                    handle_order_updates,
+                    venue_mode,
+                    account_name,
+                    client,
+                    ems_stream,
+                    wss,
+                    dialogs,
+
+                )
+
+                await trio.sleep_forever()
+
+
+async def handle_order_updates(
+    venue: str,
+    account_name: str,
+    client: Client,
+    ems_stream: tractor.MsgStream,
+    wss: NoBsWs,
+    dialogs: OrderDialogs,
+
+) -> None:
+    '''
+    Main msg handling loop for all things order management.
+
+    This code is broken out to make the context explicit and state
+    variables defined in the signature clear to the reader.
+
+    '''
+    async for msg in wss:
+        log.info(f'Rx USERSTREAM msg:\n{pformat(msg)}')
+        match msg:
+
+            # ORDER update
+            # spot: https://binance-docs.github.io/apidocs/spot/en/#payload-balance-update
+            # futes: https://binance-docs.github.io/apidocs/futures/en/#event-order-update
+            # futes: https://binance-docs.github.io/apidocs/futures/en/#event-balance-and-position-update
+            # {'o': {
+            #    'L': '0',
+            #    'N': 'USDT',
+            #    'R': False,
+            #    'S': 'BUY',
+            #    'T': 1687028772484,
+            #    'X': 'NEW',
+            #    'a': '0',
+            #    'ap': '0',
+            #    'b': '7012.06520',
+            #    'c': '518d4122-8d3e-49b0-9a1e-1fabe6f62e4c',
+            #    'cp': False,
+            #    'f': 'GTC',
+            #    'i': 3376956924,
+            #    'l': '0',
+            #    'm': False,
+            #    'n': '0',
+            #    'o': 'LIMIT',
+            #    'ot': 'LIMIT',
+            #    'p': '21136.80',
+            #    'pP': False,
+            #    'ps': 'BOTH',
+            #    'q': '0.047',
+            #    'rp': '0',
+            #    's': 'BTCUSDT',
+            #    'si': 0,
+            #    'sp': '0',
+            #    'ss': 0,
+            #    't': 0,
+            #    'wt': 'CONTRACT_PRICE',
+            #    'x': 'NEW',
+            #    'z': '0'}
+            # }
+            case {
+                # 'e': 'executionReport',
+                'e': 'ORDER_TRADE_UPDATE',
+                'T': int(epoch_ms),
+                'o': {
+                    's': bs_mktid,
+
+                    # XXX NOTE XXX see special ids for market
+                    # events or margin calls:
+                    # // special client order id:
+                    # // starts with "autoclose-": liquidation order
+                    # // "adl_autoclose": ADL auto close order
+                    # // "settlement_autoclose-": settlement order
+                    #     for delisting or delivery
+                    'c': oid,
+                    # 'i': reqid,  # binance internal int id
+
+                    # prices
+                    'a': submit_price,
+                    'ap': avg_price,
+                    'L': fill_price,
+
+                    # sizing
+                    'q': req_size,
+                    'l': clear_size_filled,  # this event
+                    'z': accum_size_filled,  # accum
+
+                    # commissions
+                    'n': cost,
+                    'N': cost_asset,
+
+                    # state
+                    'S': side,
+                    'X': status,
+                },
+            } as order_msg:
+                log.info(
+                    f'{status} for {side} ORDER oid: {oid}\n'
+                    f'bs_mktid: {bs_mktid}\n\n'
+
+                    f'order size: {req_size}\n'
+                    f'cleared size: {clear_size_filled}\n'
+                    f'accum filled size: {accum_size_filled}\n\n'
+
+                    f'submit price: {submit_price}\n'
+                    f'fill_price: {fill_price}\n'
+                    f'avg clearing price: {avg_price}\n\n'
+
+                    f'cost: {cost}@{cost_asset}\n'
+                )
+
+                # status remap from binance to piker's
+                # status set:
+                # - NEW
+                # - PARTIALLY_FILLED
+                # - FILLED
+                # - CANCELED
+                # - EXPIRED
+                # https://binance-docs.github.io/apidocs/futures/en/#event-order-update
+
+                req_size: float = float(req_size)
+                accum_size_filled: float = float(accum_size_filled)
+                fill_price: float = float(fill_price)
+
+                match status:
+                    case 'PARTIALLY_FILLED' | 'FILLED':
+                        status = 'fill'
+
+                        fill_msg = BrokerdFill(
+                            time_ns=time_ns(),
+                            # reqid=reqid,
+                            reqid=oid,
+
+                            # just use size value for now?
+                            # action=action,
+                            size=clear_size_filled,
+                            price=fill_price,
+
+                            # TODO: maybe capture more msg data
+                            # i.e fees?
+                            broker_details={'name': 'broker'} | order_msg,
+                            broker_time=time.time(),
+                        )
+                        await ems_stream.send(fill_msg)
+
+                        if accum_size_filled == req_size:
+                            status = 'closed'
+                            dialogs.pop(oid)
+
+                    case 'NEW':
+                        status = 'open'
+
+                    case 'EXPIRED':
+                        status = 'canceled'
+                        dialogs.pop(oid)
+
+                    case _:
+                        status = status.lower()
+
+                resp = BrokerdStatus(
+                    time_ns=time_ns(),
+                    # reqid=reqid,
+                    reqid=oid,
+
+                    # TODO: i feel like we don't need to make the
+                    # ems and upstream clients aware of this?
+                    # account='binance.usdtm',
+
+                    status=status,
+
+                    filled=accum_size_filled,
+                    remaining=req_size - accum_size_filled,
+                    broker_details={
+                        'name': 'binance',
+                        'broker_time': epoch_ms / 1000.
+                    }
+                )
+                await ems_stream.send(resp)
+
+            # ACCOUNT and POSITION update B)
+            # {
+            #  'E': 1687036749218,
+            #  'e': 'ACCOUNT_UPDATE'
+            #  'T': 1687036749215,
+            #  'a': {'B': [{'a': 'USDT',
+            #               'bc': '0',
+            #               'cw': '1267.48920735',
+            #               'wb': '1410.90245576'}],
+            #        'P': [{'cr': '-3292.10973007',
+            #               'ep': '26349.90000',
+            #               'iw': '143.41324841',
+            #               'ma': 'USDT',
+            #               'mt': 'isolated',
+            #               'pa': '0.038',
+            #               'ps': 'BOTH',
+            #               's': 'BTCUSDT',
+            #               'up': '5.17555453'}],
+            #        'm': 'ORDER'},
+            # }
+            case {
+                'T': int(epoch_ms),
+                'e': 'ACCOUNT_UPDATE',
+                'a': {
+                    'P': [{
+                        's': bs_mktid,
+                        'pa': pos_amount,
+                        'ep': entry_price,
+                    }],
+                },
+            }:
+                # real-time relay position updates back to EMS
+                pair: Pair | None = client._venue2pairs[venue].get(bs_mktid)
+                ppmsg = BrokerdPosition(
+                    broker='binance',
+                    account=f'binance.{account_name}',
+
+                    # TODO: maybe we should be passing back
+                    # a `MktPair` here?
+                    symbol=pair.bs_fqme.lower() + '.binance',
+
+                    size=float(pos_amount),
+                    avg_price=float(entry_price),
+                )
+                await ems_stream.send(ppmsg)
+
+            case _:
+                log.warning(
+                    'Unhandled event:\n'
+                    f'{pformat(msg)}'
+                )

piker/brokers/binance/feed.py

@@ -0,0 +1,557 @@
+# 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 __future__ import annotations
+from contextlib import (
+    asynccontextmanager as acm,
+    aclosing,
+)
+from datetime import datetime
+from functools import (
+    partial,
+)
+import itertools
+from pprint import pformat
+from typing import (
+    Any,
+    AsyncGenerator,
+    Callable,
+    Generator,
+)
+import time
+
+import trio
+from trio_typing import TaskStatus
+from pendulum import (
+    from_timestamp,
+)
+import numpy as np
+import tractor
+
+from piker.brokers import (
+    open_cached_client,
+    NoData,
+)
+from piker._cacheables import (
+    async_lifo_cache,
+)
+from piker.accounting import (
+    Asset,
+    DerivTypes,
+    MktPair,
+    unpack_fqme,
+)
+from piker.types import Struct
+from piker.data.validate import FeedInit
+from piker.data._web_bs import (
+    open_autorecon_ws,
+    NoBsWs,
+)
+from piker.brokers._util import (
+    DataUnavailable,
+    get_logger,
+)
+
+from .api import (
+    Client,
+)
+from .venues import (
+    Pair,
+    FutesPair,
+    get_api_eps,
+)
+
+log = get_logger('piker.brokers.binance')
+
+
+class L1(Struct):
+    # https://binance-docs.github.io/apidocs/spot/en/#individual-symbol-book-ticker-streams
+
+    update_id: int
+    sym: str
+
+    bid: float
+    bsize: float
+    ask: float
+    asize: float
+
+
+# validation type
+class AggTrade(Struct, frozen=True):
+    e: str  # Event type
+    E: int  # Event time
+    s: str  # Symbol
+    a: int  # Aggregate trade ID
+    p: float  # Price
+    q: float  # Quantity
+    f: int  # First trade ID
+    l: int  # noqa Last trade ID
+    T: int  # Trade time
+    m: bool  # Is the buyer the market maker?
+    M: bool | None = None  # Ignore
+
+
+async def stream_messages(
+    ws: NoBsWs,
+
+) -> AsyncGenerator[NoBsWs, dict]:
+
+    # TODO: match syntax here!
+    msg: dict[str, Any]
+    async for msg in ws:
+        match msg:
+            # for l1 streams binance doesn't add an event type field so
+            # identify those messages by matching keys
+            # https://binance-docs.github.io/apidocs/spot/en/#individual-symbol-book-ticker-streams
+            case {
+                # NOTE: this is never an old value it seems, so
+                # they are always sending real L1 spread updates.
+                'u': upid,  # update id
+                's': sym,
+                'b': bid,
+                'B': bsize,
+                'a': ask,
+                'A': asize,
+            }:
+                # TODO: it would be super nice to have a `L1` piker type
+                # which "renders" incremental tick updates from a packed
+                # msg-struct:
+                # - backend msgs after packed into the type such that we
+                #   can reduce IPC usage but without each backend having
+                #   to do that incremental update logic manually B)
+                # - would it maybe be more efficient to use this instead?
+                #   https://binance-docs.github.io/apidocs/spot/en/#diff-depth-stream
+                l1 = L1(
+                    update_id=upid,
+                    sym=sym,
+                    bid=bid,
+                    bsize=bsize,
+                    ask=ask,
+                    asize=asize,
+                )
+                # for speed probably better to only specifically
+                # cast fields we need in numerical form?
+                # l1.typecast()
+
+                # repack into piker's tick-quote format
+                yield 'l1', {
+                    'symbol': l1.sym,
+                    'ticks': [
+                        {
+                            'type': 'bid',
+                            'price': float(l1.bid),
+                            'size': float(l1.bsize),
+                        },
+                        {
+                            'type': 'bsize',
+                            'price': float(l1.bid),
+                            'size': float(l1.bsize),
+                        },
+                        {
+                            'type': 'ask',
+                            'price': float(l1.ask),
+                            'size': float(l1.asize),
+                        },
+                        {
+                            'type': 'asize',
+                            'price': float(l1.ask),
+                            'size': float(l1.asize),
+                        }
+                    ]
+                }
+
+            # https://binance-docs.github.io/apidocs/spot/en/#aggregate-trade-streams
+            case {
+                'e': 'aggTrade',
+            }:
+                # NOTE: this is purely for a definition,
+                # ``msgspec.Struct`` does not runtime-validate until you
+                # decode/encode, see:
+                # https://jcristharif.com/msgspec/structs.html#type-validation
+                msg = AggTrade(**msg)  # TODO: should we .copy() ?
+                piker_quote: dict = {
+                    'symbol': msg.s,
+                    'last': float(msg.p),
+                    'brokerd_ts': time.time(),
+                    'ticks': [{
+                        'type': 'trade',
+                        'price': float(msg.p),
+                        'size': float(msg.q),
+                        'broker_ts': msg.T,
+                    }],
+                }
+                yield 'trade', piker_quote
+
+
+def make_sub(pairs: list[str], sub_name: str, uid: int) -> dict[str, str]:
+    '''
+    Create a request subscription packet dict.
+
+    - spot:
+      https://binance-docs.github.io/apidocs/spot/en/#live-subscribing-unsubscribing-to-streams
+
+    - futes:
+      https://binance-docs.github.io/apidocs/futures/en/#websocket-market-streams
+
+    '''
+    return {
+        'method': 'SUBSCRIBE',
+        'params': [
+            f'{pair.lower()}@{sub_name}'
+            for pair in pairs
+        ],
+        'id': uid
+    }
+
+
+# TODO, why aren't frame resp `log.info()`s showing in upstream
+# code?!
+@acm
+async def open_history_client(
+    mkt: MktPair,
+
+) -> tuple[Callable, int]:
+
+    # TODO implement history getter for the new storage layer.
+    async with open_cached_client('binance') as client:
+
+        async def get_ohlc(
+            timeframe: float,
+            end_dt: datetime | None = None,
+            start_dt: datetime | None = None,
+
+        ) -> tuple[
+            np.ndarray,
+            datetime,  # start
+            datetime,  # end
+        ]:
+            if timeframe != 60:
+                raise DataUnavailable('Only 1m bars are supported')
+
+            # TODO: better wrapping for venue / mode?
+            # - eventually logic for usd vs. coin settled futes
+            #   based on `MktPair.src` type/value?
+            # - maybe something like `async with
+            # Client.use_venue('usdtm_futes')`
+            if mkt.type_key in DerivTypes:
+                client.mkt_mode = 'usdtm_futes'
+            else:
+                client.mkt_mode = 'spot'
+
+            array: np.ndarray = await client.bars(
+                mkt=mkt,
+                start_dt=start_dt,
+                end_dt=end_dt,
+            )
+            if array.size == 0:
+                raise NoData(
+                    f'No frame for {start_dt} -> {end_dt}\n'
+                )
+
+            times = array['time']
+            if not times.any():
+                raise ValueError(
+                    'Bad frame with null-times?\n\n'
+                    f'{times}'
+                )
+
+            if end_dt is None:
+                inow: int = round(time.time())
+                if (inow - times[-1]) > 60:
+                    await tractor.pause()
+
+            start_dt = from_timestamp(times[0])
+            end_dt = from_timestamp(times[-1])
+            return array, start_dt, end_dt
+
+        yield get_ohlc, {'erlangs': 3, 'rate': 3}
+
+
+@async_lifo_cache()
+async def get_mkt_info(
+    fqme: str,
+
+) -> tuple[MktPair, Pair] | None:
+
+    # uppercase since kraken bs_mktid is always upper
+    if 'binance' not in fqme.lower():
+        fqme += '.binance'
+
+    mkt_mode: str = ''
+    broker, mkt_ep, venue, expiry = unpack_fqme(fqme)
+
+    # NOTE: we always upper case all tokens to be consistent with
+    # binance's symbology style for pairs, like `BTCUSDT`, but in
+    # theory we could also just keep things lower case; as long as
+    # we're consistent and the symcache matches whatever this func
+    # returns, always!
+    expiry: str = expiry.upper()
+    venue: str = venue.upper()
+    venue_lower: str = venue.lower()
+
+    # XXX TODO: we should change the usdtm_futes name to just
+    # usdm_futes (dropping the tether part) since it turns out that
+    # there are indeed USD-tokens OTHER THEN tether being used as
+    # the margin assets.. it's going to require a wholesale
+    # (variable/key) rename as well as file name adjustments to any
+    # existing tsdb set..
+    if 'usd' in venue_lower:
+        mkt_mode: str = 'usdtm_futes'
+
+    # NO IDEA what these contracts (some kinda DEX-ish futes?) are
+    # but we're masking them for now..
+    elif (
+        'defi' in venue_lower
+
+        # TODO: handle coinm futes which have a margin asset that
+        # is some crypto token!
+        # https://binance-docs.github.io/apidocs/delivery/en/#exchange-information
+        or 'btc' in venue_lower
+    ):
+        return None
+
+    else:
+        # NOTE: see the `FutesPair.bs_fqme: str` implementation
+        # to understand the reverse market info lookup below.
+        mkt_mode = venue_lower or 'spot'
+
+    if (
+        venue
+        and 'spot' not in venue_lower
+
+        # XXX: catch all in case user doesn't know which
+        # venue they want (usdtm vs. coinm) and we can choose
+        # a default (via config?) once we support coin-m APIs.
+        or 'perp' in venue_lower
+    ):
+        if not mkt_mode:
+            mkt_mode: str = f'{venue_lower}_futes'
+
+    async with open_cached_client(
+        'binance',
+    ) as client:
+
+        assets: dict[str, Asset] = await client.get_assets()
+        pair_str: str = mkt_ep.upper()
+
+        # switch venue-mode depending on input pattern parsing
+        # since we want to use a particular endpoint (set) for
+        # pair info lookup!
+        client.mkt_mode = mkt_mode
+
+        pair: Pair = await client.exch_info(
+            pair_str,
+            venue=mkt_mode,  # explicit
+            expiry=expiry,
+        )
+
+        if 'futes' in mkt_mode:
+            assert isinstance(pair, FutesPair)
+
+        dst: Asset | None = assets.get(pair.bs_dst_asset)
+        if (
+            not dst
+            # TODO: a known asset DNE list?
+            # and pair.baseAsset == 'DEFI'
+        ):
+            log.warning(
+                f'UNKNOWN {venue} asset {pair.baseAsset} from,\n'
+                f'{pformat(pair.to_dict())}'
+            )
+
+            # XXX UNKNOWN missing "asset", though no idea why?
+            # maybe it's only avail in the margin venue(s): /dapi/ ?
+            return None
+
+        mkt = MktPair(
+            dst=dst,
+            src=assets[pair.bs_src_asset],
+            price_tick=pair.price_tick,
+            size_tick=pair.size_tick,
+            bs_mktid=pair.symbol,
+            expiry=expiry,
+            venue=venue,
+            broker='binance',
+
+            # NOTE: sectype is always taken from dst, see
+            # `MktPair.type_key` and `Client._cache_pairs()`
+            # _atype=sectype,
+        )
+        return mkt, pair
+
+
+@acm
+async def subscribe(
+    ws: NoBsWs,
+    symbols: list[str],
+
+    # defined once at import time to keep a global state B)
+    iter_subids: Generator[int, None, None] = itertools.count(),
+
+):
+    # setup subs
+
+    subid: int = next(iter_subids)
+
+    # trade data (aka L1)
+    # https://binance-docs.github.io/apidocs/spot/en/#symbol-order-book-ticker
+    l1_sub = make_sub(symbols, 'bookTicker', subid)
+    await ws.send_msg(l1_sub)
+
+    # aggregate (each order clear by taker **not** by maker)
+    # trades data:
+    # https://binance-docs.github.io/apidocs/spot/en/#aggregate-trade-streams
+    agg_trades_sub = make_sub(symbols, 'aggTrade', subid)
+    await ws.send_msg(agg_trades_sub)
+
+    # might get ack from ws server, or maybe some
+    # other msg still in transit..
+    res = await ws.recv_msg()
+    subid: str | None = res.get('id')
+    if subid:
+        assert res['id'] == subid
+
+    yield
+
+    subs = []
+    for sym in symbols:
+        subs.append("{sym}@aggTrade")
+        subs.append("{sym}@bookTicker")
+
+    # unsub from all pairs on teardown
+    if ws.connected():
+        await ws.send_msg({
+            "method": "UNSUBSCRIBE",
+            "params": subs,
+            "id": subid,
+        })
+
+        # XXX: do we need to ack the unsub?
+        # await ws.recv_msg()
+
+
+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:
+
+    async with (
+        send_chan as send_chan,
+        open_cached_client('binance') as client,
+    ):
+        init_msgs: list[FeedInit] = []
+        for sym in symbols:
+            mkt: MktPair
+            pair: Pair
+            mkt, pair = await get_mkt_info(sym)
+
+            # build out init msgs according to latest spec
+            init_msgs.append(
+                FeedInit(mkt_info=mkt)
+            )
+
+        wss_url: str = get_api_eps(client.mkt_mode)[1]  # 2nd elem is wss url
+
+        # TODO: for sanity, but remove eventually Xp
+        if 'future' in mkt.type_key:
+            assert 'fstream' in wss_url
+
+        async with (
+            open_autorecon_ws(
+                url=wss_url,
+                fixture=partial(
+                    subscribe,
+                    symbols=[mkt.bs_mktid],
+                ),
+            ) as ws,
+
+            # avoid stream-gen closure from breaking trio..
+            aclosing(stream_messages(ws)) as msg_gen,
+        ):
+            # log.info('WAITING ON FIRST LIVE QUOTE..')
+            typ, quote = await anext(msg_gen)
+
+            # pull a first quote and deliver
+            while typ != 'trade':
+                typ, quote = await anext(msg_gen)
+
+            task_status.started((init_msgs, quote))
+
+            # signal to caller feed is ready for consumption
+            feed_is_live.set()
+
+            # import time
+            # last = time.time()
+
+            # XXX NOTE: can't include the `.binance` suffix
+            # or the sampling loop will not broadcast correctly
+            # since `bus._subscribers.setdefault(bs_fqme, set())`
+            # is used inside `.data.open_feed_bus()` !!!
+            topic: str = mkt.bs_fqme
+
+            # start streaming
+            async for typ, quote in msg_gen:
+                # period = time.time() - last
+                # hz = 1/period if period else float('inf')
+                # if hz > 60:
+                #     log.info(f'Binance quotez : {hz}')
+                await send_chan.send({topic: quote})
+                # last = time.time()
+
+
+@tractor.context
+async def open_symbol_search(
+    ctx: tractor.Context,
+) -> Client:
+
+    # NOTE: symbology tables are loaded as part of client
+    # startup in ``.api.get_client()`` and in this case
+    # are stored as `Client._pairs`.
+    async with open_cached_client('binance') as client:
+
+        # TODO: maybe we should deliver the cache
+        # so that client's can always do a local-lookup-first
+        # style try and then update async as (new) match results
+        # are delivered from here?
+        await ctx.started()
+
+        async with ctx.open_stream() as stream:
+
+            pattern: str
+            async for pattern in stream:
+                # NOTE: pattern fuzzy-matching is done within
+                # the methd impl.
+                pairs: dict[str, Pair] = await client.search_symbols(
+                    pattern,
+                )
+
+                # repack in fqme-keyed table
+                byfqme: dict[str, Pair] = {}
+                for pair in pairs.values():
+                    byfqme[pair.bs_fqme] = pair
+
+                await stream.send(byfqme)

piker/brokers/binance/venues.py

@@ -0,0 +1,303 @@
+# piker: trading gear for hackers
+# Copyright (C) Tyler Goodlet (in stewardship for pikers)
+
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU Affero General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU Affero General Public License for more details.
+
+# You should have received a copy of the GNU Affero General Public License
+# along with this program.  If not, see <https://www.gnu.org/licenses/>.
+
+"""
+Per market data-type definitions and schemas types.
+
+"""
+from __future__ import annotations
+from typing import (
+    Literal,
+)
+from decimal import Decimal
+
+from msgspec import field
+
+from piker.types import Struct
+
+
+# API endpoint paths by venue / sub-API
+_domain: str = 'binance.com'
+_spot_url = f'https://api.{_domain}'
+_futes_url = f'https://fapi.{_domain}'
+
+# WEBsocketz
+# NOTE XXX: see api docs which show diff addr?
+# https://developers.binance.com/docs/binance-trading-api/websocket_api#general-api-information
+_spot_ws: str = 'wss://stream.binance.com/ws'
+# or this one? ..
+# 'wss://ws-api.binance.com:443/ws-api/v3',
+
+# https://binance-docs.github.io/apidocs/futures/en/#websocket-market-streams
+_futes_ws: str = f'wss://fstream.{_domain}/ws'
+_auth_futes_ws: str = 'wss://fstream-auth.{_domain}/ws'
+
+# test nets
+# NOTE: spot test network only allows certain ep sets:
+# https://testnet.binance.vision/
+# https://www.binance.com/en/support/faq/how-to-test-my-functions-on-binance-testnet-ab78f9a1b8824cf0a106b4229c76496d
+_testnet_spot_url: str = 'https://testnet.binance.vision/api'
+_testnet_spot_ws: str = 'wss://testnet.binance.vision/ws'
+# or this one? ..
+# 'wss://testnet.binance.vision/ws-api/v3'
+
+_testnet_futes_url: str = 'https://testnet.binancefuture.com'
+_testnet_futes_ws: str = 'wss://stream.binancefuture.com/ws'
+
+
+MarketType = Literal[
+    'spot',
+    # 'margin',
+    'usdtm_futes',
+    # 'coinm_futes',
+]
+
+
+def get_api_eps(venue: MarketType) -> tuple[str, str]:
+    '''
+    Return API ep root paths per venue.
+
+    '''
+    return {
+        'spot': (
+            _spot_url,
+            _spot_ws,
+        ),
+        'usdtm_futes': (
+            _futes_url,
+            _futes_ws,
+        ),
+    }[venue]
+
+
+class Pair(Struct, frozen=True, kw_only=True):
+
+    symbol: str
+    status: str
+    orderTypes: list[str]
+
+    # src
+    quoteAsset: str
+    quotePrecision: int
+
+    # dst
+    baseAsset: str
+    baseAssetPrecision: int
+
+    filters: dict[
+        str,
+        str | int | float,
+    ] = field(default_factory=dict)
+
+    @property
+    def price_tick(self) -> Decimal:
+        # XXX: lul, after manually inspecting the response format we
+        # just directly pick out the info we need
+        step_size: str = self.filters['PRICE_FILTER']['tickSize'].rstrip('0')
+        return Decimal(step_size)
+
+    @property
+    def size_tick(self) -> Decimal:
+        step_size: str = self.filters['LOT_SIZE']['stepSize'].rstrip('0')
+        return Decimal(step_size)
+
+    @property
+    def bs_fqme(self) -> str:
+        return self.symbol
+
+    @property
+    def bs_mktid(self) -> str:
+        return f'{self.symbol}.{self.venue}'
+
+
+class SpotPair(Pair, frozen=True):
+
+    cancelReplaceAllowed: bool
+    allowTrailingStop: bool
+    quoteAssetPrecision: int
+
+    baseCommissionPrecision: int
+    quoteCommissionPrecision: int
+
+    icebergAllowed: bool
+    ocoAllowed: bool
+    quoteOrderQtyMarketAllowed: bool
+    isSpotTradingAllowed: bool
+    isMarginTradingAllowed: bool
+    otoAllowed: bool
+
+    defaultSelfTradePreventionMode: str
+    allowedSelfTradePreventionModes: list[str]
+    permissions: list[str]
+    permissionSets: list[list[str]]
+
+    # NOTE: see `.data._symcache.SymbologyCache.load()` for why
+    ns_path: str = 'piker.brokers.binance:SpotPair'
+
+    @property
+    def venue(self) -> str:
+        return 'SPOT'
+
+    @property
+    def bs_fqme(self) -> str:
+        return f'{self.symbol}.SPOT'
+
+    @property
+    def bs_src_asset(self) -> str:
+        return f'{self.quoteAsset}'
+
+    @property
+    def bs_dst_asset(self) -> str:
+        return f'{self.baseAsset}'
+
+
+class FutesPair(Pair):
+    symbol: str  # 'BTCUSDT',
+    pair: str  # 'BTCUSDT',
+    baseAssetPrecision: int # 8,
+    contractType: str  # 'PERPETUAL',
+    deliveryDate: int   # 4133404800000,
+    liquidationFee: float  # '0.012500',
+    maintMarginPercent: float  # '2.5000',
+    marginAsset: str  # 'USDT',
+    marketTakeBound: float  # '0.05',
+    maxMoveOrderLimit: int  # 10000,
+    onboardDate: int  # 1569398400000,
+    pricePrecision: int  # 2,
+    quantityPrecision: int  # 3,
+    quoteAsset: str  # 'USDT',
+    quotePrecision: int  # 8,
+    requiredMarginPercent: float  # '5.0000',
+    timeInForce: list[str]  # ['GTC', 'IOC', 'FOK', 'GTX'],
+    triggerProtect: float  # '0.0500',
+    underlyingSubType: list[str]  # ['PoW'],
+    underlyingType: str  # 'COIN'
+
+    # NOTE: see `.data._symcache.SymbologyCache.load()` for why
+    ns_path: str = 'piker.brokers.binance:FutesPair'
+
+    # NOTE: for compat with spot pairs and `MktPair.src: Asset`
+    # processing..
+    @property
+    def quoteAssetPrecision(self) -> int:
+        return self.quotePrecision
+
+    @property
+    def expiry(self) -> str:
+        symbol: str = self.symbol
+        contype: str = self.contractType
+        match contype:
+            case (
+                'CURRENT_QUARTER'
+                | 'CURRENT_QUARTER DELIVERING'
+                | 'NEXT_QUARTER'  # su madre binance..
+            ):
+                pair, _, expiry = symbol.partition('_')
+                assert pair == self.pair  # sanity
+                return f'{expiry}'
+
+            case 'PERPETUAL':
+                return 'PERP'
+
+            case '':
+                subtype: list[str] = self.underlyingSubType
+                if not subtype:
+                    if self.status == 'PENDING_TRADING':
+                        return 'PENDING'
+
+                match subtype:
+                    case ['DEFI']:
+                        return 'PERP'
+
+        # wow, just wow you binance guys suck..
+        if self.status == 'PENDING_TRADING':
+            return 'PENDING'
+
+        # XXX: yeah no clue then..
+        raise ValueError(
+            f'Bad .expiry token match: {contype} for {symbol}'
+        )
+
+    @property
+    def venue(self) -> str:
+        symbol: str = self.symbol
+        ctype: str = self.contractType
+        margin: str = self.marginAsset
+
+        match ctype:
+            case 'PERPETUAL':
+                return f'{margin}M'
+
+            case (
+                'CURRENT_QUARTER'
+                | 'CURRENT_QUARTER DELIVERING'
+                | 'NEXT_QUARTER'  # su madre binance..
+            ):
+                _, _, expiry = symbol.partition('_')
+                return f'{margin}M'
+
+            case '':
+                subtype: list[str] = self.underlyingSubType
+                if not subtype:
+                    if self.status == 'PENDING_TRADING':
+                        return f'{margin}M'
+
+                match subtype:
+                    case (
+                        ['DEFI']
+                        | ['USDC']
+                    ):
+                        return f'{subtype[0]}'
+
+        # XXX: yeah no clue then..
+        raise ValueError(
+            f'Bad .venue token match: {ctype}'
+        )
+
+    @property
+    def bs_fqme(self) -> str:
+        symbol: str = self.symbol
+        ctype: str = self.contractType
+        venue: str = self.venue
+        pair: str = self.pair
+
+        match ctype:
+            case (
+                'CURRENT_QUARTER'
+                | 'NEXT_QUARTER'  # su madre binance..
+            ):
+                pair, _, expiry = symbol.partition('_')
+                assert pair == self.pair
+
+        return f'{pair}.{venue}.{self.expiry}'
+
+    @property
+    def bs_src_asset(self) -> str:
+        return f'{self.quoteAsset}'
+
+    @property
+    def bs_dst_asset(self) -> str:
+        return f'{self.baseAsset}.{self.venue}'
+
+
+PAIRTYPES: dict[MarketType, Pair] = {
+    'spot': SpotPair,
+    'usdtm_futes': FutesPair,
+
+    # TODO: support coin-margined venue:
+    # https://binance-docs.github.io/apidocs/delivery/en/#change-log
+    # 'coinm_futes': CoinFutesPair,
+}

piker/brokers/cli.py

@@ -21,6 +21,7 @@ import os
 from functools import partial
 from operator import attrgetter
 from operator import itemgetter
+from types import ModuleType
 
 import click
 import trio
@@ -194,7 +195,7 @@ def brokercheck(config, broker):
 
 @cli.command()
 @click.option('--keys', '-k', multiple=True,
-              help='Return results only for these keys')
+            help='Return results only for these keys')
 @click.argument('meth', nargs=1)
 @click.argument('kwargs', nargs=-1)
 @click.pass_obj
@@ -241,7 +242,7 @@ def quote(config, tickers):
 
     '''
     # global opts
-    brokermod = config['brokermods'][0]
+    brokermod = list(config['brokermods'].values())[0]
 
     quotes = trio.run(partial(core.stocks_quote, brokermod, tickers))
     if not quotes:
@@ -268,7 +269,7 @@ def bars(config, symbol, count):
 
     '''
     # global opts
-    brokermod = config['brokermods'][0]
+    brokermod = list(config['brokermods'].values())[0]
 
     # broker backend should return at the least a
     # list of candle dictionaries
@@ -303,7 +304,7 @@ def record(config, rate, name, dhost, filename):
 
     '''
     # global opts
-    brokermod = config['brokermods'][0]
+    brokermod = list(config['brokermods'].values())[0]
     loglevel = config['loglevel']
     log = config['log']
 
@@ -368,7 +369,7 @@ def optsquote(config, symbol, date):
 
     '''
     # global opts
-    brokermod = config['brokermods'][0]
+    brokermod = list(config['brokermods'].values())[0]
 
     quotes = trio.run(
         partial(
@@ -385,58 +386,151 @@ def optsquote(config, symbol, date):
 @cli.command()
 @click.argument('tickers', nargs=-1, required=True)
 @click.pass_obj
-def symbol_info(config, tickers):
+def mkt_info(
+    config: dict,
+    tickers: list[str],
+):
     '''
     Print symbol quotes to the console
 
     '''
-    # global opts
-    brokermod = config['brokermods'][0]
+    from msgspec.json import encode, decode
+    from ..accounting import MktPair
+    from ..service import (
+        open_piker_runtime,
+    )
 
-    quotes = trio.run(partial(core.symbol_info, brokermod, tickers))
-    if not quotes:
-        log.error(f"No quotes could be found for {tickers}?")
+    # global opts
+    brokermods: dict[str, ModuleType] = config['brokermods']
+
+    mkts: list[MktPair] = []
+    async def main():
+
+        async with open_piker_runtime(
+            name='mkt_info_query',
+            # loglevel=loglevel,
+            debug_mode=True,
+
+        ) as (_, _):
+            for fqme in tickers:
+                bs_fqme, _, broker = fqme.rpartition('.')
+                brokermod: ModuleType = brokermods[broker]
+                mkt, bs_pair = await core.mkt_info(
+                    brokermod,
+                    bs_fqme,
+                )
+                mkts.append((mkt, bs_pair))
+
+    trio.run(main)
+
+    if not mkts:
+        log.error(
+            f'No market info could be found for {tickers}'
+        )
         return
 
-    if len(quotes) < len(tickers):
-        syms = tuple(map(itemgetter('symbol'), quotes))
+    if len(mkts) < len(tickers):
+        syms = tuple(map(itemgetter('fqme'), mkts))
         for ticker in tickers:
             if ticker not in syms:
-                brokermod.log.warn(f"Could not find symbol {ticker}?")
+                log.warn(f"Could not find symbol {ticker}?")
 
-    click.echo(colorize_json(quotes))
+
+    # TODO: use ``rich.Table`` intead here!
+    for mkt, bs_pair in mkts:
+        click.echo(
+            '\n'
+            '----------------------------------------------------\n'
+            f'{type(bs_pair)}\n'
+            '----------------------------------------------------\n'
+            f'{colorize_json(bs_pair.to_dict())}\n'
+            '----------------------------------------------------\n'
+            f'as piker `MktPair` with fqme: {mkt.fqme}\n'
+            '----------------------------------------------------\n'
+            # NOTE: roundtrip to json codec for console print
+            f'{colorize_json(decode(encode(mkt)))}'
+        )
 
 
 @cli.command()
 @click.argument('pattern', required=True)
+# TODO: move this to top level click/typer context for all subs
+@click.option(
+    '--pdb',
+    is_flag=True,
+    help='Enable tractor debug mode',
+)
 @click.pass_obj
-def search(config, pattern):
+def search(
+    config: dict,
+    pattern: str,
+    pdb: bool,
+):
     '''
     Search for symbols from broker backend(s).
 
     '''
     # global opts
-    brokermods = config['brokermods']
+    brokermods = list(config['brokermods'].values())
 
     # define tractor entrypoint
     async def main(func):
 
         async with maybe_open_pikerd(
             loglevel=config['loglevel'],
+            debug_mode=pdb,
         ):
             return await func()
 
-    quotes = trio.run(
-        main,
-        partial(
-            core.symbol_search,
-            brokermods,
-            pattern,
-        ),
-    )
+    from piker.toolz import open_crash_handler
+    with open_crash_handler():
+        quotes = trio.run(
+            main,
+            partial(
+                core.symbol_search,
+                brokermods,
+                pattern,
+            ),
+        )
 
-    if not quotes:
-        log.error(f"No matches could be found for {pattern}?")
-        return
+        if not quotes:
+            log.error(f"No matches could be found for {pattern}?")
+            return
 
-    click.echo(colorize_json(quotes))
+        click.echo(colorize_json(quotes))
+
+
+@cli.command()
+@click.argument('section', required=False)
+@click.argument('value', required=False)
+@click.option('--delete', '-d', flag_value=True, help='Delete section')
+@click.pass_obj
+def brokercfg(config, section, value, delete):
+    '''
+    If invoked with no arguments, open an editor to edit broker
+    configs file or get / update an individual section.
+
+    '''
+    from .. import config
+
+    if section:
+        conf, path = config.load()
+
+        if not delete:
+            if value:
+                config.set_value(conf, section, value)
+
+            click.echo(
+                colorize_json(
+                    config.get_value(conf, section))
+            )
+        else:
+            config.del_value(conf, section)
+
+        config.write(config=conf)
+
+    else:
+        conf, path = config.load(raw=True)
+        config.write(
+            raw=click.edit(text=conf)
+        )

piker/brokers/core.py

@@ -29,7 +29,8 @@ import trio
 from ._util import log
 from . import get_brokermod
 from ..service import maybe_spawn_brokerd
-from .._cacheables import open_cached_client
+from . import open_cached_client
+from ..accounting import MktPair
 
 
 async def api(brokername: str, methname: str, **kwargs) -> dict:
@@ -94,15 +95,15 @@ async def option_chain(
             return await client.option_chains(contracts)
 
 
-async def contracts(
-    brokermod: ModuleType,
-    symbol: str,
-) -> Dict[str, Dict[str, Dict[str, Any]]]:
-    """Return option contracts (all expiries) for ``symbol``.
-    """
-    async with brokermod.get_client() as client:
-        # return await client.get_all_contracts([symbol])
-        return await client.get_all_contracts([symbol])
+# async def contracts(
+#     brokermod: ModuleType,
+#     symbol: str,
+# ) -> Dict[str, Dict[str, Dict[str, Any]]]:
+#     """Return option contracts (all expiries) for ``symbol``.
+#     """
+#     async with brokermod.get_client() as client:
+#         # return await client.get_all_contracts([symbol])
+#         return await client.get_all_contracts([symbol])
 
 
 async def bars(
@@ -116,17 +117,6 @@ async def bars(
         return await client.bars(symbol, **kwargs)
 
 
-async def symbol_info(
-    brokermod: ModuleType,
-    symbol: str,
-    **kwargs,
-) -> Dict[str, Dict[str, Dict[str, Any]]]:
-    """Return symbol info from broker.
-    """
-    async with brokermod.get_client() as client:
-        return await client.symbol_info(symbol, **kwargs)
-
-
 async def search_w_brokerd(name: str, pattern: str) -> dict:
 
     async with open_cached_client(name) as client:
@@ -155,7 +145,11 @@ async def symbol_search(
 
         async with maybe_spawn_brokerd(
             mod.name,
-            infect_asyncio=getattr(mod, '_infect_asyncio', False),
+            infect_asyncio=getattr(
+                mod,
+                '_infect_asyncio',
+                False,
+            ),
         ) as portal:
 
             results.append((
@@ -173,3 +167,20 @@ async def symbol_search(
             n.start_soon(search_backend, mod.name)
 
     return results
+
+
+async def mkt_info(
+    brokermod: ModuleType,
+    fqme: str,
+    **kwargs,
+
+) -> MktPair:
+    '''
+    Return MktPair info from broker including src and dst assets.
+
+    '''
+    async with open_cached_client(brokermod.name) as client:
+        assert client
+        return await brokermod.get_mkt_info(
+            fqme.replace(brokermod.name, '')
+        )

piker/brokers/deribit/__init__.py

@@ -21,8 +21,6 @@ Deribit backend.
 
 from piker.log import get_logger
 
-log = get_logger(__name__)
-
 from .api import (
     get_client,
 )
@@ -30,13 +28,15 @@ from .feed import (
     open_history_client,
     open_symbol_search,
     stream_quotes,
-    backfill_bars
+    # backfill_bars,
 )
 # from .broker import (
-    # trades_dialogue,
+    # open_trade_dialog,
     # norm_trade_records,
 # )
 
+log = get_logger(__name__)
+
 __all__ = [
     'get_client',
 #    'trades_dialogue',

piker/brokers/deribit/api.py

@@ -18,43 +18,33 @@
 Deribit backend.
 
 '''
-import json
-import time
 import asyncio
-
-from contextlib import asynccontextmanager as acm, AsyncExitStack
-from functools import partial
+from contextlib import (
+    asynccontextmanager as acm,
+)
 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 functools import partial
+import time
+from typing import (
+    Any,
+    Optional,
+    Callable,
 )
 
-from .._util import resproc
-
-from piker import config
-from piker.log import get_logger
-
+import pendulum
+import trio
+from trio_typing import TaskStatus
+from rapidfuzz import process as fuzzy
+import numpy as np
 from tractor.trionics import (
     broadcast_receiver,
-    BroadcastReceiver,
     maybe_open_context
 )
 from tractor import to_asyncio
-
+# XXX WOOPS XD
+# yeah you'll need to install it since it was removed in #489 by
+# accident; well i thought we had removed all usage..
 from cryptofeed import FeedHandler
-
 from cryptofeed.defines import (
     DERIBIT,
     L1_BOOK, TRADES,
@@ -62,6 +52,20 @@ from cryptofeed.defines import (
 )
 from cryptofeed.symbols import Symbol
 
+from piker.data import (
+    def_iohlcv_fields,
+    match_from_pairs,
+    Struct,
+)
+from piker.data._web_bs import (
+    open_jsonrpc_session
+)
+
+
+from piker import config
+from piker.log import get_logger
+
+
 log = get_logger(__name__)
 
 
@@ -75,26 +79,13 @@ _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
+    result: Optional[list[dict]] = None
     error: Optional[dict] = None
-    usIn: int 
-    usOut: int 
+    usIn: int
+    usOut: int
     usDiff: int
     testnet: bool
 
@@ -301,24 +292,29 @@ class Client:
         currency: str = 'btc',  # BTC, ETH, SOL, USDC
         kind: str = 'option',
         expired: bool = False
-    ) -> dict[str, Any]:
-        """Get symbol info for the exchange.
 
-        """
+    ) -> dict[str, dict]:
+        '''
+        Get symbol infos.
+
+        '''
         if self._pairs:
             return self._pairs
 
         # will retrieve all symbols by default
-        params = {
+        params: dict[str, str] = {
             'currency': currency.upper(),
             'kind': kind,
             'expired': str(expired).lower()
         }
 
-        resp = await self.json_rpc('public/get_instruments', params)
-        results = resp.result
-
-        instruments = {
+        resp: JSONRPCResult = await self.json_rpc(
+            'public/get_instruments',
+            params,
+        )
+        # convert to symbol-keyed table
+        results: list[dict] | None = resp.result
+        instruments: dict[str, dict] = {
             item['instrument_name'].lower(): item
             for item in results
         }
@@ -331,6 +327,7 @@ class Client:
     async def cache_symbols(
         self,
     ) -> dict:
+
         if not self._pairs:
             self._pairs = await self.symbol_info()
 
@@ -341,17 +338,23 @@ class Client:
         pattern: str,
         limit: int = 30,
     ) -> dict[str, Any]:
-        data = await self.symbol_info()
+        '''
+        Fuzzy search symbology set for pairs matching `pattern`.
 
-        matches = fuzzy.extractBests(
-            pattern,
-            data,
+        '''
+        pairs: dict[str, Any] = await self.symbol_info()
+        matches: dict[str, Pair] = match_from_pairs(
+            pairs=pairs,
+            query=pattern.upper(),
             score_cutoff=35,
             limit=limit
         )
-        # repack in dict form
-        return {item[0]['instrument_name'].lower(): item[0]
-                for item in matches}
+
+       # repack in name-keyed table
+        return {
+            pair['instrument_name'].lower(): pair
+            for pair in matches.values()
+        }
 
     async def bars(
         self,
@@ -405,7 +408,7 @@ class Client:
 
             new_bars.append((i,) + tuple(row))
 
-        array = np.array(new_bars, dtype=_ohlc_dtype) if as_np else klines
+        array = np.array(new_bars, dtype=def_iohlcv_fields) if as_np else klines
         return array
 
     async def last_trades(

piker/brokers/deribit/feed.py

@@ -26,11 +26,11 @@ import time
 import trio
 from trio_typing import TaskStatus
 import pendulum
-from fuzzywuzzy import process as fuzzy
+from rapidfuzz import process as fuzzy
 import numpy as np
 import tractor
 
-from piker._cacheables import open_cached_client
+from piker.brokers import open_cached_client
 from piker.log import get_logger, get_console_log
 from piker.data import ShmArray
 from piker.brokers._util import (
@@ -39,7 +39,6 @@ from piker.brokers._util import (
 )
 
 from cryptofeed import FeedHandler
-
 from cryptofeed.defines import (
     DERIBIT, L1_BOOK, TRADES, OPTION, CALL, PUT
 )
@@ -62,9 +61,10 @@ log = get_logger(__name__)
 
 @acm
 async def open_history_client(
-    instrument: str,
+    mkt: MktPair,
 ) -> tuple[Callable, int]:
 
+    fnstrument: str = mkt.bs_fqme
     # TODO implement history getter for the new storage layer.
     async with open_cached_client('deribit') as client:
 

piker/brokers/ib/__init__.py

@@ -30,19 +30,33 @@ from .api import (
 )
 from .feed import (
     open_history_client,
-    open_symbol_search,
     stream_quotes,
 )
 from .broker import (
-    trades_dialogue,
+    open_trade_dialog,
+)
+from .ledger import (
+    norm_trade,
+    norm_trade_records,
+    tx_sort,
+)
+from .symbols import (
+    get_mkt_info,
+    open_symbol_search,
+    _search_conf,
 )
 
 __all__ = [
     'get_client',
-    'trades_dialogue',
+    'get_mkt_info',
+    'norm_trade',
+    'norm_trade_records',
+    'open_trade_dialog',
     'open_history_client',
     'open_symbol_search',
     'stream_quotes',
+    '_search_conf',
+    'tx_sort',
 ]
 
 _brokerd_mods: list[str] = [
@@ -52,6 +66,7 @@ _brokerd_mods: list[str] = [
 
 _datad_mods: list[str] = [
     'feed',
+    'symbols',
 ]
 
 
@@ -71,3 +86,8 @@ _spawn_kwargs = {
 # know if ``brokerd`` should be spawned with
 # ``tractor``'s aio mode.
 _infect_asyncio: bool = True
+
+# XXX NOTE: for now we disable symcache with this backend since
+# there is no clearly simple nor practical way to download "all
+# symbology info" for all supported venues..
+_no_symcache: bool = True

piker/brokers/ib/_flex_reports.py

@@ -35,6 +35,10 @@ from piker.accounting import (
 def parse_flex_dt(
     record: str,
 ) -> pendulum.datetime:
+    '''
+    Parse stupid flex record datetime stamps for the `dateTime` field..
+
+    '''
     date, ts = record.split(';')
     dt = pendulum.parse(date)
     ts = f'{ts[:2]}:{ts[2:4]}:{ts[4:]}'
@@ -155,7 +159,11 @@ def load_flex_trades(
     for acctid in trades_by_account:
         trades_by_id = trades_by_account[acctid]
 
-        with open_trade_ledger('ib', acctid) as ledger_dict:
+        with open_trade_ledger(
+            'ib',
+            acctid,
+            allow_from_sync_code=True,
+        ) as ledger_dict:
             tid_delta = set(trades_by_id) - set(ledger_dict)
             log.info(
                 'New trades detected\n'

piker/brokers/ib/_util.py

@@ -19,13 +19,23 @@
 runnable script-programs.
 
 '''
-from typing import Literal
+from __future__ import annotations
+from functools import partial
+from typing import (
+    Literal,
+    TYPE_CHECKING,
+)
 import subprocess
 
 import tractor
 
-from .._util import log
+from piker.brokers._util import get_logger
 
+if TYPE_CHECKING:
+    from .api import Client
+    from ib_insync import IB
+
+log = get_logger('piker.brokers.ib')
 
 _reset_tech: Literal[
     'vnc',
@@ -39,7 +49,9 @@ _reset_tech: Literal[
 
 
 async def data_reset_hack(
-    reset_type: str = 'data',
+    # vnc_host: str,
+    client: Client,
+    reset_type: Literal['data', 'connection'],
 
 ) -> None:
     '''
@@ -69,18 +81,61 @@ async def data_reset_hack(
           that need to be wrangle.
 
     '''
+    ib_client: IB = client.ib
+
+    # look up any user defined vnc socket address mapped from
+    # a particular API socket port.
+    api_port: str = str(ib_client.client.port)
+    vnc_host: str
+    vnc_port: int
+    vnc_sockaddr: tuple[str] | None = client.conf.get('vnc_addrs')
+
+    no_setup_msg:str = (
+        f'No data reset hack test setup for {vnc_sockaddr}!\n'
+        'See config setup tips @\n'
+        'https://github.com/pikers/piker/tree/master/piker/brokers/ib'
+    )
+
+    if not vnc_sockaddr:
+        log.warning(
+            no_setup_msg
+            +
+            'REQUIRES A `vnc_addrs: array` ENTRY'
+        )
+
+    vnc_host, vnc_port = vnc_sockaddr.get(
+        api_port,
+        ('localhost', 3003)
+    )
     global _reset_tech
 
     match _reset_tech:
         case 'vnc':
             try:
-                await tractor.to_asyncio.run_task(vnc_click_hack)
+                await tractor.to_asyncio.run_task(
+                    partial(
+                        vnc_click_hack,
+                        host=vnc_host,
+                        port=vnc_port,
+                    )
+                )
             except OSError:
-                _reset_tech = 'i3ipc_xdotool'
+                if vnc_host != 'localhost':
+                    log.warning(no_setup_msg)
+                    return False
+
+                try:
+                    import i3ipc  # noqa  (since a deps dynamic check)
+                except ModuleNotFoundError:
+                    log.warning(no_setup_msg)
+                    return False
+
                 try:
                     i3ipc_xdotool_manual_click_hack()
+                    _reset_tech = 'i3ipc_xdotool'
                     return True
                 except OSError:
+                    log.exception(no_setup_msg)
                     return False
 
         case 'i3ipc_xdotool':
@@ -94,21 +149,39 @@ async def data_reset_hack(
 
 
 async def vnc_click_hack(
+    host: str,
+    port: int,
     reset_type: str = 'data'
 ) -> None:
     '''
-    Reset the data or netowork connection for the VNC attached
+    Reset the data or network connection for the VNC attached
     ib gateway using magic combos.
 
     '''
-    key = {'data': 'f', 'connection': 'r'}[reset_type]
+    try:
+        import asyncvnc
+    except ModuleNotFoundError:
+        log.warning(
+            "In order to leverage `piker`'s built-in data reset hacks, install "
+            "the `asyncvnc` project: https://github.com/barneygale/asyncvnc"
+        )
+        return
 
-    import asyncvnc
+    # two different hot keys which trigger diff types of reset
+    # requests B)
+    key = {
+        'data': 'f',
+        'connection': 'r'
+    }[reset_type]
 
     async with asyncvnc.connect(
-        'localhost',
-        port=3003,
+        host,
+        port=port,
+
+        # TODO: doesn't work see:
+        # https://github.com/barneygale/asyncvnc/issues/7
         # password='ibcansmbz',
+
     ) as client:
 
         # move to middle of screen
@@ -122,9 +195,16 @@ async def vnc_click_hack(
 
 
 def i3ipc_xdotool_manual_click_hack() -> None:
-    import i3ipc
+    '''
+    Do the data reset hack but expecting a local X-window using `xdotool`.
 
+    '''
+    import i3ipc
     i3 = i3ipc.Connection()
+
+    # TODO: might be worth offering some kinda api for grabbing
+    # the window id from the pid?
+    # https://stackoverflow.com/a/2250879
     t = i3.get_tree()
 
     orig_win_id = t.find_focused().window
@@ -179,7 +259,7 @@ def i3ipc_xdotool_manual_click_hack() -> None:
                         timeout=timeout,
                     )
 
-    # re-activate and focus original window
+        # re-activate and focus original window
         subprocess.call([
             'xdotool',
             'windowactivate', '--sync', str(orig_win_id),

piker/brokers/ib/ledger.py

@@ -0,0 +1,529 @@
+# 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/>.
+
+'''
+Trade transaction accounting and normalization.
+
+'''
+from __future__ import annotations
+from bisect import insort
+from dataclasses import asdict
+from decimal import Decimal
+from functools import partial
+from pprint import pformat
+from typing import (
+    Any,
+    Callable,
+    TYPE_CHECKING,
+)
+
+from bidict import bidict
+from pendulum import (
+    DateTime,
+    parse,
+    from_timestamp,
+)
+from ib_insync import (
+    Contract,
+    Commodity,
+    Fill,
+    Execution,
+    CommissionReport,
+)
+
+from piker.types import Struct
+from piker.data import (
+    SymbologyCache,
+)
+from piker.accounting import (
+    Asset,
+    dec_digits,
+    digits_to_dec,
+    Transaction,
+    MktPair,
+    iter_by_dt,
+)
+from ._flex_reports import parse_flex_dt
+from ._util import log
+
+if TYPE_CHECKING:
+    from .api import (
+        Client,
+        MethodProxy,
+    )
+
+
+tx_sort: Callable = partial(
+    iter_by_dt,
+    parsers={
+        'dateTime': parse_flex_dt,
+        'datetime': parse,
+
+        # XXX: for some some fucking 2022 and
+        # back options records.. f@#$ me..
+        'date': parse,
+    }
+)
+
+
+def norm_trade(
+    tid: str,
+    record: dict[str, Any],
+
+    # this is the dict that was returned from
+    # `Client.get_mkt_pairs()` and when running offline ledger
+    # processing from `.accounting`, this will be the table loaded
+    # into `SymbologyCache.pairs`.
+    pairs: dict[str, Struct],
+    symcache: SymbologyCache | None = None,
+
+) -> Transaction | None:
+
+    conid: int = str(record.get('conId') or record['conid'])
+    bs_mktid: str = str(conid)
+
+    # NOTE: sometimes weird records (like BTTX?)
+    # have no field for this?
+    comms: float = -1 * (
+        record.get('commission')
+        or record.get('ibCommission')
+        or 0
+    )
+    if not comms:
+        log.warning(
+            'No commissions found for record?\n'
+            f'{pformat(record)}\n'
+        )
+
+    price: float = (
+        record.get('price')
+        or record.get('tradePrice')
+    )
+    if price is None:
+        log.warning(
+            'No `price` field found in record?\n'
+            'Skipping normalization..\n'
+            f'{pformat(record)}\n'
+        )
+        return None
+
+    # the api doesn't do the -/+ on the quantity for you but flex
+    # records do.. are you fucking serious ib...!?
+    size: float|int = (
+        record.get('quantity')
+        or record['shares']
+    ) * {
+        'BOT': 1,
+        'SLD': -1,
+    }[record['side']]
+
+    symbol: str = record['symbol']
+    exch: str = (
+        record.get('listingExchange')
+        or record.get('primaryExchange')
+        or record['exchange']
+    )
+
+    # NOTE: remove null values since `tomlkit` can't serialize
+    # them to file.
+    if dnc := record.pop('deltaNeutralContract', None):
+        record['deltaNeutralContract'] = dnc
+
+    # likely an opts contract record from a flex report..
+    # TODO: no idea how to parse ^ the strike part from flex..
+    # (00010000 any, or 00007500 tsla, ..)
+    # we probably must do the contract lookup for this?
+    if (
+        '   ' in symbol
+        or '--' in exch
+    ):
+        underlying, _, tail = symbol.partition('   ')
+        exch: str = 'opt'
+        expiry: str = tail[:6]
+        # otype = tail[6]
+        # strike = tail[7:]
+
+        log.warning(
+            f'Skipping option contract -> NO SUPPORT YET!\n'
+            f'{symbol}\n'
+        )
+        return None
+
+    # timestamping is way different in API records
+    dtstr: str = record.get('datetime')
+    date: str = record.get('date')
+    flex_dtstr: str = record.get('dateTime')
+
+    if dtstr or date:
+        dt: DateTime = parse(dtstr or date)
+
+    elif flex_dtstr:
+        # probably a flex record with a wonky non-std timestamp..
+        dt: DateTime = parse_flex_dt(record['dateTime'])
+
+    # special handling of symbol extraction from
+    # flex records using some ad-hoc schema parsing.
+    asset_type: str = (
+        record.get('assetCategory')
+        or record.get('secType')
+        or 'STK'
+    )
+
+    if (expiry := (
+            record.get('lastTradeDateOrContractMonth')
+            or record.get('expiry')
+        )
+    ):
+        expiry: str = str(expiry).strip(' ')
+        # NOTE: we directly use the (simple and usually short)
+        # date-string expiry token when packing the `MktPair`
+        # since we want the fqme to contain *that* token.
+        # It might make sense later to instead parse and then
+        # render different output str format(s) for this same
+        # purpose depending on asset-type-market down the road.
+        # Eg. for derivs we use the short token only for fqme
+        # but use the isoformat('T') for transactions and
+        # account file position entries?
+        # dt_str: str = pendulum.parse(expiry).isoformat('T')
+
+    # XXX: pretty much all legacy market assets have a fiat
+    # currency (denomination) determined by their venue.
+    currency: str = record['currency']
+    src = Asset(
+        name=currency.lower(),
+        atype='fiat',
+        tx_tick=Decimal('0.01'),
+    )
+
+    match asset_type:
+        case 'FUT':
+            # XXX (flex) ledger entries don't necessarily have any
+            # simple 3-char key.. sometimes the .symbol is some
+            # weird internal key that we probably don't want in the
+            # .fqme => we should probably just wrap `Contract` to
+            # this like we do other crypto$ backends XD
+
+            # NOTE: at least older FLEX records should have
+            # this field.. no idea about API entries..
+            local_symbol: str | None = record.get('localSymbol')
+            underlying_key: str = record.get('underlyingSymbol')
+            descr: str | None = record.get('description')
+
+            if (
+                not (
+                    local_symbol
+                    and symbol in local_symbol
+                )
+                and (
+                        descr
+                        and symbol not in descr
+                    )
+            ):
+                con_key, exp_str = descr.split(' ')
+                symbol: str = underlying_key or con_key
+
+            dst = Asset(
+                name=symbol.lower(),
+                atype='future',
+                tx_tick=Decimal('1'),
+            )
+
+        case 'STK':
+            dst = Asset(
+                name=symbol.lower(),
+                atype='stock',
+                tx_tick=Decimal('1'),
+            )
+
+        case 'CASH':
+            if currency not in symbol:
+                # likely a dict-casted `Forex` contract which
+                # has .symbol as the dst and .currency as the
+                # src.
+                name: str = symbol.lower()
+            else:
+                # likely a flex-report record which puts
+                # EUR.USD as the symbol field and just USD in
+                # the currency field.
+                name: str = symbol.lower().replace(f'.{src.name}', '')
+
+            dst = Asset(
+                name=name,
+                atype='fiat',
+                tx_tick=Decimal('0.01'),
+            )
+
+        case 'OPT':
+            dst = Asset(
+                name=symbol.lower(),
+                atype='option',
+                tx_tick=Decimal('1'),
+
+                # TODO: we should probably always cast to the
+                # `Contract` instance then dict-serialize that for
+                # the `.info` field!
+                # info=asdict(Option()),
+            )
+
+        case 'CMDTY':
+            from .symbols import _adhoc_symbol_map
+            con_kwargs, _ = _adhoc_symbol_map[symbol.upper()]
+            dst = Asset(
+                name=symbol.lower(),
+                atype='commodity',
+                tx_tick=Decimal('1'),
+                info=asdict(Commodity(**con_kwargs)),
+            )
+
+    # try to build out piker fqme from record.
+    # src: str = record['currency']
+    price_tick: Decimal = digits_to_dec(dec_digits(price))
+
+    # NOTE: can't serlialize `tomlkit.String` so cast to native
+    atype: str = str(dst.atype)
+
+    # if not (mkt := symcache.mktmaps.get(bs_mktid)):
+    mkt = MktPair(
+        bs_mktid=bs_mktid,
+        dst=dst,
+
+        price_tick=price_tick,
+        # NOTE: for "legacy" assets, volume is normally discreet, not
+        # a float, but we keep a digit in case the suitz decide
+        # to get crazy and change it; we'll be kinda ready
+        # schema-wise..
+        size_tick=Decimal('1'),
+
+        src=src,  # XXX: normally always a fiat
+
+        _atype=atype,
+
+        venue=exch,
+        expiry=expiry,
+        broker='ib',
+
+        _fqme_without_src=(atype != 'fiat'),
+    )
+
+    fqme: str = mkt.fqme
+
+    # XXX: if passed in, we fill out the symcache ad-hoc in order
+    # to make downstream accounting work..
+    if symcache is not None:
+        orig_mkt: MktPair | None  = symcache.mktmaps.get(bs_mktid)
+        if (
+            orig_mkt
+            and orig_mkt.fqme != mkt.fqme
+        ):
+            log.warning(
+            # print(
+                f'Contracts with common `conId`: {bs_mktid} mismatch..\n'
+                f'{orig_mkt.fqme} -> {mkt.fqme}\n'
+                # 'with DIFF:\n'
+                # f'{mkt - orig_mkt}'
+            )
+
+        symcache.mktmaps[bs_mktid] = mkt
+        symcache.mktmaps[fqme] = mkt
+        symcache.assets[src.name] = src
+        symcache.assets[dst.name] = dst
+
+    # NOTE: for flex records the normal fields for defining an fqme
+    # sometimes won't be available so we rely on two approaches for
+    # the "reverse lookup" of piker style fqme keys:
+    # - when dealing with API trade records received from
+    #   `IB.trades()` we do a contract lookup at he time of processing
+    # - when dealing with flex records, it is assumed the record
+    #   is at least a day old and thus the TWS position reporting system
+    #   should already have entries if the pps are still open, in
+    #   which case, we can pull the fqme from that table (see
+    #   `trades_dialogue()` above).
+    return Transaction(
+        fqme=fqme,
+        tid=tid,
+        size=size,
+        price=price,
+        cost=comms,
+        dt=dt,
+        expiry=expiry,
+        bs_mktid=str(conid),
+    )
+
+
+
+def norm_trade_records(
+    ledger: dict[str, Any],
+    symcache: SymbologyCache | None = None,
+
+) -> dict[str, Transaction]:
+    '''
+    Normalize (xml) flex-report or (recent) API trade records into
+    our ledger format with parsing for `MktPair` and `Asset`
+    extraction to fill in the `Transaction.sys: MktPair` field.
+
+    '''
+    records: list[Transaction] = []
+    for tid, record in ledger.items():
+
+        txn = norm_trade(
+            tid,
+            record,
+
+            # NOTE: currently no symcache support
+            pairs={},
+            symcache=symcache,
+        )
+
+        if txn is None:
+            continue
+
+        # inject txns sorted by datetime
+        insort(
+            records,
+            txn,
+            key=lambda t: t.dt
+        )
+
+    return {r.tid: r for r in records}
+
+
+def api_trades_to_ledger_entries(
+    accounts: bidict[str, str],
+    fills: list[Fill],
+
+) -> dict[str, dict]:
+    '''
+    Convert API execution objects entry objects into
+    flattened-``dict`` form, pretty much straight up without
+    modification except add a `pydatetime` field from the parsed
+    timestamp so that on write
+
+    '''
+    trades_by_account: dict[str, dict] = {}
+    for fill in fills:
+
+        # NOTE: for the schema, see the defn for `Fill` which is
+        # a `NamedTuple` subtype
+        fdict: dict = fill._asdict()
+
+        # flatten all (sub-)objects and convert to dicts.
+        # with values packed into one top level entry.
+        val: CommissionReport | Execution | Contract
+        txn_dict: dict[str, Any] = {}
+        for attr_name, val in fdict.items():
+            match attr_name:
+                # value is a `@dataclass` subtype
+                case 'contract' | 'execution' | 'commissionReport':
+                    txn_dict.update(asdict(val))
+
+                case 'time':
+                    # ib has wack ns timestamps, or is that us?
+                    continue
+
+                # TODO: we can remove this case right since there's
+                # only 4 fields on a `Fill`?
+                case _:
+                    txn_dict[attr_name] = val
+
+        tid = str(txn_dict['execId'])
+        dt = from_timestamp(txn_dict['time'])
+        txn_dict['datetime'] = str(dt)
+        acctid = accounts[txn_dict['acctNumber']]
+
+        # NOTE: only inserted (then later popped) for sorting below!
+        txn_dict['pydatetime'] = dt
+
+        if not tid:
+            # this is likely some kind of internal adjustment
+            # transaction, likely one of the following:
+            # - an expiry event that will show a "book trade" indicating
+            #   some adjustment to cash balances: zeroing or itm settle.
+            # - a manual cash balance position adjustment likely done by
+            #   the user from the accounts window in TWS where they can
+            #   manually set the avg price and size:
+            #   https://api.ibkr.com/lib/cstools/faq/web1/index.html#/tag/DTWS_ADJ_AVG_COST
+            log.warning(
+                'Skipping ID-less ledger txn_dict:\n'
+                f'{pformat(txn_dict)}'
+            )
+            continue
+
+        trades_by_account.setdefault(
+            acctid, {}
+        )[tid] = txn_dict
+
+    # TODO: maybe we should just bisect.insort() into a list of
+    # tuples and then return a dict of that?
+    # sort entries in output by python based datetime
+    for acctid in trades_by_account:
+        trades_by_account[acctid] = dict(sorted(
+            trades_by_account[acctid].items(),
+            key=lambda entry: entry[1].pop('pydatetime'),
+        ))
+
+    return trades_by_account
+
+
+async def update_ledger_from_api_trades(
+    fills: list[Fill],
+    client: Client | MethodProxy,
+    accounts_def_inv: bidict[str, str],
+
+    # NOTE: provided for ad-hoc insertions "as transactions are
+    # processed" -> see `norm_trade()` signature requirements.
+    symcache: SymbologyCache | None = None,
+
+) -> tuple[
+    dict[str, Transaction],
+    dict[str, dict],
+]:
+    # XXX; ERRGGG..
+    # pack in the "primary/listing exchange" value from a
+    # contract lookup since it seems this isn't available by
+    # default from the `.fills()` method endpoint...
+    fill: Fill
+    for fill in fills:
+        con: Contract = fill.contract
+        conid: str = con.conId
+        pexch: str | None = con.primaryExchange
+
+        if not pexch:
+            cons = await client.get_con(conid=conid)
+            if cons:
+                con = cons[0]
+                pexch = con.primaryExchange or con.exchange
+            else:
+                # for futes it seems like the primary is always empty?
+                pexch: str = con.exchange
+
+        # pack in the ``Contract.secType``
+        # entry['asset_type'] = condict['secType']
+
+    entries: dict[str, dict] = api_trades_to_ledger_entries(
+        accounts_def_inv,
+        fills,
+    )
+    # normalize recent session's trades to the `Transaction` type
+    trans_by_acct: dict[str, dict[str, Transaction]] = {}
+
+    for acctid, trades_by_id in entries.items():
+        # normalize to transaction form
+        trans_by_acct[acctid] = norm_trade_records(
+            trades_by_id,
+            symcache=symcache,
+        )
+
+    return trans_by_acct, entries

piker/brokers/ib/symbols.py

@@ -0,0 +1,615 @@
+# 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/>.
+
+'''
+Symbology search and normalization.
+
+'''
+from __future__ import annotations
+from contextlib import (
+    nullcontext,
+)
+from decimal import Decimal
+import time
+from typing import (
+    Awaitable,
+    TYPE_CHECKING,
+)
+
+from rapidfuzz import process as fuzzy
+import ib_insync as ibis
+import tractor
+import trio
+
+from piker.accounting import (
+    Asset,
+    MktPair,
+    unpack_fqme,
+)
+from piker._cacheables import (
+    async_lifo_cache,
+)
+
+from ._util import (
+    log,
+)
+
+if TYPE_CHECKING:
+    from .api import (
+        MethodProxy,
+        Client,
+    )
+
+_futes_venues = (
+    'GLOBEX',
+    'NYMEX',
+    'CME',
+    'CMECRYPTO',
+    'COMEX',
+    # 'CMDTY',  # special name case..
+    'CBOT',  # (treasury) yield futures
+)
+
+_adhoc_cmdty_set = {
+    # metals
+    # https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid%20Info&wlId=IB&conid=69067924
+    'xauusd.cmdty',  # london gold spot ^
+    'xagusd.cmdty',  # silver spot
+}
+
+# NOTE: if you aren't seeing one of these symbol's futues contracts
+# show up, it's likely the `.<venue>` part is wrong!
+_adhoc_futes_set = {
+
+    # equities
+    'nq.cme',
+    'mnq.cme',  # micro
+
+    'es.cme',
+    'mes.cme',  # micro
+
+    # cypto$
+    'brr.cme',
+    'mbt.cme',  # micro
+    'ethusdrr.cme',
+
+    # agriculture
+    'he.comex',  # lean hogs
+    'le.comex',  # live cattle (geezers)
+    'gf.comex',  # feeder cattle (younguns)
+
+    # raw
+    'lb.comex',  # random len lumber
+
+    'gc.comex',
+    'mgc.comex',  # micro
+
+    # oil & gas
+    'cl.nymex',
+
+    'ni.comex',  # silver futes
+    'qi.comex',  # mini-silver futes
+
+    # treasury yields
+    # etfs by duration:
+    # SHY -> IEI -> IEF -> TLT
+    'zt.cbot',  # 2y
+    'z3n.cbot',  # 3y
+    'zf.cbot',  # 5y
+    'zn.cbot',  # 10y
+    'zb.cbot',  # 30y
+
+    # (micros of above)
+    '2yy.cbot',
+    '5yy.cbot',
+    '10y.cbot',
+    '30y.cbot',
+}
+
+
+# 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(' ,')
+)
+
+# manually discovered tick discrepancies,
+# onl god knows how or why they'd cuck these up..
+_adhoc_mkt_infos: dict[int | str, dict] = {
+    'vtgn.nasdaq': {'price_tick': Decimal('0.01')},
+}
+
+
+# map of symbols to contract ids
+_adhoc_symbol_map = {
+    # https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid%20Info&wlId=IB&conid=69067924
+
+    # NOTE: some cmdtys/metals don't have trade data like gold/usd:
+    # https://groups.io/g/twsapi/message/44174
+    'XAUUSD': ({'conId': 69067924}, {'whatToShow': 'MIDPOINT'}),
+}
+for qsn in _adhoc_futes_set:
+    sym, venue = qsn.split('.')
+    assert venue.upper() in _futes_venues, f'{venue}'
+    _adhoc_symbol_map[sym.upper()] = (
+        {'exchange': venue},
+        {},
+    )
+
+
+# exchanges we don't support at the moment due to not knowing
+# how to do symbol-contract lookup correctly likely due
+# to not having the data feeds subscribed.
+_exch_skip_list = {
+
+    'ASX',  # aussie stocks
+    'MEXI',  # mexican stocks
+
+    # no idea
+    'NSE',
+    'VALUE',
+    'FUNDSERV',
+    'SWB2',
+    'PSE',
+    'PHLX',
+}
+
+# optional search config the backend can register for
+# it's symbol search handling (in this case we avoid
+# accepting patterns before the kb has settled more then
+# a quarter second).
+_search_conf = {
+    'pause_period': 6 / 16,
+}
+
+
+@tractor.context
+async def open_symbol_search(ctx: tractor.Context) -> None:
+    '''
+    Symbology search brokerd-endpoint.
+
+    '''
+    from .api import open_client_proxies
+    from .feed import open_data_client
+
+    # TODO: load user defined symbol set locally for fast search?
+    await ctx.started({})
+
+    async with (
+        open_client_proxies() as (proxies, _),
+        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 API client for symbol-search\n'
+                f'{ib_client}\n'
+            )
+
+            last = time.time()
+            async for pattern in stream:
+                log.info(f'received {pattern}')
+                now: float = time.time()
+
+                # this causes tractor hang...
+                # assert 0
+
+                assert pattern, 'IB can not accept blank search pattern'
+
+                # throttle search requests to no faster then 1Hz
+                diff = now - last
+                if diff < 1.0:
+                    log.debug('throttle sleeping')
+                    await trio.sleep(diff)
+                    try:
+                        pattern = stream.receive_nowait()
+                    except trio.WouldBlock:
+                        pass
+
+                if (
+                    not pattern
+                    or pattern.isspace()
+
+                    # XXX: not sure if this is a bad assumption but it
+                    # seems to make search snappier?
+                    or len(pattern) < 1
+                ):
+                    log.warning('empty pattern received, skipping..')
+
+                    # TODO: *BUG* if nothing is returned here the client
+                    # side will cache a null set result and not showing
+                    # anything to the use on re-searches when this query
+                    # timed out. We probably need a special "timeout" msg
+                    # or something...
+
+                    # XXX: this unblocks the far end search task which may
+                    # hold up a multi-search nursery block
+                    await stream.send({})
+
+                    continue
+
+                log.info(f'searching for {pattern}')
+
+                last = time.time()
+
+                # async batch search using api stocks endpoint and module
+                # defined adhoc symbol set.
+                stock_results = []
+
+                async def extend_results(
+                    target: Awaitable[list]
+                ) -> None:
+                    try:
+                        results = await target
+                    except tractor.trionics.Lagged:
+                        print("IB SYM-SEARCH OVERRUN?!?")
+                        return
+
+                    stock_results.extend(results)
+
+                for _ in range(10):
+                    with trio.move_on_after(3) as cs:
+                        async with trio.open_nursery() as sn:
+                            sn.start_soon(
+                                extend_results,
+                                proxy.search_symbols(
+                                    pattern=pattern,
+                                    upto=5,
+                                ),
+                            )
+
+                            # trigger async request
+                            await trio.sleep(0)
+
+                    if cs.cancelled_caught:
+                        log.warning(
+                            f'Search timeout? {proxy._aio_ns.ib.client}'
+                        )
+                        continue
+                    elif stock_results:
+                        break
+                    # else:
+                    # await tractor.pause()
+
+                    # # match against our ad-hoc set immediately
+                    # adhoc_matches = fuzzy.extract(
+                    #     pattern,
+                    #     list(_adhoc_futes_set),
+                    #     score_cutoff=90,
+                    # )
+                    # log.info(f'fuzzy matched adhocs: {adhoc_matches}')
+                    # adhoc_match_results = {}
+                    # if adhoc_matches:
+                    #     # TODO: do we need to pull contract details?
+                    #     adhoc_match_results = {i[0]: {} for i in
+                    #     adhoc_matches}
+
+                log.debug(f'fuzzy matching stocks {stock_results}')
+                stock_matches = fuzzy.extract(
+                    pattern,
+                    stock_results,
+                    score_cutoff=50,
+                )
+
+                # matches = adhoc_match_results | {
+                matches = {
+                    item[0]: {} for item in stock_matches
+                }
+                # TODO: we used to deliver contract details
+                # {item[2]: item[0] for item in stock_matches}
+
+                log.debug(f"sending matches: {matches.keys()}")
+                await stream.send(matches)
+
+
+# re-mapping to piker asset type names
+# https://github.com/erdewit/ib_insync/blob/master/ib_insync/contract.py#L113
+_asset_type_map = {
+    'STK': 'stock',
+    'OPT': 'option',
+    'FUT': 'future',
+    'CONTFUT': 'continuous_future',
+    'CASH': 'fiat',
+    'IND': 'index',
+    'CFD': 'cfd',
+    'BOND': 'bond',
+    'CMDTY': 'commodity',
+    'FOP': 'futures_option',
+    'FUND': 'mutual_fund',
+    'WAR': 'warrant',
+    'IOPT': 'warran',
+    'BAG': 'bag',
+    'CRYPTO': 'crypto',  # bc it's diff then fiat?
+    # 'NEWS': 'news',
+}
+
+
+def parse_patt2fqme(
+    # client: Client,
+    pattern: str,
+
+) -> tuple[str, str, str, str]:
+
+    # TODO: we can't use this currently because
+    # ``wrapper.starTicker()`` currently cashes ticker instances
+    # which means getting a singel quote will potentially look up
+    # a quote for a ticker that it already streaming and thus run
+    # into state clobbering (eg. list: Ticker.ticks). It probably
+    # makes sense to try this once we get the pub-sub working on
+    # individual symbols...
+
+    # XXX UPDATE: we can probably do the tick/trades scraping
+    # inside our eventkit handler instead to bypass this entirely?
+
+    currency = ''
+
+    # fqme parsing stage
+    # ------------------
+    if '.ib' in pattern:
+        _, symbol, venue, expiry = unpack_fqme(pattern)
+
+    else:
+        symbol = pattern
+        expiry = ''
+
+        # # another hack for forex pairs lul.
+        # if (
+        #     '.idealpro' in symbol
+        #     # or '/' in symbol
+        # ):
+        #     exch: str = 'IDEALPRO'
+        #     symbol = symbol.removesuffix('.idealpro')
+        #     if '/' in symbol:
+        #         symbol, currency = symbol.split('/')
+
+        # else:
+        # TODO: yes, a cache..
+        # try:
+        #     # give the cache a go
+        #     return client._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"
+        symbol, venue = symbol.upper().rsplit('.', maxsplit=1)
+
+    return symbol, currency, venue, expiry
+
+
+def con2fqme(
+    con: ibis.Contract,
+    _cache: dict[int, (str, bool)] = {}
+
+) -> tuple[str, bool]:
+    '''
+    Convert contracts to fqme-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: bool = False
+    if con.conId:
+        try:
+            # TODO: LOL so apparently IB just changes the contract
+            # ID (int) on a whim.. so we probably need to use an
+            # FQME style key after all...
+            return _cache[con.conId]
+        except KeyError:
+            pass
+
+    suffix: str = con.primaryExchange or con.exchange
+    symbol: str = con.symbol
+    expiry: str = con.lastTradeDateOrContractMonth or ''
+
+    match con:
+        case ibis.Option():
+            # TODO: option symbol parsing and sane display:
+            symbol = con.localSymbol.replace(' ', '')
+
+        case (
+            ibis.Commodity()
+            # search API endpoint returns std con box..
+            | ibis.Contract(secType='CMDTY')
+        ):
+            # 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 or 'idealpro'
+
+            # 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}'
+
+    fqme_key = symbol.lower()
+    if suffix:
+        fqme_key = '.'.join((fqme_key, suffix)).lower()
+
+    _cache[con.conId] = fqme_key, calc_price
+    return fqme_key, calc_price
+
+
+@async_lifo_cache()
+async def get_mkt_info(
+    fqme: str,
+
+    proxy: MethodProxy | None = None,
+
+) -> tuple[MktPair, ibis.ContractDetails]:
+
+    if '.ib' not in fqme:
+        fqme += '.ib'
+    broker, pair, venue, expiry = unpack_fqme(fqme)
+
+    proxy: MethodProxy
+    if proxy is not None:
+        client_ctx = nullcontext(proxy)
+    else:
+        from .feed import (
+            open_data_client,
+        )
+        client_ctx = open_data_client
+
+    async with client_ctx as proxy:
+        try:
+            (
+                con,  # Contract
+                details,  # ContractDetails
+            ) = await proxy.get_sym_details(fqme=fqme)
+        except ConnectionError:
+            log.exception(f'Proxy is ded {proxy._aio_ns}')
+            raise
+
+    # TODO: more consistent field translation
+    atype = _asset_type_map[con.secType]
+
+    if atype == 'commodity':
+        venue: str = 'cmdty'
+    else:
+        venue = con.primaryExchange or con.exchange
+
+    price_tick: Decimal = Decimal(str(details.minTick))
+    ib_min_tick_gt_2: Decimal = Decimal('0.01')
+    if (
+        price_tick < ib_min_tick_gt_2
+    ):
+        # TODO: we need to add some kinda dynamic rounding sys
+        # to our MktPair i guess?
+        # not sure where the logic should sit, but likely inside
+        # the `.clearing._ems` i suppose...
+        log.warning(
+            'IB seems to disallow a min price tick < 0.01 '
+            'when the price is > 2.0..?\n'
+            f'Decreasing min tick precision for {fqme} to 0.01'
+        )
+        # price_tick = ib_min_tick
+        # await tractor.pause()
+
+    if atype == 'stock':
+        # XXX: GRRRR they don't support fractional share sizes for
+        # stocks from the API?!
+        # if con.secType == 'STK':
+        size_tick = Decimal('1')
+    else:
+        size_tick: Decimal = Decimal(
+            str(details.minSize).rstrip('0')
+        )
+        # |-> TODO: there is also the Contract.sizeIncrement, bt wtf is it?
+
+    # NOTE: this is duplicate from the .broker.norm_trade_records()
+    # routine, we should factor all this parsing somewhere..
+    expiry_str = str(con.lastTradeDateOrContractMonth)
+    # if expiry:
+    #     expiry_str: str = str(pendulum.parse(
+    #         str(expiry).strip(' ')
+    #     ))
+
+    # TODO: currently we can't pass the fiat src asset because
+    # then we'll get a `MNQUSD` request for history data..
+    # we need to figure out how we're going to handle this (later?)
+    # but likely we want all backends to eventually handle
+    # ``dst/src.venue.`` style !?
+    src = Asset(
+        name=str(con.currency).lower(),
+        atype='fiat',
+        tx_tick=Decimal('0.01'),  # right?
+    )
+    dst = Asset(
+        name=con.symbol.lower(),
+        atype=atype,
+        tx_tick=size_tick,
+    )
+
+    mkt = MktPair(
+        src=src,
+        dst=dst,
+
+        price_tick=price_tick,
+        size_tick=size_tick,
+
+        bs_mktid=str(con.conId),
+        venue=str(venue),
+        expiry=expiry_str,
+        broker='ib',
+
+        # TODO: options contract info as str?
+        # contract_info=<optionsdetails>
+        _fqme_without_src=(atype != 'fiat'),
+    )
+
+    # just.. wow.
+    if entry := _adhoc_mkt_infos.get(mkt.bs_fqme):
+        log.warning(f'Frickin {mkt.fqme} has an adhoc {entry}..')
+        new = mkt.to_dict()
+        new['price_tick'] = entry['price_tick']
+        new['src'] = src
+        new['dst'] = dst
+        mkt = MktPair(**new)
+
+    # if possible register the bs_mktid to the just-built
+    # mkt so that it can be retreived by order mode tasks later.
+    # TODO NOTE: this is going to be problematic if/when we split
+    # out the datatd vs. brokerd actors since the mktmap lookup
+    # table will now be inaccessible..
+    if proxy is not None:
+        client: Client = proxy._aio_ns
+        client._contracts[mkt.bs_fqme] = con
+        client._cons2mkts[con] = mkt
+
+    return mkt, details

piker/brokers/kraken/__init__.py

@@ -19,44 +19,57 @@ 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``.
+- .api: for the core API machinery which generally
+        a ``asks``/``trio-websocket`` implemented ``Client``.
+- .broker: part for orders / trading endpoints.
+- .feed: for real-time and historical data query endpoints.
+- .ledger: for transaction processing as it pertains to accounting.
+- .symbols: for market (name) search and symbology meta-defs.
 
 '''
-
-from piker.log import get_logger
-
-log = get_logger(__name__)
-
+from .symbols import (
+    Pair,  # for symcache
+    open_symbol_search,
+    # required by `.accounting`, `.data`
+    get_mkt_info,
+)
+# required by `.brokers`
 from .api import (
     get_client,
 )
 from .feed import (
-    get_mkt_info,
-    open_history_client,
-    open_symbol_search,
+    # required by `.data`
     stream_quotes,
+    open_history_client,
 )
 from .broker import (
-    trades_dialogue,
+    # required by `.clearing`
+    open_trade_dialog,
+)
+from .ledger import (
+    # required by `.accounting`
+    norm_trade,
     norm_trade_records,
 )
 
+
 __all__ = [
     'get_client',
-    'trades_dialogue',
+    'get_mkt_info',
+    'Pair',
+    'open_trade_dialog',
     'open_history_client',
     'open_symbol_search',
     'stream_quotes',
     'norm_trade_records',
+    'norm_trade',
 ]
 
 
 # tractor RPC enable arg
 __enable_modules__: list[str] = [
     'api',
-    'feed',
     'broker',
+    'feed',
+    'symbols',
 ]

piker/brokers/kraken/api.py

@@ -15,12 +15,11 @@
 # along with this program.  If not, see <https://www.gnu.org/licenses/>.
 
 '''
-Kraken web API wrapping.
+Core (web) API client
 
 '''
 from contextlib import asynccontextmanager as acm
 from datetime import datetime
-from decimal import Decimal
 import itertools
 from typing import (
     Any,
@@ -28,10 +27,8 @@ from typing import (
 )
 import time
 
-from bidict import bidict
+import httpx
 import pendulum
-import asks
-from fuzzywuzzy import process as fuzzy
 import numpy as np
 import urllib.parse
 import hashlib
@@ -40,10 +37,14 @@ import base64
 import trio
 
 from piker import config
-from piker.data.types import Struct
+from piker.data import (
+    def_iohlcv_fields,
+    match_from_pairs,
+)
 from piker.accounting._mktinfo import (
     Asset,
     digits_to_dec,
+    dec_digits,
 )
 from piker.brokers._util import (
     resproc,
@@ -52,29 +53,21 @@ from piker.brokers._util import (
     DataThrottle,
 )
 from piker.accounting import Transaction
-from . import log
+from piker.log import get_logger
+from .symbols import Pair
+
+log = get_logger('piker.brokers.kraken')
 
 # <uri>/<version>/
 _url = 'https://api.kraken.com/0'
 
+_headers: dict[str, str] = {
+    'User-Agent': 'krakenex/2.1.0 (+https://github.com/veox/python3-krakenex)'
+}
 
-# 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)
-
+# TODO: this is the only backend providing this right?
+# in which case we should drop it from the defaults and
+# instead make a custom fields descr in this module!
 _show_wap_in_history = True
 _symbol_info_translation: dict[str, str] = {
     'tick_decimals': 'pair_decimals',
@@ -82,12 +75,18 @@ _symbol_info_translation: dict[str, str] = {
 
 
 def get_config() -> dict[str, Any]:
+    '''
+    Load our section from `piker/brokers.toml`.
 
-    conf, path = config.load()
-    section = conf.get('kraken')
-
-    if section is None:
-        log.warning(f'No config section found for kraken in {path}')
+    '''
+    conf, path = config.load(
+        conf_name='brokers',
+        touch_if_dne=True,
+    )
+    if (section := conf.get('kraken')) is None:
+        log.warning(
+            f'No config section found for kraken in {path}'
+        )
         return {}
 
     return section
@@ -118,92 +117,51 @@ class InvalidKey(ValueError):
     '''
 
 
-# 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
-    costmin: float
-    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
-    tick_size: float  # min price step size
-    status: str
-
-    short_position_limit: float = 0
-    long_position_limit: float = float('inf')
-
-    @property
-    def price_tick(self) -> Decimal:
-        return digits_to_dec(self.pair_decimals)
-
-    @property
-    def size_tick(self) -> Decimal:
-        return digits_to_dec(self.lot_decimals)
-
-
 class Client:
 
-    # symbol mapping from all names to the altname
-    _ntable: dict[str, str] = {}
+    # assets and mkt pairs are key-ed by kraken's ReST response
+    # symbol-bs_mktids (we call them "X-keys" like fricking
+    # "XXMRZEUR"). these keys used directly since ledger endpoints
+    # return transaction sets keyed with the same set!
+    _Assets: dict[str, Asset] = {}
+    _AssetPairs: dict[str, Pair] = {}
 
-    # 2-way map of symbol names to their "alt names" ffs XD
-    _altnames: bidict[str, str] = bidict()
+    # offer lookup tables for all .altname and .wsname
+    # to the equivalent .xname so that various symbol-schemas
+    # can be mapped to `Pair`s in the tables above.
+    _altnames: dict[str, str] = {}
+    _wsnames: dict[str, str] = {}
 
+    # key-ed by `Pair.bs_fqme: str`, and thus used for search
+    # allowing for lookup using piker's own FQME symbology sys.
     _pairs: dict[str, Pair] = {}
+    _assets: dict[str, Asset] = {}
 
     def __init__(
         self,
         config: dict[str, str],
+        httpx_client: httpx.AsyncClient,
+
         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._sesh: httpx.AsyncClient = httpx_client
+
         self._name = name
         self._api_key = api_key
         self._secret = secret
 
         self.conf: dict[str, str] = config
-        self.assets: dict[str, Asset] = {}
 
     @property
     def pairs(self) -> dict[str, Pair]:
+
         if self._pairs is None:
             raise RuntimeError(
-                "Make sure to run `cache_symbols()` on startup!"
+                "Client didn't run `.get_mkt_pairs()` on startup?!"
             )
-            # retreive and cache all symbols
 
         return self._pairs
 
@@ -212,10 +170,9 @@ class Client:
         method: str,
         data: dict,
     ) -> dict[str, Any]:
-        resp = await self._sesh.post(
-            path=f'/public/{method}',
+        resp: httpx.Response = await self._sesh.post(
+            url=f'/public/{method}',
             json=data,
-            timeout=float('inf')
         )
         return resproc(resp, log)
 
@@ -226,18 +183,18 @@ class Client:
         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)
+            '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}',
+        resp: httpx.Response = await self._sesh.post(
+            url=f'/private/{method}',
             data=data,
             headers=headers,
-            timeout=float('inf')
         )
         return resproc(resp, log)
 
@@ -263,17 +220,29 @@ class Client:
             'Balance',
             {},
         )
-        by_bsmktid = resp['result']
+        by_bsmktid: dict[str, dict] = resp['result']
 
-        # TODO: we need to pull out the "asset" decimals
-        # data and return a `decimal.Decimal` instead here!
-        # using the underlying Asset
-        return {
-            self._altnames[sym].lower(): float(bal)
-            for sym, bal in by_bsmktid.items()
-        }
+        balances: dict = {}
+        for xname, bal in by_bsmktid.items():
+            asset: Asset = self._Assets[xname]
 
-    async def get_assets(self) -> dict[str, Asset]:
+            # TODO: which KEY should we use? it's used to index
+            # the `Account.pps: dict` ..
+            key: str = asset.name.lower()
+            # TODO: should we just return a `Decimal` here
+            # or is the rounded version ok?
+            balances[key] = round(
+                float(bal),
+                ndigits=dec_digits(asset.tx_tick)
+            )
+
+        return balances
+
+    async def get_assets(
+        self,
+        reload: bool = False,
+
+    ) -> dict[str, Asset]:
         '''
         Load and cache all asset infos and pack into
         our native ``Asset`` struct.
@@ -291,21 +260,37 @@ class Client:
             }
 
         '''
-        resp = await self._public('Assets', {})
-        assets = resp['result']
+        if (
+            not self._assets
+            or reload
+        ):
+            resp = await self._public('Assets', {})
+            assets: dict[str, dict] = resp['result']
 
-        for bs_mktid, info in assets.items():
-            altname = self._altnames[bs_mktid] = info['altname']
-            aclass = info['aclass']
+            for bs_mktid, info in assets.items():
 
-            self.assets[bs_mktid] = Asset(
-                name=altname.lower(),
-                atype=f'crypto_{aclass}',
-                tx_tick=digits_to_dec(info['decimals']),
-                info=info,
-            )
+                altname: str = info['altname']
+                aclass: str = info['aclass']
+                asset = Asset(
+                    name=altname,
+                    atype=f'crypto_{aclass}',
+                    tx_tick=digits_to_dec(info['decimals']),
+                    info=info,
+                )
+                # NOTE: yes we keep 2 sets since kraken insists on
+                # keeping 3 frickin sets bc apparently they have
+                # no sane data engineers whol all like different
+                # keys for their fricking symbology sets..
+                self._Assets[bs_mktid] = asset
+                self._assets[altname.lower()] = asset
+                self._assets[altname] = asset
 
-        return self.assets
+        # we return the "most native" set merged with our preferred
+        # naming (which i guess is the "altname" one) since that's
+        # what the symcache loader will be storing, and we need the
+        # keys that are easiest to match against in any trade
+        # records.
+        return self._Assets | self._assets
 
     async def get_trades(
         self,
@@ -386,23 +371,25 @@ class Client:
         #     'amount': '0.00300726', 'fee': '0.00001000', 'time':
         #     1658347714, 'status': 'Success'}]}
 
+        if xfers:
+            import tractor
+            await tractor.pp()
+
         trans: dict[str, Transaction] = {}
         for entry in xfers:
-
             # look up the normalized name and asset info
-            asset_key = entry['asset']
-            asset = self.assets[asset_key]
-            asset_key = self._altnames[asset_key].lower()
+            asset_key: str = entry['asset']
+            asset: Asset = self._Assets[asset_key]
+            asset_key: str = asset.name.lower()
 
             # XXX: this is in the asset units (likely) so it isn't
             # quite the same as a commisions cost necessarily..)
+            # TODO: also round this based on `Pair` cost precision info?
             cost = float(entry['fee'])
-
-            fqme = asset_key + '.kraken'
+            # fqme: str = asset_key + '.kraken'
 
             tx = Transaction(
-                fqsn=fqme,
-                sym=asset,
+                fqme=asset_key,  # this must map to an entry in .assets!
                 tid=entry['txid'],
                 dt=pendulum.from_timestamp(entry['time']),
                 bs_mktid=f'{asset_key}{src_asset}',
@@ -417,6 +404,11 @@ class Client:
 
                 # XXX: see note above
                 cost=cost,
+
+                # not a trade but a withdrawal or deposit on the
+                # asset (chain) system.
+                etype='transfer',
+
             )
             trans[tx.tid] = tx
 
@@ -467,7 +459,7 @@ class Client:
         # txid is a transaction id given by kraken
         return await self.endpoint('CancelOrder', {"txid": reqid})
 
-    async def pair_info(
+    async def asset_pairs(
         self,
         pair_patt: str | None = None,
 
@@ -479,64 +471,76 @@ class Client:
         https://docs.kraken.com/rest/#tag/Market-Data/operation/getTradableAssetPairs
 
         '''
-        # get all pairs by default, or filter
-        # to whatever pattern is provided as input.
-        pairs: dict[str, str] | None = None
-        if pair_patt is not None:
-            pairs = {'pair': pair_patt}
+        if not self._AssetPairs:
+            # get all pairs by default, or filter
+            # to whatever pattern is provided as input.
+            req_pairs: dict[str, str] | None = None
+            if pair_patt is not None:
+                req_pairs = {'pair': pair_patt}
 
-        resp = await self._public(
-            'AssetPairs',
-            pairs,
-        )
-        err = resp['error']
-        if err:
-            raise SymbolNotFound(pair_patt)
+            resp = await self._public(
+                'AssetPairs',
+                req_pairs,
+            )
+            err = resp['error']
+            if err:
+                raise SymbolNotFound(pair_patt)
 
-        pairs: dict[str, Pair] = {
+            # NOTE: we try to key pairs by our custom defined
+            # `.bs_fqme` field since we want to offer search over
+            # this pattern set, callers should fill out lookup
+            # tables for kraken's bs_mktid keys to map to these
+            # keys!
+            # XXX: FURTHER kraken's data eng team decided to offer
+            # 3 frickin market-pair-symbol key sets depending on
+            # which frickin API is being used.
+            # Example for the trading pair 'LTC<EUR'
+            # - the "X-key" from rest eps 'XLTCZEUR'
+            # - the "websocket key" from ws msgs is 'LTC/EUR'
+            # - the "altname key" also delivered in pair info is 'LTCEUR'
+            for xkey, data in resp['result'].items():
 
-            key: Pair(**data)
-            for key, data in resp['result'].items()
-        }
-        # always cache so we can possibly do faster lookup
-        self._pairs.update(pairs)
+                # NOTE: always cache in pairs tables for faster lookup
+                pair = Pair(xname=xkey, **data)
+
+                # register the above `Pair` structs for all
+                # key-sets/monikers: a set of 4 (frickin) tables
+                # acting as a combined surjection of all possible
+                # (and stupid) kraken names to their `Pair` obj.
+                self._AssetPairs[xkey] = pair
+                self._pairs[pair.bs_fqme] = pair
+                self._altnames[pair.altname] = pair
+                self._wsnames[pair.wsname] = pair
 
         if pair_patt is not None:
-            return next(iter(pairs.items()))[1]
+            return next(iter(self._pairs.items()))[1]
 
-        return pairs
+        return self._AssetPairs
 
-    async def cache_symbols(self) -> dict:
+    async def get_mkt_pairs(
+        self,
+        reload: bool = False,
+    ) -> dict:
         '''
-        Load all market pair info build and cache it for downstream use.
+        Load all market pair info build and cache it for downstream
+        use.
 
-        A ``._ntable: dict[str, str]`` is available for mapping the
-        websocket pair name-keys and their http endpoint API (smh)
-        equivalents to the "alternative name" which is generally the one
-        we actually want to use XD
+        Multiple pair info lookup tables (like ``._altnames:
+        dict[str, str]``) are created for looking up the
+        piker-native `Pair`-struct from any input of the three
+        (yes, it's that idiotic..) available symbol/pair-key-sets
+        that kraken frickin offers depending on the API including
+        the .altname, .wsname and the weird ass default set they
+        return in ReST responses .xname..
 
         '''
-        if not self._pairs:
-            pairs = await self.pair_info()
-            assert self._pairs == pairs
+        if (
+            not self._pairs
+            or reload
+        ):
+            await self.asset_pairs()
 
-            # table of all ws and rest keys to their alt-name values.
-            ntable: dict[str, str] = {}
-
-            for rest_key in list(pairs.keys()):
-
-                pair: Pair = pairs[rest_key]
-                altname = pair.altname
-                wsname = pair.wsname
-                ntable[altname] = ntable[rest_key] = ntable[wsname] = altname
-
-                # register the pair under all monikers, a giant flat
-                # surjection of all possible names to each info obj.
-                self._pairs[altname] = self._pairs[wsname] = pair
-
-            self._ntable.update(ntable)
-
-        return self._pairs
+        return self._AssetPairs
 
     async def search_symbols(
         self,
@@ -552,16 +556,20 @@ class Client:
 
         '''
         if not len(self._pairs):
-            await self.cache_symbols()
-            assert self._pairs, '`Client.cache_symbols()` was never called!?'
+            await self.get_mkt_pairs()
+            assert self._pairs, '`Client.get_mkt_pairs()` was never called!?'
 
-        matches = fuzzy.extractBests(
-            pattern,
-            self._pairs,
+        matches: dict[str, Pair] = match_from_pairs(
+            pairs=self._pairs,
+            query=pattern.upper(),
             score_cutoff=50,
         )
-        # repack in dict form
-        return {item[0].altname: item[0] for item in matches}
+
+        # repack in .altname-keyed output table
+        return {
+            pair.altname: pair
+            for pair in matches.values()
+        }
 
     async def bars(
         self,
@@ -622,11 +630,11 @@ class Client:
                 new_bars.append(
                     (i,) + tuple(
                         ftype(bar[j]) for j, (name, ftype) in enumerate(
-                            _ohlc_dtype[1:]
+                            def_iohlcv_fields[1:]
                         )
                     )
                 )
-            array = np.array(new_bars, dtype=_ohlc_dtype) if as_np else bars
+            array = np.array(new_bars, dtype=def_iohlcv_fields) if as_np else bars
             return array
         except KeyError:
             errmsg = json['error'][0]
@@ -641,37 +649,55 @@ class Client:
                 raise BrokerError(errmsg)
 
     @classmethod
-    def normalize_symbol(
+    def to_bs_fqme(
         cls,
-        ticker: str
-    ) -> tuple[str, Pair]:
+        pair_str: 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.
 
         '''
-        return cls._ntable[ticker].lower()
+        try:
+            return cls._altnames[pair_str.upper()].bs_fqme
+        except KeyError as ke:
+            raise SymbolNotFound(f'kraken has no {ke.args[0]}')
 
 
 @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({})
+    conf: dict[str, Any] = get_config()
+    async with httpx.AsyncClient(
+        base_url=_url,
+        headers=_headers,
 
-    # at startup, load all symbols, and asset info in
-    # batch requests.
-    async with trio.open_nursery() as nurse:
-        nurse.start_soon(client.get_assets)
-        await client.cache_symbols()
+        # TODO: is there a way to numerate this?
+        # https://www.python-httpx.org/advanced/clients/#why-use-a-client
+        # connections=4
+    ) as trio_client:
+        if conf:
+            client = Client(
+                conf,
+                httpx_client=trio_client,
 
-    yield client
+                # TODO: don't break these up and just do internal
+                # conf lookups instead..
+                name=conf['key_descr'],
+                api_key=conf['api_key'],
+                secret=conf['secret']
+            )
+        else:
+            client = Client(
+                conf={},
+                httpx_client=trio_client,
+            )
+
+        # at startup, load all symbols, and asset info in
+        # batch requests.
+        async with trio.open_nursery() as nurse:
+            nurse.start_soon(client.get_assets)
+            await client.get_mkt_pairs()
+
+        yield client

piker/brokers/kraken/broker.py

@@ -18,14 +18,12 @@
 Order api and machinery
 
 '''
-from collections import ChainMap, defaultdict
 from contextlib import (
     asynccontextmanager as acm,
     aclosing,
 )
 from functools import partial
 from itertools import count
-import math
 from pprint import pformat
 import time
 from typing import (
@@ -36,21 +34,19 @@ from typing import (
 )
 
 from bidict import bidict
-import pendulum
 import trio
 import tractor
 
 from piker.accounting import (
     Position,
-    PpTable,
+    Account,
     Transaction,
     TransactionLedger,
     open_trade_ledger,
-    open_pps,
-    get_likely_pair,
+    open_account,
 )
-from piker.accounting._mktinfo import (
-    MktPair,
+from piker.clearing import(
+    OrderDialogs,
 )
 from piker.clearing._messages import (
     Order,
@@ -63,18 +59,24 @@ from piker.clearing._messages import (
     BrokerdPosition,
     BrokerdStatus,
 )
-from . import log
+from piker.brokers import (
+    open_cached_client,
+)
+from piker.data import open_symcache
 from .api import (
+    log,
     Client,
     BrokerError,
-    get_client,
 )
 from .feed import (
-    get_mkt_info,
     open_autorecon_ws,
     NoBsWs,
     stream_messages,
 )
+from .ledger import (
+    norm_trade_records,
+    verify_balances,
+)
 
 MsgUnion = Union[
     BrokerdCancel,
@@ -124,7 +126,7 @@ async def handle_order_requests(
     client: Client,
     ems_order_stream: tractor.MsgStream,
     token: str,
-    apiflows: dict[int, ChainMap[dict[str, dict]]],
+    apiflows: OrderDialogs,
     ids: bidict[str, int],
     reqids2txids: dict[int, str],
 
@@ -134,10 +136,8 @@ async def handle_order_requests(
     and deliver acks or errors.
 
     '''
-    # XXX: UGH, let's unify this.. with ``msgspec``.
-    msg: dict[str, Any]
-    order: BrokerdOrder
-
+    # XXX: UGH, let's unify this.. with ``msgspec``!!!
+    msg: dict | Order
     async for msg in ems_order_stream:
         log.info(f'Rx order msg:\n{pformat(msg)}')
         match msg:
@@ -183,11 +183,12 @@ async def handle_order_requests(
 
                 # logic from old `Client.submit_limit()`
                 if order.oid in ids:
-                    ep = 'editOrder'
-                    reqid = ids[order.oid]  # integer not txid
+                    ep: str = 'editOrder'
+                    reqid: int = ids[order.oid]  # integer not txid
                     try:
-                        txid = reqids2txids[reqid]
+                        txid: str = reqids2txids[reqid]
                     except KeyError:
+
                         # XXX: not sure if this block ever gets hit now?
                         log.error('TOO FAST EDIT')
                         reqids2txids[reqid] = TooFastEdit(reqid)
@@ -208,7 +209,7 @@ async def handle_order_requests(
                         }
 
                 else:
-                    ep = 'addOrder'
+                    ep: str = 'addOrder'
 
                     reqid = BrokerClient.new_reqid()
                     ids[order.oid] = reqid
@@ -221,8 +222,12 @@ async def handle_order_requests(
                         'type': order.action,
                     }
 
-                    psym = order.symbol.upper()
-                    pair = f'{psym[:3]}/{psym[3:]}'
+                    # XXX strip any .<venue> token which should
+                    # ONLY ever be '.spot' rn, until we support
+                    # futes.
+                    bs_fqme: str = order.symbol.replace('.spot', '')
+                    psym: str = bs_fqme.upper()
+                    pair: str = f'{psym[:3]}/{psym[3:]}'
 
                 # XXX: ACK the request **immediately** before sending
                 # the api side request to ensure the ems maps the oid ->
@@ -260,7 +265,7 @@ async def handle_order_requests(
                 await ws.send_msg(req)
 
                 # placehold for sanity checking in relay loop
-                apiflows[reqid].maps.append(msg)
+                apiflows.add_msg(reqid, msg)
 
             case _:
                 account = msg.get('account')
@@ -366,24 +371,23 @@ async def subscribe(
 
 
 def trades2pps(
-    table: PpTable,
+    acnt: Account,
+    ledger: TransactionLedger,
     acctid: str,
     new_trans: dict[str, Transaction] = {},
 
     write_storage: bool = True,
 
-) -> tuple[
-    list[BrokerdPosition],
-    list[Transaction],
-]:
+) -> list[BrokerdPosition]:
     if new_trans:
-        updated = table.update_from_trans(
+        updated = acnt.update_from_ledger(
             new_trans,
+            symcache=ledger.symcache,
         )
         log.info(f'Updated pps:\n{pformat(updated)}')
 
-    pp_entries, closed_pp_objs = table.dump_active()
-    pp_objs: dict[Union[str, int], Position] = table.pps
+    pp_entries, closed_pp_objs = acnt.dump_active()
+    pp_objs: dict[Union[str, int], Position] = acnt.pps
 
     pps: dict[int, Position]
     position_msgs: list[dict] = []
@@ -397,13 +401,13 @@ def trades2pps(
                 # backend suffix prefixed but when
                 # reading accounts from ledgers we
                 # don't need it and/or it's prefixed
-                # in the section table.. we should
+                # in the section acnt.. we should
                 # just strip this from the message
                 # right since `.broker` is already
                 # included?
                 account='kraken.' + acctid,
-                symbol=p.symbol.fqme,
-                size=p.size,
+                symbol=p.mkt.fqme,
+                size=p.cumsize,
                 avg_price=p.ppu,
                 currency='',
             )
@@ -414,29 +418,28 @@ def trades2pps(
         # as little as possible. we need to either do
         # these writes in another actor, or try out `trio`'s
         # async file IO api?
-        table.write_config()
+        acnt.write_config()
 
     return position_msgs
 
 
 @tractor.context
-async def trades_dialogue(
+async def open_trade_dialog(
     ctx: tractor.Context,
-    loglevel: str = None,
 
 ) -> AsyncIterator[dict[str, Any]]:
 
-    async with get_client() as client:
-
+    async with (
+        # TODO: maybe bind these together and deliver
+        # a tuple from `.open_cached_client()`?
+        open_cached_client('kraken') as client,
+        open_symcache('kraken') as symcache,
+    ):
+        # make ems flip to paper mode when no creds setup in
+        # `brokers.toml` B0
         if not client._api_key:
-            raise RuntimeError(
-                'Missing Kraken API key in `brokers.toml`!?!?')
-
-        # TODO: make ems flip to paper mode via
-        # some returned signal if the user only wants to use
-        # the data feed or we return this?
-        # else:
-        #     await ctx.started(({}, ['paper']))
+            await ctx.started('paper')
+            return
 
         # NOTE: currently we expect the user to define a "source fiat"
         # (much like the web UI let's you set an "account currency")
@@ -449,10 +452,7 @@ async def trades_dialogue(
         acc_name = 'kraken.' + acctid
 
         # task local msg dialog tracking
-        apiflows: defaultdict[
-            int,
-            ChainMap[dict[str, dict]],
-        ] = defaultdict(ChainMap)
+        apiflows = OrderDialogs()
 
         # 2way map for ems ids to kraken int reqids..
         ids: bidict[str, int] = bidict()
@@ -464,8 +464,8 @@ async def trades_dialogue(
         # - delete the *ABSOLUTE LAST* entry from account's corresponding
         #   trade ledgers file (NOTE this MUST be the last record
         #   delivered from the api ledger),
-        # - open you ``pps.toml`` and find that same tid and delete it
-        #   from the pp's clears table,
+        # - open you ``account.kraken.spot.toml`` and find that
+        #   same tid and delete it from the pos's clears table,
         # - set this flag to `True`
         #
         # You should see an update come in after the order mode
@@ -476,172 +476,85 @@ async def trades_dialogue(
         # update things correctly.
         simulate_pp_update: bool = False
 
-        table: PpTable
+        acnt: Account
         ledger: TransactionLedger
         with (
-            open_pps(
+            open_account(
                 'kraken',
                 acctid,
                 write_on_exit=True,
-            ) as table,
+            ) as acnt,
 
             open_trade_ledger(
                 'kraken',
                 acctid,
+                symcache=symcache,
             ) as ledger,
         ):
-            # transaction-ify the ledger entries
-            ledger_trans = await norm_trade_records(ledger)
+            # TODO: loading ledger entries should all be done
+            # within a newly implemented `async with open_account()
+            # as acnt` where `Account.ledger: TransactionLedger`
+            # can be used to explicitily update and write the
+            # offline TOML files!
+            # ------ - ------
+            # MOL the init sequence is:
+            # - get `Account` (with presumed pre-loaded ledger done
+            #   beind the scenes as part of ctx enter).
+            # - pull new trades from API, update the ledger with
+            #   normalized to `Transaction` entries of those
+            #   records, presumably (and implicitly) update the
+            #   acnt state including expiries, positions,
+            #   transfers..), and finally of course existing
+            #   per-asset balances.
+            # - validate all pos and balances ensuring there's
+            #   no seemingly noticeable discrepancies?
 
-            if not table.pps:
-                # NOTE: we can't use this since it first needs
-                # broker: str input support!
-                # table.update_from_trans(ledger.to_trans())
-                table.update_from_trans(ledger_trans)
-                table.write_config()
+            # LOAD and transaction-ify the EXISTING LEDGER
+            ledger_trans: dict[str, Transaction] = await norm_trade_records(
+                ledger,
+                client,
+                api_name_set='xname',
+            )
+
+            if not acnt.pps:
+                acnt.update_from_ledger(
+                    ledger_trans,
+                    symcache=ledger.symcache,
+                )
+                acnt.write_config()
 
             # TODO: eventually probably only load
             # as far back as it seems is not deliverd in the
             # most recent 50 trades and assume that by ordering we
-            # already have those records in the ledger.
-            tids2trades = await client.get_trades()
+            # already have those records in the ledger?
+            tids2trades: dict[str, dict] = await client.get_trades()
             ledger.update(tids2trades)
             if tids2trades:
                 ledger.write_config()
 
-            api_trans = await norm_trade_records(tids2trades)
+            api_trans: dict[str, Transaction] = await norm_trade_records(
+                tids2trades,
+                client,
+                api_name_set='xname',
+            )
 
             # retrieve kraken reported balances
             # and do diff with ledger to determine
             # what amount of trades-transactions need
             # to be reloaded.
-            balances = await client.get_balances()
+            balances: dict[str, float] = await client.get_balances()
 
-            for dst, size in balances.items():
+            verify_balances(
+                acnt,
+                src_fiat,
+                balances,
+                client,
+                ledger,
+                ledger_trans,
+                api_trans,
+            )
 
-                # we don't care about tracking positions
-                # in the user's source fiat currency.
-                if (
-                    dst == src_fiat
-                    or not any(
-                        dst in bs_mktid for bs_mktid in table.pps
-                    )
-                ):
-                    log.warning(
-                        f'Skipping balance `{dst}`:{size} for position calcs!'
-                    )
-                    continue
-
-                def has_pp(
-                    dst: str,
-                    size: float,
-
-                ) -> Position | None:
-
-                    src2dst: dict[str, str] = {}
-
-                    for bs_mktid in table.pps:
-                        likely_pair = get_likely_pair(
-                            src_fiat,
-                            dst,
-                            bs_mktid,
-                        )
-                        if likely_pair:
-                            src2dst[src_fiat] = dst
-
-                    for src, dst in src2dst.items():
-                        pair = f'{dst}{src_fiat}'
-                        pp = table.pps.get(pair)
-                        if (
-                            pp
-                            and math.isclose(pp.size, size)
-                        ):
-                            return pp
-
-                        elif (
-                            size == 0
-                            and pp.size
-                        ):
-                            log.warning(
-                                f'`kraken` account says you have  a ZERO '
-                                f'balance for {bs_mktid}:{pair}\n'
-                                f'but piker seems to think `{pp.size}`\n'
-                                'This is likely a discrepancy in piker '
-                                'accounting if the above number is'
-                                "large,' though it's likely to due lack"
-                                "f tracking xfers fees.."
-                            )
-                            return pp
-
-                    return None  # signal no entry
-
-                pos = has_pp(dst, size)
-                if not pos:
-
-                    # we have a balance for which there is no pp
-                    # entry? so we have to likely update from the
-                    # ledger.
-                    updated = table.update_from_trans(ledger_trans)
-                    log.info(f'Updated pps from ledger:\n{pformat(updated)}')
-                    pos = has_pp(dst, size)
-
-                    if (
-                        not pos
-                        and not simulate_pp_update
-                    ):
-                        # try reloading from API
-                        table.update_from_trans(api_trans)
-                        pos = has_pp(dst, size)
-                        if not pos:
-
-                            # get transfers to make sense of abs balances.
-                            # NOTE: we do this after ledger and API
-                            # loading since we might not have an entry
-                            # in the ``pps.toml`` for the necessary pair
-                            # yet and thus this likely pair grabber will
-                            # likely fail.
-                            for bs_mktid in table.pps:
-                                likely_pair = get_likely_pair(
-                                    src_fiat,
-                                    dst,
-                                    bs_mktid,
-                                )
-                                if likely_pair:
-                                    break
-                            else:
-                                raise ValueError(
-                                    'Could not find a position pair in '
-                                    'ledger for likely widthdrawal '
-                                    f'candidate: {dst}'
-                                )
-
-                            if likely_pair:
-                                # this was likely pp that had a withdrawal
-                                # from the dst asset out of the account.
-
-                                xfer_trans = await client.get_xfers(
-                                    dst,
-                                    # TODO: not all src assets are
-                                    # 3 chars long...
-                                    src_asset=likely_pair[3:],
-                                )
-                                if xfer_trans:
-                                    updated = table.update_from_trans(
-                                        xfer_trans,
-                                        cost_scalar=1,
-                                    )
-                                    log.info(
-                                        f'Updated {dst} from transfers:\n'
-                                        f'{pformat(updated)}'
-                                    )
-
-                        if has_pp(dst, size):
-                            raise ValueError(
-                                'Could not reproduce balance:\n'
-                                f'dst: {dst}, {size}\n'
-                            )
-
-            # only for simulate-testing a "new fill" since
+            # XXX NOTE: only for simulate-testing a "new fill" since
             # otherwise we have to actually conduct a live clear.
             if simulate_pp_update:
                 tid = list(tids2trades)[0]
@@ -649,26 +562,28 @@ async def trades_dialogue(
                 # stage a first reqid of `0`
                 reqids2txids[0] = last_trade_dict['ordertxid']
 
-            ppmsgs = trades2pps(
-                table,
+            ppmsgs: list[BrokerdPosition] = trades2pps(
+                acnt,
+                ledger,
                 acctid,
             )
+            # sync with EMS delivering pps and accounts
             await ctx.started((ppmsgs, [acc_name]))
 
             # TODO: ideally this blocks the this task
             # as little as possible. we need to either do
             # these writes in another actor, or try out `trio`'s
             # async file IO api?
-            table.write_config()
+            acnt.write_config()
 
             # Get websocket token for authenticated data stream
             # Assert that a token was actually received.
             resp = await client.endpoint('GetWebSocketsToken', {})
-            err = resp.get('error')
-            if err:
+            if err := resp.get('error'):
                 raise BrokerError(err)
 
-            token = resp['result']['token']
+            # resp token for ws init
+            token: str = resp['result']['token']
 
             ws: NoBsWs
             async with (
@@ -697,32 +612,35 @@ async def trades_dialogue(
 
                 # enter relay loop
                 await handle_order_updates(
-                    ws,
-                    stream,
-                    ems_stream,
-                    apiflows,
-                    ids,
-                    reqids2txids,
-                    table,
-                    api_trans,
-                    acctid,
-                    acc_name,
-                    token,
+                    client=client,
+                    ws=ws,
+                    ws_stream=stream,
+                    ems_stream=ems_stream,
+                    apiflows=apiflows,
+                    ids=ids,
+                    reqids2txids=reqids2txids,
+                    acnt=acnt,
+                    ledger=ledger,
+                    acctid=acctid,
+                    acc_name=acc_name,
+                    token=token,
                 )
 
 
 async def handle_order_updates(
+    client: Client,  # only for pairs table needed in ledger proc
     ws: NoBsWs,
     ws_stream: AsyncIterator,
     ems_stream: tractor.MsgStream,
-    apiflows: dict[int, ChainMap[dict[str, dict]]],
+    apiflows: OrderDialogs,
     ids: bidict[str, int],
     reqids2txids: bidict[int, str],
-    table: PpTable,
+    acnt: Account,
 
     # transaction records which will be updated
     # on new trade clearing events (aka order "fills")
-    ledger_trans: dict[str, Transaction],
+    ledger: TransactionLedger,
+    # ledger_trans: dict[str, Transaction],
     acctid: str,
     acc_name: str,
     token: str,
@@ -740,7 +658,7 @@ async def handle_order_updates(
 
             # TODO: turns out you get the fill events from the
             # `openOrders` before you get this, so it might be better
-            # to do all fill/status/pp updates in that sub and just use
+            # to do all fill/status/pos updates in that sub and just use
             # this one for ledger syncs?
 
             # For eg. we could take the "last 50 trades" and do a diff
@@ -782,7 +700,8 @@ async def handle_order_updates(
                     # if tid not in ledger_trans
                 }
                 for tid, trade in trades.items():
-                    assert tid not in ledger_trans
+                    # assert tid not in ledger_trans
+                    assert tid not in ledger
                     txid = trade['ordertxid']
                     reqid = trade.get('userref')
 
@@ -825,12 +744,22 @@ async def handle_order_updates(
                     )
                     await ems_stream.send(status_msg)
 
-                new_trans = await norm_trade_records(trades)
-                ppmsgs = trades2pps(
-                    table,
-                    acctid,
-                    new_trans,
+                new_trans = await norm_trade_records(
+                    trades,
+                    client,
+                    api_name_set='wsname',
                 )
+                ppmsgs: list[BrokerdPosition] = trades2pps(
+                    acnt=acnt,
+                    ledger=ledger,
+                    acctid=acctid,
+                    new_trans=new_trans,
+                )
+                # ppmsgs = trades2pps(
+                #     acnt,
+                #     acctid,
+                #     new_trans,
+                # )
                 for pp_msg in ppmsgs:
                     await ems_stream.send(pp_msg)
 
@@ -875,8 +804,9 @@ async def handle_order_updates(
                     # 'vol_exec': exec_vlm}  # 0.0000
                     match update_msg:
 
-                        # EMS-unknown LIVE order that needs to be
-                        # delivered and loaded on the client-side.
+                        # EMS-unknown pre-exising-submitted LIVE
+                        # order that needs to be delivered and
+                        # loaded on the client-side.
                         case {
                             'userref': reqid,
                             'descr': {
@@ -895,7 +825,7 @@ async def handle_order_updates(
                             ids.inverse.get(reqid) is None
                         ):
                             # parse out existing live order
-                            fqsn = pair.replace('/', '').lower()
+                            fqme = pair.replace('/', '').lower() + '.spot'
                             price = float(price)
                             size = float(vol)
 
@@ -922,14 +852,14 @@ async def handle_order_updates(
                                     action=action,
                                     exec_mode='live',
                                     oid=oid,
-                                    symbol=fqsn,
+                                    symbol=fqme,
                                     account=acc_name,
                                     price=price,
                                     size=size,
                                 ),
                                 src='kraken',
                             )
-                            apiflows[reqid].maps.append(status_msg.to_dict())
+                            apiflows.add_msg(reqid, status_msg.to_dict())
                             await ems_stream.send(status_msg)
                             continue
 
@@ -1065,7 +995,7 @@ async def handle_order_updates(
                                 ),
                             )
 
-                            apiflows[reqid].maps.append(update_msg)
+                            apiflows.add_msg(reqid, update_msg)
                             await ems_stream.send(resp)
 
                         # fill msg.
@@ -1144,9 +1074,8 @@ async def handle_order_updates(
                     )
                     continue
 
-                # update the msg chain
-                chain = apiflows[reqid]
-                chain.maps.append(event)
+                # update the msg history
+                apiflows.add_msg(reqid, event)
 
                 if status == 'error':
                     # any of ``{'add', 'edit', 'cancel'}``
@@ -1156,11 +1085,16 @@ async def handle_order_updates(
                         f'Failed to {action} order {reqid}:\n'
                         f'{errmsg}'
                     )
+
+                    symbol: str = 'N/A'
+                    if chain := apiflows.get(reqid):
+                        symbol: str = chain.get('symbol', 'N/A')
+
                     await ems_stream.send(BrokerdError(
                         oid=oid,
                         # XXX: use old reqid in case it changed?
                         reqid=reqid,
-                        symbol=chain.get('symbol', 'N/A'),
+                        symbol=symbol,
 
                         reason=f'Failed {action}:\n{errmsg}',
                         broker_details=event
@@ -1185,36 +1119,3 @@ async def handle_order_updates(
                         })
             case _:
                 log.warning(f'Unhandled trades update msg: {msg}')
-
-
-async def norm_trade_records(
-    ledger: dict[str, Any],
-
-) -> dict[str, Transaction]:
-
-    records: dict[str, Transaction] = {}
-
-    for tid, record in ledger.items():
-
-        size = float(record.get('vol')) * {
-            'buy': 1,
-            'sell': -1,
-        }[record['type']]
-
-        # we normalize to kraken's `altname` always..
-        bs_mktid = Client.normalize_symbol(record['pair'])
-        fqme = f'{bs_mktid}.kraken'
-        mkt: MktPair = (await get_mkt_info(fqme))[0]
-
-        records[tid] = Transaction(
-            fqsn=fqme,
-            sym=mkt,
-            tid=tid,
-            size=size,
-            price=float(record['price']),
-            cost=float(record['fee']),
-            dt=pendulum.from_timestamp(float(record['time'])),
-            bs_mktid=bs_mktid,
-        )
-
-    return records

piker/brokers/kraken/feed.py

@@ -24,43 +24,38 @@ from contextlib import (
 )
 from datetime import datetime
 from typing import (
-    Any,
-    Optional,
+    AsyncGenerator,
     Callable,
+    Optional,
 )
 import time
 
-from fuzzywuzzy import process as fuzzy
 import numpy as np
 import pendulum
 from trio_typing import TaskStatus
-import tractor
 import trio
 
 from piker.accounting._mktinfo import (
-    Asset,
     MktPair,
 )
-from piker._cacheables import (
+from piker.brokers import (
     open_cached_client,
-    async_lifo_cache,
 )
 from piker.brokers._util import (
     BrokerError,
     DataThrottle,
     DataUnavailable,
 )
-from piker.data.types import Struct
+from piker.types import Struct
 from piker.data.validate import FeedInit
 from piker.data._web_bs import open_autorecon_ws, NoBsWs
-from . import log
 from .api import (
-    Client,
-    Pair,
+    log,
 )
+from .symbols import get_mkt_info
 
 
-class OHLC(Struct):
+class OHLC(Struct, frozen=True):
     '''
     Description of the flattened OHLC quote format.
 
@@ -71,6 +66,8 @@ class OHLC(Struct):
     chan_id: int  # internal kraken id
     chan_name: str  # eg. ohlc-1  (name-interval)
     pair: str  # fx pair
+
+    # unpacked from array
     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
@@ -80,8 +77,6 @@ class OHLC(Struct):
     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(
@@ -145,14 +140,15 @@ async def process_data_feed_msgs(
                     pair
                 ]:
                     if 'ohlc' in chan_name:
+                        array: list = payload_array[0]
                         ohlc = OHLC(
                             chan_id,
                             chan_name,
                             pair,
-                            *payload_array[0]
+                            *map(float, array[:-1]),
+                            count=array[-1],
                         )
-                        ohlc.typecast()
-                        yield 'ohlc', ohlc
+                        yield 'ohlc', ohlc.copy()
 
                     elif 'spread' in chan_name:
 
@@ -192,31 +188,27 @@ async def process_data_feed_msgs(
                     # yield msg
 
 
-def normalize(
-    ohlc: OHLC,
+def normalize(ohlc: OHLC) -> dict:
+    '''
+    Norm an `OHLC` msg to piker's minimal (live-)quote schema.
 
-) -> 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
+    return quote
 
 
 @acm
 async def open_history_client(
-    symbol: str,
+    mkt: MktPair,
 
-) -> tuple[Callable, int]:
+) -> AsyncGenerator[Callable, None]:
+
+    symbol: str = mkt.bs_mktid
 
     # TODO implement history getter for the new storage layer.
     async with open_cached_client('kraken') as client:
@@ -266,44 +258,6 @@ async def open_history_client(
         yield get_ohlc, {'erlangs': 1, 'rate': 1}
 
 
-@async_lifo_cache()
-async def get_mkt_info(
-    fqme: str,
-
-) -> tuple[MktPair, Pair]:
-    '''
-    Query for and return a `MktPair` and backend-native `Pair` (or
-    wtv else) info.
-
-    If more then one fqme is provided return a ``dict`` of native
-    key-strs to `MktPair`s.
-
-    '''
-    async with open_cached_client('kraken') as client:
-
-        # uppercase since kraken bs_mktid is always upper
-        bs_fqme, _, broker = fqme.partition('.')
-        pair_str: str = bs_fqme.upper()
-        bs_mktid: str = Client.normalize_symbol(pair_str)
-        pair: Pair = await client.pair_info(pair_str)
-
-        assets = client.assets
-        dst_asset: Asset = assets[pair.base]
-        src_asset: Asset = assets[pair.quote]
-
-        mkt = MktPair(
-            dst=dst_asset,
-            src=src_asset,
-
-            price_tick=pair.price_tick,
-            size_tick=pair.size_tick,
-            bs_mktid=bs_mktid,
-
-            broker='kraken',
-        )
-        return mkt, pair
-
-
 async def stream_quotes(
 
     send_chan: trio.abc.SendChannel,
@@ -334,12 +288,7 @@ async def stream_quotes(
         for sym_str in symbols:
             mkt, pair = await get_mkt_info(sym_str)
             init_msgs.append(
-                FeedInit(
-                    mkt_info=mkt,
-                    shm_write_opts={
-                        'sum_tick_vml': False,
-                    },
-                )
+                FeedInit(mkt_info=mkt)
             )
 
             ws_pairs.append(pair.wsname)
@@ -399,7 +348,6 @@ async def stream_quotes(
             open_autorecon_ws(
                 'wss://ws.kraken.com/',
                 fixture=subscribe,
-                msg_recv_timeout=5,
                 reset_after=20,
             ) as ws,
 
@@ -411,78 +359,57 @@ async def stream_quotes(
         ):
             # pull a first quote and deliver
             typ, ohlc_last = await anext(msg_gen)
-            topic, quote = normalize(ohlc_last)
+            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
+            last_interval_start: float = ohlc_last.etime
 
             # start streaming
-            async for typ, ohlc in msg_gen:
-
-                if typ == 'ohlc':
+            topic: str = mkt.bs_fqme
+            async for typ, quote in msg_gen:
+                match typ:
 
                     # TODO: can get rid of all this by using
-                    # ``trades`` subscription...
+                    # ``trades`` subscription..? Not sure why this
+                    # wasn't used originally? (music queues) zoltannn..
+                    # https://docs.kraken.com/websockets/#message-trade
+                    case 'ohlc':
+                        # generate tick values to match time & sales pane:
+                        # https://trade.kraken.com/charts/KRAKEN:BTC-USD?period=1m
+                        volume = quote.volume
 
-                    # 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 quote.etime > last_interval_start:
+                            last_interval_start: float = quote.etime
+                            tick_volume: float = 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: float = volume - ohlc_last.volume
 
-                    else:
-                        # this is the tick volume *within the interval*
-                        tick_volume = volume - ohlc_last.volume
+                        ohlc_last = quote
+                        last = quote.close
 
-                    ohlc_last = ohlc
-                    last = ohlc.close
+                        quote = normalize(quote)
+                        ticks = quote.setdefault(
+                            'ticks',
+                            [],
+                        )
+                        if tick_volume:
+                            ticks.append({
+                                'type': 'trade',
+                                'price': last,
+                                'size': tick_volume,
+                            })
 
-                    if tick_volume:
-                        ohlc.ticks.append({
-                            'type': 'trade',
-                            'price': last,
-                            'size': tick_volume,
-                        })
+                    case 'l1':
+                        # passthrough quote msg
+                        pass
 
-                    topic, quote = normalize(ohlc)
-
-                elif typ == 'l1':
-                    quote = ohlc
-                    topic = quote['symbol'].lower()
+                    case _:
+                        log.warning(f'Unknown WSS message: {typ}, {quote}')
 
                 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({
-                    pair[0].altname: pair[0]
-                    for pair in matches
-                })

piker/brokers/kraken/ledger.py

@@ -0,0 +1,269 @@
+# 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/>.
+
+'''
+Trade transaction accounting and normalization.
+
+'''
+import math
+from pprint import pformat
+from typing import (
+    Any,
+)
+
+import pendulum
+
+from piker.accounting import (
+    Transaction,
+    Position,
+    Account,
+    get_likely_pair,
+    TransactionLedger,
+    # MktPair,
+)
+from piker.types import Struct
+from piker.data import (
+    SymbologyCache,
+)
+from .api import (
+    log,
+    Client,
+    Pair,
+)
+# from .feed import get_mkt_info
+
+
+def norm_trade(
+    tid: str,
+    record: dict[str, Any],
+
+    # this is the dict that was returned from
+    # `Client.get_mkt_pairs()` and when running offline ledger
+    # processing from `.accounting`, this will be the table loaded
+    # into `SymbologyCache.pairs`.
+    pairs: dict[str, Struct],
+    symcache: SymbologyCache | None = None,
+
+) -> Transaction:
+
+    size: float = float(record.get('vol')) * {
+        'buy': 1,
+        'sell': -1,
+    }[record['type']]
+
+    # NOTE: this value may be either the websocket OR the rest schema
+    # so we need to detect the key format and then choose the
+    # correct symbol lookup table to evetually get a ``Pair``..
+    # See internals of `Client.asset_pairs()` for deats!
+    src_pair_key: str = record['pair']
+
+    # XXX: kraken's data engineering is soo bad they require THREE
+    # different pair schemas (more or less seemingly tied to
+    # transport-APIs)..LITERALLY they return different market id
+    # pairs in the ledger endpoints vs. the websocket event subs..
+    # lookup pair using appropriately provided tabled depending
+    # on API-key-schema..
+    pair: Pair = pairs[src_pair_key]
+    fqme: str = pair.bs_fqme.lower() + '.kraken'
+
+    return Transaction(
+        fqme=fqme,
+        tid=tid,
+        size=size,
+        price=float(record['price']),
+        cost=float(record['fee']),
+        dt=pendulum.from_timestamp(float(record['time'])),
+        bs_mktid=pair.bs_mktid,
+    )
+
+
+async def norm_trade_records(
+    ledger: dict[str, Any],
+    client: Client,
+    api_name_set: str = 'xname',
+
+) -> dict[str, Transaction]:
+    '''
+    Loop through an input ``dict`` of trade records
+    and convert them to ``Transactions``.
+
+    '''
+    records: dict[str, Transaction] = {}
+    for tid, record in ledger.items():
+
+        # manual_fqme: str = f'{bs_mktid.lower()}.kraken'
+        # mkt: MktPair = (await get_mkt_info(manual_fqme))[0]
+        # fqme: str = mkt.fqme
+        # assert fqme == manual_fqme
+        pairs: dict[str, Pair] = {
+            'xname': client._AssetPairs,
+            'wsname': client._wsnames,
+            'altname': client._altnames,
+        }[api_name_set]
+
+        records[tid] = norm_trade(
+            tid,
+            record,
+            pairs=pairs,
+        )
+
+    return records
+
+
+def has_pp(
+    acnt: Account,
+    src_fiat: str,
+    dst: str,
+    size: float,
+
+) -> Position | None:
+
+    src2dst: dict[str, str] = {}
+    for bs_mktid in acnt.pps:
+        likely_pair = get_likely_pair(
+            src_fiat,
+            dst,
+            bs_mktid,
+        )
+        if likely_pair:
+            src2dst[src_fiat] = dst
+
+    for src, dst in src2dst.items():
+        pair: str = f'{dst}{src_fiat}'
+        pos: Position = acnt.pps.get(pair)
+        if (
+            pos
+            and math.isclose(pos.size, size)
+        ):
+            return pos
+
+        elif (
+            size == 0
+            and pos.size
+        ):
+            log.warning(
+                f'`kraken` account says you have  a ZERO '
+                f'balance for {bs_mktid}:{pair}\n'
+                f'but piker seems to think `{pos.size}`\n'
+                'This is likely a discrepancy in piker '
+                'accounting if the above number is'
+                "large,' though it's likely to due lack"
+                "f tracking xfers fees.."
+            )
+            return pos
+
+    return None  # indicate no entry found
+
+
+# TODO: factor most of this "account updating from txns" into the
+# the `Account` impl so has to provide for hiding the mostly
+# cross-provider updates from txn sets
+async def verify_balances(
+    acnt: Account,
+    src_fiat: str,
+    balances: dict[str, float],
+    client: Client,
+    ledger: TransactionLedger,
+    ledger_trans: dict[str, Transaction],  # from toml
+    api_trans: dict[str, Transaction],  # from API
+
+    simulate_pp_update: bool = False,
+
+) -> None:
+    for dst, size in balances.items():
+
+        # we don't care about tracking positions
+        # in the user's source fiat currency.
+        if (
+            dst == src_fiat
+            or not any(
+                dst in bs_mktid for bs_mktid in acnt.pps
+            )
+        ):
+            log.warning(
+                f'Skipping balance `{dst}`:{size} for position calcs!'
+            )
+            continue
+
+        # we have a balance for which there is no pos entry
+        # - we have to likely update from the ledger?
+        if not has_pp(acnt, src_fiat, dst, size):
+            updated = acnt.update_from_ledger(
+                ledger_trans,
+                symcache=ledger.symcache,
+            )
+            log.info(f'Updated pps from ledger:\n{pformat(updated)}')
+
+            # FIRST try reloading from API records
+            if (
+                not has_pp(acnt, src_fiat, dst, size)
+                and not simulate_pp_update
+            ):
+                acnt.update_from_ledger(
+                    api_trans,
+                    symcache=ledger.symcache,
+                )
+
+                # get transfers to make sense of abs
+                # balances.
+                # NOTE: we do this after ledger and API
+                # loading since we might not have an
+                # entry in the
+                # ``account.kraken.spot.toml`` for the
+                # necessary pair yet and thus this
+                # likely pair grabber will likely fail.
+                if not has_pp(acnt, src_fiat, dst, size):
+                    for bs_mktid in acnt.pps:
+                        likely_pair: str | None = get_likely_pair(
+                            src_fiat,
+                            dst,
+                            bs_mktid,
+                        )
+                        if likely_pair:
+                            break
+                    else:
+                        raise ValueError(
+                            'Could not find a position pair in '
+                            'ledger for likely widthdrawal '
+                            f'candidate: {dst}'
+                        )
+
+                    # this was likely pos that had a withdrawal
+                    # from the dst asset out of the account.
+                    if likely_pair:
+                        xfer_trans = await client.get_xfers(
+                            dst,
+
+                            # TODO: not all src assets are
+                            # 3 chars long...
+                            src_asset=likely_pair[3:],
+                        )
+                        if xfer_trans:
+                            updated = acnt.update_from_ledger(
+                                xfer_trans,
+                                cost_scalar=1,
+                                symcache=ledger.symcache,
+                            )
+                            log.info(
+                                f'Updated {dst} from transfers:\n'
+                                f'{pformat(updated)}'
+                            )
+
+                if has_pp(acnt, src_fiat, dst, size):
+                    raise ValueError(
+                        'Could not reproduce balance:\n'
+                        f'dst: {dst}, {size}\n'
+                    )

piker/brokers/kraken/symbols.py

@@ -0,0 +1,206 @@
+# 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/>.
+
+'''
+Symbology defs and search.
+
+'''
+from decimal import Decimal
+
+import tractor
+from rapidfuzz import process as fuzzy
+
+from piker._cacheables import (
+    async_lifo_cache,
+)
+from piker.accounting._mktinfo import (
+    digits_to_dec,
+)
+from piker.brokers import (
+    open_cached_client,
+    SymbolNotFound,
+)
+from piker.types import Struct
+from piker.accounting._mktinfo import (
+    Asset,
+    MktPair,
+    unpack_fqme,
+)
+
+
+# https://www.kraken.com/features/api#get-tradable-pairs
+class Pair(Struct):
+    xname: str  # idiotic bs_mktid equiv i guess?
+    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
+    costmin: float
+    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
+    tick_size: float  # min price step size
+    status: str
+
+    short_position_limit: float = 0
+    long_position_limit: float = float('inf')
+
+    # TODO: should we make this a literal NamespacePath ref?
+    ns_path: str = 'piker.brokers.kraken:Pair'
+
+    @property
+    def bs_mktid(self) -> str:
+        '''
+        Kraken seems to index it's market symbol sets in
+        transaction ledgers using the key returned from rest
+        queries.. so use that since apparently they can't
+        make up their minds on a better key set XD
+
+        '''
+        return self.xname
+
+    @property
+    def price_tick(self) -> Decimal:
+        return digits_to_dec(self.pair_decimals)
+
+    @property
+    def size_tick(self) -> Decimal:
+        return digits_to_dec(self.lot_decimals)
+
+    @property
+    def bs_dst_asset(self) -> str:
+        dst, _ = self.wsname.split('/')
+        return dst
+
+    @property
+    def bs_src_asset(self) -> str:
+        _, src = self.wsname.split('/')
+        return src
+
+    @property
+    def bs_fqme(self) -> str:
+        '''
+        Basically the `.altname` but with special '.' handling and
+        `.SPOT` suffix appending (for future multi-venue support).
+
+        '''
+        dst, src = self.wsname.split('/')
+        # XXX: omg for stupid shite like ETH2.S/ETH..
+        dst = dst.replace('.', '-')
+        return f'{dst}{src}.SPOT'
+
+
+@tractor.context
+async def open_symbol_search(ctx: tractor.Context) -> None:
+    async with open_cached_client('kraken') as client:
+
+        # load all symbols locally for fast search
+        cache = await client.get_mkt_pairs()
+        await ctx.started(cache)
+
+        async with ctx.open_stream() as stream:
+            async for pattern in stream:
+                await stream.send(
+                    await client.search_symbols(pattern)
+                )
+
+
+@async_lifo_cache()
+async def get_mkt_info(
+    fqme: str,
+
+) -> tuple[MktPair, Pair]:
+    '''
+    Query for and return a `MktPair` and backend-native `Pair` (or
+    wtv else) info.
+
+    If more then one fqme is provided return a ``dict`` of native
+    key-strs to `MktPair`s.
+
+    '''
+    venue: str = 'spot'
+    expiry: str = ''
+    if '.kraken' not in fqme:
+        fqme += '.kraken'
+
+    broker, pair, venue, expiry = unpack_fqme(fqme)
+    venue: str = venue or 'spot'
+
+    if venue.lower() != 'spot':
+        raise SymbolNotFound(
+            'kraken only supports spot markets right now!\n'
+            f'{fqme}\n'
+        )
+
+    async with open_cached_client('kraken') as client:
+
+        # uppercase since kraken bs_mktid is always upper
+        # bs_fqme, _, broker = fqme.partition('.')
+        # pair_str: str = bs_fqme.upper()
+        pair_str: str = f'{pair}.{venue}'
+
+        pair: Pair | None = client._pairs.get(pair_str.upper())
+        if not pair:
+            bs_fqme: str = client.to_bs_fqme(pair_str)
+            pair: Pair = client._pairs[bs_fqme]
+
+        if not (assets := client._assets):
+            assets: dict[str, Asset] = await client.get_assets()
+
+        dst_asset: Asset = assets[pair.bs_dst_asset]
+        src_asset: Asset = assets[pair.bs_src_asset]
+
+        mkt = MktPair(
+            dst=dst_asset,
+            src=src_asset,
+
+            price_tick=pair.price_tick,
+            size_tick=pair.size_tick,
+            bs_mktid=pair.bs_mktid,
+
+            expiry=expiry,
+            venue=venue or 'spot',
+
+            # TODO: futes
+            # _atype=_atype,
+
+            broker='kraken',
+        )
+        return mkt, pair

piker/brokers/questrade.py

@@ -40,7 +40,8 @@ import wrapt
 import asks
 
 from ..calc import humanize, percent_change
-from .._cacheables import open_cached_client, async_lifo_cache
+from . import open_cached_client
+from piker._cacheables import async_lifo_cache
 from .. import config
 from ._util import resproc, BrokerError, SymbolNotFound
 from ..log import (

piker/clearing/README.rst

@@ -0,0 +1,49 @@
+piker.clearing
+______________
+trade execution-n-control subsys for both live and paper trading as
+well as algo-trading manual override/interaction across any backend
+broker and data provider.
+
+avail UIs
+*********
+
+order ctl
+---------
+the `piker.clearing` subsys is exposed mainly though
+the `piker chart` GUI as a "chart trader" style UX and
+is automatically enabled whenever a chart is opened.
+
+.. ^TODO, more prose here!
+
+the "manual" order control features are exposed via the
+`piker.ui.order_mode` API and can pretty much always be
+used (at least) in simulated-trading mode, aka "paper"-mode, and
+the micro-manual is as follows:
+
+``order_mode`` (
+    edge triggered activation by any of the following keys,
+    ``mouse-click`` on y-level to submit at that price
+    ):
+
+    - ``f``/ ``ctl-f`` to stage buy
+    - ``d``/ ``ctl-d`` to stage sell
+    - ``a`` to stage alert
+
+
+``search_mode`` (
+    ``ctl-l`` or ``ctl-space`` to open,
+    ``ctl-c`` or ``ctl-space`` to close
+    ) :
+
+    - begin typing to have symbol search automatically lookup
+      symbols from all loaded backend (broker) providers
+    - arrow keys and mouse click to navigate selection
+    - vi-like ``ctl-[hjkl]`` for navigation
+
+
+position (pp) mgmt
+------------------
+you can also configure your position allocation limits from the
+sidepane.
+
+.. ^TODO, explain and provide tut once more refined!

piker/clearing/__init__.py

@@ -23,11 +23,32 @@ from ._client import (
     open_ems,
     OrderClient,
 )
+from ._ems import (
+    open_brokerd_dialog,
+)
+from ._util import OrderDialogs
+from ._messages import(
+    Order,
+    Status,
+    Cancel,
+
+    # TODO: deprecate these and replace end-2-end with
+    # client-side-dialog set above B)
+    # https://github.com/pikers/piker/issues/514
+    BrokerdPosition
+)
 
 
 __all__ = [
+    'FeeModel',
     'open_ems',
     'OrderClient',
+    'open_brokerd_dialog',
+    'OrderDialogs',
+    'Order',
+    'Status',
+    'Cancel',
+    'BrokerdPosition'
 
 ]
 

piker/clearing/_client.py

@@ -30,15 +30,13 @@ from tractor.trionics import broadcast_receiver
 from ._util import (
     log,  # sub-sys logger
 )
-from ..accounting._mktinfo import unpack_fqme
-from ..data.types import Struct
+from piker.types import Struct
 from ..service import maybe_open_emsd
 from ._messages import (
     Order,
     Cancel,
     BrokerdPosition,
 )
-from ..brokers import get_brokermod
 
 if TYPE_CHECKING:
     from ._messages import (
@@ -133,6 +131,8 @@ class OrderClient(Struct):
                 f'Maybe there is a stale entry or line?\n'
                 f'You should report this as a bug!'
             )
+            return
+
         fqme = str(cmd.symbol)
         return Cancel(
             oid=uuid,
@@ -166,8 +166,6 @@ class OrderClient(Struct):
         )
 
 
-_client: OrderClient = None
-
 
 async def relay_orders_from_sync_code(
 
@@ -218,8 +216,8 @@ async def open_ems(
     loglevel: str = 'error',
 
 ) -> tuple[
-    OrderClient,
-    tractor.MsgStream,
+    OrderClient,  # client
+    tractor.MsgStream,  # order ctl stream
     dict[
         # brokername, acctid
         tuple[str, str],
@@ -238,6 +236,8 @@ async def open_ems(
     broker control client-API.
 
     '''
+    # TODO: prolly hand in the `MktPair` instance directly here as well!
+    from piker.accounting import unpack_fqme
     broker, mktep, venue, suffix = unpack_fqme(fqme)
 
     async with maybe_open_emsd(
@@ -245,13 +245,6 @@ async def open_ems(
         loglevel=loglevel,
     ) as portal:
 
-        mod = get_brokermod(broker)
-        if (
-            not getattr(mod, 'trades_dialogue', None)
-            or mode == 'paper'
-        ):
-            mode = 'paper'
-
         from ._ems import _emsd_main
         async with (
             # connect to emsd
@@ -273,34 +266,31 @@ async def open_ems(
             # open 2-way trade command stream
             ctx.open_stream() as trades_stream,
         ):
-            # use any pre-existing actor singleton client.
-            global _client
-            if _client is None:
-                size = 100
-                tx, rx = trio.open_memory_channel(size)
-                brx = broadcast_receiver(rx, size)
+            size: int = 100  # what should this be?
+            tx, rx = trio.open_memory_channel(size)
+            brx = broadcast_receiver(rx, size)
 
-                # setup local ui event streaming channels for request/resp
-                # streamging with EMS daemon
-                _client = OrderClient(
-                    _ems_stream=trades_stream,
-                    _to_relay_task=tx,
-                    _from_sync_order_client=brx,
-                )
+            # setup local ui event streaming channels for request/resp
+            # streamging with EMS daemon
+            client = OrderClient(
+                _ems_stream=trades_stream,
+                _to_relay_task=tx,
+                _from_sync_order_client=brx,
+            )
 
-            _client._ems_stream = trades_stream
+            client._ems_stream = trades_stream
 
             # start sync code order msg delivery task
             async with trio.open_nursery() as n:
                 n.start_soon(
                     relay_orders_from_sync_code,
-                    _client,
+                    client,
                     fqme,
                     trades_stream
                 )
 
                 yield (
-                    _client,
+                    client,
                     trades_stream,
                     positions,
                     accounts,

piker/clearing/_ems.py

@@ -24,9 +24,10 @@ from collections import (
     # ChainMap,
 )
 from contextlib import asynccontextmanager as acm
+from decimal import Decimal
 from math import isnan
 from pprint import pformat
-import time
+from time import time_ns
 from types import ModuleType
 from typing import (
     AsyncIterator,
@@ -34,6 +35,7 @@ from typing import (
     Callable,
     Hashable,
     Optional,
+    TYPE_CHECKING,
 )
 
 from bidict import bidict
@@ -45,22 +47,17 @@ from ._util import (
     log,  # sub-sys logger
     get_console_log,
 )
-from ..data._normalize import iterticks
 from ..accounting._mktinfo import (
     unpack_fqme,
-    float_digits,
-)
-from ..data.feed import (
-    Feed,
-    Flume,
-    maybe_open_feed,
+    dec_digits,
 )
+from piker.types import Struct
 from ..ui._notify import notify_from_ems_status_msg
-from ..data.types import Struct
-from . import _paper_engine as paper
+from ..data import iterticks
 from ._messages import (
     Order,
     Status,
+    Error,
     BrokerdCancel,
     BrokerdOrder,
     # BrokerdOrderAck,
@@ -70,6 +67,12 @@ from ._messages import (
     BrokerdPosition,
 )
 
+if TYPE_CHECKING:
+    from ..data import (
+        Feed,
+        Flume,
+    )
+
 
 # TODO: numba all of this
 def mk_check(
@@ -129,11 +132,16 @@ class DarkBook(Struct):
     triggers: dict[
         str,  # symbol
         dict[
-            str,  # uuid
+            str,  # uuid for triggerable execution
             tuple[
                 Callable[[float], bool],  # predicate
-                str,  # name
-                dict,  # cmd / msg type
+                tuple[str, ...],  # tickfilter
+                dict | Order,  # cmd / msg type
+
+                # live submission constraint parameters
+                float,  # percent_away max price diff
+                float,  # abs_diff_away max price diff
+                int,  # min_tick_digits to round the clearable price
             ]
         ]
     ] = {}
@@ -176,7 +184,8 @@ async def clear_dark_triggers(
     async for quotes in quote_stream:
         # start = time.time()
         for sym, quote in quotes.items():
-            execs = book.triggers.get(sym, {})
+            # TODO: make this a msg-compat struct
+            execs: tuple = book.triggers.get(sym, {})
             for tick in iterticks(
                 quote,
                 # dark order price filter(s)
@@ -199,7 +208,8 @@ async def clear_dark_triggers(
                     # TODO: send this msg instead?
                     cmd,
                     percent_away,
-                    abs_diff_away
+                    abs_diff_away,
+                    price_tick_digits,
                 ) in (
                     tuple(execs.items())
                 ):
@@ -232,8 +242,11 @@ async def clear_dark_triggers(
                             size=size,
                         ):
                             bfqme: str = symbol.replace(f'.{broker}', '')
-                            submit_price = price + abs_diff_away
-                            resp = 'triggered'  # hidden on client-side
+                            submit_price: float = round(
+                                price + abs_diff_away,
+                                ndigits=price_tick_digits,
+                            )
+                            resp: str = 'triggered'  # hidden on client-side
 
                             log.info(
                                 f'Dark order triggered for price {price}\n'
@@ -243,7 +256,7 @@ async def clear_dark_triggers(
                                 action=action,
                                 oid=oid,
                                 account=account,
-                                time_ns=time.time_ns(),
+                                time_ns=time_ns(),
                                 symbol=bfqme,
                                 price=submit_price,
                                 size=size,
@@ -256,18 +269,18 @@ async def clear_dark_triggers(
                     # fallthrough logic
                     status = Status(
                         oid=oid,  # ems dialog id
-                        time_ns=time.time_ns(),
+                        time_ns=time_ns(),
                         resp=resp,
                         req=cmd,
                         brokerd_msg=brokerd_msg,
                     )
 
                     # remove exec-condition from set
-                    log.info(f'removing pred for {oid}')
-                    pred = execs.pop(oid, None)
-                    if not pred:
+                    log.info(f'Removing trigger for {oid}')
+                    trigger: tuple | None = execs.pop(oid, None)
+                    if not trigger:
                         log.warning(
-                            f'pred for {oid} was already removed!?'
+                            f'trigger for {oid} was already removed!?'
                         )
 
                     # update actives
@@ -307,15 +320,177 @@ class TradesRelay(Struct):
 
     # map of symbols to dicts of accounts to pp msgs
     positions: dict[
-        # brokername, acctid
+        # brokername, acctid ->
         tuple[str, str],
-        list[BrokerdPosition],
+        # fqme -> msg
+        dict[str, BrokerdPosition],
     ]
 
     # allowed account names
     accounts: tuple[str]
 
 
+@acm
+async def open_brokerd_dialog(
+    brokermod: ModuleType,
+    portal: tractor.Portal,
+    exec_mode: str,
+    fqme: str | None = None,
+    loglevel: str | None = None,
+
+) -> tuple[
+    tractor.MsgStream,
+    # {(brokername, accountname) -> {fqme -> msg}}
+    dict[(str, str), dict[str, BrokerdPosition]],
+    list[str],
+]:
+    '''
+    Open either a live trades control dialog or a dialog with a new
+    paper engine instance depending on live trading support for the
+    broker backend, configuration, or client code usage.
+
+    '''
+    broker: str = brokermod.name
+
+    def mk_paper_ep():
+        from . import _paper_engine as paper_mod
+
+        nonlocal brokermod, exec_mode
+
+        # for logging purposes
+        brokermod = paper_mod
+
+        # for paper mode we need to mock this trades response feed
+        # so we load bidir stream to a new sub-actor running
+        # a paper-simulator clearing engine.
+
+        # load the paper trading engine
+        log.info(f'{broker}: Entering `paper` trading mode')
+
+        # load the paper trading engine as a subactor of this emsd
+        # actor to simulate the real IPC load it'll have when also
+        # pulling data from feeds
+        if not fqme:
+            log.warning(
+                f'Paper engine activate for {broker} but no fqme provided?'
+            )
+
+        return paper_mod.open_paperboi(
+            fqme=fqme,
+            broker=broker,
+            loglevel=loglevel,
+        )
+
+    # take the first supported ep we detect
+    # on the backend mod.
+    trades_endpoint: Callable
+    for ep_name in [
+        'open_trade_dialog',  # probably final name?
+        'trades_dialogue',  # legacy
+    ]:
+        trades_endpoint = getattr(
+            brokermod,
+            ep_name,
+            None,
+        )
+        if trades_endpoint:
+            break
+    else:
+        log.warning(
+            f'No live trading EP found: {brokermod.name}?'
+        )
+        exec_mode: str = 'paper'
+
+    if (
+        trades_endpoint is not None
+        or exec_mode != 'paper'
+    ):
+        # open live brokerd trades endpoint
+        open_trades_endpoint = portal.open_context(
+            trades_endpoint,
+        )
+
+    @acm
+    async def maybe_open_paper_ep():
+        if exec_mode == 'paper':
+            async with mk_paper_ep() as msg:
+                yield msg
+                return
+
+        # open trades-dialog endpoint with backend broker
+        async with open_trades_endpoint as msg:
+            ctx, first = msg
+
+            # runtime indication that the backend can't support live
+            # order ctrl yet, so boot the paperboi B0
+            if first == 'paper':
+                async with mk_paper_ep() as msg:
+                    yield msg
+                    return
+            else:
+                # working live ep case B)
+                yield msg
+                return
+
+    pps_by_broker_account: dict[(str, str), BrokerdPosition] = {}
+
+    async with (
+        maybe_open_paper_ep() as (
+            brokerd_ctx,
+            (position_msgs, accounts),
+        ),
+        brokerd_ctx.open_stream() as brokerd_trades_stream,
+    ):
+        # XXX: really we only want one stream per `emsd`
+        # actor to relay global `brokerd` order events
+        # unless we're going to expect each backend to
+        # relay only orders affiliated with a particular
+        # ``trades_dialogue()`` session (seems annoying
+        # for implementers). So, here we cache the relay
+        # task and instead of running multiple tasks
+        # (which will result in multiples of the same
+        # msg being relayed for each EMS client) we just
+        # register each client stream to this single
+        # relay loop in the dialog table.
+
+        # begin processing order events from the target
+        # brokerd backend by receiving order submission
+        # response messages, normalizing them to EMS
+        # messages and relaying back to the piker order
+        # client set.
+
+        # locally cache and track positions per account with
+        # a nested table of msgs:
+        #  tuple(brokername, acctid) ->
+        #      (fqme: str ->
+        #           `BrokerdPosition`)
+        for msg in position_msgs:
+
+            msg = BrokerdPosition(**msg)
+            log.info(
+                f'loading pp for {brokermod.__name__}:\n'
+                f'{pformat(msg.to_dict())}',
+            )
+
+            # TODO: state any mismatch here?
+            account: str = msg.account
+            assert account in accounts
+
+            pps_by_broker_account.setdefault(
+                (broker, account),
+                {},
+            )[msg.symbol] = msg
+
+        # should be unique entries, verdad!
+        assert len(set(accounts)) == len(accounts)
+
+        yield (
+            brokerd_trades_stream,
+            pps_by_broker_account,
+            accounts,
+        )
+
+
 class Router(Struct):
     '''
     Order router which manages and tracks per-broker dark book,
@@ -347,6 +522,7 @@ class Router(Struct):
     ] = defaultdict(set)
 
     # TODO: mapping of ems dialog ids to msg flow history
+    # - use the new ._util.OrderDialogs?
     # msgflows: defaultdict[
     #     str,
     #     ChainMap[dict[str, dict]],
@@ -407,93 +583,25 @@ class Router(Struct):
             yield relay
             return
 
-        trades_endpoint = getattr(brokermod, 'trades_dialogue', None)
-        if (
-            trades_endpoint is None
-            or exec_mode == 'paper'
+        async with open_brokerd_dialog(
+            brokermod=brokermod,
+            portal=portal,
+            exec_mode=exec_mode,
+            fqme=fqme,
+            loglevel=loglevel,
+
+        ) as (
+            brokerd_stream,
+            pp_msg_table,
+            accounts,
         ):
-            # for logging purposes
-            brokermod = paper
-
-            # for paper mode we need to mock this trades response feed
-            # so we load bidir stream to a new sub-actor running
-            # a paper-simulator clearing engine.
-
-            # load the paper trading engine
-            exec_mode = 'paper'
-            log.info(f'{broker}: Entering `paper` trading mode')
-
-            # load the paper trading engine as a subactor of this emsd
-            # actor to simulate the real IPC load it'll have when also
-            # pulling data from feeds
-            open_trades_endpoint = paper.open_paperboi(
-                fqme=fqme,
-                loglevel=loglevel,
-            )
-
-        else:
-            # open live brokerd trades endpoint
-            open_trades_endpoint = portal.open_context(
-                trades_endpoint,
-                loglevel=loglevel,
-            )
-
-        # open trades-dialog endpoint with backend broker
-        positions: list[BrokerdPosition]
-        accounts: tuple[str]
-
-        async with (
-            open_trades_endpoint as (
-                brokerd_ctx,
-                (positions, accounts,),
-            ),
-            brokerd_ctx.open_stream() as brokerd_trades_stream,
-        ):
-            # XXX: really we only want one stream per `emsd`
-            # actor to relay global `brokerd` order events
-            # unless we're going to expect each backend to
-            # relay only orders affiliated with a particular
-            # ``trades_dialogue()`` session (seems annoying
-            # for implementers). So, here we cache the relay
-            # task and instead of running multiple tasks
-            # (which will result in multiples of the same
-            # msg being relayed for each EMS client) we just
-            # register each client stream to this single
-            # relay loop in the dialog table.
-
-            # begin processing order events from the target
-            # brokerd backend by receiving order submission
-            # response messages, normalizing them to EMS
-            # messages and relaying back to the piker order
-            # client set.
-
-            # locally cache and track positions per account with
-            # a nested table of msgs:
-            #  tuple(brokername, acctid) ->
-            #      (fqme: str ->
-            #           `BrokerdPosition`)
+            # create a new relay and sync it's state according
+            # to brokerd-backend reported position msgs.
             relay = TradesRelay(
-                brokerd_stream=brokerd_trades_stream,
-                positions={},
-                accounts=accounts,
+                brokerd_stream=brokerd_stream,
+                positions=pp_msg_table,
+                accounts=tuple(accounts),
             )
-            for msg in positions:
-
-                msg = BrokerdPosition(**msg)
-                log.info(
-                    f'loading pp for {brokermod.__name__}:\n'
-                    f'{pformat(msg.to_dict())}',
-                )
-
-                # TODO: state any mismatch here?
-                account = msg.account
-                assert account in accounts
-
-                relay.positions.setdefault(
-                    (broker, account),
-                    {},
-                )[msg.symbol] = msg
-
             self.relays[broker] = relay
 
             # this context should block here indefinitely until
@@ -525,12 +633,17 @@ class Router(Struct):
         indefinitely.
 
         '''
+        from ..data.feed import maybe_open_feed
+
         async with (
             maybe_open_feed(
                 [fqme],
                 loglevel=loglevel,
             ) as feed,
         ):
+            # extract expanded fqme in case input was of a less
+            # qualified form, eg. xbteur.kraken -> xbteur.spot.kraken
+            fqme: str = list(feed.flumes.keys())[0]
             brokername, _, _, _ = unpack_fqme(fqme)
             brokermod = feed.mods[brokername]
             broker = brokermod.name
@@ -540,7 +653,7 @@ class Router(Struct):
             flume = feed.flumes[fqme]
             first_quote: dict = flume.first_quote
             book: DarkBook = self.get_dark_book(broker)
-            book.lasts[fqme]: float = first_quote['last']
+            book.lasts[fqme]: float = float(first_quote['last'])
 
             async with self.maybe_open_brokerd_dialog(
                 brokermod=brokermod,
@@ -565,7 +678,7 @@ class Router(Struct):
 
                 client_ready = trio.Event()
                 task_status.started(
-                    (relay, feed, client_ready)
+                    (fqme, relay, feed, client_ready)
                 )
 
                 # sync to the client side by waiting for the stream
@@ -714,8 +827,8 @@ async def translate_and_relay_brokerd_events(
                 # keep pps per account up to date locally in ``emsd`` mem
                 # sym, broker = pos_msg.symbol, pos_msg.broker
 
+                # NOTE: translate to a FQME!
                 relay.positions.setdefault(
-                    # NOTE: translate to a FQSN!
                     (broker, pos_msg.account),
                     {}
                 )[pos_msg.symbol] = pos_msg
@@ -771,7 +884,7 @@ async def translate_and_relay_brokerd_events(
                         BrokerdCancel(
                             oid=oid,
                             reqid=reqid,
-                            time_ns=time.time_ns(),
+                            time_ns=time_ns(),
                             account=status_msg.req.account,
                         )
                     )
@@ -786,38 +899,75 @@ async def translate_and_relay_brokerd_events(
                 continue
 
             # BrokerdError
+            # TODO: figure out how this will interact with EMS clients
+            # for ex. on an error do we react with a dark orders
+            # management response, like cancelling all dark orders?
+            # This looks like a supervision policy for pending orders on
+            # some unexpected failure - something we need to think more
+            # about.  In most default situations, with composed orders
+            # (ex.  brackets), most brokers seem to use a oca policy.
             case {
                 'name': 'error',
                 'oid': oid,  # ems order-dialog id
                 'reqid': reqid,  # brokerd generated order-request id
             }:
-                status_msg = book._active.get(oid)
+                if (
+                    not oid
+                    # try to lookup any order dialog by
+                    # brokerd-side id..
+                    and not (
+                        oid := book._ems2brokerd_ids.inverse.get(reqid)
+                    )
+                ):
+                    log.warning(
+                        f'Rxed unusable error-msg:\n'
+                        f'{brokerd_msg}'
+                    )
+                    continue
+
                 msg = BrokerdError(**brokerd_msg)
-                log.error(fmsg)  # XXX make one when it's blank?
 
-                # TODO: figure out how this will interact with EMS clients
-                # for ex. on an error do we react with a dark orders
-                # management response, like cancelling all dark orders?
-                # This looks like a supervision policy for pending orders on
-                # some unexpected failure - something we need to think more
-                # about.  In most default situations, with composed orders
-                # (ex.  brackets), most brokers seem to use a oca policy.
-
-                # only relay to client side if we have an active
-                # ongoing dialog
-                if status_msg:
+                # NOTE: retreive the last client-side response
+                # OR create an error when we have no last msg /dialog
+                # on record
+                status_msg: Status
+                if not (status_msg := book._active.get(oid)):
+                    status_msg = Error(
+                        time_ns=time_ns(),
+                        oid=oid,
+                        reqid=reqid,
+                        brokerd_msg=msg,
+                    )
+                else:
+                    # only modify last status if we have an active
+                    # ongoing dialog..
                     status_msg.resp = 'error'
                     status_msg.brokerd_msg = msg
-                    book._active[oid] = status_msg
 
-                    await router.client_broadcast(
-                        status_msg.req.symbol,
-                        status_msg,
+                book._active[oid] = status_msg
+
+                log.error(
+                    'Translating brokerd error to status:\n'
+                    f'{fmsg}'
+                    f'{status_msg.to_dict()}'
+                )
+                if req := status_msg.req:
+                    fqme: str = req.symbol
+                else:
+                    bdmsg: Struct = status_msg.brokerd_msg
+                    fqme: str = (
+                        bdmsg.symbol  # might be None
+                        or
+                        bdmsg.broker_details['flow']
+                        # NOTE: what happens in empty case in the
+                        # broadcast below? it's a problem?
+                        .get('symbol', '')
                     )
 
-                else:
-                    log.error(f'Error for unknown order flow:\n{msg}')
-                    continue
+                await router.client_broadcast(
+                    fqme,
+                    status_msg,
+                )
 
             # BrokerdStatus
             case {
@@ -958,7 +1108,7 @@ async def translate_and_relay_brokerd_events(
                     status_msg.req = order
 
                     assert status_msg.src  # source tag?
-                    oid = str(status_msg.reqid)
+                    oid: str = str(status_msg.reqid)
 
                     # attempt to avoid collisions
                     status_msg.reqid = oid
@@ -975,38 +1125,28 @@ async def translate_and_relay_brokerd_events(
                         status_msg,
                     )
 
-                # don't fall through
-                continue
-
-            # brokerd error
-            case {
-                'name': 'status',
-                'status': 'error',
-            }:
-                log.error(f'Broker error:\n{fmsg}')
-                # XXX: we presume the brokerd cancels its own order
-                continue
-
             # TOO FAST ``BrokerdStatus`` that arrives
             # before the ``BrokerdAck``.
+            # NOTE XXX: sometimes there is a race with the backend (like
+            # `ib` where the pending status will be relayed *before*
+            # the ack msg, in which case we just ignore the faster
+            # pending msg and wait for our expected ack to arrive
+            # later (i.e. the first block below should enter).
             case {
-                # XXX: sometimes there is a race with the backend (like
-                # `ib` where the pending stauts will be related before
-                # the ack, in which case we just ignore the faster
-                # pending msg and wait for our expected ack to arrive
-                # later (i.e. the first block below should enter).
                 'name': 'status',
                 'status': status,
                 'reqid': reqid,
             }:
-                oid = book._ems2brokerd_ids.inverse.get(reqid)
-                msg = f'Unhandled broker status for dialog {reqid}:\n'
-                if oid:
-                    status_msg = book._active.get(oid)
-                    # status msg may not have been set yet or popped?
+                msg = (
+                    f'Unhandled broker status for dialog {reqid}:\n'
+                    f'{pformat(brokerd_msg)}'
+                )
+                if (
+                    oid := book._ems2brokerd_ids.inverse.get(reqid)
+                ):
                     # NOTE: have seen a key error here on kraken
                     # clearable limits..
-                    if status_msg:
+                    if status_msg := book._active.get(oid):
                         msg += (
                             f'last status msg: {pformat(status_msg)}\n\n'
                             f'this msg:{fmsg}\n'
@@ -1102,7 +1242,7 @@ async def process_client_order_cmds(
                         BrokerdCancel(
                             oid=oid,
                             reqid=reqid,
-                            time_ns=time.time_ns(),
+                            time_ns=time_ns(),
                             account=order.account,
                         )
                     )
@@ -1116,14 +1256,15 @@ async def process_client_order_cmds(
                 and status.resp == 'dark_open'
             ):
                 # remove from dark book clearing
-                entry = dark_book.triggers[fqme].pop(oid, None)
+                entry: tuple | None = dark_book.triggers[fqme].pop(oid, None)
                 if entry:
                     (
                         pred,
                         tickfilter,
                         cmd,
                         percent_away,
-                        abs_diff_away
+                        abs_diff_away,
+                        min_tick_digits,
                     ) = entry
 
                     # tell client side that we've cancelled the
@@ -1176,7 +1317,7 @@ async def process_client_order_cmds(
 
                 msg = BrokerdOrder(
                     oid=oid,  # no ib support for oids...
-                    time_ns=time.time_ns(),
+                    time_ns=time_ns(),
 
                     # if this is None, creates a new order
                     # otherwise will modify any existing one
@@ -1194,7 +1335,7 @@ async def process_client_order_cmds(
                         oid=oid,
                         reqid=reqid,
                         resp='pending',
-                        time_ns=time.time_ns(),
+                        time_ns=time_ns(),
                         brokerd_msg=msg,
                         req=req,
                     )
@@ -1258,33 +1399,36 @@ async def process_client_order_cmds(
                 # TODO: make this configurable from our top level
                 # config, prolly in a .clearing` section?
                 spread_slap: float = 5
-                min_tick = float(flume.symbol.size_tick)
-                min_tick_digits = float_digits(min_tick)
+                min_tick = Decimal(flume.mkt.price_tick)
+                min_tick_digits: int = dec_digits(min_tick)
+
+                tickfilter: tuple[str, ...]
+                percent_away: float
 
                 if action == 'buy':
                     tickfilter = ('ask', 'last', 'trade')
-                    percent_away = 0.005
+                    percent_away: float = 0.005
 
                     # TODO: we probably need to scale this based
                     # on some near term historical spread
                     # measure?
-                    abs_diff_away = round(
+                    abs_diff_away = float(round(
                         spread_slap * min_tick,
                         ndigits=min_tick_digits,
-                    )
+                    ))
 
                 elif action == 'sell':
                     tickfilter = ('bid', 'last', 'trade')
-                    percent_away = -0.005
-                    abs_diff_away = round(
+                    percent_away: float = -0.005
+                    abs_diff_away: float = float(round(
                         -spread_slap * min_tick,
                         ndigits=min_tick_digits,
-                    )
+                    ))
 
                 else:  # alert
                     tickfilter = ('trade', 'utrade', 'last')
-                    percent_away = 0
-                    abs_diff_away = 0
+                    percent_away: float = 0
+                    abs_diff_away: float = 0
 
                 # submit execution/order to EMS scan loop
                 # NOTE: this may result in an override of an existing
@@ -1296,7 +1440,8 @@ async def process_client_order_cmds(
                     tickfilter,
                     req,
                     percent_away,
-                    abs_diff_away
+                    abs_diff_away,
+                    min_tick_digits,
                 )
                 resp = 'dark_open'
 
@@ -1307,7 +1452,7 @@ async def process_client_order_cmds(
                 status = Status(
                     resp=resp,
                     oid=oid,
-                    time_ns=time.time_ns(),
+                    time_ns=time_ns(),
                     req=req,
                     src='dark',
                 )
@@ -1353,13 +1498,13 @@ async def maybe_open_trade_relays(
         loglevel: str = 'info',
     ):
 
-        relay, feed, client_ready = await _router.nursery.start(
+        fqme, relay, feed, client_ready = await _router.nursery.start(
             _router.open_trade_relays,
             fqme,
             exec_mode,
             loglevel,
         )
-        yield relay, feed, client_ready
+        yield fqme, relay, feed, client_ready
 
     async with tractor.trionics.maybe_open_context(
         acm_func=cached_mngr,
@@ -1372,9 +1517,13 @@ async def maybe_open_trade_relays(
         key=cache_on_fqme_unless_paper,
     ) as (
         cache_hit,
-        (relay, feed, client_ready)
+        (fqme, relay, feed, client_ready)
     ):
-        yield relay, feed, client_ready
+        if cache_hit:
+            log.info(f'Reusing existing trades relay for {fqme}:\n'
+                     f'{relay}\n')
+
+        yield fqme, relay, feed, client_ready
 
 
 @tractor.context
@@ -1408,30 +1557,34 @@ async def _emsd_main(
     received in a stream from that client actor and then responses are
     streamed back up to the original calling task in the same client.
 
-    The primary ``emsd`` task trees are:
+    The primary ``emsd`` task tree is:
 
     - ``_setup_persistent_emsd()``:
-      is the ``emsd`` actor's primary root task which sets up an
-      actor-global ``Router`` instance and starts a relay loop task
-      which lives until the backend broker is shutdown or the ems is
-      terminated.
-       |
-        - (maybe) ``translate_and_relay_brokerd_events()``:
-          accept normalized trades responses from brokerd, process and
-          relay to ems client(s); this is a effectively a "trade event
-          reponse" proxy-broker.
-
-    - ``_emsd_main()``:
-      attaches a brokerd real-time quote feed and trades dialogue with
-      brokderd trading api for every connecting client.
-       |
-        - ``clear_dark_triggers()``:
-          run (dark order) conditions on inputs and trigger brokerd "live"
-          order submissions.
-       |
-        - ``process_client_order_cmds()``:
-          accepts order cmds from requesting clients, registers dark orders and
-          alerts with clearing loop.
+      is the ``emsd`` actor's primary *service-fixture* task which
+      is opened by the `pikerd` service manager and sets up
+      a process-global (actor-local) ``Router`` instance and opens
+      a service nursery which lives until the backend broker is
+      shutdown or the ems is terminated; all tasks are
+      *dynamically* started (and persisted) within this service
+      nursery when the below endpoint context is opened:
+        |
+        - ``_emsd_main()``:
+          attaches a real-time quote feed and trades dialogue with
+          a `brokerd` actor which connects to the backend broker's
+          trading api for every connecting client.
+           |
+            - ``clear_dark_triggers()``:
+              run (dark order) conditions on inputs and trigger brokerd
+              "live" order submissions.
+           |
+            - ``process_client_order_cmds()``:
+              accepts order cmds from requesting clients, registers
+              dark orders and alerts with above (dark) clearing loop.
+           |
+            - (maybe) ``translate_and_relay_brokerd_events()``:
+              accept normalized trades responses from brokerd, process and
+              relay to ems client(s); this is a effectively a "trade event
+              reponse" proxy-broker.
 
     '''
     global _router
@@ -1439,9 +1592,9 @@ async def _emsd_main(
 
     broker, _, _, _ = unpack_fqme(fqme)
 
-    # TODO: would be nice if in tractor we can require either a ctx arg,
-    # or a named arg with ctx in it and a type annotation of
-    # tractor.Context instead of strictly requiring a ctx arg.
+    # TODO: would be nice if in tractor we can require either a ctx
+    # arg, or a named arg with ctx in it and a type annotation of
+    # `tractor.Context` instead of strictly requiring a ctx arg.
     ems_ctx = ctx
 
     # spawn one task per broker feed
@@ -1457,7 +1610,7 @@ async def _emsd_main(
         fqme,
         exec_mode,
         loglevel,
-    ) as (relay, feed, client_ready):
+    ) as (fqme, relay, feed, client_ready):
 
         brokerd_stream = relay.brokerd_stream
         dark_book = _router.get_dark_book(broker)

piker/clearing/_messages.py

@@ -18,40 +18,14 @@
 Clearing sub-system message and protocols.
 
 """
-# from collections import (
-#     ChainMap,
-#     deque,
-# )
+from __future__ import annotations
 from typing import (
-    Optional,
     Literal,
 )
 
 from msgspec import field
 
-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)
+from piker.types import Struct
 
 
 # TODO: ``msgspec`` stuff worth paying attention to:
@@ -140,7 +114,7 @@ class Status(Struct):
 
     # this maps normally to the ``BrokerdOrder.reqid`` below, an id
     # normally allocated internally by the backend broker routing system
-    reqid: Optional[int | str] = None
+    reqid: int | str | None = None
 
     # the (last) source order/request msg if provided
     # (eg. the Order/Cancel which causes this msg) and
@@ -153,7 +127,7 @@ class Status(Struct):
     # 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
+    src: str | None = None
 
     # set when a cancel request msg was set for this order flow dialog
     # but the brokerd dialog isn't yet in a cancelled state.
@@ -164,6 +138,18 @@ class Status(Struct):
     brokerd_msg: dict = {}
 
 
+class Error(Status):
+    resp: str = 'error'
+
+    # TODO: allow re-wrapping from existing (last) status?
+    @classmethod
+    def from_status(
+        cls,
+        msg: Status,
+    ) -> Error:
+        ...
+
+
 # ---------------
 # emsd -> brokerd
 # ---------------
@@ -181,7 +167,7 @@ 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: int | str | None = None
     action: str = 'cancel'
 
 
@@ -191,7 +177,7 @@ class BrokerdOrder(Struct):
     account: str
     time_ns: int
 
-    symbol: str  # fqsn
+    symbol: str  # fqme
     price: float
     size: float
 
@@ -205,7 +191,7 @@ class BrokerdOrder(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: int | str | None = None
 
 
 # ---------------
@@ -227,24 +213,27 @@ class BrokerdOrderAck(Struct):
 
     # emsd id originally sent in matching request msg
     oid: str
+    # TODO: do we need this?
     account: str = ''
     name: str = 'ack'
 
 
 class BrokerdStatus(Struct):
 
-    reqid: int | str
     time_ns: int
+    reqid: int | str
     status: Literal[
         'open',
         'canceled',
-        'fill',
         'pending',
-        'error',
+        # 'error',  # NOTE: use `BrokerdError`
+        'closed',
     ]
-
-    account: str
     name: str = 'status'
+
+    oid: str = ''
+    # TODO: do we need this?
+    account: str | None = None,
     filled: float = 0.0
     reason: str = ''
     remaining: float = 0.0
@@ -259,24 +248,24 @@ class BrokerdStatus(Struct):
 
 class BrokerdFill(Struct):
     '''
-    A single message indicating a "fill-details" event from the broker
-    if avaiable.
+    A single message indicating a "fill-details" event from the
+    broker if avaiable.
 
     '''
     # brokerd timestamp required for order mode arrow placement on x-axis
     # TODO: maybe int if we force ns?
     # we need to normalize this somehow since backends will use their
     # own format and likely across many disparate epoch clocks...
+    time_ns: int
     broker_time: float
     reqid: int | str
-    time_ns: int
 
     # order exeuction related
     size: float
     price: float
 
     name: str = 'fill'
-    action: Optional[str] = None
+    action: str | None = None
     broker_details: dict = {}  # meta-data (eg. commisions etc.)
 
 
@@ -287,18 +276,22 @@ class BrokerdError(Struct):
     This is still a TODO thing since we're not sure how to employ it yet.
 
     '''
-    oid: str
-    symbol: str
     reason: str
 
+    # TODO: drop this right?
+    symbol: str | None = None
+
+    oid: str | None = None
     # 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: str | None = None
 
     name: str = 'error'
     broker_details: dict = {}
 
 
+# TODO: yeah, so we REALLY need to completely deprecate
+# this and use the `.accounting.Position` msg-type instead..
 class BrokerdPosition(Struct):
     '''
     Position update event from brokerd.

piker/clearing/_paper_engine.py

@@ -26,10 +26,12 @@ from contextlib import asynccontextmanager as acm
 from datetime import datetime
 from operator import itemgetter
 import itertools
+from pprint import pformat
 import time
 from typing import (
     Callable,
 )
+from types import ModuleType
 import uuid
 
 from bidict import bidict
@@ -37,24 +39,29 @@ import pendulum
 import trio
 import tractor
 
-from ..brokers import get_brokermod
-from .. import data
-from ..data.types import Struct
-from ..accounting._mktinfo import (
+from piker.brokers import get_brokermod
+from piker.service import find_service
+from piker.accounting import (
+    Account,
     MktPair,
-)
-from ..accounting import (
     Position,
-    PpTable,
     Transaction,
     TransactionLedger,
+    open_account,
     open_trade_ledger,
-    open_pps,
+    unpack_fqme,
 )
-from ..data._normalize import iterticks
-from ..accounting._mktinfo import unpack_fqme
+from piker.data import (
+    Feed,
+    SymbologyCache,
+    iterticks,
+    open_feed,
+    open_symcache,
+)
+from piker.types import Struct
 from ._util import (
     log,  # sub-sys logger
+    get_console_log,
 )
 from ._messages import (
     BrokerdCancel,
@@ -76,11 +83,10 @@ class PaperBoi(Struct):
 
     '''
     broker: str
-
     ems_trades_stream: tractor.MsgStream
-
-    ppt: PpTable
+    acnt: Account
     ledger: TransactionLedger
+    fees: Callable
 
     # map of paper "live" orders which be used
     # to simulate fills based on paper engine settings
@@ -124,7 +130,7 @@ class PaperBoi(Struct):
         # for dark orders since we want the dark_executed
         # to trigger first thus creating a lookup entry
         # in the broker trades event processing loop
-        await trio.sleep(0.05)
+        await trio.sleep(0.01)
 
         if (
             action == 'sell'
@@ -191,7 +197,7 @@ class PaperBoi(Struct):
             self._sells[symbol].pop(oid, None)
 
         # TODO: net latency model
-        await trio.sleep(0.05)
+        await trio.sleep(0.01)
 
         msg = BrokerdStatus(
             status='canceled',
@@ -224,7 +230,7 @@ class PaperBoi(Struct):
 
         '''
         # TODO: net latency model
-        await trio.sleep(0.05)
+        await trio.sleep(0.01)
         fill_time_ns = time.time_ns()
         fill_time_s = time.time()
 
@@ -262,29 +268,42 @@ class PaperBoi(Struct):
         # we don't actually have any unique backend symbol ourselves
         # other then this thing, our fqme address.
         bs_mktid: str = fqme
+        if fees := self.fees:
+            cost: float = fees(price, size)
+        else:
+            cost: float = 0
+
         t = Transaction(
-            fqsn=fqme,
-            sym=self._mkts[fqme],
+            fqme=fqme,
             tid=oid,
             size=size,
             price=price,
-            cost=0,  # TODO: cost model
+            cost=cost,
             dt=pendulum.from_timestamp(fill_time_s),
             bs_mktid=bs_mktid,
         )
 
         # update in-mem ledger and pos table
         self.ledger.update_from_t(t)
-        self.ppt.update_from_trans({oid: t})
+        self.acnt.update_from_ledger(
+            {oid: t},
+            symcache=self.ledger._symcache,
+
+            # XXX when a backend has no symcache support yet we can
+            # simply pass in the gmi() retreived table created
+            # during init :o
+            _mktmap_table=self._mkts,
+        )
 
         # transmit pp msg to ems
-        pp = self.ppt.pps[bs_mktid]
+        pp: Position = self.acnt.pps[bs_mktid]
+
         pp_msg = BrokerdPosition(
             broker=self.broker,
             account='paper',
             symbol=fqme,
 
-            size=pp.size,
+            size=pp.cumsize,
             avg_price=pp.ppu,
 
             # TODO: we need to look up the asset currency from
@@ -295,7 +314,7 @@ class PaperBoi(Struct):
         # write all updates to filesys immediately
         # (adds latency but that works for simulation anyway)
         self.ledger.write_config()
-        self.ppt.write_config()
+        self.acnt.write_config()
 
         await self.ems_trades_stream.send(pp_msg)
 
@@ -324,6 +343,7 @@ async def simulate_fills(
     # this stream may eventually contain multiple symbols
     async for quotes in quote_stream:
         for sym, quote in quotes.items():
+            # print(sym)
             for tick in iterticks(
                 quote,
                 # dark order price filter(s)
@@ -527,7 +547,7 @@ _sells: defaultdict[
 
 
 @tractor.context
-async def trades_dialogue(
+async def open_trade_dialog(
 
     ctx: tractor.Context,
     broker: str,
@@ -536,141 +556,188 @@ async def trades_dialogue(
 
 ) -> None:
 
-    tractor.log.get_console_log(loglevel)
+    # enable piker.clearing console log for *this* subactor
+    get_console_log(loglevel)
 
-    ppt: PpTable
-    ledger: TransactionLedger
-    with (
-        open_pps(
-            broker,
-            'paper',
-            write_on_exit=True,
-        ) as ppt,
+    symcache: SymbologyCache
+    async with open_symcache(get_brokermod(broker)) as symcache:
 
-        open_trade_ledger(
-            broker,
-            'paper',
-        ) as ledger
-    ):
-        # NOTE: retreive market(pair) info from the backend broker
-        # since ledger entries (in their backend native format) often
-        # don't contain necessary market info per trade record entry..
-        # - if no fqme was passed in, we presume we're running in
-        #   "ledger-sync-only mode" and thus we load mkt info for
-        #   each symbol found in the ledger to a ppt table manually.
+        acnt: Account
+        ledger: TransactionLedger
+        with (
 
-        # TODO: how to process ledger info from backends?
-        # - should we be rolling our own actor-cached version of these
-        # client API refs or using portal IPC to send requests to the
-        # existing brokerd daemon?
-        # - alternatively we can possibly expect and use
-        # a `.broker.norm_trade_records()` ep?
-        brokermod = get_brokermod(broker)
-        gmi = getattr(brokermod, 'get_mkt_info', None)
+            # TODO: probably do the symcache and ledger loading
+            # implicitly behind this? Deliver an account, and ledger
+            # pair or make the ledger an attr of the account?
+            open_account(
+                broker,
+                'paper',
+                write_on_exit=True,
+            ) as acnt,
 
-        # update all transactions with mkt info before
-        # loading any pps
-        mkt_by_fqme: dict[str, MktPair] = {}
-        if fqme:
-            mkt, _ = await brokermod.get_mkt_info(fqme.rstrip(f'.{broker}'))
-            mkt_by_fqme[fqme] = mkt
+            open_trade_ledger(
+                broker,
+                'paper',
+                symcache=symcache,
+            ) as ledger
+        ):
+            # NOTE: WE MUST retreive market(pair) info from each
+            # backend broker since ledger entries (in their
+            # provider-native format) often don't contain necessary
+            # market info per trade record entry..
+            # FURTHER, if no fqme was passed in, we presume we're
+            # running in "ledger-sync-only mode" and thus we load
+            # mkt info for each symbol found in the ledger to
+            # an acnt table manually.
 
-        # for each sym in the ledger load it's `MktPair` info
-        for tid, tdict in ledger.data.items():
-            # TODO: switch this to fqme
-            l_fqme = tdict['fqsn']
+            # TODO: how to process ledger info from backends?
+            # - should we be rolling our own actor-cached version of these
+            #   client API refs or using portal IPC to send requests to the
+            #   existing brokerd daemon?
+            # - alternatively we can possibly expect and use
+            #   a `.broker.ledger.norm_trade()` ep?
+            brokermod: ModuleType = get_brokermod(broker)
+            gmi: Callable = getattr(brokermod, 'get_mkt_info', None)
 
+            # update all transactions with mkt info before
+            # loading any pps
+            mkt_by_fqme: dict[str, MktPair] = {}
             if (
-                gmi
-                and l_fqme not in mkt_by_fqme
+                fqme
+                and fqme not in symcache.mktmaps
             ):
-                mkt, pair = await brokermod.get_mkt_info(
-                    l_fqme.rstrip(f'.{broker}'),
+                log.warning(
+                    f'Symcache for {broker} has no `{fqme}` entry?\n'
+                    'Manually requesting mkt map data via `.get_mkt_info()`..'
                 )
-                mkt_by_fqme[l_fqme] = mkt
 
-            # if an ``fqme: str`` input was provided we only
-            # need a ``MktPair`` for that one market, since we're
-            # running in real simulated-clearing mode, not just ledger
-            # syncing.
-            if (
-                fqme is not None
-                and fqme in mkt_by_fqme
-            ):
-                break
+                bs_fqme, _, broker = fqme.rpartition('.')
+                mkt, pair = await gmi(bs_fqme)
+                mkt_by_fqme[mkt.fqme] = mkt
 
-        # update pos table from ledger history and provide a ``MktPair``
-        # lookup for internal position accounting calcs.
-        ppt.update_from_trans(ledger.to_trans(mkt_by_fqme=mkt_by_fqme))
+            # for each sym in the ledger load its `MktPair` info
+            for tid, txdict in ledger.data.items():
+                l_fqme: str = txdict.get('fqme') or txdict['fqsn']
 
-        pp_msgs: list[BrokerdPosition] = []
-        pos: Position
-        token: str  # f'{symbol}.{self.broker}'
-        for token, pos in ppt.pps.items():
-            pp_msgs.append(BrokerdPosition(
-                broker=broker,
-                account='paper',
-                symbol=pos.symbol.fqme,
-                size=pos.size,
-                avg_price=pos.ppu,
+                if (
+                    gmi
+                    and l_fqme not in symcache.mktmaps
+                    and l_fqme not in mkt_by_fqme
+                ):
+                    log.warning(
+                        f'Symcache for {broker} has no `{l_fqme}` entry?\n'
+                        'Manually requesting mkt map data via `.get_mkt_info()`..'
+                    )
+                    mkt, pair = await gmi(
+                        l_fqme.rstrip(f'.{broker}'),
+                    )
+                    mkt_by_fqme[l_fqme] = mkt
+
+                # if an ``fqme: str`` input was provided we only
+                # need a ``MktPair`` for that one market, since we're
+                # running in real simulated-clearing mode, not just ledger
+                # syncing.
+                if (
+                    fqme is not None
+                    and fqme in mkt_by_fqme
+                ):
+                    break
+
+            # update pos table from ledger history and provide a ``MktPair``
+            # lookup for internal position accounting calcs.
+            acnt.update_from_ledger(
+                ledger,
+
+                # NOTE: if the symcache fails on fqme lookup
+                # (either sycache not yet supported or not filled
+                # in) use manually constructed table from calling
+                # the `.get_mkt_info()` provider EP above.
+                _mktmap_table=mkt_by_fqme,
+            )
+
+            pp_msgs: list[BrokerdPosition] = []
+            pos: Position
+            token: str  # f'{symbol}.{self.broker}'
+            for token, pos in acnt.pps.items():
+
+                pp_msgs.append(BrokerdPosition(
+                    broker=broker,
+                    account='paper',
+                    symbol=pos.mkt.fqme,
+                    size=pos.cumsize,
+                    avg_price=pos.ppu,
+                ))
+
+            await ctx.started((
+                pp_msgs,
+                ['paper'],
             ))
 
-        await ctx.started((
-            pp_msgs,
-            ['paper'],
-        ))
+            # write new positions state in case ledger was
+            # newer then that tracked in pps.toml
+            acnt.write_config()
 
-        # write new positions state in case ledger was
-        # newer then that tracked in pps.toml
-        ppt.write_config()
-
-        # exit early since no fqme was passed,
-        # normally this case is just to load
-        # positions "offline".
-        if fqme is None:
-            log.warning(
-                'Paper engine only running in position delivery mode!\n'
-                'NO SIMULATED CLEARING LOOP IS ACTIVE!'
-            )
-            await trio.sleep_forever()
-            return
-
-        async with (
-            data.open_feed(
-                [fqme],
-                loglevel=loglevel,
-            ) as feed,
-        ):
-            # sanity check all the mkt infos
-            for fqme, flume in feed.flumes.items():
-                assert mkt_by_fqme[fqme] == flume.mkt
+            # exit early since no fqme was passed,
+            # normally this case is just to load
+            # positions "offline".
+            if fqme is None:
+                log.warning(
+                    'Paper engine only running in position delivery mode!\n'
+                    'NO SIMULATED CLEARING LOOP IS ACTIVE!'
+                )
+                await trio.sleep_forever()
+                return
 
+            feed: Feed
             async with (
-                ctx.open_stream() as ems_stream,
-                trio.open_nursery() as n,
+                open_feed(
+                    [fqme],
+                    loglevel=loglevel,
+                ) as feed,
             ):
-                client = PaperBoi(
-                    broker=broker,
-                    ems_trades_stream=ems_stream,
-                    ppt=ppt,
-                    ledger=ledger,
-
-                    _buys=_buys,
-                    _sells=_sells,
-                    _reqids=_reqids,
-
-                    _mkts=mkt_by_fqme,
+                # sanity check all the mkt infos
+                for fqme, flume in feed.flumes.items():
+                    mkt: MktPair = symcache.mktmaps.get(fqme) or mkt_by_fqme[fqme]
+                    if mkt != flume.mkt:
+                        diff: tuple = mkt - flume.mkt
+                        log.warning(
+                            'MktPair sig mismatch?\n'
+                            f'{pformat(diff)}'
+                        )
 
+                get_cost: Callable = getattr(
+                    brokermod,
+                    'get_cost',
+                    None,
                 )
 
-                n.start_soon(
-                    handle_order_requests,
-                    client,
-                    ems_stream,
-                )
+                async with (
+                    ctx.open_stream() as ems_stream,
+                    trio.open_nursery() as n,
+                ):
+                    client = PaperBoi(
+                        broker=broker,
+                        ems_trades_stream=ems_stream,
+                        acnt=acnt,
+                        ledger=ledger,
+                        fees=get_cost,
 
-                # paper engine simulator clearing task
-                await simulate_fills(feed.streams[broker], client)
+                        _buys=_buys,
+                        _sells=_sells,
+                        _reqids=_reqids,
+
+                        _mkts=mkt_by_fqme,
+
+                    )
+
+                    n.start_soon(
+                        handle_order_requests,
+                        client,
+                        ems_stream,
+                    )
+
+                    # paper engine simulator clearing task
+                    await simulate_fills(feed.streams[broker], client)
 
 
 @acm
@@ -694,22 +761,22 @@ async def open_paperboi(
     service_name = f'paperboi.{broker}'
 
     async with (
-        tractor.find_actor(service_name) as portal,
-        tractor.open_nursery() as tn,
+        find_service(service_name) as portal,
+        tractor.open_nursery() as an,
     ):
         # NOTE: only spawn if no paperboi already is up since we likely
         # don't need more then one actor for simulated order clearing
         # per broker-backend.
         if portal is None:
             log.info('Starting new paper-engine actor')
-            portal = await tn.start_actor(
+            portal = await an.start_actor(
                 service_name,
                 enable_modules=[__name__]
             )
             we_spawned = True
 
         async with portal.open_context(
-            trades_dialogue,
+            open_trade_dialog,
             broker=broker,
             fqme=fqme,
             loglevel=loglevel,
@@ -717,7 +784,59 @@ async def open_paperboi(
         ) as (ctx, first):
             yield ctx, first
 
-            # tear down connection and any spawned actor on exit
+            # ALWAYS tear down connection AND any newly spawned
+            # paperboi actor on exit!
             await ctx.cancel()
+
             if we_spawned:
                 await portal.cancel_actor()
+
+
+def norm_trade(
+    tid: str,
+    txdict: dict,
+    pairs: dict[str, Struct],
+    symcache: SymbologyCache | None = None,
+
+    brokermod: ModuleType | None = None,
+
+) -> Transaction:
+    from pendulum import (
+        DateTime,
+        parse,
+    )
+
+    # special field handling for datetimes
+    # to ensure pendulum is used!
+    dt: DateTime = parse(txdict['dt'])
+    expiry: str | None = txdict.get('expiry')
+    fqme: str = txdict.get('fqme') or txdict.pop('fqsn')
+
+    price: float = txdict['price']
+    size: float =  txdict['size']
+    cost: float = txdict.get('cost', 0)
+    if (
+        brokermod
+        and (get_cost := getattr(
+            brokermod,
+            'get_cost',
+            False,
+        ))
+    ):
+        cost = get_cost(
+            price,
+            size,
+            is_taker=True,
+        )
+
+    return Transaction(
+        fqme=fqme,
+        tid=txdict['tid'],
+        dt=dt,
+        price=price,
+        size=size,
+        cost=cost,
+        bs_mktid=txdict['bs_mktid'],
+        expiry=parse(expiry) if expiry else None,
+        etype='clear',
+    )

piker/clearing/_util.py

@@ -17,12 +17,15 @@
 Sub-sys module commons.
 
 """
+from collections import ChainMap
 from functools import partial
+from typing import Any
 
 from ..log import (
     get_logger,
     get_console_log,
 )
+from piker.types import Struct
 subsys: str = 'piker.clearing'
 
 log = get_logger(subsys)
@@ -31,3 +34,60 @@ get_console_log = partial(
     get_console_log,
     name=subsys,
 )
+
+
+class OrderDialogs(Struct):
+    '''
+    Order control dialog (and thus transaction) tracking via
+    message recording.
+
+    Allows easily recording messages associated with a given set of
+    order control transactions and looking up the latest field
+    state using the entire (reverse chronological) msg flow.
+
+    '''
+    _flows: dict[str, ChainMap] = {}
+
+    def add_msg(
+        self,
+        oid: str,
+        msg: dict,
+    ) -> None:
+
+        # NOTE: manually enter a new map on the first msg add to
+        # avoid creating one with an empty dict first entry in
+        # `ChainMap.maps` which is the default if none passed at
+        # init.
+        cm: ChainMap = self._flows.get(oid)
+        if cm:
+            cm.maps.insert(0, msg)
+        else:
+            cm = ChainMap(msg)
+            self._flows[oid] = cm
+
+    # TODO: wrap all this in the `collections.abc.Mapping` interface?
+    def get(
+        self,
+        oid: str,
+
+    ) -> ChainMap[str, Any]:
+        '''
+        Return the dialog `ChainMap` for provided id.
+
+        '''
+        return self._flows.get(oid, None)
+
+    def pop(
+        self,
+        oid: str,
+
+    ) -> ChainMap[str, Any]:
+        '''
+        Pop and thus remove the `ChainMap` containing the msg flow
+        for the given order id.
+
+        '''
+        if (flow := self._flows.pop(oid, None)) is None:
+            log.warning(f'No flow found for oid: {oid}')
+
+        return flow

piker/cli/__init__.py

@@ -1,28 +1,33 @@
 # piker: trading gear for hackers
-# Copyright (C) 2018-present  Tyler Goodlet (in stewardship of pikers)
+# Copyright (C) 2018-present Tyler Goodlet
+# (in stewardship for pikers, everywhere.)
 
-# 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 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.
+# 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/>.
+# 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/>.
 
 '''
 CLI commons.
 
 '''
 import os
+# from contextlib import AsyncExitStack
+from types import ModuleType
 
 import click
 import trio
 import tractor
+from tractor._multiaddr import parse_maddr
 
 from ..log import (
     get_console_log,
@@ -37,74 +42,178 @@ from ..service import (
 from .. import config
 
 
-log = get_logger('cli')
+log = get_logger('piker.cli')
+
+
+def load_trans_eps(
+    network: dict | None = None,
+    maddrs: list[tuple] | None = None,
+
+) -> dict[str, dict[str, dict]]:
+
+    # transport-oriented endpoint multi-addresses
+    eps: dict[
+        str,  # service name, eg. `pikerd`, `emsd`..
+
+        # libp2p style multi-addresses parsed into prot layers
+        list[dict[str, str | int]]
+    ] = {}
+
+    if (
+        network
+        and not maddrs
+    ):
+        # load network section and (attempt to) connect all endpoints
+        # which are reachable B)
+        for key, maddrs in network.items():
+            match key:
+
+                # TODO: resolve table across multiple discov
+                # prots Bo
+                case 'resolv':
+                    pass
+
+                case 'pikerd':
+                    dname: str = key
+                    for maddr in maddrs:
+                        layers: dict = parse_maddr(maddr)
+                        eps.setdefault(
+                            dname,
+                            [],
+                        ).append(layers)
+
+    elif maddrs:
+        # presume user is manually specifying the root actor ep.
+        eps['pikerd'] = [parse_maddr(maddr)]
+
+    return eps
 
 
 @click.command()
-@click.option('--loglevel', '-l', default='warning', help='Logging level')
-@click.option('--tl', is_flag=True, help='Enable tractor logging')
-@click.option('--pdb', is_flag=True, help='Enable tractor debug mode')
-@click.option('--host', '-h', default=None, help='Host addr to bind')
-@click.option('--port', '-p', default=None, help='Port number to bind')
 @click.option(
-    '--tsdb',
-    is_flag=True,
-    help='Enable local ``marketstore`` instance'
+    '--loglevel',
+    '-l',
+    default='warning',
+    help='Logging level',
 )
 @click.option(
-    '--es',
+    '--tl',
     is_flag=True,
-    help='Enable local ``elasticsearch`` instance'
+    help='Enable tractor-runtime logs',
 )
+@click.option(
+    '--pdb',
+    is_flag=True,
+    help='Enable tractor debug mode',
+)
+@click.option(
+    '--maddr',
+    '-m',
+    default=None,
+    help='Multiaddrs to bind or contact',
+)
+# @click.option(
+#     '--tsdb',
+#     is_flag=True,
+#     help='Enable local ``marketstore`` instance'
+# )
+# @click.option(
+#     '--es',
+#     is_flag=True,
+#     help='Enable local ``elasticsearch`` instance'
+# )
 def pikerd(
+    maddr: list[str] | None,
     loglevel: str,
-    host: str,
-    port: int,
     tl: bool,
     pdb: bool,
-    tsdb: bool,
-    es: bool,
+    # tsdb: bool,
+    # es: bool,
 ):
     '''
     Spawn the piker broker-daemon.
 
     '''
+    from tractor.devx import maybe_open_crash_handler
+    with maybe_open_crash_handler(pdb=pdb):
+        log = get_console_log(loglevel, name='cli')
 
-    from ..service import open_pikerd
-    log = get_console_log(loglevel)
+        if pdb:
+            log.warning((
+                "\n"
+                "!!! YOU HAVE ENABLED DAEMON DEBUG MODE !!!\n"
+                "When a `piker` daemon crashes it will block the "
+                "task-thread until resumed from console!\n"
+                "\n"
+            ))
 
-    if pdb:
-        log.warning((
-            "\n"
-            "!!! You have enabled daemon DEBUG mode !!!\n"
-            "If a daemon crashes it will likely block"
-            " the service until resumed from console!\n"
-            "\n"
-        ))
+        # service-actor registry endpoint socket-address set
+        regaddrs: list[tuple[str, int]] = []
 
-    reg_addr: None | tuple[str, int] = None
-    if host or port:
-        reg_addr = (
-            host or _default_registry_host,
-            int(port) or _default_registry_port,
+        conf, _ = config.load(
+            conf_name='conf',
         )
-
-    async def main():
-        async with (
-            open_pikerd(
-                tsdb=tsdb,
-                es=es,
-                loglevel=loglevel,
-                debug_mode=pdb,
-                registry_addr=reg_addr,
-
-            ),  # normally delivers a ``Services`` handle
-            trio.open_nursery() as n,
+        network: dict = conf.get('network')
+        if (
+            network is None
+            and not maddr
         ):
+            regaddrs = [(
+                _default_registry_host,
+                _default_registry_port,
+            )]
 
-            await trio.sleep_forever()
+        else:
+            eps: dict = load_trans_eps(
+                network,
+                maddr,
+            )
+            for layers in eps['pikerd']:
+                regaddrs.append((
+                    layers['ipv4']['addr'],
+                    layers['tcp']['port'],
+                ))
 
-    trio.run(main)
+        from .. import service
+
+        async def main():
+            service_mngr: service.Services
+
+            async with (
+                service.open_pikerd(
+                    registry_addrs=regaddrs,
+                    loglevel=loglevel,
+                    debug_mode=pdb,
+
+                ) as service_mngr,  # normally delivers a ``Services`` handle
+
+                # AsyncExitStack() as stack,
+            ):
+                # TODO: spawn all other sub-actor daemons according to
+                # multiaddress endpoint spec defined by user config
+                assert service_mngr
+
+                # if tsdb:
+                #     dname, conf = await stack.enter_async_context(
+                #         service.marketstore.start_ahab_daemon(
+                #             service_mngr,
+                #             loglevel=loglevel,
+                #         )
+                #     )
+                #     log.info(f'TSDB `{dname}` up with conf:\n{conf}')
+
+                # if es:
+                #     dname, conf = await stack.enter_async_context(
+                #         service.elastic.start_ahab_daemon(
+                #             service_mngr,
+                #             loglevel=loglevel,
+                #         )
+                #     )
+                #     log.info(f'DB `{dname}` up with conf:\n{conf}')
+
+                await trio.sleep_forever()
+
+        trio.run(main)
 
 
 @click.group(context_settings=config._context_defaults)
@@ -117,8 +226,24 @@ def pikerd(
 @click.option('--loglevel', '-l', default='warning', help='Logging level')
 @click.option('--tl', is_flag=True, help='Enable tractor logging')
 @click.option('--configdir', '-c', help='Configuration directory')
-@click.option('--host', '-h', default=None, help='Host addr to bind')
-@click.option('--port', '-p', default=None, help='Port number to bind')
+@click.option(
+    '--pdb',
+    is_flag=True,
+    help='Enable runtime debug mode ',
+)
+@click.option(
+    '--maddr',
+    '-m',
+    default=None,
+    multiple=True,
+    help='Multiaddr to bind',
+)
+@click.option(
+    '--regaddr',
+    '-r',
+    default=None,
+    help='Registrar addr to contact',
+)
 @click.pass_context
 def cli(
     ctx: click.Context,
@@ -126,14 +251,19 @@ def cli(
     loglevel: str,
     tl: bool,
     configdir: str,
-    host: str,
-    port: int,
+    pdb: bool,
+
+    # TODO: make these list[str] with multiple -m maddr0 -m maddr1
+    maddr: list[str],
+    regaddr: str,
 
 ) -> None:
     if configdir is not None:
         assert os.path.isdir(configdir), f"`{configdir}` is not a valid path"
         config._override_config_dir(configdir)
 
+    # TODO: for typer see
+    # https://typer.tiangolo.com/tutorial/commands/context/
     ctx.ensure_object(dict)
 
     if not brokers:
@@ -141,15 +271,25 @@ def cli(
         from piker.brokers import __brokers__
         brokers = __brokers__
 
-    brokermods = [get_brokermod(broker) for broker in brokers]
+    brokermods: dict[str, ModuleType] = {
+        broker: get_brokermod(broker) for broker in brokers
+    }
     assert brokermods
 
-    reg_addr: None | tuple[str, int] = None
-    if host or port:
-        reg_addr = (
-            host or _default_registry_host,
-            int(port) or _default_registry_port,
-        )
+    # TODO: load endpoints from `conf::[network].pikerd`
+    # - pikerd vs. regd, separate registry daemon?
+    # - expose datad vs. brokerd?
+    # - bind emsd with certain perms on public iface?
+    regaddrs: list[tuple[str, int]] = regaddr or [(
+        _default_registry_host,
+        _default_registry_port,
+    )]
+
+    # TODO: factor [network] section parsing out from pikerd
+    # above and call it here as well.
+    # if maddr:
+    #     for addr in maddr:
+    #         layers: dict = parse_maddr(addr)
 
     ctx.obj.update({
         'brokers': brokers,
@@ -159,7 +299,12 @@ def cli(
         'log': get_console_log(loglevel),
         'confdir': config._config_dir,
         'wl_path': config._watchlists_data_path,
-        'registry_addr': reg_addr,
+        'registry_addrs': regaddrs,
+        'pdb': pdb,  # debug mode flag
+
+        # TODO: endpoint parsing, pinging and binding
+        # on no existing server.
+        # 'maddrs': maddr,
     })
 
     # allow enabling same loglevel in ``tractor`` machinery
@@ -206,13 +351,15 @@ def services(config, tl, ports):
 
 
 def _load_clis() -> None:
-    from ..service import marketstore  # noqa
-    from ..service import elastic
-    from ..data import cli  # noqa
+    # from ..service import elastic  # noqa
     from ..brokers import cli  # noqa
     from ..ui import cli  # noqa
     from ..watchlists import cli  # noqa
 
+    # typer implemented
+    from ..storage import cli  # noqa
+    from ..accounting import cli  # noqa
+
 
 # load downstream cli modules
 _load_clis()

piker/config.py

@@ -22,11 +22,19 @@ import platform
 import sys
 import os
 import shutil
-from typing import Optional
+from typing import (
+    Callable,
+    MutableMapping,
+)
 from pathlib import Path
 
 from bidict import bidict
-import toml
+import tomlkit
+try:
+    import tomllib
+except ModuleNotFoundError:
+    import tomli as tomllib
+
 
 from .log import get_logger
 
@@ -96,14 +104,15 @@ def get_app_dir(
     # `tractor`) with the testing dir and check for it whenever we
     # detect `pytest` is being used (which it isn't under normal
     # operation).
-    if "pytest" in sys.modules:
-        import tractor
-        actor = tractor.current_actor(err_on_no_runtime=False)
-        if actor:  # runtime is up
-            rvs = tractor._state._runtime_vars
-            testdirpath = Path(rvs['piker_vars']['piker_test_dir'])
-            assert testdirpath.exists(), 'piker test harness might be borked!?'
-            app_name = str(testdirpath)
+    # if "pytest" in sys.modules:
+    #     import tractor
+    #     actor = tractor.current_actor(err_on_no_runtime=False)
+    #     if actor:  # runtime is up
+    #         rvs = tractor._state._runtime_vars
+    #         import pdbp; pdbp.set_trace()
+    #         testdirpath = Path(rvs['piker_vars']['piker_test_dir'])
+    #         assert testdirpath.exists(), 'piker test harness might be borked!?'
+    #         app_name = str(testdirpath)
 
     if platform.system() == 'Windows':
         key = "APPDATA" if roaming else "LOCALAPPDATA"
@@ -126,14 +135,19 @@ def get_app_dir(
 
 _click_config_dir: Path = Path(get_app_dir('piker'))
 _config_dir: Path = _click_config_dir
-_parent_user: str = os.environ.get('SUDO_USER')
 
-if _parent_user:
+# NOTE: when using `sudo` we attempt to determine the non-root user
+# and still use their normal config dir.
+if (
+    (_parent_user := os.environ.get('SUDO_USER'))
+    and
+    _parent_user != 'root'
+):
     non_root_user_dir = Path(
         os.path.expanduser(f'~{_parent_user}')
     )
     root: str = 'root'
-    _ccds: str = str(_click_config_dir)  # click config dir string
+    _ccds: str = str(_click_config_dir)  # click config dir as string
     i_tail: int = int(_ccds.rfind(root) + len(root))
     _config_dir = (
         non_root_user_dir
@@ -143,11 +157,9 @@ if _parent_user:
 
 
 _conf_names: set[str] = {
-    'brokers',
-    # 'pps',
-    'trades',
-    'watchlists',
-    'paper_trades'
+    'conf',  # god config
+    'brokers',  # sec backend deatz
+    'watchlists',  # (user defined) market lists
 }
 
 # TODO: probably drop all this super legacy, questrade specific,
@@ -166,6 +178,14 @@ _context_defaults = dict(
 )
 
 
+class ConfigurationError(Exception):
+    'Misconfigured settings, likely in a TOML file.'
+
+
+class NoSignature(ConfigurationError):
+    'No credentials setup for broker backend!'
+
+
 def _override_config_dir(
     path: str
 ) -> None:
@@ -180,6 +200,15 @@ def _conf_fn_w_ext(
     return f'{name}.toml'
 
 
+def get_conf_dir() -> Path:
+    '''
+    Return the user configuration directory ``Path``
+    on the local filesystem.
+
+    '''
+    return _config_dir
+
+
 def get_conf_path(
     conf_name: str = 'brokers',
 
@@ -191,7 +220,6 @@ def get_conf_path(
 
     Contains files such as:
     - brokers.toml
-    - pp.toml
     - watchlists.toml
 
     # maybe coming soon ;)
@@ -199,7 +227,7 @@ def get_conf_path(
     - strats.toml
 
     '''
-    if 'pps.' not in conf_name:
+    if 'account.' not in conf_name:
         assert str(conf_name) in _conf_names
 
     fn = _conf_fn_w_ext(conf_name)
@@ -211,45 +239,79 @@ def repodir() -> Path:
     Return the abspath as ``Path`` to the git repo's root dir.
 
     '''
-    return Path(__file__).absolute().parent.parent
+    repodir: Path = Path(__file__).absolute().parent.parent
+    confdir: Path = repodir / 'config'
+
+    if not confdir.is_dir():
+        # prolly inside stupid GH actions CI..
+        repodir: Path = Path(os.environ.get('GITHUB_WORKSPACE'))
+        confdir: Path = repodir / 'config'
+
+    assert confdir.is_dir(), f'{confdir} DNE, {repodir} is likely incorrect!'
+    return repodir
 
 
 def load(
-    conf_name: str = 'brokers',
+    # NOTE: always appended with .toml suffix
+    conf_name: str = 'conf',
     path: Path | None = None,
 
+    decode: Callable[
+        [str | bytes,],
+        MutableMapping,
+    ] = tomllib.loads,
+
+    touch_if_dne: bool = False,
+
     **tomlkws,
 
-) -> tuple[dict, str]:
+) -> tuple[dict, Path]:
     '''
     Load config file by name.
 
-    '''
-    path: Path = path or get_conf_path(conf_name)
+    If desired config is not in the top level piker-user config path then
+    pass the ``path: Path`` explicitly.
 
+    '''
+    # create the $HOME/.config/piker dir if dne
     if not _config_dir.is_dir():
         _config_dir.mkdir(
             parents=True,
             exist_ok=True,
         )
 
-    if not path.is_file():
-        fn: str = _conf_fn_w_ext(conf_name)
+    path_provided: bool = path is not None
+    path: Path = path or get_conf_path(conf_name)
 
-        # try to copy in a template config to the user's directory if
-        # one exists.
-        template: Path = repodir() / 'config' / fn
-        if template.is_file():
-            shutil.copyfile(template, path)
-        else:
-            # create empty file
+    if (
+        not path.is_file()
+        and touch_if_dne
+    ):
+        # only do a template if no path provided,
+        # just touch an empty file with same name.
+        if path_provided:
             with path.open(mode='x'):
                 pass
-    else:
-        with path.open(mode='r'):
-            pass  # touch it
 
-    config: dict = toml.load(str(path), **tomlkws)
+        # try to copy in a template config to the user's dir if one
+        # exists.
+        else:
+            fn: str = _conf_fn_w_ext(conf_name)
+            template: Path = repodir() / 'config' / fn
+            if template.is_file():
+                shutil.copyfile(template, path)
+
+            elif fn and template:
+                assert template.is_file(), f'{template} is not a file!?'
+
+            assert path.is_file(), f'Config file {path} not created!?'
+
+    with path.open(mode='r') as fp:
+        config: dict = decode(
+            fp.read(),
+            **tomlkws,
+        )
+
     log.debug(f"Read config file {path}")
     return config, path
 
@@ -289,20 +351,22 @@ def write(
         f"Writing config `{name}` file to:\n"
         f"{path}"
     )
-    with path.open(mode='w') as cf:
-        return toml.dump(
+    with path.open(mode='w') as fp:
+        return tomlkit.dump(  # preserve style on write B)
             config,
-            cf,
+            fp,
             **toml_kwargs,
         )
 
 
 def load_accounts(
-    providers: Optional[list[str]] = None
+    providers: list[str] | None = None
 
-) -> bidict[str, Optional[str]]:
+) -> bidict[str, str | None]:
 
-    conf, path = load()
+    conf, path = load(
+        conf_name='brokers',
+    )
     accounts = bidict()
     for provider_name, section in conf.items():
         accounts_section = section.get('accounts')

piker/data/__init__.py

@@ -22,13 +22,7 @@ and storing data from your brokers as well as
 sharing live streams over a network.
 
 """
-import tractor
-import trio
-
-from ._util import (
-    get_console_log,
-)
-from ._normalize import iterticks
+from .ticktools import iterticks
 from ._sharedmem import (
     maybe_open_shm_array,
     attach_shm_array,
@@ -36,17 +30,42 @@ from ._sharedmem import (
     get_shm_token,
     ShmArray,
 )
+from ._source import (
+    def_iohlcv_fields,
+    def_ohlcv_fields,
+)
 from .feed import (
+    Feed,
     open_feed,
 )
+from .flows import Flume
+from ._symcache import (
+    SymbologyCache,
+    open_symcache,
+    get_symcache,
+    match_from_pairs,
+)
+from ._sampling import open_sample_stream
+from ..types import Struct
 
 
-__all__ = [
+__all__: list[str] = [
+    'Flume',
+    'Feed',
     'open_feed',
     'ShmArray',
     'iterticks',
     'maybe_open_shm_array',
+    'match_from_pairs',
     'attach_shm_array',
     'open_shm_array',
     'get_shm_token',
+    'def_iohlcv_fields',
+    'def_ohlcv_fields',
+    'open_symcache',
+    'open_sample_stream',
+    'get_symcache',
+    'Struct',
+    'SymbologyCache',
+    'types',
 ]

piker/data/_formatters.py

@@ -1,5 +1,5 @@
 # piker: trading gear for hackers
-# Copyright (C) 2018-present  Tyler Goodlet (in stewardship of piker0)
+# 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
@@ -13,10 +13,10 @@
 
 # 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/>.
-"""
+'''
 Pre-(path)-graphics formatted x/y nd/1d rendering subsystem.
 
-"""
+'''
 from __future__ import annotations
 from typing import (
     Optional,
@@ -39,7 +39,12 @@ if TYPE_CHECKING:
     from ._dataviz import (
         Viz,
     )
-    from .._profile import Profiler
+    from piker.toolz import Profiler
+
+# default gap between bars: "bar gap multiplier"
+# - 0.5 is no overlap between OC arms,
+# - 1.0 is full overlap on each neighbor sample
+BGM: float = 0.16
 
 
 class IncrementalFormatter(msgspec.Struct):
@@ -222,6 +227,7 @@ class IncrementalFormatter(msgspec.Struct):
         profiler: Profiler,
 
         slice_to_inview: bool = True,
+        force_full_realloc: bool = False,
 
     ) -> tuple[
         np.ndarray,
@@ -248,7 +254,10 @@ class IncrementalFormatter(msgspec.Struct):
 
         # we first need to allocate xy data arrays
         # from the source data.
-        if self.y_nd is None:
+        if (
+            self.y_nd is None
+            or force_full_realloc
+        ):
             self.xy_nd_start = shm._first.value
             self.xy_nd_stop = shm._last.value
             self.x_nd, self.y_nd = self.allocate_xy_nd(
@@ -509,6 +518,7 @@ class IncrementalFormatter(msgspec.Struct):
 
 
 class OHLCBarsFmtr(IncrementalFormatter):
+
     x_offset: np.ndarray = np.array([
         -0.5,
         0,
@@ -600,8 +610,9 @@ class OHLCBarsFmtr(IncrementalFormatter):
         vr: tuple[int, int],
 
         start: int = 0,  # XXX: do we need this?
+
         # 0.5 is no overlap between arms, 1.0 is full overlap
-        w: float = 0.16,
+        gap: float = BGM,
 
     ) -> tuple[
         np.ndarray,
@@ -618,7 +629,7 @@ class OHLCBarsFmtr(IncrementalFormatter):
             array[:-1],
             start,
             bar_w=self.index_step_size,
-            bar_gap=w * self.index_step_size,
+            bar_gap=gap * self.index_step_size,
 
             # XXX: don't ask, due to a ``numba`` bug..
             use_time_index=(self.index_field == 'time'),

piker/data/_normalize.py

@@ -1,82 +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/>.
-
-'''
-Stream format enforcement.
-
-'''
-from itertools import chain
-from typing import AsyncIterator
-
-
-def iterticks(
-    quote: dict,
-    types: tuple[str] = (
-        'trade',
-        'dark_trade',
-    ),
-    deduplicate_darks: bool = False,
-
-) -> AsyncIterator:
-    '''
-    Iterate through ticks delivered per quote cycle.
-
-    '''
-    if deduplicate_darks:
-        assert 'dark_trade' in types
-
-    # print(f"{quote}\n\n")
-    ticks = quote.get('ticks', ())
-    trades = {}
-    darks = {}
-
-    if ticks:
-
-        # do a first pass and attempt to remove duplicate dark
-        # trades with the same tick signature.
-        if deduplicate_darks:
-            for tick in ticks:
-                ttype = tick.get('type')
-
-                time = tick.get('time', None)
-                if time:
-                    sig = (
-                        time,
-                        tick['price'],
-                        tick.get('size')
-                    )
-
-                    if ttype == 'dark_trade':
-                        darks[sig] = tick
-
-                    elif ttype == 'trade':
-                        trades[sig] = tick
-
-            # filter duplicates
-            for sig, tick in trades.items():
-                tick = darks.pop(sig, None)
-                if tick:
-                    ticks.remove(tick)
-                    # print(f'DUPLICATE {tick}')
-
-            # re-insert ticks
-            ticks.extend(list(chain(trades.values(), darks.values())))
-
-        for tick in ticks:
-            # print(f"{quote['symbol']}: {tick}")
-            ttype = tick.get('type')
-            if ttype in types:
-                yield tick

piker/data/_pathops.py

@@ -1,5 +1,5 @@
 # piker: trading gear for hackers
-# Copyright (C) 2018-present  Tyler Goodlet (in stewardship of piker0)
+# Copyright (C) 2018-present  Tyler Goodlet (in stewardship of 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
@@ -17,11 +17,6 @@
 Super fast ``QPainterPath`` generation related operator routines.
 
 """
-from math import (
-    ceil,
-    floor,
-)
-
 import numpy as np
 from numpy.lib import recfunctions as rfn
 from numba import (
@@ -35,11 +30,6 @@ from numba import (
 # TODO: for ``numba`` typing..
 # from ._source import numba_ohlc_dtype
 from ._m4 import ds_m4
-from .._profile import (
-    Profiler,
-    pg_profile_enabled,
-    ms_slower_then,
-)
 
 
 def xy_downsample(
@@ -135,7 +125,7 @@ def path_arrays_from_ohlc(
     half_w: float = bar_w/2
 
     # TODO: report bug for assert @
-    # /home/goodboy/repos/piker/env/lib/python3.8/site-packages/numba/core/typing/builtins.py:991
+    # ../piker/env/lib/python3.8/site-packages/numba/core/typing/builtins.py:991
     for i, q in enumerate(data[start:], start):
 
         open = q['open']
@@ -237,20 +227,20 @@ def trace_hl(
 
     for i in range(hl.size):
         row = hl[i]
-        l, h = row['low'], row['high']
+        lo, hi = row['low'], row['high']
 
-        up_diff = h - last_l
-        down_diff = last_h - l
+        up_diff = hi - last_l
+        down_diff = last_h - lo
 
         if up_diff > down_diff:
-            out[2*i + 1] = h
+            out[2*i + 1] = hi
             out[2*i] = last_l
         else:
-            out[2*i + 1] = l
+            out[2*i + 1] = lo
             out[2*i] = last_h
 
-        last_l = l
-        last_h = h
+        last_l = lo
+        last_h = hi
 
         x[2*i] = int(i) - margin
         x[2*i + 1] = int(i) + margin
@@ -289,158 +279,3 @@ def ohlc_flatten(
             num=len(flat),
         )
     return x, flat
-
-
-def slice_from_time(
-    arr: np.ndarray,
-    start_t: float,
-    stop_t: float,
-    step: float,  # sampler period step-diff
-
-) -> slice:
-    '''
-    Calculate array indices mapped from a time range and return them in
-    a slice.
-
-    Given an input array with an epoch `'time'` series entry, calculate
-    the indices which span the time range and return in a slice. Presume
-    each `'time'` step increment is uniform and when the time stamp
-    series contains gaps (the uniform presumption is untrue) use
-    ``np.searchsorted()`` binary search to look up the appropriate
-    index.
-
-    '''
-    profiler = Profiler(
-        msg='slice_from_time()',
-        disabled=not pg_profile_enabled(),
-        ms_threshold=ms_slower_then,
-    )
-
-    times = arr['time']
-    t_first = floor(times[0])
-    t_last = ceil(times[-1])
-
-    # the greatest index we can return which slices to the
-    # end of the input array.
-    read_i_max = arr.shape[0]
-
-    # compute (presumed) uniform-time-step index offsets
-    i_start_t = floor(start_t)
-    read_i_start = floor(((i_start_t - t_first) // step)) - 1
-
-    i_stop_t = ceil(stop_t)
-
-    # XXX: edge case -> always set stop index to last in array whenever
-    # the input stop time is detected to be greater then the equiv time
-    # stamp at that last entry.
-    if i_stop_t >= t_last:
-        read_i_stop = read_i_max
-    else:
-        read_i_stop = ceil((i_stop_t - t_first) // step) + 1
-
-    # always clip outputs to array support
-    # for read start:
-    # - never allow a start < the 0 index
-    # - never allow an end index > the read array len
-    read_i_start = min(
-        max(0, read_i_start),
-        read_i_max - 1,
-    )
-    read_i_stop = max(
-        0,
-        min(read_i_stop, read_i_max),
-    )
-
-    # check for larger-then-latest calculated index for given start
-    # time, in which case we do a binary search for the correct index.
-    # NOTE: this is usually the result of a time series with time gaps
-    # where it is expected that each index step maps to a uniform step
-    # in the time stamp series.
-    t_iv_start = times[read_i_start]
-    if (
-        t_iv_start > i_start_t
-    ):
-        # do a binary search for the best index mapping to ``start_t``
-        # given we measured an overshoot using the uniform-time-step
-        # calculation from above.
-
-        # TODO: once we start caching these per source-array,
-        # we can just overwrite ``read_i_start`` directly.
-        new_read_i_start = np.searchsorted(
-            times,
-            i_start_t,
-            side='left',
-        )
-
-        # TODO: minimize binary search work as much as possible:
-        # - cache these remap values which compensate for gaps in the
-        #   uniform time step basis where we calc a later start
-        #   index for the given input ``start_t``.
-        # - can we shorten the input search sequence by heuristic?
-        #   up_to_arith_start = index[:read_i_start]
-
-        if (
-            new_read_i_start <= read_i_start
-        ):
-            # t_diff = t_iv_start - start_t
-            # print(
-            #     f"WE'RE CUTTING OUT TIME - STEP:{step}\n"
-            #     f'start_t:{start_t} -> 0index start_t:{t_iv_start}\n'
-            #     f'diff: {t_diff}\n'
-            #     f'REMAPPED START i: {read_i_start} -> {new_read_i_start}\n'
-            # )
-            read_i_start = new_read_i_start
-
-    t_iv_stop = times[read_i_stop - 1]
-    if (
-        t_iv_stop > i_stop_t
-    ):
-        # t_diff = stop_t - t_iv_stop
-        # print(
-        #     f"WE'RE CUTTING OUT TIME - STEP:{step}\n"
-        #     f'calced iv stop:{t_iv_stop} -> stop_t:{stop_t}\n'
-        #     f'diff: {t_diff}\n'
-        #     # f'SHOULD REMAP STOP: {read_i_start} -> {new_read_i_start}\n'
-        # )
-        new_read_i_stop = np.searchsorted(
-            times[read_i_start:],
-            # times,
-            i_stop_t,
-            side='right',
-        )
-
-        if (
-            new_read_i_stop <= read_i_stop
-        ):
-            read_i_stop = read_i_start + new_read_i_stop + 1
-
-    # sanity checks for range size
-    # samples = (i_stop_t - i_start_t) // step
-    # index_diff = read_i_stop - read_i_start + 1
-    # if index_diff > (samples + 3):
-    #     breakpoint()
-
-    # read-relative indexes: gives a slice where `shm.array[read_slc]`
-    # will be the data spanning the input time range `start_t` ->
-    # `stop_t`
-    read_slc = slice(
-        int(read_i_start),
-        int(read_i_stop),
-    )
-
-    profiler(
-        'slicing complete'
-        # f'{start_t} -> {abs_slc.start} | {read_slc.start}\n'
-        # f'{stop_t} -> {abs_slc.stop} | {read_slc.stop}\n'
-    )
-
-    # NOTE: if caller needs absolute buffer indices they can
-    # slice the buffer abs index like so:
-    # index = arr['index']
-    # abs_indx = index[read_slc]
-    # abs_slc = slice(
-    #     int(abs_indx[0]),
-    #     int(abs_indx[-1]),
-    # )
-
-    return read_slc

piker/data/_sampling.py

@@ -27,17 +27,27 @@ from collections import (
 from contextlib import asynccontextmanager as acm
 import time
 from typing import (
+    Any,
     AsyncIterator,
     TYPE_CHECKING,
 )
 
 import tractor
+from tractor import (
+    Context,
+    MsgStream,
+    Channel,
+)
 from tractor.trionics import (
     maybe_open_nursery,
 )
 import trio
 from trio_typing import TaskStatus
 
+from .ticktools import (
+    frame_ticks,
+    _tick_groups,
+)
 from ._util import (
     log,
     get_console_log,
@@ -48,7 +58,10 @@ if TYPE_CHECKING:
     from ._sharedmem import (
         ShmArray,
     )
-    from .feed import _FeedsBus
+    from .feed import (
+        _FeedsBus,
+        Sub,
+    )
 
 
 # highest frequency sample step is 1 second by default, though in
@@ -89,7 +102,7 @@ class Sampler:
         float,
         list[
             float,
-            set[tractor.MsgStream]
+            set[MsgStream]
         ],
     ] = defaultdict(
         lambda: [
@@ -230,6 +243,7 @@ class Sampler:
         self,
         period_s: float,
         time_stamp: float | None = None,
+        info: dict | None = None,
 
     ) -> None:
         '''
@@ -252,16 +266,20 @@ class Sampler:
             f'broadcasting {period_s} -> {last_ts}\n'
             # f'consumers: {subs}'
         )
-        borked: set[tractor.MsgStream] = set()
-        sent: set[tractor.MsgStream] = set()
+        borked: set[MsgStream] = set()
+        sent: set[MsgStream] = set()
         while True:
             try:
                 for stream in (subs - sent):
                     try:
-                        await stream.send({
+                        msg = {
                             'index': time_stamp or last_ts,
                             'period': period_s,
-                        })
+                        }
+                        if info:
+                            msg.update(info)
+
+                        await stream.send(msg)
                         sent.add(stream)
 
                     except (
@@ -287,14 +305,24 @@ class Sampler:
                 )
 
     @classmethod
-    async def broadcast_all(self) -> None:
-        for period_s in self.subscribers:
-            await self.broadcast(period_s)
+    async def broadcast_all(
+        self,
+        info: dict | None = None,
+    ) -> None:
+
+        # NOTE: take a copy of subs since removals can happen
+        # during the broadcast checkpoint which can cause
+        # a `RuntimeError` on interation of the underlying `dict`.
+        for period_s in list(self.subscribers):
+            await self.broadcast(
+                period_s,
+                info=info,
+            )
 
 
 @tractor.context
 async def register_with_sampler(
-    ctx: tractor.Context,
+    ctx: Context,
     period_s: float,
     shms_by_period: dict[float, dict] | None = None,
 
@@ -351,17 +379,29 @@ async def register_with_sampler(
 
             if open_index_stream:
                 try:
-                    async with ctx.open_stream() as stream:
+                    async with ctx.open_stream(
+                        allow_overruns=True,
+                    ) as stream:
                         if sub_for_broadcasts:
                             subs.add(stream)
 
                         # except broadcast requests from the subscriber
                         async for msg in stream:
-                            if msg == 'broadcast_all':
-                                await Sampler.broadcast_all()
+                            if 'broadcast_all' in msg:
+                                await Sampler.broadcast_all(
+                                    info=msg['broadcast_all'],
+                                )
                 finally:
-                    if sub_for_broadcasts:
-                        subs.remove(stream)
+                    if (
+                        sub_for_broadcasts
+                        and subs
+                    ):
+                        try:
+                            subs.remove(stream)
+                        except KeyError:
+                            log.warning(
+                                f'{stream._ctx.chan.uid} sub already removed!?'
+                            )
             else:
                 # if no shms are passed in we just wait until cancelled
                 # by caller.
@@ -458,6 +498,8 @@ async def open_sample_stream(
     cache_key: str | None = None,
     allow_new_sampler: bool = True,
 
+    ensure_is_active: bool = False,
+
 ) -> AsyncIterator[dict[str, float]]:
     '''
     Subscribe to OHLC sampling "step" events: when the time aggregation
@@ -500,11 +542,20 @@ async def open_sample_stream(
             },
         ) as (ctx, first)
     ):
-        async with (
-            ctx.open_stream() as istream,
+        if ensure_is_active:
+            assert len(first) > 1
 
-            # TODO: we don't need this task-bcasting right?
-            # istream.subscribe() as istream,
+        async with (
+            ctx.open_stream(
+                allow_overruns=True,
+            ) as istream,
+
+            # TODO: we DO need this task-bcasting so that
+            # for eg. the history chart update loop eventually
+            # receceives all backfilling event msgs such that
+            # the underlying graphics format arrays are
+            # re-allocated until all history is loaded!
+            istream.subscribe() as istream,
         ):
             yield istream
 
@@ -549,9 +600,9 @@ async def sample_and_broadcast(
             # TODO: we should probably not write every single
             # value to an OHLC sample stream XD
             # for a tick stream sure.. but this is excessive..
-            ticks = quote['ticks']
+            ticks: list[dict] = quote['ticks']
             for tick in ticks:
-                ticktype = tick['type']
+                ticktype: str = tick['type']
 
                 # write trade events to shm last OHLC sample
                 if ticktype in ('trade', 'utrade'):
@@ -561,13 +612,14 @@ async def sample_and_broadcast(
                     # more compact inline-way to do this assignment
                     # to both buffers?
                     for shm in [rt_shm, hist_shm]:
+
                         # update last entry
                         # benchmarked in the 4-5 us range
                         o, high, low, v = shm.array[-1][
                             ['open', 'high', 'low', 'volume']
                         ]
 
-                        new_v = tick.get('size', 0)
+                        new_v: float = tick.get('size', 0)
 
                         if v == 0 and new_v:
                             # no trades for this bar yet so the open
@@ -586,14 +638,14 @@ async def sample_and_broadcast(
                             'high',
                             'low',
                             'close',
-                            'bar_wap',  # can be optionally provided
+                            # 'bar_wap',  # can be optionally provided
                             'volume',
                         ]][-1] = (
                             o,
                             max(high, last),
                             min(low, last),
                             last,
-                            quote.get('bar_wap', 0),
+                            # quote.get('bar_wap', 0),
                             volume,
                         )
 
@@ -605,48 +657,49 @@ async def sample_and_broadcast(
             # eventually block this producer end of the feed and
             # thus other consumers still attached.
             sub_key: str = broker_symbol.lower()
-            subs: list[
-                tuple[
-                    tractor.MsgStream | trio.MemorySendChannel,
-                    float | None,  # tick throttle in Hz
-                ]
-            ] = bus.get_subs(sub_key)
+            subs: set[Sub] = bus.get_subs(sub_key)
 
             # NOTE: by default the broker backend doesn't append
-            # it's own "name" into the fqsn schema (but maybe it
+            # it's own "name" into the fqme schema (but maybe it
             # should?) so we have to manually generate the correct
             # key here.
-            fqsn = f'{broker_symbol}.{brokername}'
+            fqme: str = f'{broker_symbol}.{brokername}'
             lags: int = 0
 
-            # TODO: speed up this loop in an AOT compiled lang (like
-            # rust or nim or zig) and/or instead of doing a fan out to
-            # TCP sockets here, we add a shm-style tick queue which
-            # readers can pull from instead of placing the burden of
-            # broadcast on solely on this `brokerd` actor. see issues:
+            # XXX TODO XXX: speed up this loop in an AOT compiled
+            # lang (like rust or nim or zig)!
+            # AND/OR instead of doing a fan out to TCP sockets
+            # here, we add a shm-style tick queue which readers can
+            # pull from instead of placing the burden of broadcast
+            # on solely on this `brokerd` actor. see issues:
             # - https://github.com/pikers/piker/issues/98
             # - https://github.com/pikers/piker/issues/107
 
-            for (stream, tick_throttle) in subs.copy():
+            # for (stream, tick_throttle) in subs.copy():
+            for sub in subs.copy():
+                ipc: MsgStream = sub.ipc
+                throttle: float = sub.throttle_rate
                 try:
                     with trio.move_on_after(0.2) as cs:
-                        if tick_throttle:
+                        if throttle:
+                            send_chan: trio.abc.SendChannel = sub.send_chan
+
                             # this is a send mem chan that likely
                             # pushes to the ``uniform_rate_send()`` below.
                             try:
-                                stream.send_nowait(
-                                    (fqsn, quote)
+                                send_chan.send_nowait(
+                                    (fqme, quote)
                                 )
                             except trio.WouldBlock:
                                 overruns[sub_key] += 1
-                                ctx = stream._ctx
-                                chan = ctx.chan
+                                ctx: Context = ipc._ctx
+                                chan: Channel = ctx.chan
 
                                 log.warning(
                                     f'Feed OVERRUN {sub_key}'
                                     '@{bus.brokername} -> \n'
                                     f'feed @ {chan.uid}\n'
-                                    f'throttle = {tick_throttle} Hz'
+                                    f'throttle = {throttle} Hz'
                                 )
 
                                 if overruns[sub_key] > 6:
@@ -663,33 +716,33 @@ async def sample_and_broadcast(
                                             f'{sub_key}:'
                                             f'{ctx.cid}@{chan.uid}'
                                         )
-                                        await stream.aclose()
+                                        await ipc.aclose()
                                         raise trio.BrokenResourceError
                         else:
-                            await stream.send(
-                                {fqsn: quote}
+                            await ipc.send(
+                                {fqme: quote}
                             )
 
                     if cs.cancelled_caught:
                         lags += 1
                         if lags > 10:
-                            await tractor.breakpoint()
+                            await tractor.pause()
 
                 except (
                     trio.BrokenResourceError,
                     trio.ClosedResourceError,
                     trio.EndOfChannel,
                 ):
-                    ctx = stream._ctx
-                    chan = ctx.chan
+                    ctx: Context = ipc._ctx
+                    chan: Channel = ctx.chan
                     if ctx:
                         log.warning(
                             'Dropped `brokerd`-quotes-feed connection:\n'
                             f'{broker_symbol}:'
                             f'{ctx.cid}@{chan.uid}'
                         )
-                    if tick_throttle:
-                        assert stream._closed
+                    if sub.throttle_rate:
+                        assert ipc._closed
 
                     # XXX: do we need to deregister here
                     # if it's done in the fee bus code?
@@ -698,69 +751,15 @@ async def sample_and_broadcast(
                     # since there seems to be some kinda race..
                     bus.remove_subs(
                         sub_key,
-                        {(stream, tick_throttle)},
+                        {sub},
                     )
 
 
-# a working tick-type-classes template
-_tick_groups = {
-    'clears': {'trade', 'dark_trade', 'last'},
-    'bids': {'bid', 'bsize'},
-    'asks': {'ask', 'asize'},
-}
-
-
-def frame_ticks(
-    first_quote: dict,
-    last_quote: dict,
-    ticks_by_type: dict,
-) -> None:
-    # append quotes since last iteration into the last quote's
-    # tick array/buffer.
-    ticks = last_quote.get('ticks')
-
-    # TODO: once we decide to get fancy really we should
-    # have a shared mem tick buffer that is just
-    # continually filled and the UI just ready from it
-    # at it's display rate.
-    if ticks:
-        # TODO: do we need this any more or can we just
-        # expect the receiver to unwind the below
-        # `ticks_by_type: dict`?
-        # => undwinding would potentially require a
-        # `dict[str, set | list]` instead with an
-        # included `'types' field which is an (ordered)
-        # set of tick type fields in the order which
-        # types arrived?
-        first_quote['ticks'].extend(ticks)
-
-        # XXX: build a tick-by-type table of lists
-        # of tick messages. This allows for less
-        # iteration on the receiver side by allowing for
-        # a single "latest tick event" look up by
-        # indexing the last entry in each sub-list.
-        # tbt = {
-        #     'types': ['bid', 'asize', 'last', .. '<type_n>'],
-
-        #     'bid': [tick0, tick1, tick2, .., tickn],
-        #     'asize': [tick0, tick1, tick2, .., tickn],
-        #     'last': [tick0, tick1, tick2, .., tickn],
-        #     ...
-        #     '<type_n>': [tick0, tick1, tick2, .., tickn],
-        # }
-
-        # append in reverse FIFO order for in-order iteration on
-        # receiver side.
-        for tick in ticks:
-            ttype = tick['type']
-            ticks_by_type[ttype].append(tick)
-
-
 async def uniform_rate_send(
 
     rate: float,
     quote_stream: trio.abc.ReceiveChannel,
-    stream: tractor.MsgStream,
+    stream: MsgStream,
 
     task_status: TaskStatus = trio.TASK_STATUS_IGNORED,
 
@@ -789,10 +788,10 @@ async def uniform_rate_send(
     diff = 0
 
     task_status.started()
-    ticks_by_type: defaultdict[
+    ticks_by_type: dict[
         str,
-        list[dict],
-    ] = defaultdict(list)
+        list[dict[str, Any]],
+    ] = {}
 
     clear_types = _tick_groups['clears']
 
@@ -820,9 +819,9 @@ async def uniform_rate_send(
                     # expired we aren't supposed to send yet so append
                     # to the tick frame.
                     frame_ticks(
-                        first_quote,
                         last_quote,
-                        ticks_by_type,
+                        ticks_in_order=first_quote['ticks'],
+                        ticks_by_type=ticks_by_type,
                     )
 
                     # send cycle isn't due yet so continue waiting
@@ -842,8 +841,8 @@ async def uniform_rate_send(
 
                 frame_ticks(
                     first_quote,
-                    first_quote,
-                    ticks_by_type,
+                    ticks_in_order=first_quote['ticks'],
+                    ticks_by_type=ticks_by_type,
                 )
 
             # we have a quote already so send it now.
@@ -859,9 +858,9 @@ async def uniform_rate_send(
                     break
 
                 frame_ticks(
-                    first_quote,
                     last_quote,
-                    ticks_by_type,
+                    ticks_in_order=first_quote['ticks'],
+                    ticks_by_type=ticks_by_type,
                 )
 
         # measured_rate = 1 / (time.time() - last_send)

piker/data/_sharedmem.py

@@ -33,17 +33,8 @@ from numpy.lib import recfunctions as rfn
 import tractor
 
 from ._util import log
-from ._source import base_iohlc_dtype
-from .types import Struct
-
-
-# how  much is probably dependent on lifestyle
-_secs_in_day = int(60 * 60 * 24)
-# we try for a buncha times, but only on a run-every-other-day kinda week.
-_days_worth = 16
-_default_size = _days_worth * _secs_in_day
-# where to start the new data append index
-_rt_buffer_start = int((_days_worth - 1) * _secs_in_day)
+from ._source import def_iohlcv_fields
+from piker.types import Struct
 
 
 def cuckoff_mantracker():
@@ -70,7 +61,6 @@ def cuckoff_mantracker():
     mantracker._resource_tracker = ManTracker()
     mantracker.register = mantracker._resource_tracker.register
     mantracker.ensure_running = mantracker._resource_tracker.ensure_running
-    # ensure_running = mantracker._resource_tracker.ensure_running
     mantracker.unregister = mantracker._resource_tracker.unregister
     mantracker.getfd = mantracker._resource_tracker.getfd
 
@@ -168,7 +158,7 @@ def _make_token(
     to access a shared array.
 
     '''
-    dtype = base_iohlc_dtype if dtype is None else dtype
+    dtype = def_iohlcv_fields if dtype is None else dtype
     return _Token(
         shm_name=key,
         shm_first_index_name=key + "_first",
@@ -258,7 +248,6 @@ class ShmArray:
         # to load an empty array..
         if len(a) == 0 and self._post_init:
             raise RuntimeError('Empty array race condition hit!?')
-            # breakpoint()
 
         return a
 
@@ -323,7 +312,7 @@ class ShmArray:
         field_map: Optional[dict[str, str]] = None,
         prepend: bool = False,
         update_first: bool = True,
-        start: Optional[int] = None,
+        start: int | None = None,
 
     ) -> int:
         '''
@@ -365,7 +354,11 @@ class ShmArray:
             # tries to access ``.array`` (which due to the index
             # overlap will be empty). Pretty sure we've fixed it now
             # but leaving this here as a reminder.
-            if prepend and update_first and length:
+            if (
+                prepend
+                and update_first
+                and length
+            ):
                 assert index < self._first.value
 
             if (
@@ -439,10 +432,10 @@ class ShmArray:
 
 
 def open_shm_array(
-
-    key: Optional[str] = None,
-    size: int = _default_size,  # see above
-    dtype: Optional[np.dtype] = None,
+    size: int,
+    key: str | None = None,
+    dtype: np.dtype | None = None,
+    append_start_index: int | None = None,
     readonly: bool = False,
 
 ) -> ShmArray:
@@ -507,10 +500,13 @@ def open_shm_array(
     # ``ShmArray._start.value: int = 0`` and the yet-to-be written
     # real-time section will start at ``ShmArray.index: int``.
 
-    # this sets the index to 3/4 of the length of the buffer
-    # leaving a "days worth of second samples" for the real-time
-    # section.
-    last.value = first.value = _rt_buffer_start
+    # this sets the index to nearly 2/3rds into the the length of
+    # the buffer leaving at least a "days worth of second samples"
+    # for the real-time section.
+    if append_start_index is None:
+        append_start_index = round(size * 0.616)
+
+    last.value = first.value = append_start_index
 
     shmarr = ShmArray(
         array,
@@ -524,7 +520,6 @@ def open_shm_array(
 
     # "unlink" created shm on process teardown by
     # pushing teardown calls onto actor context stack
-
     stack = tractor.current_actor().lifetime_stack
     stack.callback(shmarr.close)
     stack.callback(shmarr.destroy)
@@ -619,7 +614,10 @@ def attach_shm_array(
 
 def maybe_open_shm_array(
     key: str,
-    dtype: Optional[np.dtype] = None,
+    size: int,
+    dtype: np.dtype | None = None,
+    append_start_index: int | None = None,
+    readonly: bool = False,
     **kwargs,
 
 ) -> tuple[ShmArray, bool]:
@@ -640,11 +638,16 @@ 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]
-        return attach_shm_array(token=token, **kwargs), False
+        return (
+            attach_shm_array(
+                token=token,
+                readonly=readonly,
+            ),
+            False,
+        )
     except KeyError:
         log.debug(f"Could not find {key} in shms cache")
         if dtype:
@@ -663,8 +666,16 @@ def maybe_open_shm_array(
         # Attempt to open a block and expect
         # to fail if a block has been allocated
         # on the OS by someone else.
-        return open_shm_array(key=key, dtype=dtype, **kwargs), True
-
+        return (
+            open_shm_array(
+                key=key,
+                size=size,
+                dtype=dtype,
+                append_start_index=append_start_index,
+                readonly=readonly,
+            ),
+            True,
+        )
 
 def try_read(
     array: np.ndarray

piker/data/_source.py

@@ -23,26 +23,42 @@ from bidict import bidict
 import numpy as np
 
 
-ohlc_fields = [
-    ('time', float),
+def_iohlcv_fields: list[tuple[str, type]] = [
+
+    # YES WE KNOW, this isn't needed in polars but we use it for doing
+    # ring-buffer like pre/append ops our our `ShmArray` real-time
+    # numpy-array buffering system such that there is a master index
+    # that can be used for index-arithmetic when write data to the
+    # "middle" of the array. See the ``tractor.ipc.shm`` pkg for more
+    # details.
+    ('index', int),
+
+    # presume int for epoch stamps since it's most common
+    # and makes the most sense to avoid float rounding issues.
+    # TODO: if we want higher reso we should use the new
+    # ``time.time_ns()`` in python 3.10+
+    ('time', int),
     ('open', float),
     ('high', float),
     ('low', float),
     ('close', float),
     ('volume', float),
-    ('bar_wap', float),
+
+    # TODO: can we elim this from default field set to save on mem?
+    # i think only kraken really uses this in terms of what we get from
+    # their ohlc history API?
+    # ('bar_wap', float),  # shouldn't be default right?
 ]
 
-ohlc_with_index = ohlc_fields.copy()
-ohlc_with_index.insert(0, ('index', int))
-
-# our minimum structured array layout for ohlc data
-base_iohlc_dtype = np.dtype(ohlc_with_index)
-base_ohlc_dtype = np.dtype(ohlc_fields)
+# remove index field
+def_ohlcv_fields: list[tuple[str, type]] = def_iohlcv_fields.copy()
+def_ohlcv_fields.pop(0)
+assert (len(def_iohlcv_fields) - len(def_ohlcv_fields)) == 1
 
 # TODO: for now need to construct this manually for readonly arrays, see
 # https://github.com/numba/numba/issues/4511
 # from numba import from_dtype
+# base_ohlc_dtype = np.dtype(def_ohlc_fields)
 # numba_ohlc_dtype = from_dtype(base_ohlc_dtype)
 
 # map time frame "keys" to seconds values

piker/data/_symcache.py

@@ -0,0 +1,510 @@
+# 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/>.
+
+'''
+Mega-simple symbology cache via TOML files.
+
+Allow backend data providers and/or brokers to stash their
+symbology sets (aka the meta data we normalize into our
+`.accounting.MktPair` type) to the filesystem for faster lookup and
+offline usage.
+
+'''
+from __future__ import annotations
+from contextlib import (
+    asynccontextmanager as acm,
+)
+from pathlib import Path
+from pprint import pformat
+from typing import (
+    Any,
+    Sequence,
+    Hashable,
+    TYPE_CHECKING,
+)
+from types import ModuleType
+
+from rapidfuzz import process as fuzzy
+import tomli_w  # for fast symbol cache writing
+import tractor
+import trio
+try:
+    import tomllib
+except ModuleNotFoundError:
+    import tomli as tomllib
+from msgspec import field
+
+from piker.log import get_logger
+from piker import config
+from piker.types import Struct
+from piker.brokers import (
+    open_cached_client,
+    get_brokermod,
+)
+
+if TYPE_CHECKING:
+    from ..accounting import (
+        Asset,
+        MktPair,
+    )
+
+log = get_logger('data.cache')
+
+
+class SymbologyCache(Struct):
+    '''
+    Asset meta-data cache which holds lookup tables for 3 sets of
+    market-symbology related struct-types required by the
+    `.accounting` and `.data` subsystems.
+
+    '''
+    mod: ModuleType
+    fp: Path
+
+    # all asset-money-systems descriptions as minimally defined by
+    # in `.accounting.Asset`
+    assets: dict[str, Asset] = field(default_factory=dict)
+
+    # backend-system pairs loaded in provider (schema) specific
+    # structs.
+    pairs: dict[str, Struct] = field(default_factory=dict)
+    # serialized namespace path to the backend's pair-info-`Struct`
+    # defn B)
+    pair_ns_path: tractor.msg.NamespacePath | None = None
+
+    # TODO: piker-normalized `.accounting.MktPair` table?
+    # loaded from the `.pairs` and a normalizer
+    # provided by the backend pkg.
+    mktmaps: dict[str, MktPair] = field(default_factory=dict)
+
+    def write_config(self) -> None:
+
+        # put the backend's pair-struct type ref at the top
+        # of file if possible.
+        cachedict: dict[str, Any] = {
+            'pair_ns_path': str(self.pair_ns_path) or '',
+        }
+
+        # serialize all tables as dicts for TOML.
+        for key, table in {
+            'assets': self.assets,
+            'pairs': self.pairs,
+            'mktmaps': self.mktmaps,
+        }.items():
+            if not table:
+                log.warning(
+                    f'Asset cache table for `{key}` is empty?'
+                )
+                continue
+
+            dct = cachedict[key] = {}
+            for key, struct in table.items():
+                dct[key] = struct.to_dict(include_non_members=False)
+
+        try:
+            with self.fp.open(mode='wb') as fp:
+                tomli_w.dump(cachedict, fp)
+        except TypeError:
+            self.fp.unlink()
+            raise
+
+    async def load(self) -> None:
+        '''
+        Explicitly load the "symbology set" for this provider by using
+        2 required `Client` methods:
+
+          - `.get_assets()`: returning a table of `Asset`s
+          - `.get_mkt_pairs()`: returning a table of pair-`Struct`
+            types, custom defined by the particular backend.
+
+        AND, the required `.get_mkt_info()` module-level endpoint
+        which maps `fqme: str` -> `MktPair`s.
+
+        These tables are then used to fill out the `.assets`, `.pairs` and
+        `.mktmaps` tables on this cache instance, respectively.
+
+        '''
+        async with open_cached_client(self.mod.name) as client:
+
+            if get_assets := getattr(client, 'get_assets', None):
+                assets: dict[str, Asset] = await get_assets()
+                for bs_mktid, asset in assets.items():
+                    self.assets[bs_mktid] = asset
+            else:
+                log.warning(
+                    'No symbology cache `Asset` support for `{provider}`..\n'
+                    'Implement `Client.get_assets()`!'
+                )
+
+            if get_mkt_pairs := getattr(client, 'get_mkt_pairs', None):
+
+                pairs: dict[str, Struct] = await get_mkt_pairs()
+                for bs_fqme, pair in pairs.items():
+
+                    # NOTE: every backend defined pair should
+                    # declare it's ns path for roundtrip
+                    # serialization lookup.
+                    if not getattr(pair, 'ns_path', None):
+                        raise TypeError(
+                            f'Pair-struct for {self.mod.name} MUST define a '
+                            '`.ns_path: str`!\n'
+                            f'{pair}'
+                        )
+
+                    entry = await self.mod.get_mkt_info(pair.bs_fqme)
+                    if not entry:
+                        continue
+
+                    mkt: MktPair
+                    pair: Struct
+                    mkt, _pair = entry
+                    assert _pair is pair, (
+                        f'`{self.mod.name}` backend probably has a '
+                        'keying-symmetry problem between the pair-`Struct` '
+                        'returned from `Client.get_mkt_pairs()`and the '
+                        'module level endpoint: `.get_mkt_info()`\n\n'
+                        "Here's the struct diff:\n"
+                        f'{_pair - pair}'
+                    )
+                    # NOTE XXX: this means backends MUST implement
+                    # a `Struct.bs_mktid: str` field to provide
+                    # a native-keyed map to their own symbol
+                    # set(s).
+                    self.pairs[pair.bs_mktid] = pair
+
+                    # NOTE: `MktPair`s are keyed here using piker's
+                    # internal FQME schema so that search,
+                    # accounting and feed init can be accomplished
+                    # a sane, uniform, normalized basis.
+                    self.mktmaps[mkt.fqme] = mkt
+
+                self.pair_ns_path: str = tractor.msg.NamespacePath.from_ref(
+                    pair,
+                )
+
+            else:
+                log.warning(
+                    'No symbology cache `Pair` support for `{provider}`..\n'
+                    'Implement `Client.get_mkt_pairs()`!'
+                )
+
+        return self
+
+    @classmethod
+    def from_dict(
+        cls: type,
+        data: dict,
+        **kwargs,
+    ) -> SymbologyCache:
+
+        # normal init inputs
+        cache = cls(**kwargs)
+
+        # XXX WARNING: this may break if backend namespacing
+        # changes (eg. `Pair` class def is moved to another
+        # module) in which case you can manually update the
+        # `pair_ns_path` in the symcache file and try again.
+        # TODO: probably a verbose error about this?
+        Pair: type = tractor.msg.NamespacePath(
+            str(data['pair_ns_path'])
+        ).load_ref()
+
+        pairtable = data.pop('pairs')
+        for key, pairtable in pairtable.items():
+
+            # allow each serialized pair-dict-table to declare its
+            # specific struct type's path in cases where a backend
+            # supports multiples (normally with different
+            # schemas..) and we are storing them in a flat `.pairs`
+            # table.
+            ThisPair = Pair
+            if this_pair_type := pairtable.get('ns_path'):
+                ThisPair: type = tractor.msg.NamespacePath(
+                    str(this_pair_type)
+                ).load_ref()
+
+            pair: Struct = ThisPair(**pairtable)
+            cache.pairs[key] = pair
+
+        from ..accounting import (
+            Asset,
+            MktPair,
+        )
+
+        # load `dict` -> `Asset`
+        assettable = data.pop('assets')
+        for name, asdict in assettable.items():
+            cache.assets[name] = Asset.from_msg(asdict)
+
+        # load `dict` -> `MktPair`
+        dne: list[str] = []
+        mkttable = data.pop('mktmaps')
+        for fqme, mktdict in mkttable.items():
+
+            mkt = MktPair.from_msg(mktdict)
+            assert mkt.fqme == fqme
+
+            # sanity check asset refs from those (presumably)
+            # loaded asset set above.
+            src: Asset = cache.assets[mkt.src.name]
+            assert src == mkt.src
+            dst: Asset
+            if not (dst := cache.assets.get(mkt.dst.name)):
+                dne.append(mkt.dst.name)
+                continue
+            else:
+                assert dst.name == mkt.dst.name
+
+            cache.mktmaps[fqme] = mkt
+
+        log.warning(
+            f'These `MktPair.dst: Asset`s DNE says `{cache.mod.name}`?\n'
+            f'{pformat(dne)}'
+        )
+        return cache
+
+    @staticmethod
+    async def from_scratch(
+        mod: ModuleType,
+        fp: Path,
+        **kwargs,
+
+    ) -> SymbologyCache:
+        '''
+        Generate (a) new symcache (contents) entirely from scratch
+        including all (TOML) serialized data and file.
+
+        '''
+        log.info(f'GENERATING symbology cache for `{mod.name}`')
+        cache = SymbologyCache(
+            mod=mod,
+            fp=fp,
+            **kwargs,
+        )
+        await cache.load()
+        cache.write_config()
+        return cache
+
+    def search(
+        self,
+        pattern: str,
+        table: str = 'mktmaps'
+
+    ) -> dict[str, Struct]:
+        '''
+        (Fuzzy) search this cache's `.mktmaps` table, which is
+        keyed by FQMEs, for `pattern: str` and return the best
+        matches in a `dict` including the `MktPair` values.
+
+        '''
+        matches = fuzzy.extract(
+            pattern,
+            getattr(self, table),
+            score_cutoff=50,
+        )
+
+        # repack in dict[fqme, MktPair] form
+        return {
+            item[0].fqme: item[0]
+            for item in matches
+        }
+
+
+# actor-process-local in-mem-cache of symcaches (by backend).
+_caches: dict[str, SymbologyCache] = {}
+
+
+def mk_cachefile(
+    provider: str,
+) -> Path:
+    cachedir: Path = config.get_conf_dir() / '_cache'
+    if not cachedir.is_dir():
+        log.info(f'Creating `nativedb` director: {cachedir}')
+        cachedir.mkdir()
+
+    cachefile: Path = cachedir / f'{str(provider)}.symcache.toml'
+    cachefile.touch()
+    return cachefile
+
+
+@acm
+async def open_symcache(
+    mod_or_name: ModuleType | str,
+
+    reload: bool = False,
+    only_from_memcache: bool = False,  # no API req
+    _no_symcache: bool = False,  # no backend support
+
+) -> SymbologyCache:
+
+    if isinstance(mod_or_name, str):
+        mod = get_brokermod(mod_or_name)
+    else:
+        mod: ModuleType = mod_or_name
+
+    provider: str = mod.name
+    cachefile: Path = mk_cachefile(provider)
+
+    # NOTE: certain backends might not support a symbology cache
+    # (easily) and thus we allow for an empty instance to be loaded
+    # and manually filled in at the whim of the caller presuming
+    # the backend pkg-module is annotated appropriately.
+    if (
+        getattr(mod, '_no_symcache', False)
+        or _no_symcache
+    ):
+        yield SymbologyCache(
+            mod=mod,
+            fp=cachefile,
+        )
+        # don't do nuttin
+        return
+
+    # actor-level cache-cache XD
+    global _caches
+    if not reload:
+        try:
+            yield _caches[provider]
+        except KeyError:
+            msg: str = (
+                f'No asset info cache exists yet for `{provider}`'
+            )
+            if only_from_memcache:
+                raise RuntimeError(msg)
+            else:
+                log.warning(msg)
+
+    # if no cache exists or an explicit reload is requested, load
+    # the provider API and call appropriate endpoints to populate
+    # the mkt and asset tables.
+    if (
+        reload
+        or not cachefile.is_file()
+    ):
+        cache = await SymbologyCache.from_scratch(
+            mod=mod,
+            fp=cachefile,
+        )
+
+    else:
+        log.info(
+            f'Loading EXISTING `{mod.name}` symbology cache:\n'
+            f'> {cachefile}'
+        )
+        import time
+        now = time.time()
+        with cachefile.open('rb') as existing_fp:
+            data: dict[str, dict] = tomllib.load(existing_fp)
+            log.runtime(f'SYMCACHE TOML LOAD TIME: {time.time() - now}')
+
+            # if there's an empty file for some reason we need
+            # to do a full reload as well!
+            if not data:
+                cache = await SymbologyCache.from_scratch(
+                    mod=mod,
+                    fp=cachefile,
+                )
+            else:
+                cache = SymbologyCache.from_dict(
+                    data,
+                    mod=mod,
+                    fp=cachefile,
+                )
+
+
+        # TODO: use a real profiling sys..
+        # https://github.com/pikers/piker/issues/337
+        log.info(f'SYMCACHE LOAD TIME: {time.time() - now}')
+
+    yield cache
+
+    # TODO: write only when changes detected? but that should
+    # never happen right except on reload?
+    # cache.write_config()
+
+
+def get_symcache(
+    provider: str,
+    force_reload: bool = False,
+
+) -> SymbologyCache:
+    '''
+    Get any available symbology/assets cache from sync code by
+    (maybe) manually running `trio` to do the work.
+
+    '''
+    # spawn tractor runtime and generate cache
+    # if not existing.
+    async def sched_gen_symcache():
+        async with (
+            # only for runtime's debug mode
+            tractor.open_nursery(debug_mode=True),
+
+            open_symcache(
+                get_brokermod(provider),
+                reload=force_reload,
+            ) as symcache,
+        ):
+            return symcache
+
+    try:
+        symcache: SymbologyCache = trio.run(sched_gen_symcache)
+        assert symcache
+    except BaseException:
+        import pdbp
+        pdbp.xpm()
+
+    return symcache
+
+
+def match_from_pairs(
+    pairs: dict[str, Struct],
+    query: str,
+    score_cutoff: int = 50,
+    **extract_kwargs,
+
+) -> dict[str, Struct]:
+    '''
+    Fuzzy search over a "pairs table" maintained by most backends
+    as part of their symbology-info caching internals.
+
+    Scan the native symbol key set and return best ranked
+    matches back in a new `dict`.
+
+    '''
+
+    # TODO: somehow cache this list (per call) like we were in
+    # `open_symbol_search()`?
+    keys: list[str] = list(pairs)
+    matches: list[tuple[
+        Sequence[Hashable],  # matching input key
+        Any,  # scores
+        Any,
+    ]] = fuzzy.extract(
+        # NOTE: most backends provide keys uppercased
+        query=query,
+        choices=keys,
+        score_cutoff=score_cutoff,
+        **extract_kwargs,
+    )
+
+    # pop and repack pairs in output dict
+    matched_pairs: dict[str, Struct] = {}
+    for item in matches:
+        pair_key: str = item[0]
+        matched_pairs[pair_key] = pairs[pair_key]
+
+    return matched_pairs

piker/data/_web_bs.py

@@ -50,8 +50,8 @@ from trio_websocket._impl import (
     ConnectionTimeout,
 )
 
+from piker.types import Struct
 from ._util import log
-from .types import Struct
 
 
 class NoBsWs:
@@ -156,6 +156,15 @@ async def _reconnect_forever(
 
 ) -> None:
 
+    # TODO: can we just report "where" in the call stack
+    # the client code is using the ws stream?
+    # Maybe we can just drop this since it's already in the log msg
+    # orefix?
+    if fixture is not None:
+        src_mod: str = fixture.__module__
+    else:
+        src_mod: str = 'unknown'
+
     async def proxy_msgs(
         ws: WebSocketConnection,
         pcs: trio.CancelScope,  # parent cancel scope
@@ -179,6 +188,7 @@ async def _reconnect_forever(
                     await snd.send(msg)
                 except nobsws.recon_errors:
                     log.exception(
+                        f'{src_mod}\n'
                         f'{url} connection bail with:'
                     )
                     await trio.sleep(0.5)
@@ -191,7 +201,8 @@ async def _reconnect_forever(
                 timeouts += 1
                 if timeouts > reset_after:
                     log.error(
-                        'WS feed seems down and slow af? .. resetting\n'
+                        f'{src_mod}\n'
+                        'WS feed seems down and slow af.. reconnecting\n'
                     )
                     pcs.cancel()
 
@@ -218,14 +229,23 @@ async def _reconnect_forever(
     task_status.started()
 
     while not snd._closed:
-        log.info(f'{url} trying (RE)CONNECT')
+        log.info(
+            f'{src_mod}\n'
+            f'{url} trying (RE)CONNECT'
+        )
 
-        async with trio.open_nursery() as n:
-            cs = nobsws._cs = n.cancel_scope
-            ws: WebSocketConnection
-            async with open_websocket_url(url) as ws:
+        ws: WebSocketConnection
+        try:
+            async with (
+                trio.open_nursery() as n,
+                open_websocket_url(url) as ws,
+            ):
+                cs = nobsws._cs = n.cancel_scope
                 nobsws._ws = ws
-                log.info(f'Connection success: {url}')
+                log.info(
+                    f'{src_mod}\n'
+                    f'Connection success: {url}'
+                )
 
                 # begin relay loop to forward msgs
                 n.start_soon(
@@ -235,7 +255,10 @@ async def _reconnect_forever(
                 )
 
                 if fixture is not None:
-                    log.info(f'Entering fixture: {fixture}')
+                    log.info(
+                        f'{src_mod}\n'
+                        f'Entering fixture: {fixture}'
+                    )
 
                     # TODO: should we return an explicit sub-cs
                     # from this fixture task?
@@ -249,9 +272,11 @@ async def _reconnect_forever(
                 # to let tasks run **inside** the ws open block above.
                 nobsws._connected.set()
                 await trio.sleep_forever()
+        except HandshakeError:
+            log.exception('Retrying connection')
+
+        # ws & nursery block ends
 
-            # ws open block end
-        # nursery block end
         nobsws._connected = trio.Event()
         if cs.cancelled_caught:
             log.cancel(
@@ -264,10 +289,14 @@ async def _reconnect_forever(
                 and not nobsws._connected.is_set()
             )
 
-        # -> from here, move to next reconnect attempt
+        # -> from here, move to next reconnect attempt iteration
+        # in the while loop above Bp
 
     else:
-        log.exception('ws connection closed by client...')
+        log.exception(
+            f'{src_mod}\n'
+            'ws connection closed by client...'
+        )
 
 
 @acm
@@ -276,8 +305,9 @@ async def open_autorecon_ws(
 
     fixture: AsyncContextManager | None = None,
 
-    # time in sec
-    msg_recv_timeout: float = 3,
+    # time in sec between msgs received before
+    # we presume connection might need a reset.
+    msg_recv_timeout: float = 16,
 
     # count of the number of above timeouts before connection reset
     reset_after: int = 3,
@@ -329,8 +359,8 @@ async def open_autorecon_ws(
 
 
 '''
-JSONRPC response-request style machinery for transparent multiplexing of msgs
-over a NoBsWs.
+JSONRPC response-request style machinery for transparent multiplexing
+of msgs over a `NoBsWs`.
 
 '''
 
@@ -347,43 +377,82 @@ async def open_jsonrpc_session(
     url: str,
     start_id: int = 0,
     response_type: type = JSONRPCResult,
-    request_type: Optional[type] = None,
-    request_hook: Optional[Callable] = None,
-    error_hook: Optional[Callable] = None,
+    msg_recv_timeout: float = float('inf'),
+    # ^NOTE, since only `deribit` is using this jsonrpc stuff atm
+    # and options mkts are generally "slow moving"..
+    #
+    # FURTHER if we break the underlying ws connection then since we
+    # don't pass a `fixture` to the task that manages `NoBsWs`, i.e.
+    # `_reconnect_forever()`, the jsonrpc "transport pipe" get's
+    # broken and never restored with wtv init sequence is required to
+    # re-establish a working req-resp session.
+
 ) -> Callable[[str, dict], dict]:
+    '''
+    Init a json-RPC-over-websocket connection to the provided `url`.
+
+    A `json_rpc: Callable[[str, dict], dict` is delivered to the
+    caller for sending requests and a bg-`trio.Task` handles
+    processing of response msgs including error reporting/raising in
+    the parent/caller task.
+
+    '''
+    # NOTE, store all request msgs so we can raise errors on the
+    # caller side!
+    req_msgs: dict[int, dict] = {}
 
     async with (
-        trio.open_nursery() as n,
-        open_autorecon_ws(url) as ws
+        trio.open_nursery() as tn,
+        open_autorecon_ws(
+            url=url,
+            msg_recv_timeout=msg_recv_timeout,
+        ) as ws
     ):
-        rpc_id: Iterable = count(start_id)
+        rpc_id: Iterable[int] = count(start_id)
         rpc_results: dict[int, dict] = {}
 
-        async def json_rpc(method: str, params: dict) -> dict:
+        async def json_rpc(
+            method: str,
+            params: dict,
+        ) -> dict:
             '''
             perform a json rpc call and wait for the result, raise exception in
             case of error field present on response
             '''
+            nonlocal req_msgs
+
+            req_id: int = next(rpc_id)
             msg = {
                 'jsonrpc': '2.0',
-                'id': next(rpc_id),
+                'id': req_id,
                 'method': method,
                 'params': params
             }
             _id = msg['id']
 
-            rpc_results[_id] = {
+            result = rpc_results[_id] = {
                 'result': None,
-                'event': trio.Event()
+                'error': None,
+                'event': trio.Event(),  # signal caller resp arrived
             }
+            req_msgs[_id] = msg
 
             await ws.send_msg(msg)
 
+            # wait for reponse before unblocking requester code
             await rpc_results[_id]['event'].wait()
 
-            ret = rpc_results[_id]['result']
+            if (maybe_result := result['result']):
+                ret = maybe_result
+                del rpc_results[_id]
 
-            del rpc_results[_id]
+            else:
+                err = result['error']
+                raise Exception(
+                    f'JSONRPC request failed\n'
+                    f'req: {msg}\n'
+                    f'resp: {err}\n'
+                )
 
             if ret.error is not None:
                 raise Exception(json.dumps(ret.error, indent=4))
@@ -398,6 +467,7 @@ async def open_jsonrpc_session(
             the server side.
 
             '''
+            nonlocal req_msgs
             async for msg in ws:
                 match msg:
                     case {
@@ -421,19 +491,28 @@ async def open_jsonrpc_session(
                         'params': _,
                     }:
                         log.debug(f'Recieved\n{msg}')
-                        if request_hook:
-                            await request_hook(request_type(**msg))
 
                     case {
                         'error': error
                     }:
-                        log.warning(f'Recieved\n{error}')
-                        if error_hook:
-                            await error_hook(response_type(**msg))
+                        # retreive orig request msg, set error
+                        # response in original "result" msg,
+                        # THEN FINALLY set the event to signal caller
+                        # to raise the error in the parent task.
+                        req_id: int = error['id']
+                        req_msg: dict = req_msgs[req_id]
+                        result: dict = rpc_results[req_id]
+                        result['error'] = error
+                        result['event'].set()
+                        log.error(
+                            f'JSONRPC request failed\n'
+                            f'req: {req_msg}\n'
+                            f'resp: {error}\n'
+                        )
 
                     case _:
                         log.warning(f'Unhandled JSON-RPC msg!?\n{msg}')
 
-        n.start_soon(recv_task)
+        tn.start_soon(recv_task)
         yield json_rpc
-        n.cancel_scope.cancel()
+        tn.cancel_scope.cancel()

piker/data/cli.py

@@ -1,255 +0,0 @@
-# piker: trading gear for hackers
-# Copyright (C) 2018-present  Tyler Goodlet (in stewardship of 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/>.
-
-"""
-marketstore cli.
-
-"""
-import trio
-import tractor
-import click
-
-from ..service.marketstore import (
-    # get_client,
-    # stream_quotes,
-    ingest_quote_stream,
-    # _url,
-    # _tick_tbk_ids,
-    # mk_tbk,
-)
-from ..cli import cli
-from .. import watchlists as wl
-from ._util import (
-    log,
-)
-
-
-@cli.command()
-@click.option(
-    '--url',
-    default='ws://localhost:5993/ws',
-    help='HTTP URL of marketstore instance'
-)
-@click.argument('names', nargs=-1)
-@click.pass_obj
-def ms_stream(
-    config: dict,
-    names: list[str],
-    url: str,
-) -> None:
-    '''
-    Connect to a marketstore time bucket stream for (a set of) symbols(s)
-    and print to console.
-
-    '''
-    async def main():
-        # async for quote in stream_quotes(symbols=names):
-        #    log.info(f"Received quote:\n{quote}")
-        ...
-
-    trio.run(main)
-
-
-# @cli.command()
-# @click.option(
-#     '--url',
-#     default=_url,
-#     help='HTTP URL of marketstore instance'
-# )
-# @click.argument('names', nargs=-1)
-# @click.pass_obj
-# def ms_destroy(config: dict, names: list[str], url: str) -> None:
-#     """Destroy symbol entries in the local marketstore instance.
-#     """
-#     async def main():
-#         nonlocal names
-#         async with get_client(url) as client:
-#
-#             if not names:
-#                 names = await client.list_symbols()
-#
-#             # default is to wipe db entirely.
-#             answer = input(
-#                 "This will entirely wipe you local marketstore db @ "
-#                 f"{url} of the following symbols:\n {pformat(names)}"
-#                 "\n\nDelete [N/y]?\n")
-#
-#             if answer == 'y':
-#                 for sym in names:
-#                     # tbk = _tick_tbk.format(sym)
-#                     tbk = tuple(sym, *_tick_tbk_ids)
-#                     print(f"Destroying {tbk}..")
-#                     await client.destroy(mk_tbk(tbk))
-#             else:
-#                 print("Nothing deleted.")
-#
-#     tractor.run(main)
-
-
-@cli.command()
-@click.option(
-    '--tsdb_host',
-    default='localhost'
-)
-@click.option(
-    '--tsdb_port',
-    default=5993
-)
-@click.argument('symbols', nargs=-1)
-@click.pass_obj
-def storesh(
-    config,
-    tl,
-    host,
-    port,
-    symbols: list[str],
-):
-    '''
-    Start an IPython shell ready to query the local marketstore db.
-
-    '''
-    from piker.data.marketstore import open_tsdb_client
-    from piker.service import open_piker_runtime
-
-    async def main():
-        nonlocal symbols
-
-        async with open_piker_runtime(
-            'storesh',
-            enable_modules=['piker.service._ahab'],
-        ):
-            symbol = symbols[0]
-
-            async with open_tsdb_client(symbol):
-                # TODO: ask if user wants to write history for detected
-                # available shm buffers?
-                from tractor.trionics import ipython_embed
-                await ipython_embed()
-
-    trio.run(main)
-
-
-@cli.command()
-@click.option(
-    '--host',
-    default='localhost'
-)
-@click.option(
-    '--port',
-    default=5993
-)
-@click.option(
-    '--delete',
-    '-d',
-    is_flag=True,
-    help='Delete history (1 Min) for symbol(s)',
-)
-@click.argument('symbols', nargs=-1)
-@click.pass_obj
-def storage(
-    config,
-    host,
-    port,
-    symbols: list[str],
-    delete: bool,
-
-):
-    '''
-    Start an IPython shell ready to query the local marketstore db.
-
-    '''
-    from piker.service.marketstore import open_tsdb_client
-    from piker.service import open_piker_runtime
-
-    async def main():
-        nonlocal symbols
-
-        async with open_piker_runtime(
-            'tsdb_storage',
-            enable_modules=['piker.service._ahab'],
-        ):
-            symbol = symbols[0]
-            async with open_tsdb_client(symbol) as storage:
-                if delete:
-                    for fqsn in symbols:
-                        syms = await storage.client.list_symbols()
-
-                        resp60s = await storage.delete_ts(fqsn, 60)
-
-                        msgish = resp60s.ListFields()[0][1]
-                        if 'error' in str(msgish):
-
-                            # TODO: MEGA LOL, apparently the symbols don't
-                            # flush out until you refresh something or other
-                            # (maybe the WALFILE)... #lelandorlulzone, classic
-                            # alpaca(Rtm) design here ..
-                            # well, if we ever can make this work we
-                            # probably want to dogsplain the real reason
-                            # for the delete errurz..llululu
-                            if fqsn not in syms:
-                                log.error(f'Pair {fqsn} dne in DB')
-
-                            log.error(f'Deletion error: {fqsn}\n{msgish}')
-
-                        resp1s = await storage.delete_ts(fqsn, 1)
-                        msgish = resp1s.ListFields()[0][1]
-                        if 'error' in str(msgish):
-                            log.error(f'Deletion error: {fqsn}\n{msgish}')
-
-    trio.run(main)
-
-
-@cli.command()
-@click.option('--test-file', '-t', help='Test quote stream file')
-@click.option('--tl', is_flag=True, help='Enable tractor logging')
-@click.argument('name', nargs=1, required=True)
-@click.pass_obj
-def ingest(config, name, test_file, tl):
-    '''
-    Ingest real-time broker quotes and ticks to a marketstore instance.
-
-    '''
-    # global opts
-    loglevel = config['loglevel']
-    tractorloglevel = config['tractorloglevel']
-    # log = config['log']
-
-    watchlist_from_file = wl.ensure_watchlists(config['wl_path'])
-    watchlists = wl.merge_watchlist(watchlist_from_file, wl._builtins)
-    symbols = watchlists[name]
-
-    grouped_syms = {}
-    for sym in symbols:
-        symbol, _, provider = sym.rpartition('.')
-        if provider not in grouped_syms:
-            grouped_syms[provider] = []
-
-        grouped_syms[provider].append(symbol)
-
-    async def entry_point():
-        async with tractor.open_nursery() as n:
-            for provider, symbols in grouped_syms.items():
-                await n.run_in_actor(
-                    ingest_quote_stream,
-                    name='ingest_marketstore',
-                    symbols=symbols,
-                    brokername=provider,
-                    tries=1,
-                    actorloglevel=loglevel,
-                    loglevel=tractorloglevel
-                )
-
-    tractor.run(entry_point)

piker/data/feed.py

@@ -28,6 +28,7 @@ module.
 from __future__ import annotations
 from collections import (
     defaultdict,
+    abc,
 )
 from contextlib import asynccontextmanager as acm
 from functools import partial
@@ -36,51 +37,70 @@ from types import ModuleType
 from typing import (
     Any,
     AsyncContextManager,
-    Optional,
     Awaitable,
     Sequence,
-    Union,
 )
 
 import trio
 from trio.abc import ReceiveChannel
 from trio_typing import TaskStatus
 import tractor
-from tractor.trionics import (
-    maybe_open_context,
-    gather_contexts,
-)
+from tractor import trionics
 
-from ..brokers import get_brokermod
-from ..calc import humanize
+from piker.accounting import (
+    MktPair,
+    unpack_fqme,
+)
+from piker.types import Struct
+from piker.brokers import get_brokermod
+from piker.service import (
+    maybe_spawn_brokerd,
+)
+from piker.calc import humanize
 from ._util import (
     log,
     get_console_log,
 )
-from ..service import (
-    maybe_spawn_brokerd,
-)
 from .flows import Flume
 from .validate import (
     FeedInit,
     validate_backend,
 )
-from .history import (
+from ..tsp import (
     manage_history,
 )
 from .ingest import get_ingestormod
-from .types import Struct
-from ..accounting._mktinfo import (
-    MktPair,
-    unpack_fqme,
-)
-from ..ui import _search
 from ._sampling import (
     sample_and_broadcast,
     uniform_rate_send,
 )
 
 
+class Sub(Struct, frozen=True):
+    '''
+    A live feed subscription entry.
+
+    Contains meta-data on the remote-actor type (in functionality
+    terms) as well as refs to IPC streams and sampler runtime
+    params.
+
+    '''
+    ipc: tractor.MsgStream
+    send_chan: trio.abc.SendChannel | None = None
+
+    # tick throttle rate in Hz; determines how live
+    # quotes/ticks should be downsampled before relay
+    # to the receiving remote consumer (process).
+    throttle_rate:  float | None  = None
+    _throttle_cs: trio.CancelScope | None = None
+
+    # TODO: actually stash comms info for the far end to allow
+    # `.tsp`, `.fsp` and `.data._sampling` sub-systems to re-render
+    # the data view as needed via msging with the `._remote_ctl`
+    # ipc ctx.
+    rc_ui: bool = False
+
+
 class _FeedsBus(Struct):
     '''
     Data feeds broadcaster and persistence management.
@@ -105,13 +125,7 @@ class _FeedsBus(Struct):
 
     _subscribers: defaultdict[
         str,
-        set[
-            tuple[
-                tractor.MsgStream | trio.MemorySendChannel,
-                # tractor.Context,
-                float | None,  # tick throttle in Hz
-            ]
-        ]
+        set[Sub]
     ] = defaultdict(set)
 
     async def start_task(
@@ -126,6 +140,8 @@ class _FeedsBus(Struct):
                 trio.CancelScope] = trio.TASK_STATUS_IGNORED,
         ) -> None:
             with trio.CancelScope() as cs:
+                # TODO: shouldn't this be a direct await to avoid
+                # cancellation contagion to the bus nursery!?!?!
                 await self.nursery.start(
                     target,
                     *args,
@@ -143,33 +159,28 @@ class _FeedsBus(Struct):
     def get_subs(
         self,
         key: str,
-    ) -> set[
-        tuple[
-            Union[tractor.MsgStream, trio.MemorySendChannel],
-            # tractor.Context,
-            float | None,  # tick throttle in Hz
-        ]
-    ]:
+
+    ) -> set[Sub]:
         '''
         Get the ``set`` of consumer subscription entries for the given key.
 
         '''
         return self._subscribers[key]
 
+    def subs_items(self) -> abc.ItemsView[str, set[Sub]]:
+        return self._subscribers.items()
+
     def add_subs(
         self,
         key: str,
-        subs: set[tuple[
-            tractor.MsgStream | trio.MemorySendChannel,
-            # tractor.Context,
-            float | None,  # tick throttle in Hz
-        ]],
-    ) -> set[tuple]:
+        subs: set[Sub],
+
+    ) -> set[Sub]:
         '''
         Add a ``set`` of consumer subscription entries for the given key.
 
         '''
-        _subs = self._subscribers[key]
+        _subs: set[Sub] = self._subscribers.setdefault(key, set())
         _subs.update(subs)
         return _subs
 
@@ -183,7 +194,7 @@ class _FeedsBus(Struct):
         Remove a ``set`` of consumer subscription entries for key.
 
         '''
-        _subs = self.get_subs(key)
+        _subs: set[tuple] = self.get_subs(key)
         _subs.difference_update(subs)
         return _subs
 
@@ -193,7 +204,7 @@ _bus: _FeedsBus = None
 
 def get_feed_bus(
     brokername: str,
-    nursery: Optional[trio.Nursery] = None,
+    nursery: trio.Nursery | None = None,
 
 ) -> _FeedsBus:
     '''
@@ -226,6 +237,7 @@ async def allocate_persistent_feed(
 
     loglevel: str,
     start_stream: bool = True,
+    init_timeout: float = 616,
 
     task_status: TaskStatus[FeedInit] = trio.TASK_STATUS_IGNORED,
 
@@ -267,26 +279,23 @@ async def allocate_persistent_feed(
     # TODO: probably make a struct msg type for this as well
     # since eventually we do want to have more efficient IPC..
     first_quote: dict[str, Any]
+    with trio.fail_after(init_timeout):
+        (
+            init_msgs,
+            first_quote,
+        ) = await bus.nursery.start(
+            partial(
+                mod.stream_quotes,
+                send_chan=send,
+                feed_is_live=feed_is_live,
 
-    symstr = symstr.lower()
-    (
-        init_msgs,
-        first_quote,
-    ) = await bus.nursery.start(
-        partial(
-            mod.stream_quotes,
-            send_chan=send,
-            feed_is_live=feed_is_live,
-
-            # NOTE / TODO: eventualy we may support providing more then
-            # one input here such that a datad daemon can multiplex
-            # multiple live feeds from one task, instead of getting
-            # a new request (and thus new task) for each subscription.
-            symbols=[symstr],
-
-            loglevel=loglevel,
+                # NOTE / TODO: eventualy we may support providing more then
+                # one input here such that a datad daemon can multiplex
+                # multiple live feeds from one task, instead of getting
+                # a new request (and thus new task) for each subscription.
+                symbols=[symstr],
+            )
         )
-    )
 
     # TODO: this is indexed by symbol for now since we've planned (for
     # some time) to expect backends to handle single
@@ -313,7 +322,7 @@ async def allocate_persistent_feed(
     init: FeedInit = validate_backend(
         mod,
         [symstr],
-        init_msgs,
+        init_msgs,  # NOTE: only 1 should be delivered for now..
     )
     mkt: MktPair = init.mkt_info
     fqme: str = mkt.fqme
@@ -336,15 +345,14 @@ async def allocate_persistent_feed(
     ) = await bus.nursery.start(
         manage_history,
         mod,
-        bus,
-        fqme,
+        mkt,
         some_data_ready,
         feed_is_live,
     )
 
     # yield back control to starting nursery once we receive either
     # some history or a real-time quote.
-    log.info(f'waiting on history to load: {fqme}')
+    log.info(f'loading OHLCV history: {fqme}')
     await some_data_ready.wait()
 
     flume = Flume(
@@ -359,6 +367,10 @@ async def allocate_persistent_feed(
         _hist_shm_token=hist_shm.token,
         izero_hist=izero_hist,
         izero_rt=izero_rt,
+
+        # NOTE: some instruments don't have this provided,
+        # eg. commodities and forex from ib.
+        _has_vlm=init.shm_write_opts['has_vlm'],
     )
 
     # for ambiguous names we simply register the
@@ -370,7 +382,8 @@ async def allocate_persistent_feed(
         mkt.bs_fqme: flume,
     })
 
-    # signal the ``open_feed_bus()`` caller task to continue
+    # signal the ``open_feed_bus()`` caller task to continue since
+    # we now have (some) history pushed to the shm buffer.
     task_status.started(init)
 
     if not start_stream:
@@ -382,7 +395,12 @@ async def allocate_persistent_feed(
 
     # NOTE: if not configured otherwise, we always sum tick volume
     # values in the OHLCV sampler.
-    sum_tick_vlm: bool = (init.shm_write_opts or {}).get('sum_tick_vlm', True)
+    sum_tick_vlm: bool = True
+    if init.shm_write_opts:
+        sum_tick_vlm: bool = init.shm_write_opts.get(
+            'sum_tick_vlm',
+            True,
+        )
 
     # NOTE: if no high-freq sampled data has (yet) been loaded,
     # seed the buffer with a history datum - this is most handy
@@ -403,7 +421,13 @@ async def allocate_persistent_feed(
         rt_shm.array['time'][1] = ts + 1
 
     elif hist_shm.array.size == 0:
-        raise RuntimeError(f'History (1m) Shm for {fqme} is empty!?')
+        for i in range(100):
+            await trio.sleep(0.1)
+            if hist_shm.array.size > 0:
+                break
+        else:
+            await tractor.pause()
+            raise RuntimeError(f'History (1m) Shm for {fqme} is empty!?')
 
     # wait the spawning parent task to register its subscriber
     # send-stream entry before we start the sample loop.
@@ -433,8 +457,9 @@ async def open_feed_bus(
     symbols: list[str],  # normally expected to the broker-specific fqme
 
     loglevel: str = 'error',
-    tick_throttle: Optional[float] = None,
+    tick_throttle: float | None = None,
     start_stream: bool = True,
+    allow_remote_ctl_ui: bool = False,
 
 ) -> dict[
     str,  # fqme
@@ -449,8 +474,12 @@ async def open_feed_bus(
     if loglevel is None:
         loglevel = tractor.current_actor().loglevel
 
-    # XXX: required to propagate ``tractor`` loglevel to piker logging
-    get_console_log(loglevel or tractor.current_actor().loglevel)
+    # XXX: required to propagate ``tractor`` loglevel to piker
+    # logging
+    get_console_log(
+        loglevel
+        or tractor.current_actor().loglevel
+    )
 
     # local state sanity checks
     # TODO: check for any stale shm entries for this symbol
@@ -460,16 +489,13 @@ async def open_feed_bus(
     assert 'brokerd' in servicename
     assert brokername in servicename
 
-    bus = get_feed_bus(brokername)
+    bus: _FeedsBus = get_feed_bus(brokername)
     sub_registered = trio.Event()
 
     flumes: dict[str, Flume] = {}
 
     for symbol in symbols:
 
-        # we always use lower case keys internally
-        symbol = symbol.lower()
-
         # if no cached feed for this symbol has been created for this
         # brokerd yet, start persistent stream and shm writer task in
         # service nursery
@@ -510,10 +536,10 @@ async def open_feed_bus(
         # pack for ``.started()`` sync msg
         flumes[fqme] = flume
 
-        # we use the broker-specific fqme (bs_fqme) for the
-        # sampler subscription since the backend isn't (yet) expected to
-        # append it's own name to the fqme, so we filter on keys which
-        # *do not* include that name (e.g .ib) .
+        # we use the broker-specific fqme (bs_fqme) for the sampler
+        # subscription since the backend isn't (yet) expected to
+        # append it's own name to the fqme, so we filter on keys
+        # which *do not* include that name (e.g .ib) .
         bus._subscribers.setdefault(bs_fqme, set())
 
     # sync feed subscribers with flume handles
@@ -532,7 +558,7 @@ async def open_feed_bus(
             # NOTE we allow this since it's common to have the live
             # quote feed actor's sampling task push faster then the
             # the local UI-graphics code during startup.
-            allow_overruns=True,
+            # allow_overruns=True,
         ) as stream,
     ):
 
@@ -552,49 +578,60 @@ async def open_feed_bus(
             # that the ``sample_and_broadcast()`` task (spawned inside
             # ``allocate_persistent_feed()``) will push real-time quote
             # (ticks) to this new consumer.
-
+            cs: trio.CancelScope | None = None
+            send: trio.MemorySendChannel | None = None
             if tick_throttle:
                 flume.throttle_rate = tick_throttle
 
-                # open a bg task which receives quotes over a mem chan
-                # and only pushes them to the target actor-consumer at
-                # a max ``tick_throttle`` instantaneous rate.
+                # open a bg task which receives quotes over a mem
+                # chan and only pushes them to the target
+                # actor-consumer at a max ``tick_throttle``
+                # (instantaneous) rate.
                 send, recv = trio.open_memory_channel(2**10)
 
-                cs = await bus.start_task(
+                # NOTE: the ``.send`` channel here is a swapped-in
+                # trio mem chan which gets `.send()`-ed by the normal
+                # sampler task but instead of being sent directly
+                # over the IPC msg stream it's the throttle task
+                # does the work of incrementally forwarding to the
+                # IPC stream at the throttle rate.
+                cs: trio.CancelScope = await bus.start_task(
                     uniform_rate_send,
                     tick_throttle,
                     recv,
                     stream,
                 )
-                # NOTE: so the ``send`` channel here is actually a swapped
-                # in trio mem chan which gets pushed by the normal sampler
-                # task but instead of being sent directly over the IPC msg
-                # stream it's the throttle task does the work of
-                # incrementally forwarding to the IPC stream at the throttle
-                # rate.
-                send._ctx = ctx  # mock internal ``tractor.MsgStream`` ref
-                sub = (send, tick_throttle)
 
-            else:
-                sub = (stream, tick_throttle)
+            sub = Sub(
+                ipc=stream,
+                send_chan=send,
+                throttle_rate=tick_throttle,
+                _throttle_cs=cs,
+                rc_ui=allow_remote_ctl_ui,
+            )
 
             # TODO: add an api for this on the bus?
             # maybe use the current task-id to key the sub list that's
             # added / removed? Or maybe we can add a general
             # pause-resume by sub-key api?
             bs_fqme = fqme.removesuffix(f'.{brokername}')
-            local_subs.setdefault(bs_fqme, set()).add(sub)
-            bus.add_subs(bs_fqme, {sub})
+            local_subs.setdefault(
+                bs_fqme,
+                set()
+            ).add(sub)
+            bus.add_subs(
+                bs_fqme,
+                {sub}
+            )
 
         # sync caller with all subs registered state
         sub_registered.set()
 
-        uid = ctx.chan.uid
+        uid: tuple[str, str] = ctx.chan.uid
         try:
-            # ctrl protocol for start/stop of quote streams based on UI
-            # state (eg. don't need a stream when a symbol isn't being
-            # displayed).
+            # ctrl protocol for start/stop of live quote streams
+            # based on UI state (eg. don't need a stream when
+            # a symbol isn't being displayed).
             async for msg in stream:
 
                 if msg == 'pause':
@@ -640,9 +677,12 @@ class Feed(Struct):
     '''
     mods: dict[str, ModuleType] = {}
     portals: dict[ModuleType, tractor.Portal] = {}
-    flumes: dict[str, Flume] = {}
+    flumes: dict[
+        str,  # FQME
+        Flume,
+    ] = {}
     streams: dict[
-        str,
+        str,  # broker name
         trio.abc.ReceiveChannel[dict[str, Any]],
     ] = {}
 
@@ -655,7 +695,12 @@ class Feed(Struct):
         brokers: Sequence[str] | None = None,
 
     ) -> trio.abc.ReceiveChannel:
+        '''
+        Open steams to multiple data providers (``brokers``) and
+        multiplex their msgs onto a common mem chan for
+        only-requires-a-single-thread style consumption.
 
+        '''
         if brokers is None:
             mods = self.mods
             brokers = list(self.mods)
@@ -711,7 +756,7 @@ async def install_brokerd_search(
 
     async with portal.open_context(
         brokermod.open_symbol_search
-    ) as (ctx, cache):
+    ) as (ctx, _):
 
         # shield here since we expect the search rpc to be
         # cancellable by the user as they see fit.
@@ -724,6 +769,7 @@ async def install_brokerd_search(
                 except trio.EndOfChannel:
                     return {}
 
+            from piker.ui import _search
             async with _search.register_symbol_search(
 
                 provider_name=brokermod.name,
@@ -741,8 +787,8 @@ async def install_brokerd_search(
 @acm
 async def maybe_open_feed(
 
-    fqsns: list[str],
-    loglevel: Optional[str] = None,
+    fqmes: list[str],
+    loglevel: str | None = None,
 
     **kwargs,
 
@@ -756,12 +802,12 @@ async def maybe_open_feed(
     in a tractor broadcast receiver.
 
     '''
-    fqsn = fqsns[0]
+    fqme = fqmes[0]
 
-    async with maybe_open_context(
+    async with trionics.maybe_open_context(
         acm_func=open_feed,
         kwargs={
-            'fqsns': fqsns,
+            'fqmes': fqmes,
             'loglevel': loglevel,
             'tick_throttle': kwargs.get('tick_throttle'),
 
@@ -769,16 +815,16 @@ async def maybe_open_feed(
             'allow_overruns': kwargs.get('allow_overruns', True),
             'start_stream': kwargs.get('start_stream', True),
         },
-        key=fqsn,
+        key=fqme,
 
     ) as (cache_hit, feed):
 
         if cache_hit:
-            log.info(f'Using cached feed for {fqsn}')
+            log.info(f'Using cached feed for {fqme}')
             # add a new broadcast subscription for the quote stream
             # if this feed is likely already in use
 
-            async with gather_contexts(
+            async with trionics.gather_contexts(
                 mngrs=[stream.subscribe() for stream in feed.streams.values()]
             ) as bstreams:
                 for bstream, flume in zip(bstreams, feed.flumes.values()):
@@ -795,13 +841,15 @@ async def maybe_open_feed(
 @acm
 async def open_feed(
 
-    fqsns: list[str],
+    fqmes: list[str],
 
     loglevel: str | None = None,
     allow_overruns: bool = True,
     start_stream: bool = True,
     tick_throttle: float | None = None,  # Hz
 
+    allow_remote_ctl_ui: bool = False,
+
 ) -> Feed:
     '''
     Open a "data feed" which provides streamed real-time quotes.
@@ -810,9 +858,9 @@ async def open_feed(
     providers: dict[ModuleType, list[str]] = {}
     feed = Feed()
 
-    for fqsn in fqsns:
-        brokername, *_ = unpack_fqme(fqsn)
-        bfqsn = fqsn.replace('.' + brokername, '')
+    for fqme in fqmes:
+        brokername, *_ = unpack_fqme(fqme)
+        bs_fqme = fqme.replace('.' + brokername, '')
 
         try:
             mod = get_brokermod(brokername)
@@ -820,13 +868,13 @@ async def open_feed(
             mod = get_ingestormod(brokername)
 
         # built a per-provider map to instrument names
-        providers.setdefault(mod, []).append(bfqsn)
+        providers.setdefault(mod, []).append(bs_fqme)
         feed.mods[mod.name] = mod
 
     # one actor per brokerd for now
     brokerd_ctxs = []
 
-    for brokermod, bfqsns in providers.items():
+    for brokermod, bfqmes in providers.items():
 
         # if no `brokerd` for this backend exists yet we spawn
         # a daemon actor for it.
@@ -838,14 +886,14 @@ async def open_feed(
         )
 
     portals: tuple[tractor.Portal]
-    async with gather_contexts(
+    async with trionics.gather_contexts(
         brokerd_ctxs,
     ) as portals:
 
         bus_ctxs: list[AsyncContextManager] = []
         for (
             portal,
-            (brokermod, bfqsns),
+            (brokermod, bfqmes),
         ) in zip(portals, providers.items()):
 
             feed.portals[brokermod] = portal
@@ -870,28 +918,45 @@ async def open_feed(
                 portal.open_context(
                     open_feed_bus,
                     brokername=brokermod.name,
-                    symbols=bfqsns,
+                    symbols=bfqmes,
                     loglevel=loglevel,
                     start_stream=start_stream,
                     tick_throttle=tick_throttle,
+
+                    # XXX: super important to avoid
+                    # the brokerd from some other
+                    # backend overruning the task here
+                    # bc some other brokerd took longer
+                    # to startup before we hit the `.open_stream()`
+                    # loop below XD .. really we should try to do each
+                    # of these stream open sequences sequentially per
+                    # backend? .. need some thot!
+                    allow_overruns=True,
+
+                    # NOTE: UI actors (like charts) can allow
+                    # remote control of certain graphics rendering
+                    # capabilities via the
+                    # `.ui._remote_ctl.remote_annotate()` msg loop.
+                    allow_remote_ctl_ui=allow_remote_ctl_ui,
                 )
             )
 
         assert len(feed.mods) == len(feed.portals)
 
         async with (
-            gather_contexts(bus_ctxs) as ctxs,
+            trionics.gather_contexts(bus_ctxs) as ctxs,
         ):
-            stream_ctxs = []
+            stream_ctxs: list[tractor.MsgStream] = []
             for (
                 (ctx, flumes_msg_dict),
-                (brokermod, bfqsns),
+                (brokermod, bfqmes),
             ) in zip(ctxs, providers.items()):
 
-                for fqsn, flume_msg in flumes_msg_dict.items():
+                for fqme, flume_msg in flumes_msg_dict.items():
                     flume = Flume.from_msg(flume_msg)
-                    assert flume.symbol.fqsn == fqsn
-                    feed.flumes[fqsn] = flume
+
+                    # assert flume.mkt.fqme == fqme
+                    feed.flumes[fqme] = flume
 
                     # TODO: do we need this?
                     flume.feed = feed
@@ -917,23 +982,32 @@ async def open_feed(
                     )
                 )
 
+            stream: tractor.MsgStream
+            brokermod: ModuleType
+            fqmes: list[str]
             async with (
-                gather_contexts(stream_ctxs) as streams,
+                trionics.gather_contexts(stream_ctxs) as streams,
             ):
                 for (
                     stream,
-                    (brokermod, bfqsns),
+                    (brokermod, bfqmes),
                 ) in zip(streams, providers.items()):
 
                     assert stream
                     feed.streams[brokermod.name] = stream
 
-                    # apply `brokerd`-common steam to each flume
-                    # tracking a symbol from that provider.
-                    for fqsn, flume in feed.flumes.items():
-                        if brokermod.name == flume.symbol.broker:
+                    # apply `brokerd`-common stream to each flume
+                    # tracking a live market feed from that provider.
+                    for fqme, flume in feed.flumes.items():
+                        if brokermod.name == flume.mkt.broker:
                             flume.stream = stream
 
-                assert len(feed.mods) == len(feed.portals) == len(feed.streams)
+                assert (
+                    len(feed.mods)
+                    ==
+                    len(feed.portals)
+                    ==
+                    len(feed.streams)
+                )
 
                 yield feed

piker/data/flows.py

@@ -22,7 +22,6 @@ real-time data processing data-structures.
 
 """
 from __future__ import annotations
-# from decimal import Decimal
 from typing import (
     TYPE_CHECKING,
 )
@@ -31,58 +30,27 @@ import tractor
 import pendulum
 import numpy as np
 
-from ..accounting._mktinfo import (
-    MktPair,
-    Symbol,
-)
-from ._util import (
-    log,
-)
-from .types import Struct
+from piker.types import Struct
 from ._sharedmem import (
     attach_shm_array,
     ShmArray,
     _Token,
 )
-# from .._profile import (
-#     Profiler,
-#     pg_profile_enabled,
-# )
 
 if TYPE_CHECKING:
-    # from pyqtgraph import PlotItem
+    from ..accounting import MktPair
     from .feed import Feed
 
 
-# TODO: ideas for further abstractions as per
-# https://github.com/pikers/piker/issues/216 and
-# https://github.com/pikers/piker/issues/270:
-# - a ``Cascade`` would be the minimal "connection" of 2 ``Flumes``
-#   as per circuit parlance:
-#   https://en.wikipedia.org/wiki/Two-port_network#Cascade_connection
-#     - could cover the combination of our `FspAdmin` and the
-#       backend `.fsp._engine` related machinery to "connect" one flume
-#       to another?
-# - a (financial signal) ``Flow`` would be the a "collection" of such
-#    minmial cascades. Some engineering based jargon concepts:
-#     - https://en.wikipedia.org/wiki/Signal_chain
-#     - https://en.wikipedia.org/wiki/Daisy_chain_(electrical_engineering)
-#     - https://en.wikipedia.org/wiki/Audio_signal_flow
-#     - https://en.wikipedia.org/wiki/Digital_signal_processing#Implementation
-#     - https://en.wikipedia.org/wiki/Dataflow_programming
-#     - https://en.wikipedia.org/wiki/Signal_programming
-#     - https://en.wikipedia.org/wiki/Incremental_computing
-
-
 class Flume(Struct):
     '''
-    Composite reference type which points to all the addressing handles
-    and other meta-data necessary for the read, measure and management
-    of a set of real-time updated data flows.
+    Composite reference type which points to all the addressing
+    handles and other meta-data necessary for the read, measure and
+    management of a set of real-time updated data flows.
 
     Can be thought of as a "flow descriptor" or "flow frame" which
-    describes the high level properties of a set of data flows that can
-    be used seamlessly across process-memory boundaries.
+    describes the high level properties of a set of data flows that
+    can be used seamlessly across process-memory boundaries.
 
     Each instance's sub-components normally includes:
      - a msg oriented quote stream provided via an IPC transport
@@ -94,18 +62,10 @@ class Flume(Struct):
        queuing properties.
 
     '''
-    mkt: MktPair | Symbol
+    mkt: MktPair
     first_quote: dict
     _rt_shm_token: _Token
 
-    @property
-    def symbol(self) -> MktPair | Symbol:
-        log.warning(
-            '`Flume.symbol` is deprecated!\n'
-            'Use `.mkt: MktPair` instead!'
-        )
-        return self.mkt
-
     # optional since some data flows won't have a "downsampled" history
     # buffer/stream (eg. FSPs).
     _hist_shm_token: _Token | None = None
@@ -113,6 +73,7 @@ class Flume(Struct):
     # private shm refs loaded dynamically from tokens
     _hist_shm: ShmArray | None = None
     _rt_shm: ShmArray | None = None
+    _readonly: bool = True
 
     stream: tractor.MsgStream | None = None
     izero_hist: int = 0
@@ -129,7 +90,7 @@ class Flume(Struct):
         if self._rt_shm is None:
             self._rt_shm = attach_shm_array(
                 token=self._rt_shm_token,
-                readonly=True,
+                readonly=self._readonly,
             )
 
         return self._rt_shm
@@ -142,12 +103,10 @@ class Flume(Struct):
                 'No shm token has been set for the history buffer?'
             )
 
-        if (
-            self._hist_shm is None
-        ):
+        if self._hist_shm is None:
             self._hist_shm = attach_shm_array(
                 token=self._hist_shm_token,
-                readonly=True,
+                readonly=self._readonly,
             )
 
         return self._hist_shm
@@ -166,10 +125,10 @@ class Flume(Struct):
         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: np.ndarray = self.hist_shm.array['time']
+        end: float | int = pendulum.from_timestamp(times[-1])
+        start: float | int = pendulum.from_timestamp(times[times != times[-1]][-1])
+        hist_step_size_s: float = (end - start).seconds
 
         times = self.rt_shm.array['time']
         end = pendulum.from_timestamp(times[-1])
@@ -189,17 +148,25 @@ class Flume(Struct):
         msg = self.to_dict()
         msg['mkt'] = self.mkt.to_dict()
 
-        # can't serialize the stream or feed objects, it's expected
-        # you'll have a ref to it since this msg should be rxed on
-        # a stream on whatever far end IPC..
+        # NOTE: pop all un-msg-serializable fields:
+        # - `tractor.MsgStream`
+        # - `Feed`
+        # - `Shmarray`
+        # it's expected the `.from_msg()` on the other side
+        # will get instead some kind of msg-compat version
+        # that it can load.
         msg.pop('stream')
         msg.pop('feed')
+        msg.pop('_rt_shm')
+        msg.pop('_hist_shm')
+
         return msg
 
     @classmethod
     def from_msg(
         cls,
         msg: dict,
+        readonly: bool = True,
 
     ) -> dict:
         '''
@@ -208,19 +175,13 @@ class Flume(Struct):
 
         '''
         mkt_msg = msg.pop('mkt')
-
-        if 'dst' in mkt_msg:
-            mkt = MktPair.from_msg(mkt_msg)
-
-        else:
-            # XXX NOTE: ``msgspec`` can encode `Decimal`
-            # but it doesn't decide to it by default since
-            # we aren't spec-cing these msgs as structs, SO
-            # we have to ensure we do a struct type case (which `.copy()`
-            # does) to ensure we get the right type!
-            mkt = Symbol(**mkt_msg).copy()
-
-        return cls(mkt=mkt, **msg)
+        from ..accounting import MktPair  # cycle otherwise..
+        mkt = MktPair.from_msg(mkt_msg)
+        msg |= {'_readonly': readonly}
+        return cls(
+            mkt=mkt,
+            **msg,
+        )
 
     def get_index(
         self,
@@ -240,3 +201,21 @@ class Flume(Struct):
         )
         imx = times.shape[0] - 1
         return min(first, imx)
+
+    # only set by external msg or creator, never
+    # manually!
+    _has_vlm: bool = True
+
+    def has_vlm(self) -> bool:
+
+        if not self._has_vlm:
+            return False
+
+        # make sure that the instrument supports volume history
+        # (sometimes this is not the case for some commodities and
+        # derivatives)
+        vlm: np.ndarray = self.rt_shm.array['volume']
+        return not bool(
+            np.all(np.isin(vlm, -1))
+            or np.all(np.isnan(vlm))
+        )

piker/data/history.py

@@ -1,770 +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/>.
-
-'''
-Historical data business logic for load, backfill and tsdb storage.
-
-'''
-from __future__ import annotations
-from collections import (
-    Counter,
-)
-from datetime import datetime
-from functools import partial
-import time
-from types import ModuleType
-from typing import (
-    Callable,
-    Optional,
-    TYPE_CHECKING,
-)
-
-import trio
-from trio_typing import TaskStatus
-import tractor
-import pendulum
-import numpy as np
-
-from ._util import (
-    log,
-)
-from ..service import (
-    check_for_service,
-)
-from ._sharedmem import (
-    maybe_open_shm_array,
-    ShmArray,
-    _secs_in_day,
-)
-from ..accounting._mktinfo import (
-    unpack_fqme,
-)
-from ._source import base_iohlc_dtype
-from ._sampling import (
-    open_sample_stream,
-)
-from ..brokers._util import (
-    DataUnavailable,
-)
-
-if TYPE_CHECKING:
-    from ..service.marketstore import Storage
-    from .feed import _FeedsBus
-
-
-def diff_history(
-    array: np.ndarray,
-    timeframe: int,
-    start_dt: datetime,
-    end_dt: datetime,
-    last_tsdb_dt: datetime | None = None
-
-) -> np.ndarray:
-
-    # no diffing with tsdb dt index possible..
-    if last_tsdb_dt is None:
-        return array
-
-    time = array['time']
-    return array[time > last_tsdb_dt.timestamp()]
-
-
-async def start_backfill(
-    mod: ModuleType,
-    bfqsn: str,
-    shm: ShmArray,
-    timeframe: float,
-    sampler_stream: tractor.MsgStream,
-    feed_is_live: trio.Event,
-
-    last_tsdb_dt: Optional[datetime] = None,
-    storage: Optional[Storage] = None,
-    write_tsdb: bool = True,
-    tsdb_is_up: bool = False,
-
-    task_status: TaskStatus[tuple] = trio.TASK_STATUS_IGNORED,
-
-) -> int:
-
-    hist: Callable[
-        [int, datetime, datetime],
-        tuple[np.ndarray, str]
-    ]
-    config: dict[str, int]
-    async with mod.open_history_client(bfqsn) as (hist, config):
-
-        # get latest query's worth of history all the way
-        # back to what is recorded in the tsdb
-        array, start_dt, end_dt = await hist(
-            timeframe,
-            end_dt=None,
-        )
-        times = array['time']
-
-        # sample period step size in seconds
-        step_size_s = (
-            pendulum.from_timestamp(times[-1])
-            - pendulum.from_timestamp(times[-2])
-        ).seconds
-
-        # if the market is open (aka we have a live feed) but the
-        # history sample step index seems off we report the surrounding
-        # data and drop into a bp. this case shouldn't really ever
-        # happen if we're doing history retrieval correctly.
-        if (
-            step_size_s == 60
-            and feed_is_live.is_set()
-        ):
-            inow = round(time.time())
-            diff = inow - times[-1]
-            if abs(diff) > 60:
-                surr = array[-6:]
-                diff_in_mins = round(diff/60., ndigits=2)
-                log.warning(
-                    f'STEP ERROR `{bfqsn}` for period {step_size_s}s:\n'
-                    f'Off by `{diff}` seconds (or `{diff_in_mins}` mins)\n'
-                    'Surrounding 6 time stamps:\n'
-                    f'{list(surr["time"])}\n'
-                    'Here is surrounding 6 samples:\n'
-                    f'{surr}\nn'
-                )
-
-                # uncomment this for a hacker who wants to investigate
-                # this case manually..
-                # await tractor.breakpoint()
-
-        # frame's worth of sample-period-steps, in seconds
-        frame_size_s = len(array) * step_size_s
-
-        to_push = diff_history(
-            array,
-            timeframe,
-            start_dt,
-            end_dt,
-            last_tsdb_dt=last_tsdb_dt,
-        )
-
-        log.info(f'Pushing {to_push.size} to shm!')
-        shm.push(to_push, prepend=True)
-
-        # TODO: *** THIS IS A BUG ***
-        # we need to only broadcast to subscribers for this fqsn..
-        # otherwise all fsps get reset on every chart..
-        await sampler_stream.send('broadcast_all')
-
-        # signal that backfilling to tsdb's end datum is complete
-        bf_done = trio.Event()
-
-        # let caller unblock and deliver latest history frame
-        task_status.started((
-            start_dt,
-            end_dt,
-            bf_done,
-        ))
-
-        # based on the sample step size, maybe load a certain amount history
-        if last_tsdb_dt is None:
-            if step_size_s not in (1, 60):
-                raise ValueError(
-                    '`piker` only needs to support 1m and 1s sampling '
-                    'but ur api is trying to deliver a longer '
-                    f'timeframe of {step_size_s} seconds..\n'
-                    'So yuh.. dun do dat brudder.'
-                )
-
-            # when no tsdb "last datum" is provided, we just load
-            # some near-term history.
-            periods = {
-                1: {'days': 1},
-                60: {'days': 14},
-            }
-
-            if tsdb_is_up:
-                # do a decently sized backfill and load it into storage.
-                periods = {
-                    1: {'days': 6},
-                    60: {'years': 6},
-                }
-
-            period_duration = periods[step_size_s]
-
-            # NOTE: manually set the "latest" datetime which we intend to
-            # backfill history "until" so as to adhere to the history
-            # settings above when the tsdb is detected as being empty.
-            last_tsdb_dt = start_dt.subtract(**period_duration)
-
-        # configure async query throttling
-        # rate = config.get('rate', 1)
-        # XXX: legacy from ``trimeter`` code but unsupported now.
-        # erlangs = config.get('erlangs', 1)
-
-        # avoid duplicate history frames with a set of datetime frame
-        # starts and associated counts of how many duplicates we see
-        # per time stamp.
-        starts: Counter[datetime] = Counter()
-
-        # inline sequential loop where we simply pass the
-        # last retrieved start dt to the next request as
-        # it's end dt.
-        while end_dt > last_tsdb_dt:
-            log.debug(
-                f'Requesting {step_size_s}s frame ending in {start_dt}'
-            )
-
-            try:
-                array, next_start_dt, end_dt = await hist(
-                    timeframe,
-                    end_dt=start_dt,
-                )
-
-            # broker says there never was or is no more history to pull
-            except DataUnavailable:
-                log.warning(
-                    f'NO-MORE-DATA: backend {mod.name} halted history!?'
-                )
-
-                # ugh, what's a better way?
-                # TODO: fwiw, we probably want a way to signal a throttle
-                # condition (eg. with ib) so that we can halt the
-                # request loop until the condition is resolved?
-                return
-
-            if (
-                next_start_dt in starts
-                and starts[next_start_dt] <= 6
-            ):
-                start_dt = min(starts)
-                log.warning(
-                    f"{bfqsn}: skipping duplicate frame @ {next_start_dt}"
-                )
-                starts[start_dt] += 1
-                continue
-
-            elif starts[next_start_dt] > 6:
-                log.warning(
-                    f'NO-MORE-DATA: backend {mod.name} before {next_start_dt}?'
-                )
-                return
-
-            # only update new start point if not-yet-seen
-            start_dt = next_start_dt
-            starts[start_dt] += 1
-
-            assert array['time'][0] == start_dt.timestamp()
-
-            diff = end_dt - start_dt
-            frame_time_diff_s = diff.seconds
-            expected_frame_size_s = frame_size_s + step_size_s
-
-            if frame_time_diff_s > expected_frame_size_s:
-
-                # XXX: query result includes a start point prior to our
-                # expected "frame size" and thus is likely some kind of
-                # history gap (eg. market closed period, outage, etc.)
-                # so just report it to console for now.
-                log.warning(
-                    f'History frame ending @ {end_dt} appears to have a gap:\n'
-                    f'{diff} ~= {frame_time_diff_s} seconds'
-                )
-
-            to_push = diff_history(
-                array,
-                timeframe,
-                start_dt,
-                end_dt,
-                last_tsdb_dt=last_tsdb_dt,
-            )
-            ln = len(to_push)
-            if ln:
-                log.info(f'{ln} bars for {start_dt} -> {end_dt}')
-
-            else:
-                log.warning(
-                    f'{ln} BARS TO PUSH after diff?!: {start_dt} -> {end_dt}'
-                )
-
-            # bail gracefully on shm allocation overrun/full condition
-            try:
-                shm.push(to_push, prepend=True)
-            except ValueError:
-                log.info(
-                    f'Shm buffer overrun on: {start_dt} -> {end_dt}?'
-                )
-                # can't push the entire frame? so
-                # push only the amount that can fit..
-                break
-
-            log.info(
-                f'Shm pushed {ln} frame:\n'
-                f'{start_dt} -> {end_dt}'
-            )
-
-            if (
-                storage is not None
-                and write_tsdb
-            ):
-                log.info(
-                    f'Writing {ln} frame to storage:\n'
-                    f'{start_dt} -> {end_dt}'
-                )
-                await storage.write_ohlcv(
-                    f'{bfqsn}.{mod.name}',  # lul..
-                    to_push,
-                    timeframe,
-                )
-
-        # TODO: can we only trigger this if the respective
-        # history in "in view"?!?
-
-        # XXX: extremely important, there can be no checkpoints
-        # in the block above to avoid entering new ``frames``
-        # values while we're pipelining the current ones to
-        # memory...
-        await sampler_stream.send('broadcast_all')
-
-        # short-circuit (for now)
-        bf_done.set()
-
-
-async def basic_backfill(
-    bus: _FeedsBus,
-    mod: ModuleType,
-    bfqsn: str,
-    shms: dict[int, ShmArray],
-    sampler_stream: tractor.MsgStream,
-    feed_is_live: trio.Event,
-
-) -> None:
-
-    # do a legacy incremental backfill from the provider.
-    log.info('No TSDB (marketstored) found, doing basic backfill..')
-
-    # start history backfill task ``backfill_bars()`` is
-    # a required backend func this must block until shm is
-    # filled with first set of ohlc bars
-    for timeframe, shm in shms.items():
-        try:
-            await bus.nursery.start(
-                partial(
-                    start_backfill,
-                    mod,
-                    bfqsn,
-                    shm,
-                    timeframe,
-                    sampler_stream,
-                    feed_is_live,
-                )
-            )
-        except DataUnavailable:
-            # XXX: timeframe not supported for backend
-            continue
-
-
-async def tsdb_backfill(
-    mod: ModuleType,
-    marketstore: ModuleType,
-    bus: _FeedsBus,
-    storage: Storage,
-    fqsn: str,
-    bfqsn: str,
-    shms: dict[int, ShmArray],
-    sampler_stream: tractor.MsgStream,
-    feed_is_live: trio.Event,
-
-    task_status: TaskStatus[
-        tuple[ShmArray, ShmArray]
-    ] = trio.TASK_STATUS_IGNORED,
-
-) -> None:
-
-    # TODO: this should be used verbatim for the pure
-    # shm backfiller approach below.
-    dts_per_tf: dict[int, datetime] = {}
-
-    # start history anal and load missing new data via backend.
-    for timeframe, shm in shms.items():
-        # loads a (large) frame of data from the tsdb depending
-        # on the db's query size limit.
-        tsdb_history, first_tsdb_dt, last_tsdb_dt = await storage.load(
-            fqsn,
-            timeframe=timeframe,
-        )
-
-        broker, *_ = unpack_fqme(fqsn)
-        try:
-            (
-                latest_start_dt,
-                latest_end_dt,
-                bf_done,
-            ) = await bus.nursery.start(
-                partial(
-                    start_backfill,
-                    mod,
-                    bfqsn,
-                    shm,
-                    timeframe,
-                    sampler_stream,
-                    feed_is_live,
-
-                    last_tsdb_dt=last_tsdb_dt,
-                    tsdb_is_up=True,
-                    storage=storage,
-                )
-            )
-        except DataUnavailable:
-            # XXX: timeframe not supported for backend
-            dts_per_tf[timeframe] = (
-                tsdb_history,
-                last_tsdb_dt,
-                None,
-                None,
-                None,
-            )
-            continue
-
-        # tsdb_history = series.get(timeframe)
-        dts_per_tf[timeframe] = (
-            tsdb_history,
-            last_tsdb_dt,
-            latest_start_dt,
-            latest_end_dt,
-            bf_done,
-        )
-
-        # if len(hist_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
-        # query-iteration, then the sample step sizing calcs will
-        # break upstream from here since you can't diff on at least
-        # 2 steps... probably should also add logic to compute from
-        # the tsdb series and stash that somewhere as meta data on
-        # the shm buffer?.. no se.
-
-    # unblock the feed bus management task
-    # assert len(shms[1].array)
-    task_status.started()
-
-    async def back_load_from_tsdb(
-        timeframe: int,
-        shm: ShmArray,
-    ):
-        (
-            tsdb_history,
-            last_tsdb_dt,
-            latest_start_dt,
-            latest_end_dt,
-            bf_done,
-        ) = dts_per_tf[timeframe]
-
-        # sync to backend history task's query/load completion
-        if bf_done:
-            await bf_done.wait()
-
-        # TODO: eventually it'd be nice to not require a shm array/buffer
-        # to accomplish this.. maybe we can do some kind of tsdb direct to
-        # graphics format eventually in a child-actor?
-
-        # 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 = shm._first.value
-        array = shm.array
-        if len(array):
-            shm_last_dt = pendulum.from_timestamp(shm.array[0]['time'])
-        else:
-            shm_last_dt = None
-
-        if last_tsdb_dt:
-            assert shm_last_dt >= last_tsdb_dt
-
-        # do diff against start index of last frame of history and only
-        # fill in an amount of datums from tsdb allows for most recent
-        # to be loaded into mem *before* tsdb data.
-        if (
-            last_tsdb_dt
-            and latest_start_dt
-        ):
-            backfilled_size_s = (
-                latest_start_dt - last_tsdb_dt
-            ).seconds
-            # if the shm buffer len is not large enough to contain
-            # all missing data between the most recent backend-queried frame
-            # and the most recent dt-index in the db we warn that we only
-            # want to load a portion of the next tsdb query to fill that
-            # space.
-            log.info(
-                f'{backfilled_size_s} seconds worth of {timeframe}s loaded'
-            )
-
-        # Load TSDB history into shm buffer (for display) if there is
-        # remaining buffer space.
-
-        if (
-            len(tsdb_history)
-        ):
-            # load the first (smaller) bit of history originally loaded
-            # above from ``Storage.load()``.
-            to_push = tsdb_history[-prepend_start:]
-            shm.push(
-                to_push,
-
-                # insert the history pre a "days worth" of samples
-                # to leave some real-time buffer space at the end.
-                prepend=True,
-                # update_first=False,
-                # start=prepend_start,
-                field_map=marketstore.ohlc_key_map,
-            )
-
-            tsdb_last_frame_start = tsdb_history['Epoch'][0]
-
-            if timeframe == 1:
-                times = shm.array['time']
-                assert (times[1] - times[0]) == 1
-
-            # load as much from storage into shm possible (depends on
-            # user's shm size settings).
-            while shm._first.value > 0:
-
-                tsdb_history = await storage.read_ohlcv(
-                    fqsn,
-                    timeframe=timeframe,
-                    end=tsdb_last_frame_start,
-                )
-
-                # empty query
-                if not len(tsdb_history):
-                    break
-
-                next_start = tsdb_history['Epoch'][0]
-                if next_start >= tsdb_last_frame_start:
-                    # no earlier data detected
-                    break
-                else:
-                    tsdb_last_frame_start = next_start
-
-                prepend_start = shm._first.value
-                to_push = tsdb_history[-prepend_start:]
-
-                # insert the history pre a "days worth" of samples
-                # to leave some real-time buffer space at the end.
-                shm.push(
-                    to_push,
-                    prepend=True,
-                    field_map=marketstore.ohlc_key_map,
-                )
-                log.info(f'Loaded {to_push.shape} datums from storage')
-
-                # manually trigger step update to update charts/fsps
-                # which need an incremental update.
-                # NOTE: the way this works is super duper
-                # un-intuitive right now:
-                # - the broadcaster fires a msg to the fsp subsystem.
-                # - fsp subsys then checks for a sample step diff and
-                #   possibly recomputes prepended history.
-                # - the fsp then sends back to the parent actor
-                #   (usually a chart showing graphics for said fsp)
-                #   which tells the chart to conduct a manual full
-                #   graphics loop cycle.
-                await sampler_stream.send('broadcast_all')
-
-                # TODO: write new data to tsdb to be ready to for next read.
-
-    # backload from db (concurrently per timeframe) once backfilling of
-    # recent dat a loaded from the backend provider (see
-    # ``bf_done.wait()`` call).
-    async with trio.open_nursery() as nurse:
-        for timeframe, shm in shms.items():
-            nurse.start_soon(
-                back_load_from_tsdb,
-                timeframe,
-                shm,
-            )
-
-
-async def manage_history(
-    mod: ModuleType,
-    bus: _FeedsBus,
-    fqsn: str,
-    some_data_ready: trio.Event,
-    feed_is_live: trio.Event,
-    timeframe: float = 60,  # in seconds
-
-    task_status: TaskStatus[
-        tuple[ShmArray, ShmArray]
-    ] = trio.TASK_STATUS_IGNORED,
-
-) -> None:
-    '''
-    Load and manage historical data including the loading of any
-    available series from `marketstore` as well as conducting real-time
-    update of both that existing db and the allocated shared memory
-    buffer.
-
-    '''
-
-    # TODO: is there a way to make each shm file key
-    # actor-tree-discovery-addr unique so we avoid collisions
-    # when doing tests which also allocate shms for certain instruments
-    # that may be in use on the system by some other running daemons?
-    # from tractor._state import _runtime_vars
-    # port = _runtime_vars['_root_mailbox'][1]
-
-    uid = tractor.current_actor().uid
-    name, uuid = uid
-    service = name.rstrip(f'.{mod.name}')
-
-    # (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(
-        # key=f'{fqsn}_hist_p{port}',
-        key=f'piker.{service}[{uuid[:16]}.{fqsn}.hist',
-
-        # use any broker defined ohlc dtype:
-        dtype=getattr(mod, '_ohlc_dtype', base_iohlc_dtype),
-
-        # we expect the sub-actor to write
-        readonly=False,
-    )
-    hist_zero_index = hist_shm.index - 1
-
-    # TODO: history validation
-    if not opened:
-        raise RuntimeError(
-            "Persistent shm for sym was already open?!"
-        )
-
-    rt_shm, opened = maybe_open_shm_array(
-        # key=f'{fqsn}_rt_p{port}',
-        # key=f'piker.{service}.{fqsn}_rt.{uuid}',
-        key=f'piker.{service}[{uuid[:16]}.{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,
-    )
-
-    # (for now) set the rt (hft) shm array with space to prepend
-    # only a few days worth of 1s history.
-    days = 2
-    start_index = days*_secs_in_day
-    rt_shm._first.value = start_index
-    rt_shm._last.value = start_index
-    rt_zero_index = rt_shm.index - 1
-
-    if not opened:
-        raise RuntimeError(
-            "Persistent shm for sym was already open?!"
-        )
-
-    # register 1s and 1m buffers with the global incrementer task
-    async with open_sample_stream(
-        period_s=1.,
-        shms_by_period={
-            1.: rt_shm.token,
-            60.: hist_shm.token,
-        },
-
-        # NOTE: we want to only open a stream for doing broadcasts on
-        # backfill operations, not receive the sample index-stream
-        # (since there's no code in this data feed layer that needs to
-        # consume it).
-        open_index_stream=True,
-        sub_for_broadcasts=False,
-
-    ) as sample_stream:
-
-        log.info('Scanning for existing `marketstored`')
-        tsdb_is_up = await check_for_service('marketstored')
-
-        bfqsn = fqsn.replace('.' + mod.name, '')
-        open_history_client = getattr(mod, 'open_history_client', None)
-        assert open_history_client
-
-        if (
-            tsdb_is_up
-            and opened
-            and open_history_client
-        ):
-            log.info('Found existing `marketstored`')
-
-            from ..service import marketstore
-            async with (
-                marketstore.open_storage_client(fqsn)as storage,
-            ):
-                # TODO: drop returning the output that we pass in?
-                await bus.nursery.start(
-                    tsdb_backfill,
-                    mod,
-                    marketstore,
-                    bus,
-                    storage,
-                    fqsn,
-                    bfqsn,
-                    {
-                        1: rt_shm,
-                        60: hist_shm,
-                    },
-                    sample_stream,
-                    feed_is_live,
-                )
-
-                # yield back after client connect with filled shm
-                task_status.started((
-                    hist_zero_index,
-                    hist_shm,
-                    rt_zero_index,
-                    rt_shm,
-                ))
-
-                # indicate to caller that feed can be delivered to
-                # remote requesting client since we've loaded history
-                # data that can be used.
-                some_data_ready.set()
-
-                # history retreival loop depending on user interaction
-                # and thus a small RPC-prot for remotely controllinlg
-                # what data is loaded for viewing.
-                await trio.sleep_forever()
-
-        # load less history if no tsdb can be found
-        elif (
-            not tsdb_is_up
-            and opened
-        ):
-            await basic_backfill(
-                bus,
-                mod,
-                bfqsn,
-                {
-                    1: rt_shm,
-                    60: hist_shm,
-                },
-                sample_stream,
-                feed_is_live,
-            )
-            task_status.started((
-                hist_zero_index,
-                hist_shm,
-                rt_zero_index,
-                rt_shm,
-            ))
-            some_data_ready.set()
-            await trio.sleep_forever()

piker/data/ticktools.py

@@ -0,0 +1,173 @@
+# 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/>.
+
+'''
+Tick event stream processing, filter-by-types, format-normalization.
+
+'''
+from itertools import chain
+from typing import (
+    Any,
+    AsyncIterator,
+)
+
+# tick-type-classes template for all possible "lowest level" events
+# that can can be emitted by the "top of book" L1 queues and
+# price-matching (with eventual clearing) in a double auction
+# market (queuing) system.
+_tick_groups: dict[str, set[str]] = {
+    'clears': {'trade', 'dark_trade', 'last'},
+    'bids': {'bid', 'bsize'},
+    'asks': {'ask', 'asize'},
+}
+
+# XXX alo define the flattened set of all such "fundamental ticks"
+# so that it can be used as filter, eg. in the graphics display
+# loop to compute running windowed y-ranges B)
+_auction_ticks: set[str] = set.union(*_tick_groups.values())
+
+
+def frame_ticks(
+    quote: dict[str, Any],
+
+    ticks_by_type: dict | None = None,
+    ticks_in_order: list[dict[str, Any]] | None = None
+
+) -> dict[
+    str,
+    list[dict[str, Any]]
+]:
+    '''
+    XXX: build a tick-by-type table of lists
+    of tick messages. This allows for less
+    iteration on the receiver side by allowing for
+    a single "latest tick event" look up by
+    indexing the last entry in each sub-list.
+
+    tbt = {
+        'types': ['bid', 'asize', 'last', .. '<type_n>'],
+
+        'bid': [tick0, tick1, tick2, .., tickn],
+        'asize': [tick0, tick1, tick2, .., tickn],
+        'last': [tick0, tick1, tick2, .., tickn],
+        ...
+        '<type_n>': [tick0, tick1, tick2, .., tickn],
+    }
+
+    If `ticks_in_order` is provided, append any retrieved ticks
+    since last iteration into this array/buffer/list.
+
+    '''
+    # TODO: once we decide to get fancy really we should
+    # have a shared mem tick buffer that is just
+    # continually filled and the UI just ready from it
+    # at it's display rate.
+
+    tbt = ticks_by_type if ticks_by_type is not None else {}
+    if not (ticks := quote.get('ticks')):
+        return tbt
+
+    # append in reverse FIFO order for in-order iteration on
+    # receiver side.
+    tick: dict[str, Any]
+    for tick in ticks:
+        tbt.setdefault(
+            tick['type'],
+            [],
+        ).append(tick)
+
+    # TODO: do we need this any more or can we just
+    # expect the receiver to unwind the below
+    # `ticks_by_type: dict`?
+    # => undwinding would potentially require a
+    # `dict[str, set | list]` instead with an
+    # included `'types' field which is an (ordered)
+    # set of tick type fields in the order which
+    # types arrived?
+    if ticks_in_order:
+        ticks_in_order.extend(ticks)
+
+    return tbt
+
+
+def iterticks(
+    quote: dict,
+    types: tuple[str] = (
+        'trade',
+        'dark_trade',
+    ),
+    deduplicate_darks: bool = False,
+    reverse: bool = False,
+
+    # TODO: should we offer delegating to `frame_ticks()` above
+    # with this?
+    frame_by_type: bool = False,
+
+) -> AsyncIterator:
+    '''
+    Iterate through ticks delivered per quote cycle, filter and
+    yield any declared in `types`.
+
+    '''
+    if deduplicate_darks:
+        assert 'dark_trade' in types
+
+    # print(f"{quote}\n\n")
+    ticks = quote.get('ticks', ())
+    trades = {}
+    darks = {}
+
+    if ticks:
+
+        # do a first pass and attempt to remove duplicate dark
+        # trades with the same tick signature.
+        if deduplicate_darks:
+            for tick in ticks:
+                ttype = tick.get('type')
+
+                time = tick.get('time', None)
+                if time:
+                    sig = (
+                        time,
+                        tick['price'],
+                        tick.get('size')
+                    )
+
+                    if ttype == 'dark_trade':
+                        darks[sig] = tick
+
+                    elif ttype == 'trade':
+                        trades[sig] = tick
+
+            # filter duplicates
+            for sig, tick in trades.items():
+                tick = darks.pop(sig, None)
+                if tick:
+                    ticks.remove(tick)
+                    # print(f'DUPLICATE {tick}')
+
+            # re-insert ticks
+            ticks.extend(list(chain(trades.values(), darks.values())))
+
+        # most-recent-first
+        if reverse:
+            ticks = reversed(ticks)
+
+        for tick in ticks:
+            # print(f"{quote['symbol']}: {tick}")
+            ttype = tick.get('type')
+            if ttype in types:
+                yield tick

piker/data/types.py

@@ -1,89 +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 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__
-        }
-
-    # Lul, doesn't seem to work that well..
-    # 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: dict | None = 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)
-        )
-
-    # NOTE XXX: this won't work on frozen types!
-    # use ``.copy()`` above in such cases.
-    def typecast(
-        self,
-        # fields: list[str] | None = None,
-    ) -> None:
-        for fname, ftype in self.__annotations__.items():
-            setattr(self, fname, ftype(getattr(self, fname)))

piker/data/validate.py

@@ -18,15 +18,19 @@ Data feed synchronization protocols, init msgs, and general
 data-provider-backend-agnostic schema definitions.
 
 '''
+from __future__ import annotations
 from decimal import Decimal
 from pprint import pformat
 from types import ModuleType
 from typing import (
     Any,
+    Callable,
 )
 
-from .types import Struct
-from ..accounting import (
+from msgspec import field
+
+from piker.types import Struct
+from piker.accounting import (
     Asset,
     MktPair,
 )
@@ -49,7 +53,39 @@ class FeedInit(Struct, frozen=True):
 
     '''
     mkt_info: MktPair
-    shm_write_opts: dict[str, Any] | None = None
+
+    # NOTE: only field we use rn in ``.data.feed``
+    # TODO: maybe make a SamplerConfig(Struct)?
+    shm_write_opts: dict[str, Any] = field(
+        default_factory=lambda: {
+        'has_vlm': True,
+        'sum_tick_vlm': True,
+    })
+
+# XXX: we group backend endpoints into 3
+# groups to determine "degrees" of functionality.
+_eps: dict[str, list[str]] = {
+
+    # basic API `Client` layer
+    'middleware': [
+        'get_client',
+    ],
+
+    # (live) data streaming / loading / search
+    'datad': [
+        'get_mkt_info',
+        'open_history_client',
+        'open_symbol_search',
+        'stream_quotes',
+    ],
+
+    # live order control and trading
+    'brokerd': [
+        'trades_dialogue',
+        'open_trade_dialog',  # live order ctl
+        'norm_trade', # ledger normalizer for txns
+    ],
+}
 
 
 def validate_backend(
@@ -68,6 +104,20 @@ def validate_backend(
     that haven't been implemented by this backend yet.
 
     '''
+    for daemon_name, eps in _eps.items():
+        for name in eps:
+            ep: Callable = getattr(
+                mod,
+                name,
+                None,
+            )
+            if ep is None:
+                log.warning(
+                    f'Provider backend {mod.name} is missing '
+                    f'{daemon_name} support :(\n'
+                    f'The following endpoint is missing: {name}'
+                )
+
     inits: list[
         FeedInit | dict[str, Any]
     ] = init_msgs
@@ -119,6 +169,8 @@ def validate_backend(
     mkt: MktPair
 
     match init:
+
+        # backend is using old dict msg delivery
         case {
             'symbol_info': dict(symbol_info),
             'fqsn': bs_fqme,
@@ -144,16 +196,18 @@ def validate_backend(
                 'lot_tick_size',
                 Decimal('1'),
             )
+            bs_mktid = init.get('bs_mktid') or bs_fqme
             mkt = MktPair.from_fqme(
                 fqme=f'{bs_fqme}.{mod.name}',
 
                 price_tick=price_tick,
                 size_tick=size_tick,
 
-                bs_mktid=str(init['bs_mktid']),
+                bs_mktid=str(bs_mktid),
                 _atype=symbol_info['asset_type']
             )
 
+        # backend is using new `MktPair` but not entirely
         case {
             'mkt_info': MktPair(
                 dst=Asset(),
@@ -172,7 +226,6 @@ def validate_backend(
         ) as init:
             name: str = mod.name
             log.info(
-                f'NICE JOB {name} BACKEND being fully up to API spec B)\n'
                 f"{name}'s `MktPair` info:\n"
                 f'{pformat(mkt.to_dict())}\n'
                 f'shm conf: {pformat(shm_opts)}\n'
@@ -193,7 +246,8 @@ def validate_backend(
     mkt = init.mkt_info
     assert mkt.type_key
 
-    # `MktPair` wish list
+    # backend is using new `MktPair` but not embedded `Asset` types
+    # for the .src/.dst..
     if not isinstance(mkt.src, Asset):
         warn_msg += (
             f'ALSO, {mod.name.upper()} should try to deliver\n'

piker/fsp/__init__.py

@@ -22,17 +22,40 @@ from typing import AsyncIterator
 
 import numpy as np
 
-from ._engine import cascade
+from ._api import (
+    maybe_mk_fsp_shm,
+    Fsp,
+)
+from ._engine import (
+    cascade,
+    Cascade,
+)
+from ._volume import (
+    dolla_vlm,
+    flow_rates,
+    tina_vwap,
+)
 
-__all__ = ['cascade']
+__all__: list[str] = [
+    'cascade',
+    'Cascade',
+    'maybe_mk_fsp_shm',
+    'Fsp',
+    'dolla_vlm',
+    'flow_rates',
+    'tina_vwap',
+]
 
 
 async def latency(
     source: 'TickStream[Dict[str, float]]',  # noqa
     ohlcv: np.ndarray
+
 ) -> AsyncIterator[np.ndarray]:
-    """Latency measurements, broker to piker.
-    """
+    '''
+    Latency measurements, broker to piker.
+
+    '''
     # TODO: do we want to offer yielding this async
     # before the rt data connection comes up?
 

piker/fsp/_api.py

@@ -174,19 +174,10 @@ def fsp(
     return Fsp(wrapped, outputs=(wrapped.__name__,))
 
 
-def mk_fsp_shm_key(
-    sym: str,
-    target: Fsp
-
-) -> str:
-    actor_name, uuid = tractor.current_actor().uid
-    uuid_snip: str = uuid[:16]
-    return f'piker.{actor_name}[{uuid_snip}].{sym}.{target.name}'
-
-
 def maybe_mk_fsp_shm(
     sym: str,
     target: Fsp,
+    size: int,
     readonly: bool = True,
 
 ) -> (str, ShmArray, bool):
@@ -195,7 +186,8 @@ def maybe_mk_fsp_shm(
     exists, otherwise load the shm already existing for that token.
 
     '''
-    assert isinstance(sym, str), '`sym` should be file-name-friendly `str`'
+    if not isinstance(sym, str):
+        raise ValueError('`sym: str` should be file-name-friendly')
 
     # TODO: load output types from `Fsp`
     # - should `index` be a required internal field?
@@ -207,11 +199,14 @@ def maybe_mk_fsp_shm(
         [(field_name, float) for field_name in target.outputs]
     )
 
-    key = mk_fsp_shm_key(sym, target)
+    # (attempt to) uniquely key the fsp shm buffers
+    actor_name, uuid = tractor.current_actor().uid
+    uuid_snip: str = uuid[:16]
+    key: str = f'piker.{actor_name}[{uuid_snip}].{sym}.{target.name}'
 
     shm, opened = maybe_open_shm_array(
         key,
-        # TODO: create entry for each time frame
+        size=size,
         dtype=fsp_dtype,
         readonly=True,
     )

piker/fsp/_engine.py

@@ -18,13 +18,12 @@
 core task logic for processing chains
 
 '''
-from dataclasses import dataclass
+from __future__ import annotations
+from contextlib import asynccontextmanager as acm
 from functools import partial
 from typing import (
     AsyncIterator,
     Callable,
-    Optional,
-    Union,
 )
 
 import numpy as np
@@ -33,9 +32,9 @@ from trio_typing import TaskStatus
 import tractor
 from tractor.msg import NamespacePath
 
+from piker.types import Struct
 from ..log import get_logger, get_console_log
 from .. import data
-from ..data import attach_shm_array
 from ..data.feed import (
     Flume,
     Feed,
@@ -45,23 +44,17 @@ from ..data._sampling import (
     _default_delay_s,
     open_sample_stream,
 )
-from ..accounting._mktinfo import Symbol
+from ..accounting import MktPair
 from ._api import (
     Fsp,
     _load_builtins,
     _Token,
 )
-from .._profile import Profiler
+from ..toolz import Profiler
 
 log = get_logger(__name__)
 
 
-@dataclass
-class TaskTracker:
-    complete: trio.Event
-    cs: trio.CancelScope
-
-
 async def filter_quotes_by_sym(
 
     sym: str,
@@ -82,51 +75,190 @@ async def filter_quotes_by_sym(
         if quote:
             yield quote
 
+# TODO: unifying the abstractions in this FSP subsys/layer:
+# -[ ] move the `.data.flows.Flume` type into this
+#   module/subsys/pkg?
+# -[ ] ideas for further abstractions as per
+#   - https://github.com/pikers/piker/issues/216,
+#   - https://github.com/pikers/piker/issues/270:
+#   - a (financial signal) ``Flow`` would be the a "collection" of such
+#     minmial cascades. Some engineering based jargon concepts:
+#     - https://en.wikipedia.org/wiki/Signal_chain
+#     - https://en.wikipedia.org/wiki/Daisy_chain_(electrical_engineering)
+#     - https://en.wikipedia.org/wiki/Audio_signal_flow
+#     - https://en.wikipedia.org/wiki/Digital_signal_processing#Implementation
+#     - https://en.wikipedia.org/wiki/Dataflow_programming
+#     - https://en.wikipedia.org/wiki/Signal_programming
+#     - https://en.wikipedia.org/wiki/Incremental_computing
+#     - https://en.wikipedia.org/wiki/Signal-flow_graph
+#     - https://en.wikipedia.org/wiki/Signal-flow_graph#Basic_components
 
-async def fsp_compute(
+# -[ ] we probably want to eval THE BELOW design and unify with the
+#   proto `TaskManager` in the `tractor` dev branch as well as with
+#   our below idea for `Cascade`:
+#   - https://github.com/goodboy/tractor/pull/363
+class Cascade(Struct):
+    '''
+    As per sig-proc engineering parlance, this is a chaining of
+    `Flume`s, which are themselves collections of "Streams"
+    implemented currently via `ShmArray`s.
 
-    symbol: Symbol,
-    flume: Flume,
+    A `Cascade` is be the minimal "connection" of 2 `Flumes`
+    as per circuit parlance:
+    https://en.wikipedia.org/wiki/Two-port_network#Cascade_connection
+
+    TODO:
+      -[ ] could cover the combination of our `FspAdmin` and the
+        backend `.fsp._engine` related machinery to "connect" one flume
+        to another?
+
+    '''
+    # TODO: make these `Flume`s
+    src: Flume
+    dst: Flume
+    tn: trio.Nursery
+    fsp: Fsp  # UI-side middleware ctl API
+
+    # filled during cascade/.bind_func() (fsp_compute) init phases
+    bind_func: Callable | None = None
+    complete: trio.Event | None = None
+    cs: trio.CancelScope | None = None
+    client_stream: tractor.MsgStream | None = None
+
+    async def resync(self) -> int:
+        # TODO: adopt an incremental update engine/approach
+        # where possible here eventually!
+        log.info(f're-syncing fsp {self.fsp.name} to source')
+        self.cs.cancel()
+        await self.complete.wait()
+        index: int = await self.tn.start(self.bind_func)
+
+        # always trigger UI refresh after history update,
+        # see ``piker.ui._fsp.FspAdmin.open_chain()`` and
+        # ``piker.ui._display.trigger_update()``.
+        dst_shm: ShmArray = self.dst.rt_shm
+        await self.client_stream.send({
+            'fsp_update': {
+                'key': dst_shm.token,
+                'first': dst_shm._first.value,
+                'last': dst_shm._last.value,
+            }
+        })
+        return index
+
+    def is_synced(self) -> tuple[bool, int, int]:
+        '''
+        Predicate to dertmine if a destination FSP
+        output array is aligned to its source array.
+
+        '''
+        src_shm: ShmArray = self.src.rt_shm
+        dst_shm: ShmArray = self.dst.rt_shm
+        step_diff = src_shm.index - dst_shm.index
+        len_diff = abs(len(src_shm.array) - len(dst_shm.array))
+        synced: bool = not (
+            # the source is likely backfilling and we must
+            # sync history calculations
+            len_diff > 2
+
+            # we aren't step synced to the source and may be
+            # leading/lagging by a step
+            or step_diff > 1
+            or step_diff < 0
+        )
+        if not synced:
+            fsp: Fsp = self.fsp
+            log.warning(
+                '***DESYNCED FSP***\n'
+                f'{fsp.ns_path}@{src_shm.token}\n'
+                f'step_diff: {step_diff}\n'
+                f'len_diff: {len_diff}\n'
+            )
+        return (
+            synced,
+            step_diff,
+            len_diff,
+        )
+
+    async def poll_and_sync_to_step(self) -> int:
+        synced, step_diff, _ = self.is_synced()
+        while not synced:
+            await self.resync()
+            synced, step_diff, _ = self.is_synced()
+
+        return step_diff
+
+    @acm
+    async def open_edge(
+        self,
+        bind_func: Callable,
+    ) -> int:
+        self.bind_func = bind_func
+        index = await self.tn.start(bind_func)
+        yield index
+        # TODO: what do we want on teardown/error?
+        # -[ ] dynamic reconnection after update?
+
+
+async def connect_streams(
+    casc: Cascade,
+    mkt: MktPair,
     quote_stream: trio.abc.ReceiveChannel,
+    src: Flume,
+    dst: Flume,
 
-    src: ShmArray,
-    dst: ShmArray,
-
-    func: Callable,
+    edge_func: Callable,
 
     # attach_stream: bool = False,
     task_status: TaskStatus[None] = trio.TASK_STATUS_IGNORED,
 
 ) -> None:
+    '''
+    Stream and per-sample compute and write the cascade of
+    2 `Flumes`/streams given some operating `func`.
 
+    https://en.wikipedia.org/wiki/Signal-flow_graph#Basic_components
+
+    Not literally, but something like:
+
+        edge_func(Flume_in) -> Flume_out
+
+    '''
     profiler = Profiler(
         delayed=False,
         disabled=True
     )
 
-    fqsn = symbol.fqme
-    out_stream = func(
+    # TODO: just pull it from src.mkt.fqme no?
+    # fqme: str = mkt.fqme
+    fqme: str = src.mkt.fqme
+
+    # TODO: dynamic introspection of what the underlying (vertex)
+    # function actually requires from input node (flumes) then
+    # deliver those inputs as part of a graph "compilation" step?
+    out_stream = edge_func(
 
         # TODO: do we even need this if we do the feed api right?
         # shouldn't a local stream do this before we get a handle
         # to the async iterable? it's that or we do some kinda
         # async itertools style?
-        filter_quotes_by_sym(fqsn, quote_stream),
+        filter_quotes_by_sym(fqme, quote_stream),
 
-        # XXX: currently the ``ohlcv`` arg
-        flume.rt_shm,
+        # XXX: currently the ``ohlcv`` arg, but we should allow
+        # (dynamic) requests for src flume (node) streams?
+        src.rt_shm,
     )
 
     # HISTORY COMPUTE PHASE
     # conduct a single iteration of fsp with historical bars input
     # and get historical output.
-    history_output: Union[
-        dict[str, np.ndarray],  # multi-output case
-        np.ndarray,  # single output case
-    ]
+    history_output: (
+        dict[str, np.ndarray]  # multi-output case
+        | np.ndarray,  # single output case
+    )
     history_output = await anext(out_stream)
 
-    func_name = func.__name__
+    func_name = edge_func.__name__
     profiler(f'{func_name} generated history')
 
     # build struct array with an 'index' field to push as history
@@ -134,10 +266,12 @@ async def fsp_compute(
     # TODO: push using a[['f0', 'f1', .., 'fn']] = .. syntax no?
     # if the output array is multi-field then push
     # each respective field.
-    fields = getattr(dst.array.dtype, 'fields', None).copy()
+    dst_shm: ShmArray = dst.rt_shm
+    fields = getattr(dst_shm.array.dtype, 'fields', None).copy()
     fields.pop('index')
-    history_by_field: Optional[np.ndarray] = None
-    src_time = src.array['time']
+    history_by_field: np.ndarray | None = None
+    src_shm: ShmArray = src.rt_shm
+    src_time = src_shm.array['time']
 
     if (
         fields and
@@ -156,7 +290,7 @@ async def fsp_compute(
                 if history_by_field is None:
 
                     if output is None:
-                        length = len(src.array)
+                        length = len(src_shm.array)
                     else:
                         length = len(output)
 
@@ -165,7 +299,7 @@ async def fsp_compute(
                     # will be pushed to shm.
                     history_by_field = np.zeros(
                         length,
-                        dtype=dst.array.dtype
+                        dtype=dst_shm.array.dtype
                     )
 
                 if output is None:
@@ -182,13 +316,13 @@ async def fsp_compute(
             )
         history_by_field = np.zeros(
             len(history_output),
-            dtype=dst.array.dtype
+            dtype=dst_shm.array.dtype
         )
         history_by_field[func_name] = history_output
 
     history_by_field['time'] = src_time[-len(history_by_field):]
 
-    history_output['time'] = src.array['time']
+    history_output['time'] = src_shm.array['time']
 
     # TODO: XXX:
     # THERE'S A BIG BUG HERE WITH THE `index` field since we're
@@ -201,11 +335,11 @@ async def fsp_compute(
     #   is `index` aware such that historical data can be indexed
     #   relative to the true first datum? Not sure if this is sane
     #   for incremental compuations.
-    first = dst._first.value = src._first.value
+    first = dst_shm._first.value = src_shm._first.value
 
     # TODO: can we use this `start` flag instead of the manual
     # setting above?
-    index = dst.push(
+    index = dst_shm.push(
         history_by_field,
         start=first,
     )
@@ -216,12 +350,9 @@ async def fsp_compute(
     # setup a respawn handle
     with trio.CancelScope() as cs:
 
-        # TODO: might be better to just make a "restart" method where
-        # the target task is spawned implicitly and then the event is
-        # set via some higher level api? At that poing we might as well
-        # be writing a one-cancels-one nursery though right?
-        tracker = TaskTracker(trio.Event(), cs)
-        task_status.started((tracker, index))
+        casc.cs = cs
+        casc.complete = trio.Event()
+        task_status.started(index)
 
         profiler(f'{func_name} yield last index')
 
@@ -235,12 +366,12 @@ async def fsp_compute(
                 log.debug(f"{func_name}: {processed}")
                 key, output = processed
                 # dst.array[-1][key] = output
-                dst.array[[key, 'time']][-1] = (
+                dst_shm.array[[key, 'time']][-1] = (
                     output,
                     # TODO: what about pushing ``time.time_ns()``
                     # in which case we'll need to round at the graphics
                     # processing / sampling layer?
-                    src.array[-1]['time']
+                    src_shm.array[-1]['time']
                 )
 
                 # NOTE: for now we aren't streaming this to the consumer
@@ -252,7 +383,7 @@ async def fsp_compute(
                 # N-consumers who subscribe for the real-time output,
                 # which we'll likely want to implement using local-mem
                 # chans for the fan out?
-                # index = src.index
+                # index = src_shm.index
                 # if attach_stream:
                 #     await client_stream.send(index)
 
@@ -262,7 +393,7 @@ async def fsp_compute(
                 #     log.info(f'FSP quote too fast: {hz}')
                 # last = time.time()
         finally:
-            tracker.complete.set()
+            casc.complete.set()
 
 
 @tractor.context
@@ -271,17 +402,17 @@ async def cascade(
     ctx: tractor.Context,
 
     # data feed key
-    fqsn: str,
-
-    src_shm_token: dict,
-    dst_shm_token: tuple[str, np.dtype],
+    fqme: str,
 
+    # flume pair cascaded using an "edge function"
+    src_flume_addr: dict,
+    dst_flume_addr: dict,
     ns_path: NamespacePath,
 
     shm_registry: dict[str, _Token],
 
     zero_on_step: bool = False,
-    loglevel: Optional[str] = None,
+    loglevel: str | None = None,
 
 ) -> None:
     '''
@@ -297,8 +428,14 @@ async def cascade(
     if loglevel:
         get_console_log(loglevel)
 
-    src = attach_shm_array(token=src_shm_token)
-    dst = attach_shm_array(readonly=False, token=dst_shm_token)
+    src: Flume = Flume.from_msg(src_flume_addr)
+    dst: Flume = Flume.from_msg(
+        dst_flume_addr,
+        readonly=False,
+    )
+
+    # src: ShmArray = attach_shm_array(token=src_shm_token)
+    # dst: ShmArray = attach_shm_array(readonly=False, token=dst_shm_token)
 
     reg = _load_builtins()
     lines = '\n'.join([f'{key.rpartition(":")[2]} => {key}' for key in reg])
@@ -306,11 +443,11 @@ async def cascade(
         f'Registered FSP set:\n{lines}'
     )
 
-    # update actorlocal flows table which registers
-    # readonly "instances" of this fsp for symbol/source
-    # so that consumer fsps can look it up by source + fsp.
-    # TODO: ugh i hate this wind/unwind to list over the wire
-    # but not sure how else to do it.
+    # NOTE XXX: update actorlocal flows table which registers
+    # readonly "instances" of this fsp for symbol/source so that
+    # consumer fsps can look it up by source + fsp.
+    # TODO: ugh i hate this wind/unwind to list over the wire but
+    # not sure how else to do it.
     for (token, fsp_name, dst_token) in shm_registry:
         Fsp._flow_registry[(
             _Token.from_msg(token),
@@ -320,16 +457,19 @@ async def cascade(
     fsp: Fsp = reg.get(
         NamespacePath(ns_path)
     )
-    func = fsp.func
+    func: Callable = fsp.func
 
     if not func:
         # TODO: assume it's a func target path
         raise ValueError(f'Unknown fsp target: {ns_path}')
 
+    _fqme: str = src.mkt.fqme
+    assert _fqme == fqme
+
     # open a data feed stream with requested broker
     feed: Feed
     async with data.feed.maybe_open_feed(
-        [fqsn],
+        [fqme],
 
         # TODO throttle tick outputs from *this* daemon since
         # it'll emit tons of ticks due to the throttle only
@@ -339,177 +479,142 @@ async def cascade(
 
     ) as feed:
 
-        flume = feed.flumes[fqsn]
-        symbol = flume.symbol
-        assert src.token == flume.rt_shm.token
+        flume: Flume = feed.flumes[fqme]
+        # XXX: can't do this since flume.feed will be set XD
+        # assert flume == src
+        assert flume.mkt == src.mkt
+        mkt: MktPair = flume.mkt
+
+        # NOTE: FOR NOW, sanity checks around the feed as being
+        # always the src flume (until we get to fancier/lengthier
+        # chains/graphs.
+        assert src.rt_shm.token == flume.rt_shm.token
+
+        # XXX: won't work bc the _hist_shm_token value will be
+        # list[list] after IPC..
+        # assert flume.to_msg() == src_flume_addr
+
         profiler(f'{func}: feed up')
 
-        func_name = func.__name__
+        func_name: str = func.__name__
         async with (
-            trio.open_nursery() as n,
+            trio.open_nursery() as tn,
         ):
+            # TODO: might be better to just make a "restart" method where
+            # the target task is spawned implicitly and then the event is
+            # set via some higher level api? At that poing we might as well
+            # be writing a one-cancels-one nursery though right?
+            casc = Cascade(
+                src,
+                dst,
+                tn,
+                fsp,
+            )
 
+            # TODO: this seems like it should be wrapped somewhere?
             fsp_target = partial(
-
-                fsp_compute,
-                symbol=symbol,
-                flume=flume,
+                connect_streams,
+                casc=casc,
+                mkt=mkt,
                 quote_stream=flume.stream,
 
-                # shm
+                # flumes and shm passthrough
                 src=src,
                 dst=dst,
 
-                # target
-                func=func
+                # chain function which takes src flume input(s)
+                # and renders dst flume output(s)
+                edge_func=func
             )
+            async with casc.open_edge(
+                bind_func=fsp_target,
+            ) as index:
+                # casc.bind_func = fsp_target
+                # index = await tn.start(fsp_target)
+                dst_shm: ShmArray = dst.rt_shm
+                src_shm: ShmArray = src.rt_shm
 
-            tracker, index = await n.start(fsp_target)
+                if zero_on_step:
+                    last = dst.rt_shm.array[-1:]
+                    zeroed = np.zeros(last.shape, dtype=last.dtype)
 
-            if zero_on_step:
-                last = dst.array[-1:]
-                zeroed = np.zeros(last.shape, dtype=last.dtype)
+                profiler(f'{func_name}: fsp up')
 
-            profiler(f'{func_name}: fsp up')
+                # sync to client-side actor
+                await ctx.started(index)
 
-            # sync client
-            await ctx.started(index)
+                # XXX:  rt stream with client which we MUST
+                # open here (and keep it open) in order to make
+                # incremental "updates" as history prepends take
+                # place.
+                async with ctx.open_stream() as client_stream:
+                    casc.client_stream: tractor.MsgStream = client_stream
 
-            # XXX:  rt stream with client which we MUST
-            # open here (and keep it open) in order to make
-            # incremental "updates" as history prepends take
-            # place.
-            async with ctx.open_stream() as client_stream:
+                    s, step, ld = casc.is_synced()
 
-                # TODO: these likely should all become
-                # methods of this ``TaskLifetime`` or wtv
-                # abstraction..
-                async def resync(
-                    tracker: TaskTracker,
+                    # detect sample period step for subscription to increment
+                    # signal
+                    times = src.rt_shm.array['time']
+                    if len(times) > 1:
+                        last_ts = times[-1]
+                        delay_s: float = float(last_ts - times[times != last_ts][-1])
+                    else:
+                        # our default "HFT" sample rate.
+                        delay_s: float = _default_delay_s
 
-                ) -> tuple[TaskTracker, int]:
-                    # TODO: adopt an incremental update engine/approach
-                    # where possible here eventually!
-                    log.info(f're-syncing fsp {func_name} to source')
-                    tracker.cs.cancel()
-                    await tracker.complete.wait()
-                    tracker, index = await n.start(fsp_target)
+                    # sub and increment the underlying shared memory buffer
+                    # on every step msg received from the global `samplerd`
+                    # service.
+                    async with open_sample_stream(
+                        float(delay_s)
+                    ) as istream:
 
-                    # always trigger UI refresh after history update,
-                    # see ``piker.ui._fsp.FspAdmin.open_chain()`` and
-                    # ``piker.ui._display.trigger_update()``.
-                    await client_stream.send({
-                        'fsp_update': {
-                            'key': dst_shm_token,
-                            'first': dst._first.value,
-                            'last': dst._last.value,
-                        }
-                    })
-                    return tracker, index
+                        profiler(f'{func_name}: sample stream up')
+                        profiler.finish()
 
-                def is_synced(
-                    src: ShmArray,
-                    dst: ShmArray
-                ) -> tuple[bool, int, int]:
-                    '''
-                    Predicate to dertmine if a destination FSP
-                    output array is aligned to its source array.
+                        async for i in istream:
+                            # print(f'FSP incrementing {i}')
 
-                    '''
-                    step_diff = src.index - dst.index
-                    len_diff = abs(len(src.array) - len(dst.array))
-                    return not (
-                        # the source is likely backfilling and we must
-                        # sync history calculations
-                        len_diff > 2
+                            # respawn the compute task if the source
+                            # array has been updated such that we compute
+                            # new history from the (prepended) source.
+                            synced, step_diff, _ = casc.is_synced()
+                            if not synced:
+                                step_diff: int = await casc.poll_and_sync_to_step()
 
-                        # we aren't step synced to the source and may be
-                        # leading/lagging by a step
-                        or step_diff > 1
-                        or step_diff < 0
-                    ), step_diff, len_diff
+                                # skip adding a last bar since we should already
+                                # be step alinged
+                                if step_diff == 0:
+                                    continue
 
-                async def poll_and_sync_to_step(
-                    tracker: TaskTracker,
-                    src: ShmArray,
-                    dst: ShmArray,
+                            # read out last shm row, copy and write new row
+                            array = dst_shm.array
 
-                ) -> tuple[TaskTracker, int]:
+                            # some metrics like vlm should be reset
+                            # to zero every step.
+                            if zero_on_step:
+                                last = zeroed
+                            else:
+                                last = array[-1:].copy()
 
-                    synced, step_diff, _ = is_synced(src, dst)
-                    while not synced:
-                        tracker, index = await resync(tracker)
-                        synced, step_diff, _ = is_synced(src, dst)
+                            dst.rt_shm.push(last)
 
-                    return tracker, step_diff
+                            # sync with source buffer's time step
+                            src_l2 = src_shm.array[-2:]
+                            src_li, src_lt = src_l2[-1][['index', 'time']]
+                            src_2li, src_2lt = src_l2[-2][['index', 'time']]
+                            dst_shm._array['time'][src_li] = src_lt
+                            dst_shm._array['time'][src_2li] = src_2lt
 
-                s, step, ld = is_synced(src, dst)
-
-                # detect sample period step for subscription to increment
-                # signal
-                times = src.array['time']
-                if len(times) > 1:
-                    last_ts = times[-1]
-                    delay_s = float(last_ts - times[times != last_ts][-1])
-                else:
-                    # our default "HFT" sample rate.
-                    delay_s = _default_delay_s
-
-                # sub and increment the underlying shared memory buffer
-                # on every step msg received from the global `samplerd`
-                # service.
-                async with open_sample_stream(float(delay_s)) as istream:
-
-                    profiler(f'{func_name}: sample stream up')
-                    profiler.finish()
-
-                    async for i in istream:
-                        # print(f'FSP incrementing {i}')
-
-                        # respawn the compute task if the source
-                        # array has been updated such that we compute
-                        # new history from the (prepended) source.
-                        synced, step_diff, _ = is_synced(src, dst)
-                        if not synced:
-                            tracker, step_diff = await poll_and_sync_to_step(
-                                tracker,
-                                src,
-                                dst,
-                            )
-
-                            # skip adding a last bar since we should already
-                            # be step alinged
-                            if step_diff == 0:
-                                continue
-
-                        # read out last shm row, copy and write new row
-                        array = dst.array
-
-                        # some metrics like vlm should be reset
-                        # to zero every step.
-                        if zero_on_step:
-                            last = zeroed
-                        else:
-                            last = array[-1:].copy()
-
-                        dst.push(last)
-
-                        # sync with source buffer's time step
-                        src_l2 = src.array[-2:]
-                        src_li, src_lt = src_l2[-1][['index', 'time']]
-                        src_2li, src_2lt = src_l2[-2][['index', 'time']]
-                        dst._array['time'][src_li] = src_lt
-                        dst._array['time'][src_2li] = src_2lt
-
-                        # last2 = dst.array[-2:]
-                        # if (
-                        #     last2[-1]['index'] != src_li
-                        #     or last2[-2]['index'] != src_2li
-                        # ):
-                        #     dstl2 = list(last2)
-                        #     srcl2 = list(src_l2)
-                        #     print(
-                        #         # f'{dst.token}\n'
-                        #         f'src: {srcl2}\n'
-                        #         f'dst: {dstl2}\n'
-                        #     )
+                            # last2 = dst.array[-2:]
+                            # if (
+                            #     last2[-1]['index'] != src_li
+                            #     or last2[-2]['index'] != src_2li
+                            # ):
+                            #     dstl2 = list(last2)
+                            #     srcl2 = list(src_l2)
+                            #     print(
+                            #         # f'{dst.token}\n'
+                            #         f'src: {srcl2}\n'
+                            #         f'dst: {dstl2}\n'
+                            #     )

piker/fsp/_momo.py

@@ -24,7 +24,7 @@ import numpy as np
 from numba import jit, float64, optional, int64
 
 from ._api import fsp
-from ..data._normalize import iterticks
+from ..data import iterticks
 from ..data._sharedmem import ShmArray
 
 

piker/fsp/_volume.py

@@ -20,7 +20,7 @@ import numpy as np
 from tractor.trionics._broadcast import AsyncReceiver
 
 from ._api import fsp
-from ..data._normalize import iterticks
+from ..data import iterticks
 from ..data._sharedmem import ShmArray
 from ._momo import _wma
 from ..log import get_logger

piker/log.py

@@ -40,7 +40,10 @@ def get_logger(
     Return the package log or a sub-log for `name` if provided.
 
     '''
-    return tractor.log.get_logger(name=name, _root_name=_proj_name)
+    return tractor.log.get_logger(
+        name=name,
+        _root_name=_proj_name,
+    )
 
 
 def get_console_log(

piker/service/__init__.py

@@ -14,49 +14,45 @@
 # 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/>.
 
-"""
-Actor-runtime service orchestration machinery.
+'''
+Actor runtime primtives and (distributed) service APIs for,
 
-"""
-from __future__ import annotations
+- daemon-service mgmt: `_daemon` (i.e. low-level spawn and supervise machinery
+  for sub-actors like `brokerd`, `emsd`, datad`, etc.)
 
-from ._mngr import Services
-from ._registry import (  # noqa
-    _tractor_kwargs,
-    _default_reg_addr,
-    _default_registry_host,
-    _default_registry_port,
-    open_registry,
-    find_service,
-    check_for_service,
+- service-actor supervision (via `trio` tasks) API: `._mngr`
+
+- discovery interface (via light wrapping around `tractor`'s built-in
+  prot): `._registry`
+
+- `docker` cntr SC supervision for use with `trio`: `_ahab`
+  - wrappers for marketstore and elasticsearch dbs
+  => TODO: maybe to (re)move elsewhere?
+
+'''
+from ._mngr import Services as Services
+from ._registry import (
+    _tractor_kwargs as _tractor_kwargs,
+    _default_reg_addr as _default_reg_addr,
+    _default_registry_host as _default_registry_host,
+    _default_registry_port as _default_registry_port,
+
+    open_registry as open_registry,
+    find_service as find_service,
+    check_for_service as check_for_service,
 )
-from ._daemon import (  # noqa
-    maybe_spawn_daemon,
-    spawn_emsd,
-    maybe_open_emsd,
+from ._daemon import (
+    maybe_spawn_daemon as maybe_spawn_daemon,
+    spawn_emsd as spawn_emsd,
+    maybe_open_emsd as maybe_open_emsd,
 )
 from ._actor_runtime import (
-    open_piker_runtime,
-    maybe_open_pikerd,
-    open_pikerd,
-    get_tractor_runtime_kwargs,
+    open_piker_runtime as open_piker_runtime,
+    maybe_open_pikerd as maybe_open_pikerd,
+    open_pikerd as open_pikerd,
+    get_runtime_vars as get_runtime_vars,
 )
 from ..brokers._daemon import (
-    spawn_brokerd,
-    maybe_spawn_brokerd,
+    spawn_brokerd as spawn_brokerd,
+    maybe_spawn_brokerd as maybe_spawn_brokerd,
 )
-
-
-__all__ = [
-    'check_for_service',
-    'Services',
-    'maybe_spawn_daemon',
-    'spawn_brokerd',
-    'maybe_spawn_brokerd',
-    'spawn_emsd',
-    'maybe_open_emsd',
-    'open_piker_runtime',
-    'maybe_open_pikerd',
-    'open_pikerd',
-    'get_tractor_runtime_kwargs',
-]

piker/service/_actor_runtime.py

@@ -19,8 +19,6 @@
 
 """
 from __future__ import annotations
-from pprint import pformat
-from functools import partial
 import os
 from typing import (
     Optional,
@@ -35,7 +33,6 @@ import tractor
 import trio
 
 from ._util import (
-    log,  # sub-sys logger
     get_console_log,
 )
 from ._mngr import (
@@ -48,7 +45,7 @@ from ._registry import (  # noqa
 )
 
 
-def get_tractor_runtime_kwargs() -> dict[str, Any]:
+def get_runtime_vars() -> dict[str, Any]:
     '''
     Deliver ``tractor`` related runtime variables in a `dict`.
 
@@ -59,6 +56,8 @@ def get_tractor_runtime_kwargs() -> dict[str, Any]:
 @acm
 async def open_piker_runtime(
     name: str,
+    registry_addrs: list[tuple[str, int]] = [],
+
     enable_modules: list[str] = [],
     loglevel: Optional[str] = None,
 
@@ -66,8 +65,6 @@ async def open_piker_runtime(
     # for data daemons when running in production.
     debug_mode: bool = False,
 
-    registry_addr: None | tuple[str, int] = None,
-
     # TODO: once we have `rsyscall` support we will read a config
     # and spawn the service tree distributed per that.
     start_method: str = 'trio',
@@ -77,7 +74,7 @@ async def open_piker_runtime(
 
 ) -> tuple[
     tractor.Actor,
-    tuple[str, int],
+    list[tuple[str, int]],
 ]:
     '''
     Start a piker actor who's runtime will automatically sync with
@@ -87,21 +84,31 @@ async def open_piker_runtime(
     a root actor.
 
     '''
+    # check for existing runtime, boot it
+    # if not already running.
     try:
-        # check for existing runtime
-        actor = tractor.current_actor().uid
-
+        actor = tractor.current_actor()
     except tractor._exceptions.NoRuntime:
         tractor._state._runtime_vars[
-            'piker_vars'] = tractor_runtime_overrides
+            'piker_vars'
+        ] = tractor_runtime_overrides
 
-        registry_addr = registry_addr or _default_reg_addr
+        # NOTE: if no registrar list passed used the default of just
+        # setting it as the root actor on localhost.
+        registry_addrs = (
+            registry_addrs
+            or [_default_reg_addr]
+        )
+
+        if ems := tractor_kwargs.pop('enable_modules', None):
+            # import pdbp; pdbp.set_trace()
+            enable_modules.extend(ems)
 
         async with (
             tractor.open_root_actor(
 
                 # passed through to ``open_root_actor``
-                arbiter_addr=registry_addr,
+                registry_addrs=registry_addrs,
                 name=name,
                 loglevel=loglevel,
                 debug_mode=debug_mode,
@@ -113,24 +120,30 @@ async def open_piker_runtime(
                 enable_modules=enable_modules,
 
                 **tractor_kwargs,
-            ) as _,
+            ) as actor,
 
-            open_registry(registry_addr, ensure_exists=False) as addr,
+            open_registry(
+                registry_addrs,
+                ensure_exists=False,
+            ) as addrs,
         ):
-            yield (
-                tractor.current_actor(),
-                addr,
-            )
-    else:
-        async with open_registry(registry_addr) as addr:
+            assert actor is tractor.current_actor()
             yield (
                 actor,
-                addr,
+                addrs,
+            )
+    else:
+        async with open_registry(
+            registry_addrs
+        ) as addrs:
+            yield (
+                actor,
+                addrs,
             )
 
 
-_root_dname = 'pikerd'
-_root_modules = [
+_root_dname: str = 'pikerd'
+_root_modules: list[str] = [
     __name__,
     'piker.service._daemon',
     'piker.brokers._daemon',
@@ -144,18 +157,13 @@ _root_modules = [
 
 @acm
 async def open_pikerd(
+    registry_addrs: list[tuple[str, int]],
 
     loglevel: str | None = None,
 
     # XXX: you should pretty much never want debug mode
     # for data daemons when running in production.
     debug_mode: bool = False,
-    registry_addr: None | tuple[str, int] = None,
-
-    # db init flags
-    tsdb: bool = False,
-    es: bool = False,
-    drop_root_perms_for_ahab: bool = True,
 
     **kwargs,
 
@@ -167,79 +175,45 @@ async def open_pikerd(
     alive underling services (see below).
 
     '''
+    # NOTE: for the root daemon we always enable the root
+    # mod set and we `list.extend()` it into wtv the
+    # caller requested.
+    # TODO: make this mod set more strict?
+    # -[ ] eventually we should be able to avoid
+    #    having the root have more then permissions to spawn other
+    #    specialized daemons I think?
+    ems: list[str] = kwargs.setdefault('enable_modules', [])
+    ems.extend(_root_modules)
+
     async with (
         open_piker_runtime(
 
             name=_root_dname,
-            # 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,
             loglevel=loglevel,
             debug_mode=debug_mode,
-            registry_addr=registry_addr,
+            registry_addrs=registry_addrs,
 
             **kwargs,
 
-        ) as (root_actor, reg_addr),
+        ) as (
+            root_actor,
+            reg_addrs,
+        ),
         tractor.open_nursery() as actor_nursery,
         trio.open_nursery() as service_nursery,
     ):
-        if root_actor.accept_addr != reg_addr:
-            raise RuntimeError(
-                f'`pikerd` failed to bind on {reg_addr}!\n'
-                'Maybe you have another daemon already running?'
-            )
+        for addr in reg_addrs:
+            if addr not in root_actor.accept_addrs:
+                raise RuntimeError(
+                    f'`pikerd` failed to bind on {addr}!\n'
+                    'Maybe you have another daemon already running?'
+                )
 
         # assign globally for future daemon/task creation
         Services.actor_n = actor_nursery
         Services.service_n = service_nursery
         Services.debug_mode = debug_mode
 
-        if tsdb:
-            from ._ahab import start_ahab
-            from .marketstore import start_marketstore
-
-            log.info('Spawning `marketstore` supervisor')
-            ctn_ready, config, (cid, pid) = await service_nursery.start(
-                partial(
-                    start_ahab,
-                    'marketstored',
-                    start_marketstore,
-                    loglevel=loglevel,
-                    drop_root_perms=drop_root_perms_for_ahab,
-                )
-
-            )
-            log.info(
-                f'`marketstored` up!\n'
-                f'pid: {pid}\n'
-                f'container id: {cid[:12]}\n'
-                f'config: {pformat(config)}'
-            )
-
-        if es:
-            from ._ahab import start_ahab
-            from .elastic import start_elasticsearch
-
-            log.info('Spawning `elasticsearch` supervisor')
-            ctn_ready, config, (cid, pid) = await service_nursery.start(
-                partial(
-                    start_ahab,
-                    'elasticsearch',
-                    start_elasticsearch,
-                    loglevel=loglevel,
-                    drop_root_perms=drop_root_perms_for_ahab,
-                )
-            )
-
-            log.info(
-                f'`elasticsearch` up!\n'
-                f'pid: {pid}\n'
-                f'container id: {cid[:12]}\n'
-                f'config: {pformat(config)}'
-            )
-
         try:
             yield Services
 
@@ -277,12 +251,9 @@ async def open_pikerd(
 
 @acm
 async def maybe_open_pikerd(
-    loglevel: Optional[str] = None,
-    registry_addr: None | tuple = None,
-    tsdb: bool = False,
-    es: bool = False,
-    drop_root_perms_for_ahab: bool = True,
+    registry_addrs: list[tuple[str, int]] | None = None,
 
+    loglevel: str | None = None,
     **kwargs,
 
 ) -> tractor._portal.Portal | ClassVar[Services]:
@@ -308,37 +279,51 @@ async def maybe_open_pikerd(
     #     async with open_portal(chan) as arb_portal:
     #         yield arb_portal
 
+    registry_addrs: list[tuple[str, int]] = (
+        registry_addrs
+        or [_default_reg_addr]
+    )
+
+    pikerd_portal: tractor.Portal | None
     async with (
         open_piker_runtime(
             name=query_name,
-            registry_addr=registry_addr,
+            registry_addrs=registry_addrs,
             loglevel=loglevel,
             **kwargs,
-        ) as _,
-
-        tractor.find_actor(
-            _root_dname,
-            arbiter_sockaddr=registry_addr,
-        ) as portal
+        ) as (actor, addrs),
     ):
-        # connect to any existing daemon presuming
-        # its registry socket was selected.
-        if (
-            portal is not None
-        ):
-            yield portal
+        if _root_dname in actor.uid:
+            yield None
             return
 
+        # NOTE: IFF running in disti mode, try to attach to any
+        # existing (host-local) `pikerd`.
+        else:
+            async with tractor.find_actor(
+                _root_dname,
+                registry_addrs=registry_addrs,
+                only_first=True,
+                # raise_on_none=True,
+            ) as pikerd_portal:
+
+                # connect to any existing remote daemon presuming its
+                # registry socket was selected.
+                if pikerd_portal is not None:
+
+                    # sanity check that we are actually connecting to
+                    # a remote process and not ourselves.
+                    assert actor.uid != pikerd_portal.channel.uid
+                    assert registry_addrs
+
+                    yield pikerd_portal
+                    return
+
     # presume pikerd role since no daemon could be found at
     # configured address
     async with open_pikerd(
         loglevel=loglevel,
-        registry_addr=registry_addr,
-
-        # ahabd (docker super) specific controls
-        tsdb=tsdb,
-        es=es,
-        drop_root_perms_for_ahab=drop_root_perms_for_ahab,
+        registry_addrs=registry_addrs,
 
         # passthrough to ``tractor`` init
         **kwargs,

piker/service/_ahab.py

@@ -15,10 +15,11 @@
 # along with this program.  If not, see <https://www.gnu.org/licenses/>.
 
 '''
-Supervisor for ``docker`` with included async and SC wrapping
-to ensure a cancellable container lifetime system.
+Supervisor for ``docker`` with included async and SC wrapping to
+ensure a cancellable container lifetime system.
 
 '''
+from __future__ import annotations
 from collections import ChainMap
 from functools import partial
 import os
@@ -48,6 +49,7 @@ from requests.exceptions import (
     ReadTimeout,
 )
 
+from ._mngr import Services
 from ._util import (
     log,  # sub-sys logger
     get_console_log,
@@ -187,7 +189,11 @@ class Container:
                     and entry not in seen_so_far
                 ):
                     seen_so_far.add(entry)
-                    getattr(log, level.lower(), log.error)(f'{msg}')
+                    getattr(
+                        log,
+                        level.lower(),
+                        log.error
+                    )(f'{msg}')
 
                     if level == 'fatal':
                         raise ApplicationLogError(msg)
@@ -263,8 +269,10 @@ class Container:
         start = time.time()
         for _ in range(6):
 
-            with trio.move_on_after(0.5) as cs:
-                log.cancel('polling for CNTR logs...')
+            with trio.move_on_after(1) as cs:
+                log.cancel(
+                    'polling for CNTR logs for {stop_predicate}..'
+                )
 
                 try:
                     await self.process_logs_until(
@@ -328,16 +336,13 @@ class Container:
 async def open_ahabd(
     ctx: tractor.Context,
     endpoint: str,  # ns-pointer str-msg-type
-    loglevel: str | None = 'cancel',
+    loglevel: str | None = None,
 
-    **kwargs,
+    **ep_kwargs,
 
 ) -> None:
 
-    log = get_console_log(
-        loglevel,
-        name=__name__,
-    )
+    log = get_console_log(loglevel or 'cancel')
 
     async with open_docker() as client:
 
@@ -350,7 +355,7 @@ async def open_ahabd(
             cntr_config,
             start_pred,
             stop_pred,
-        ) = ep_func(client)
+        ) = ep_func(client, **ep_kwargs)
         cntr = Container(dcntr)
 
         conf: ChainMap[str, Any] = ChainMap(
@@ -446,10 +451,17 @@ async def open_ahabd(
                 )
 
 
-async def start_ahab(
+@acm
+async def start_ahab_service(
+    services: Services,
     service_name: str,
+
+    # endpoint config passed as **kwargs
     endpoint: Callable[docker.DockerClient, DockerContainer],
+    ep_kwargs: dict,
     loglevel: str | None = 'cancel',
+
+    # supervisor config
     drop_root_perms: bool = True,
 
     task_status: TaskStatus[
@@ -470,6 +482,9 @@ async def start_ahab(
     is started.
 
     '''
+    # global log
+    log = get_console_log(loglevel or 'cancel')
+
     cn_ready = trio.Event()
     try:
         async with tractor.open_nursery() as an:
@@ -498,21 +513,28 @@ async def start_ahab(
                     )[2]  # named user's uid
                 )
 
-            async with portal.open_context(
-                open_ahabd,
+            cs, first = await services.start_service_task(
+                name=service_name,
+                portal=portal,
+
+                # rest: endpoint inputs
+                target=open_ahabd,
                 endpoint=str(NamespacePath.from_ref(endpoint)),
                 loglevel='cancel',
-            ) as (ctx, first):
+                **ep_kwargs,
+            )
 
-                cid, pid, cntr_config = first
+            cid, pid, cntr_config = first
 
-                task_status.started((
+            try:
+                yield (
                     cn_ready,
                     cntr_config,
                     (cid, pid),
-                ))
-
-                await trio.sleep_forever()
+                )
+            finally:
+                log.info(f'Cancelling ahab service `{service_name}`')
+                await services.cancel_service(service_name)
 
     # since we demoted root perms in this parent
     # we'll get a perms error on proc cleanup in

piker/service/_daemon.py

@@ -70,7 +70,10 @@ async def maybe_spawn_daemon(
     lock = Services.locks[service_name]
     await lock.acquire()
 
-    async with find_service(service_name) as portal:
+    async with find_service(
+        service_name,
+        registry_addrs=[('127.0.0.1', 6116)],
+    ) as portal:
         if portal is not None:
             lock.release()
             yield portal

piker/service/_mngr.py

@@ -27,14 +27,25 @@ from typing import (
 import trio
 from trio_typing import TaskStatus
 import tractor
+from tractor import (
+    current_actor,
+    ContextCancelled,
+    Context,
+    Portal,
+)
 
 from ._util import (
     log,  # sub-sys logger
 )
 
 
-# TODO: factor this into a ``tractor.highlevel`` extension
-# pack for the library.
+# TODO: we need remote wrapping and a general soln:
+# - factor this into a ``tractor.highlevel`` extension # pack for the
+#   library.
+# - wrap a "remote api" wherein you can get a method proxy
+#   to the pikerd actor for starting services remotely!
+# - prolly rename this to ActorServicesNursery since it spawns
+#   new actors and supervises them to completion?
 class Services:
 
     actor_n: tractor._supervise.ActorNursery
@@ -44,7 +55,7 @@ class Services:
         str,
         tuple[
             trio.CancelScope,
-            tractor.Portal,
+            Portal,
             trio.Event,
         ]
     ] = {}
@@ -54,11 +65,12 @@ class Services:
     async def start_service_task(
         self,
         name: str,
-        portal: tractor.Portal,
+        portal: Portal,
         target: Callable,
+        allow_overruns: bool = False,
         **ctx_kwargs,
 
-    ) -> (trio.CancelScope, tractor.Context):
+    ) -> (trio.CancelScope, Context):
         '''
         Open a context in a service sub-actor, add to a stack
         that gets unwound at ``pikerd`` teardown.
@@ -79,8 +91,10 @@ class Services:
         ) -> Any:
 
             with trio.CancelScope() as cs:
+
                 async with portal.open_context(
                     target,
+                    allow_overruns=allow_overruns,
                     **ctx_kwargs,
 
                 ) as (ctx, first):
@@ -95,13 +109,30 @@ class Services:
                         # wait on any context's return value
                         # and any final portal result from the
                         # sub-actor.
-                        ctx_res = await ctx.result()
+                        ctx_res: Any = await ctx.result()
 
                         # NOTE: blocks indefinitely until cancelled
                         # either by error from the target context
                         # function or by being cancelled here by the
                         # surrounding cancel scope.
                         return (await portal.result(), ctx_res)
+                    except ContextCancelled as ctxe:
+                        canceller: tuple[str, str] = ctxe.canceller
+                        our_uid: tuple[str, str] = current_actor().uid
+                        if (
+                            canceller != portal.channel.uid
+                            and
+                            canceller != our_uid
+                        ):
+                            log.cancel(
+                                f'Actor-service {name} was remotely cancelled?\n'
+                                f'remote canceller: {canceller}\n'
+                                f'Keeping {our_uid} alive, ignoring sub-actor cancel..\n'
+                            )
+                        else:
+                            raise
+
+
 
                     finally:
                         await portal.cancel_actor()

piker/service/_registry.py

@@ -27,6 +27,7 @@ from typing import (
 )
 
 import tractor
+from tractor import Portal
 
 from ._util import (
     log,  # sub-sys logger
@@ -46,7 +47,9 @@ _registry: Registry | None = None
 
 
 class Registry:
-    addr: None | tuple[str, int] = None
+    # TODO: should this be a set or should we complain
+    # on duplicates?
+    addrs: list[tuple[str, int]] = []
 
     # TODO: table of uids to sockaddrs
     peers: dict[
@@ -60,69 +63,115 @@ _tractor_kwargs: dict[str, Any] = {}
 
 @acm
 async def open_registry(
-    addr: None | tuple[str, int] = None,
+    addrs: list[tuple[str, int]],
     ensure_exists: bool = True,
 
-) -> tuple[str, int]:
+) -> list[tuple[str, int]]:
+    '''
+    Open the service-actor-discovery registry by returning a set of
+    tranport socket-addrs to registrar actors which may be
+    contacted and queried for similar addresses for other
+    non-registrar actors.
 
+    '''
     global _tractor_kwargs
     actor = tractor.current_actor()
     uid = actor.uid
+    preset_reg_addrs: list[tuple[str, int]] = Registry.addrs
     if (
-        Registry.addr is not None
-        and addr
+        preset_reg_addrs
+        and addrs
     ):
-        raise RuntimeError(
-            f'`{uid}` registry addr already bound @ {_registry.sockaddr}'
-        )
+        if preset_reg_addrs != addrs:
+            # if any(addr in preset_reg_addrs for addr in addrs):
+            diff: set[tuple[str, int]] = set(preset_reg_addrs) - set(addrs)
+            if diff:
+                log.warning(
+                    f'`{uid}` requested only subset of registrars: {addrs}\n'
+                    f'However there are more @{diff}'
+                )
+            else:
+                raise RuntimeError(
+                    f'`{uid}` has non-matching registrar addresses?\n'
+                    f'request: {addrs}\n'
+                    f'already set: {preset_reg_addrs}'
+                )
 
     was_set: bool = False
 
     if (
         not tractor.is_root_process()
-        and Registry.addr is None
+        and not Registry.addrs
     ):
-        Registry.addr = actor._arb_addr
+        Registry.addrs.extend(actor.reg_addrs)
 
     if (
         ensure_exists
-        and Registry.addr is None
+        and not Registry.addrs
     ):
         raise RuntimeError(
-            f"`{uid}` registry should already exist bug doesn't?"
+            f"`{uid}` registry should already exist but doesn't?"
         )
 
     if (
-        Registry.addr is None
+        not Registry.addrs
     ):
         was_set = True
-        Registry.addr = addr or _default_reg_addr
+        Registry.addrs = addrs or [_default_reg_addr]
 
-    _tractor_kwargs['arbiter_addr'] = Registry.addr
+    # NOTE: only spot this seems currently used is inside
+    # `.ui._exec` which is the (eventual qtloops) bootstrapping
+    # with guest mode.
+    _tractor_kwargs['registry_addrs'] = Registry.addrs
 
     try:
-        yield Registry.addr
+        yield Registry.addrs
     finally:
         # XXX: always clear the global addr if we set it so that the
         # next (set of) calls will apply whatever new one is passed
         # in.
         if was_set:
-            Registry.addr = None
+            Registry.addrs = None
 
 
 @acm
 async def find_service(
     service_name: str,
-) -> tractor.Portal | None:
+    registry_addrs: list[tuple[str, int]] | None = None,
 
-    async with open_registry() as reg_addr:
+    first_only: bool = True,
+
+) -> (
+    Portal
+    | list[Portal]
+    | None
+):
+
+    reg_addrs: list[tuple[str, int]]
+    async with open_registry(
+        addrs=(
+            registry_addrs
+            # NOTE: if no addr set is passed assume the registry has
+            # already been opened and use the previously applied
+            # startup set.
+            or Registry.addrs
+        ),
+    ) as reg_addrs:
         log.info(f'Scanning for service `{service_name}`')
+
+        maybe_portals: list[Portal] | Portal | None
+
         # attach to existing daemon by name if possible
         async with tractor.find_actor(
             service_name,
-            arbiter_sockaddr=reg_addr,
-        ) as maybe_portal:
-            yield maybe_portal
+            registry_addrs=reg_addrs,
+            only_first=first_only,  # if set only returns single ref
+        ) as maybe_portals:
+            if not maybe_portals:
+                yield None
+                return
+
+            yield maybe_portals
 
 
 async def check_for_service(
@@ -133,9 +182,11 @@ async def check_for_service(
     Service daemon "liveness" predicate.
 
     '''
-    async with open_registry(ensure_exists=False) as reg_addr:
-        async with tractor.query_actor(
+    async with (
+        open_registry(ensure_exists=False) as reg_addr,
+        tractor.query_actor(
             service_name,
             arbiter_sockaddr=reg_addr,
-        ) as sockaddr:
-            return sockaddr
+        ) as sockaddr,
+    ):
+        return sockaddr

piker/service/elastic.py

@@ -15,6 +15,7 @@
 # along with this program.  If not, see <https://www.gnu.org/licenses/>.
 
 from __future__ import annotations
+from contextlib import asynccontextmanager as acm
 from typing import (
     Any,
     TYPE_CHECKING,
@@ -122,3 +123,47 @@ def start_elasticsearch(
         health_query,
         chk_for_closed_msg,
     )
+
+
+@acm
+async def start_ahab_daemon(
+    service_mngr: Services,
+    user_config: dict | None = None,
+    loglevel: str | None = None,
+
+) -> tuple[str, dict]:
+    '''
+    Task entrypoint to start the estasticsearch docker container using
+    the service manager.
+
+    '''
+    from ._ahab import start_ahab_service
+
+    # dict-merge any user settings
+    conf: dict = _config.copy()
+    if user_config:
+        conf = conf | user_config
+
+    dname: str = 'esd'
+    log.info(f'Spawning `{dname}` supervisor')
+    async with start_ahab_service(
+        service_mngr,
+        dname,
+
+        # NOTE: docker-py client is passed at runtime
+        start_elasticsearch,
+        ep_kwargs={'user_config': conf},
+        loglevel=loglevel,
+
+    ) as (
+        ctn_ready,
+        config,
+        (cid, pid),
+    ):
+        log.info(
+            f'`{dname}` up!\n'
+            f'pid: {pid}\n'
+            f'container id: {cid[:12]}\n'
+            f'config: {pformat(config)}'
+        )
+        yield dname, conf

piker/service/marketstore.py

@@ -1,5 +1,5 @@
 # piker: trading gear for hackers
-# Copyright (C) Tyler Goodlet (in stewardship for piker0)
+# 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
@@ -25,11 +25,9 @@
 '''
 from __future__ import annotations
 from contextlib import asynccontextmanager as acm
-from datetime import datetime
+from pprint import pformat
 from typing import (
     Any,
-    Optional,
-    Union,
     TYPE_CHECKING,
 )
 import time
@@ -37,29 +35,34 @@ from math import isnan
 from pathlib import Path
 
 from bidict import bidict
-from msgspec.msgpack import encode, decode
+from msgspec.msgpack import (
+    encode,
+    decode,
+)
 # import pyqtgraph as pg
 import numpy as np
 import tractor
 from trio_websocket import open_websocket_url
-from anyio_marketstore import (
+from anyio_marketstore import (  # noqa
     open_marketstore_client,
     MarketstoreClient,
     Params,
 )
 import pendulum
-import purerpc
+# TODO: import this for specific error set expected by mkts client
+# import purerpc
+
+from ..data.feed import maybe_open_feed
+from . import Services
+from ._util import (
+    log,  # sub-sys logger
+    get_console_log,
+)
 
 if TYPE_CHECKING:
     import docker
     from ._ahab import DockerContainer
 
-from ._util import (
-    log,  # sub-sys logger
-    get_console_log,
-)
-from ..data.feed import maybe_open_feed
-from .._profile import Profiler
 
 
 # ahabd-supervisor and container level config
@@ -70,7 +73,7 @@ _config = {
     'startup_timeout': 2,
 }
 
-_yaml_config = '''
+_yaml_config_str: str = '''
 # piker's ``marketstore`` config.
 
 # mount this config using:
@@ -89,6 +92,12 @@ stale_threshold: 5
 enable_add: true
 enable_remove: false
 
+# SUPER DUPER CRITICAL to address a super weird issue:
+# https://github.com/pikers/piker/issues/443
+# seems like "variable compression" is possibly borked
+# or snappy compression somehow breaks easily?
+disable_variable_compression: true
+
 triggers:
   - module: ondiskagg.so
     on: "*/1Sec/OHLCV"
@@ -106,18 +115,18 @@ triggers:
     # config:
     #     filter: "nasdaq"
 
-'''.format(**_config)
+'''
 
 
 def start_marketstore(
     client: docker.DockerClient,
-
+    user_config: dict,
     **kwargs,
 
 ) -> tuple[DockerContainer, dict[str, Any]]:
     '''
-    Start and supervise a marketstore instance with its config bind-mounted
-    in from the piker config directory on the system.
+    Start and supervise a marketstore instance with its config
+    bind-mounted in from the piker config directory on the system.
 
     The equivalent cli cmd to this code is:
 
@@ -141,14 +150,16 @@ def start_marketstore(
         os.mkdir(mktsdir)
 
     yml_file = os.path.join(mktsdir, 'mkts.yml')
+    yaml_config = _yaml_config_str.format(**user_config)
+
     if not os.path.isfile(yml_file):
         log.warning(
             f'No `marketstore` config exists?: {yml_file}\n'
             'Generating new file from template:\n'
-            f'{_yaml_config}\n'
+            f'{yaml_config}\n'
         )
         with open(yml_file, 'w') as yf:
-            yf.write(_yaml_config)
+            yf.write(yaml_config)
 
     # create a mount from user's local piker config dir into container
     config_dir_mnt = docker.types.Mount(
@@ -171,6 +182,9 @@ def start_marketstore(
         type='bind',
     )
 
+    grpc_listen_port = int(user_config['grpc_listen_port'])
+    ws_listen_port = int(user_config['ws_listen_port'])
+
     dcntr: DockerContainer = client.containers.run(
         'alpacamarkets/marketstore:latest',
         # do we need this for cmds?
@@ -178,8 +192,8 @@ def start_marketstore(
 
         # '-p 5993:5993',
         ports={
-            '5993/tcp': 5993,  # jsonrpc / ws?
-            '5995/tcp': 5995,  # grpc
+            f'{ws_listen_port}/tcp': ws_listen_port,
+            f'{grpc_listen_port}/tcp': grpc_listen_port,
         },
         mounts=[
             config_dir_mnt,
@@ -199,7 +213,13 @@ def start_marketstore(
         return "launching tcp listener for all services..." in msg
 
     async def stop_matcher(msg: str):
-        return "exiting..." in msg
+        return (
+            # not sure when this happens, some kinda stop condition
+            "exiting..." in msg
+
+            # after we send SIGINT..
+            or "initiating graceful shutdown due to 'interrupt' request" in msg
+        )
 
     return (
         dcntr,
@@ -211,6 +231,49 @@ def start_marketstore(
     )
 
 
+@acm
+async def start_ahab_daemon(
+    service_mngr: Services,
+    user_config: dict | None = None,
+    loglevel: str | None = None,
+
+) -> tuple[str, dict]:
+    '''
+    Task entrypoint to start the marketstore docker container using the
+    service manager.
+
+    '''
+    from ._ahab import start_ahab_service
+
+    # dict-merge any user settings
+    conf: dict = _config.copy()
+    if user_config:
+        conf: dict = conf | user_config
+
+    dname: str = 'marketstored'
+    log.info(f'Spawning `{dname}` supervisor')
+    async with start_ahab_service(
+        service_mngr,
+        dname,
+
+        # NOTE: docker-py client is passed at runtime
+        start_marketstore,
+        ep_kwargs={'user_config': conf},
+        loglevel=loglevel,
+    ) as (
+        _,
+        config,
+        (cid, pid),
+    ):
+        log.info(
+            f'`{dname}` up!\n'
+            f'pid: {pid}\n'
+            f'container id: {cid[:12]}\n'
+            f'config: {pformat(config)}'
+        )
+        yield dname, conf
+
+
 _tick_tbk_ids: tuple[str, str] = ('1Sec', 'TICK')
 _tick_tbk: str = '{}/' + '/'.join(_tick_tbk_ids)
 
@@ -264,16 +327,6 @@ _ohlcv_dt = [
 ]
 
 
-ohlc_key_map = bidict({
-    'Epoch': 'time',
-    'Open': 'open',
-    'High': 'high',
-    'Low': 'low',
-    'Close': 'close',
-    'Volume': 'volume',
-})
-
-
 def mk_tbk(keys: tuple[str, str, str]) -> str:
     '''
     Generate a marketstore table key from a tuple.
@@ -286,7 +339,7 @@ def mk_tbk(keys: tuple[str, str, str]) -> str:
 
 def quote_to_marketstore_structarray(
     quote: dict[str, Any],
-    last_fill: Optional[float]
+    last_fill: float | None,
 
 ) -> np.array:
     '''
@@ -325,24 +378,6 @@ def quote_to_marketstore_structarray(
     return np.array([tuple(array_input)], dtype=_quote_dt)
 
 
-@acm
-async def get_client(
-    host: str = 'localhost',
-    port: int = _config['grpc_listen_port'],
-
-) -> MarketstoreClient:
-    '''
-    Load a ``anyio_marketstore`` grpc client connected
-    to an existing ``marketstore`` server.
-
-    '''
-    async with open_marketstore_client(
-        host,
-        port
-    ) as client:
-        yield client
-
-
 class MarketStoreError(Exception):
     "Generic marketstore client error"
 
@@ -370,356 +405,6 @@ tf_in_1s = bidict({
 })
 
 
-class Storage:
-    '''
-    High level storage api for both real-time and historical ingest.
-
-    '''
-    def __init__(
-        self,
-        client: MarketstoreClient,
-
-    ) -> None:
-        # TODO: eventually this should be an api/interface type that
-        # ensures we can support multiple tsdb backends.
-        self.client = client
-
-        # series' cache from tsdb reads
-        self._arrays: dict[str, np.ndarray] = {}
-
-    async def list_keys(self) -> list[str]:
-        return await self.client.list_symbols()
-
-    async def search_keys(self, pattern: str) -> list[str]:
-        '''
-        Search for time series key in the storage backend.
-
-        '''
-        ...
-
-    async def write_ticks(self, ticks: list) -> None:
-        ...
-
-    async def load(
-        self,
-        fqsn: str,
-        timeframe: int,
-
-    ) -> tuple[
-        np.ndarray,  # timeframe sampled array-series
-        Optional[datetime],  # first dt
-        Optional[datetime],  # last dt
-    ]:
-
-        first_tsdb_dt, last_tsdb_dt = None, None
-        hist = await self.read_ohlcv(
-            fqsn,
-            # on first load we don't need to pull the max
-            # history per request size worth.
-            limit=3000,
-            timeframe=timeframe,
-        )
-        log.info(f'Loaded tsdb history {hist}')
-
-        if len(hist):
-            times = hist['Epoch']
-            first, last = times[0], times[-1]
-            first_tsdb_dt, last_tsdb_dt = map(
-                pendulum.from_timestamp, [first, last]
-            )
-
-        return (
-            hist,  # array-data
-            first_tsdb_dt,  # start of query-frame
-            last_tsdb_dt,  # most recent
-        )
-
-    async def read_ohlcv(
-        self,
-        fqsn: str,
-        timeframe: int | str,
-        end: Optional[int] = None,
-        limit: int = int(800e3),
-
-    ) -> np.ndarray:
-
-        client = self.client
-        syms = await client.list_symbols()
-
-        if fqsn not in syms:
-            return {}
-
-        # use the provided timeframe or 1s by default
-        tfstr = tf_in_1s.get(timeframe, tf_in_1s[1])
-
-        params = Params(
-            symbols=fqsn,
-            timeframe=tfstr,
-            attrgroup='OHLCV',
-            end=end,
-            # limit_from_start=True,
-
-            # TODO: figure the max limit here given the
-            # ``purepc`` msg size limit of purerpc: 33554432
-            limit=limit,
-        )
-
-        try:
-            result = await client.query(params)
-        except purerpc.grpclib.exceptions.UnknownError as err:
-            # indicate there is no history for this timeframe
-            log.exception(
-                f'Unknown mkts QUERY error: {params}\n'
-                f'{err.args}'
-            )
-            return {}
-
-        # TODO: it turns out column access on recarrays is actually slower:
-        # https://jakevdp.github.io/PythonDataScienceHandbook/02.09-structured-data-numpy.html#RecordArrays:-Structured-Arrays-with-a-Twist
-        # it might make sense to make these structured arrays?
-        data_set = result.by_symbols()[fqsn]
-        array = data_set.array
-
-        # XXX: ensure sample rate is as expected
-        time = data_set.array['Epoch']
-        if len(time) > 1:
-            time_step = time[-1] - time[-2]
-            ts = tf_in_1s.inverse[data_set.timeframe]
-
-            if time_step != ts:
-                log.warning(
-                    f'MKTS BUG: wrong timeframe loaded: {time_step}'
-                    'YOUR DATABASE LIKELY CONTAINS BAD DATA FROM AN OLD BUG'
-                    f'WIPING HISTORY FOR {ts}s'
-                )
-                await self.delete_ts(fqsn, timeframe)
-
-                # try reading again..
-                return await self.read_ohlcv(
-                    fqsn,
-                    timeframe,
-                    end,
-                    limit,
-                )
-
-        return array
-
-    async def delete_ts(
-        self,
-        key: str,
-        timeframe: Optional[Union[int, str]] = None,
-        fmt: str = 'OHLCV',
-
-    ) -> bool:
-
-        client = self.client
-        syms = await client.list_symbols()
-        if key not in syms:
-            raise KeyError(f'`{key}` table key not found in\n{syms}?')
-
-        tbk = mk_tbk((
-            key,
-            tf_in_1s.get(timeframe, tf_in_1s[60]),
-            fmt,
-        ))
-        return await client.destroy(tbk=tbk)
-
-    async def write_ohlcv(
-        self,
-        fqsn: str,
-        ohlcv: np.ndarray,
-        timeframe: int,
-        append_and_duplicate: bool = True,
-        limit: int = int(800e3),
-
-    ) -> None:
-        # build mkts schema compat array for writing
-        mkts_dt = np.dtype(_ohlcv_dt)
-        mkts_array = np.zeros(
-            len(ohlcv),
-            dtype=mkts_dt,
-        )
-        # copy from shm array (yes it's this easy):
-        # https://numpy.org/doc/stable/user/basics.rec.html#assignment-from-other-structured-arrays
-        mkts_array[:] = ohlcv[[
-            'time',
-            'open',
-            'high',
-            'low',
-            'close',
-            'volume',
-        ]]
-
-        m, r = divmod(len(mkts_array), limit)
-
-        tfkey = tf_in_1s[timeframe]
-        for i in range(m, 1):
-            to_push = mkts_array[i-1:i*limit]
-
-            # write to db
-            resp = await self.client.write(
-                to_push,
-                tbk=f'{fqsn}/{tfkey}/OHLCV',
-
-                # NOTE: will will append duplicates
-                # for the same timestamp-index.
-                # TODO: pre-deduplicate?
-                isvariablelength=append_and_duplicate,
-            )
-
-            log.info(
-                f'Wrote {mkts_array.size} datums to tsdb\n'
-            )
-
-            for resp in resp.responses:
-                err = resp.error
-                if err:
-                    raise MarketStoreError(err)
-
-        if r:
-            to_push = mkts_array[m*limit:]
-
-            # write to db
-            resp = await self.client.write(
-                to_push,
-                tbk=f'{fqsn}/{tfkey}/OHLCV',
-
-                # NOTE: will will append duplicates
-                # for the same timestamp-index.
-                # TODO: pre deduplicate?
-                isvariablelength=append_and_duplicate,
-            )
-
-            log.info(
-                f'Wrote {mkts_array.size} datums to tsdb\n'
-            )
-
-            for resp in resp.responses:
-                err = resp.error
-                if err:
-                    raise MarketStoreError(err)
-
-    # XXX: currently the only way to do this is through the CLI:
-
-    # sudo ./marketstore connect --dir ~/.config/piker/data
-    # >> \show mnq.globex.20220617.ib/1Sec/OHLCV 2022-05-15
-    # and this seems to block and use up mem..
-    # >> \trim mnq.globex.20220617.ib/1Sec/OHLCV 2022-05-15
-
-    # relevant source code for this is here:
-    # https://github.com/alpacahq/marketstore/blob/master/cmd/connect/session/trim.go#L14
-    # def delete_range(self, start_dt, end_dt) -> None:
-    #     ...
-
-
-@acm
-async def open_storage_client(
-    fqsn: str,
-    period: Optional[Union[int, str]] = None,  # in seconds
-
-) -> tuple[Storage, dict[str, np.ndarray]]:
-    '''
-    Load a series by key and deliver in ``numpy`` struct array format.
-
-    '''
-    async with (
-        # eventually a storage backend endpoint
-        get_client() as client,
-    ):
-        # slap on our wrapper api
-        yield Storage(client)
-
-
-@acm
-async def open_tsdb_client(
-    fqsn: str,
-) -> Storage:
-
-    # TODO: real-time dedicated task for ensuring
-    # history consistency between the tsdb, shm and real-time feed..
-
-    # update sequence design notes:
-
-    # - load existing highest frequency data from mkts
-    #   * how do we want to offer this to the UI?
-    #    - lazy loading?
-    #    - try to load it all and expect graphics caching/diffing
-    #      to  hide extra bits that aren't in view?
-
-    # - compute the diff between latest data from broker and shm
-    #   * use sql api in mkts to determine where the backend should
-    #     start querying for data?
-    #   * append any diff with new shm length
-    #   * determine missing (gapped) history by scanning
-    #   * how far back do we look?
-
-    # - begin rt update ingest and aggregation
-    #   * could start by always writing ticks to mkts instead of
-    #     worrying about a shm queue for now.
-    #   * we have a short list of shm queues worth groking:
-    #     - https://github.com/pikers/piker/issues/107
-    #   * the original data feed arch blurb:
-    #     - https://github.com/pikers/piker/issues/98
-    #
-    profiler = Profiler(
-        disabled=True,  # not pg_profile_enabled(),
-        delayed=False,
-    )
-
-    async with (
-        open_storage_client(fqsn) as storage,
-
-        maybe_open_feed(
-            [fqsn],
-            start_stream=False,
-
-        ) as feed,
-    ):
-        profiler(f'opened feed for {fqsn}')
-
-        # to_append = feed.hist_shm.array
-        # to_prepend = None
-
-        if fqsn:
-            flume = feed.flumes[fqsn]
-            symbol = flume.symbol
-            if symbol:
-                fqsn = symbol.fqsn
-
-            # diff db history with shm and only write the missing portions
-            # ohlcv = flume.hist_shm.array
-
-            # TODO: use pg profiler
-            # for secs in (1, 60):
-            #     tsdb_array = await storage.read_ohlcv(
-            #         fqsn,
-            #         timeframe=timeframe,
-            #     )
-            #     # hist diffing:
-            #     # these aren't currently used but can be referenced from
-            #     # within the embedded ipython shell below.
-            #     to_append = ohlcv[ohlcv['time'] > ts['Epoch'][-1]]
-            #     to_prepend = ohlcv[ohlcv['time'] < ts['Epoch'][0]]
-
-            # profiler('Finished db arrays diffs')
-
-            _ = await storage.client.list_symbols()
-            # log.info(f'Existing tsdb symbol set:\n{pformat(syms)}')
-            # profiler(f'listed symbols {syms}')
-            yield storage
-
-        # for array in [to_append, to_prepend]:
-        #     if array is None:
-        #         continue
-
-        #     log.info(
-        #         f'Writing datums {array.size} -> to tsdb from shm\n'
-        #     )
-        #     await storage.write_ohlcv(fqsn, array)
-
-        # profiler('Finished db writes')
-
-
 async def ingest_quote_stream(
     symbols: list[str],
     brokername: str,
@@ -731,6 +416,7 @@ async def ingest_quote_stream(
     Ingest a broker quote stream into a ``marketstore`` tsdb.
 
     '''
+    from piker.storage.marketstore import get_client
     async with (
         maybe_open_feed(brokername, symbols, loglevel=loglevel) as feed,
         get_client() as ms_client,

piker/storage/__init__.py

@@ -0,0 +1,320 @@
+# 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/>.
+
+'''
+(time-series) database middle ware layer.
+
+- APIs for read, write, delete, replicate over multiple
+  db systems.
+- backend agnostic tick msg ingest machinery.
+- broadcast systems for fan out of real-time ingested
+  data to live consumers.
+- test harness utilities for data-processing verification.
+
+'''
+from abc import abstractmethod
+from contextlib import asynccontextmanager as acm
+from functools import partial
+from importlib import import_module
+from datetime import datetime
+from types import ModuleType
+from typing import (
+    # Callable,
+    # Awaitable,
+    # Any,
+    # AsyncIterator,
+    Protocol,
+    # Generic,
+    # TypeVar,
+)
+
+import numpy as np
+
+
+from .. import config
+from ..service import (
+    check_for_service,
+)
+from ..log import (
+    get_logger,
+    get_console_log,
+)
+subsys: str = 'piker.storage'
+
+log = get_logger(subsys)
+get_console_log = partial(
+    get_console_log,
+    name=subsys,
+)
+
+
+__tsdbs__: list[str] = [
+    'nativedb',
+    # 'marketstore',
+]
+
+
+class StorageClient(
+    Protocol,
+):
+    '''
+    Api description that all storage backends must implement
+    in order to suffice the historical data mgmt layer.
+
+    '''
+    name: str
+
+    @abstractmethod
+    async def list_keys(self) -> list[str]:
+        ...
+
+    @abstractmethod
+    def search_keys(self) -> list[str]:
+        ...
+
+    # @abstractmethod
+    # async def write_ticks(
+    #     self,
+    #     ticks: list,
+    # ) -> ReceiveType:
+    #     ...
+
+    # ``trio.abc.AsyncResource`` methods
+    @abstractmethod
+    async def load(
+        self,
+        fqme: str,
+        timeframe: int,
+
+    ) -> tuple[
+        np.ndarray,  # timeframe sampled array-series
+        datetime | None,  # first dt
+        datetime | None,  # last dt
+    ]:
+        ...
+
+    @abstractmethod
+    async def delete_ts(
+        self,
+        key: str,
+        timeframe: int | str | None = None,
+        fmt: str = 'OHLCV',
+
+    ) -> bool:
+        ...
+
+    @abstractmethod
+    async def read_ohlcv(
+        self,
+        fqme: str,
+        timeframe: int | str,
+        end: int | None = None,
+        limit: int = int(800e3),
+
+    ) -> np.ndarray:
+        ...
+
+    async def write_ohlcv(
+        self,
+        fqme: str,
+        ohlcv: np.ndarray,
+        timeframe: int,
+        append_and_duplicate: bool = True,
+        limit: int = int(800e3),
+
+    ) -> None:
+        ...
+
+
+class TimeseriesNotFound(Exception):
+    '''
+    No timeseries entry can be found for this backend.
+
+    '''
+
+
+class StorageConnectionError(ConnectionError):
+    '''
+    Can't connect to the desired tsdb subsys/service.
+
+    '''
+
+def get_storagemod(name: str) -> ModuleType:
+    mod: ModuleType = import_module(
+        '.' + name,
+        'piker.storage',
+    )
+
+    # we only allow monkeying because it's for internal keying
+    mod.name = mod.__name__.split('.')[-1]
+    return mod
+
+
+@acm
+async def open_storage_client(
+    backend: str | None = None,
+
+) -> tuple[ModuleType, StorageClient]:
+    '''
+    Load the ``StorageClient`` for named backend.
+
+    '''
+    def_backend: str = 'nativedb'
+    tsdb_host: str = 'localhost'
+
+    # load root config and any tsdb user defined settings
+    conf, path = config.load(
+        conf_name='conf',
+        touch_if_dne=True,
+    )
+
+    # TODO: maybe not under a "network" section.. since
+    # no more chitty `marketstore`..
+    tsdbconf: dict = {}
+    service_section = conf.get('service')
+    if (
+        not backend
+        and service_section
+    ):
+        tsdbconf = service_section.get('tsdb')
+
+        # lookup backend tsdb module by name and load any user service
+        # settings for connecting to the tsdb service.
+        backend: str = tsdbconf.pop(
+            'name',
+            def_backend,
+        )
+        tsdb_host: str = tsdbconf.get('maddrs', [])
+
+    if backend is None:
+        backend: str = def_backend
+
+    # import and load storagemod by name
+    mod: ModuleType = get_storagemod(backend)
+    get_client = mod.get_client
+
+    log.info('Scanning for existing `{tsbd_backend}`')
+    if backend != def_backend:
+        tsdb_is_up: bool = await check_for_service(f'{backend}d')
+        if (
+            tsdb_host == 'localhost'
+            or tsdb_is_up
+        ):
+            log.info(f'Connecting to local: {backend}@{tsdbconf}')
+        else:
+            log.info(f'Attempting to connect to remote: {backend}@{tsdbconf}')
+    else:
+        log.info(f'Connecting to default storage: {backend}@{tsdbconf}')
+
+    async with (
+        get_client(**tsdbconf) as client,
+    ):
+        # slap on our wrapper api
+        yield mod, client
+
+
+# NOTE: pretty sure right now this is only being
+# called by a CLI entrypoint?
+@acm
+async def open_tsdb_client(
+    fqme: str,
+) -> StorageClient:
+
+    # TODO: real-time dedicated task for ensuring
+    # history consistency between the tsdb, shm and real-time feed..
+
+    # update sequence design notes:
+
+    # - load existing highest frequency data from mkts
+    #   * how do we want to offer this to the UI?
+    #    - lazy loading?
+    #    - try to load it all and expect graphics caching/diffing
+    #      to  hide extra bits that aren't in view?
+
+    # - compute the diff between latest data from broker and shm
+    #   * use sql api in mkts to determine where the backend should
+    #     start querying for data?
+    #   * append any diff with new shm length
+    #   * determine missing (gapped) history by scanning
+    #   * how far back do we look?
+
+    # - begin rt update ingest and aggregation
+    #   * could start by always writing ticks to mkts instead of
+    #     worrying about a shm queue for now.
+    #   * we have a short list of shm queues worth groking:
+    #     - https://github.com/pikers/piker/issues/107
+    #   * the original data feed arch blurb:
+    #     - https://github.com/pikers/piker/issues/98
+    #
+    from ..toolz import Profiler
+    profiler = Profiler(
+        disabled=True,  # not pg_profile_enabled(),
+        delayed=False,
+    )
+    from ..data.feed import maybe_open_feed
+
+    async with (
+        open_storage_client() as (_, storage),
+
+        maybe_open_feed(
+            [fqme],
+            start_stream=False,
+
+        ) as feed,
+    ):
+        profiler(f'opened feed for {fqme}')
+
+        # to_append = feed.hist_shm.array
+        # to_prepend = None
+
+        if fqme:
+            flume = feed.flumes[fqme]
+            symbol = flume.mkt
+            if symbol:
+                fqme = symbol.fqme
+
+            # diff db history with shm and only write the missing portions
+            # ohlcv = flume.hist_shm.array
+
+            # TODO: use pg profiler
+            # for secs in (1, 60):
+            #     tsdb_array = await storage.read_ohlcv(
+            #         fqme,
+            #         timeframe=timeframe,
+            #     )
+            #     # hist diffing:
+            #     # these aren't currently used but can be referenced from
+            #     # within the embedded ipython shell below.
+            #     to_append = ohlcv[ohlcv['time'] > ts['Epoch'][-1]]
+            #     to_prepend = ohlcv[ohlcv['time'] < ts['Epoch'][0]]
+
+            # profiler('Finished db arrays diffs')
+
+            _ = await storage.client.list_symbols()
+            # log.info(f'Existing tsdb symbol set:\n{pformat(syms)}')
+            # profiler(f'listed symbols {syms}')
+            yield storage
+
+        # for array in [to_append, to_prepend]:
+        #     if array is None:
+        #         continue
+
+        #     log.info(
+        #         f'Writing datums {array.size} -> to tsdb from shm\n'
+        #     )
+        #     await storage.write_ohlcv(fqme, array)
+
+        # profiler('Finished db writes')

piker/storage/cli.py

@@ -0,0 +1,553 @@
+# piker: trading gear for hackers
+# Copyright (C) 2018-present  Tyler Goodlet (in stewardship of 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/>.
+
+"""
+Storage middle-ware CLIs.
+
+"""
+from __future__ import annotations
+# from datetime import datetime
+# from contextlib import (
+#     AsyncExitStack,
+# )
+from pathlib import Path
+from math import copysign
+import time
+from types import ModuleType
+from typing import (
+    Any,
+    TYPE_CHECKING,
+)
+
+import polars as pl
+import numpy as np
+import tractor
+# import pendulum
+from rich.console import Console
+import trio
+# from rich.markdown import Markdown
+import typer
+
+from piker.service import open_piker_runtime
+from piker.cli import cli
+from piker.data import (
+    ShmArray,
+)
+from piker import tsp
+from piker.data._formatters import BGM
+from . import log
+from . import (
+    __tsdbs__,
+    open_storage_client,
+    StorageClient,
+)
+
+if TYPE_CHECKING:
+    from piker.ui._remote_ctl import AnnotCtl
+
+
+store = typer.Typer()
+
+
+@store.command()
+def ls(
+    backends: list[str] = typer.Argument(
+        default=None,
+        help='Storage backends to query, default is all.'
+    ),
+):
+    from rich.table import Table
+
+    if not backends:
+        backends: list[str] = __tsdbs__
+
+    console = Console()
+
+    async def query_all():
+        nonlocal backends
+
+        async with (
+            open_piker_runtime(
+                'tsdb_storage',
+            ),
+        ):
+            for i, backend in enumerate(backends):
+                table = Table()
+                try:
+                    async with open_storage_client(backend=backend) as (
+                        mod,
+                        client,
+                    ):
+                        table.add_column(f'{mod.name}@{client.address}')
+                        keys: list[str] = await client.list_keys()
+                        for key in keys:
+                            table.add_row(key)
+
+                    console.print(table)
+                except Exception:
+                    log.error(f'Unable to connect to storage engine: `{backend}`')
+
+    trio.run(query_all)
+
+
+# TODO: like ls but takes in a pattern and matches
+# @store.command()
+# def search(
+#     patt: str,
+#     backends: list[str] = typer.Argument(
+#         default=None,
+#         help='Storage backends to query, default is all.'
+#     ),
+# ):
+#     ...
+
+
+@store.command()
+def delete(
+    symbols: list[str],
+
+    backend: str = typer.Option(
+        default=None,
+        help='Storage backend to update'
+    ),
+    # TODO: expose this as flagged multi-option?
+    timeframes: list[int] = [1, 60],
+):
+    '''
+    Delete a storage backend's time series for (table) keys provided as
+    ``symbols``.
+
+    '''
+    from . import open_storage_client
+
+    async def main(symbols: list[str]):
+        async with (
+            open_piker_runtime(
+                'tsdb_storage',
+            ),
+            open_storage_client(backend) as (_, client),
+            trio.open_nursery() as n,
+        ):
+            # spawn queries as tasks for max conc!
+            for fqme in symbols:
+                for tf in timeframes:
+                    n.start_soon(
+                        client.delete_ts,
+                        fqme,
+                        tf,
+                    )
+
+    trio.run(main, symbols)
+
+
+@store.command()
+def anal(
+    fqme: str,
+    period: int = 60,
+    pdb: bool = False,
+
+) -> np.ndarray:
+    '''
+    Anal-ysis is when you take the data do stuff to it.
+
+    NOTE: This ONLY loads the offline timeseries data (by default
+    from a parquet file) NOT the in-shm version you might be seeing
+    in a chart.
+
+    '''
+    async def main():
+        async with (
+            open_piker_runtime(
+                # are you a bear or boi?
+                'tsdb_polars_anal',
+                debug_mode=pdb,
+            ),
+            open_storage_client() as (
+                mod,
+                client,
+            ),
+        ):
+            syms: list[str] = await client.list_keys()
+            log.info(f'{len(syms)} FOUND for {mod.name}')
+
+            history: ShmArray  # np buffer format
+            (
+                history,
+                first_dt,
+                last_dt,
+            ) = await client.load(
+                fqme,
+                period,
+            )
+            assert first_dt < last_dt
+
+            null_segs: tuple = tsp.get_null_segs(
+                frame=history,
+                period=period,
+            )
+            # TODO: do tsp queries to backcend to fill i missing
+            # history and then prolly write it to tsdb!
+
+            shm_df: pl.DataFrame = await client.as_df(
+                fqme,
+                period,
+            )
+
+            df: pl.DataFrame  # with dts
+            deduped: pl.DataFrame  # deduplicated dts
+            (
+                df,
+                deduped,
+                diff,
+            ) = tsp.dedupe(
+                shm_df,
+                period=period,
+            )
+
+            write_edits: bool = True
+            if (
+                write_edits
+                and (
+                    diff
+                    or null_segs
+                )
+            ):
+                await tractor.pause()
+                await client.write_ohlcv(
+                    fqme,
+                    ohlcv=deduped,
+                    timeframe=period,
+                )
+
+            else:
+                # TODO: something better with tab completion..
+                # is there something more minimal but nearly as
+                # functional as ipython?
+                await tractor.pause()
+                assert not null_segs
+
+    trio.run(main)
+
+
+async def markup_gaps(
+    fqme: str,
+    timeframe: float,
+    actl: AnnotCtl,
+    wdts: pl.DataFrame,
+    gaps: pl.DataFrame,
+
+) -> dict[int, dict]:
+    '''
+    Remote annotate time-gaps in a dt-fielded ts (normally OHLC)
+    with rectangles.
+
+    '''
+    aids: dict[int] = {}
+    for i in range(gaps.height):
+
+        row: pl.DataFrame = gaps[i]
+
+        # the gap's RIGHT-most bar's OPEN value
+        # at that time (sample) step.
+        iend: int = row['index'][0]
+        # dt: datetime = row['dt'][0]
+        # dt_prev: datetime = row['dt_prev'][0]
+        # dt_end_t: float = dt.timestamp()
+
+
+        # TODO: can we eventually remove this
+        # once we figure out why the epoch cols
+        # don't match?
+        # TODO: FIX HOW/WHY these aren't matching
+        # and are instead off by 4hours (EST
+        # vs. UTC?!?!)
+        # end_t: float = row['time']
+        # assert (
+        #     dt.timestamp()
+        #     ==
+        #     end_t
+        # )
+
+        # the gap's LEFT-most bar's CLOSE value
+        # at that time (sample) step.
+        prev_r: pl.DataFrame = wdts.filter(
+            pl.col('index') == iend - 1
+        )
+        # XXX: probably a gap in the (newly sorted or de-duplicated)
+        # dt-df, so we might need to re-index first..
+        if prev_r.is_empty():
+            await tractor.pause()
+
+        istart: int = prev_r['index'][0]
+        # dt_start_t: float = dt_prev.timestamp()
+
+        # start_t: float = prev_r['time']
+        # assert (
+        #     dt_start_t
+        #     ==
+        #     start_t
+        # )
+
+        # TODO: implement px-col width measure
+        # and ensure at least as many px-cols
+        # shown per rect as configured by user.
+        # gap_w: float = abs((iend - istart))
+        # if gap_w < 6:
+        #     margin: float = 6
+        #     iend += margin
+        #     istart -= margin
+
+        rect_gap: float = BGM*3/8
+        opn: float = row['open'][0]
+        ro: tuple[float, float] = (
+            # dt_end_t,
+            iend + rect_gap + 1,
+            opn,
+        )
+        cls: float = prev_r['close'][0]
+        lc: tuple[float, float] = (
+            # dt_start_t,
+            istart - rect_gap, # + 1 ,
+            cls,
+        )
+
+        color: str = 'dad_blue'
+        diff: float = cls - opn
+        sgn: float = copysign(1, diff)
+        color: str = {
+            -1: 'buy_green',
+            1: 'sell_red',
+        }[sgn]
+
+        rect_kwargs: dict[str, Any] = dict(
+            fqme=fqme,
+            timeframe=timeframe,
+            start_pos=lc,
+            end_pos=ro,
+            color=color,
+        )
+
+        aid: int = await actl.add_rect(**rect_kwargs)
+        assert aid
+        aids[aid] = rect_kwargs
+
+    # tell chart to redraw all its
+    # graphics view layers Bo
+    await actl.redraw(
+        fqme=fqme,
+        timeframe=timeframe,
+    )
+    return aids
+
+
+@store.command()
+def ldshm(
+    fqme: str,
+    write_parquet: bool = True,
+    reload_parquet_to_shm: bool = True,
+
+) -> None:
+    '''
+    Linux ONLY: load any fqme file name matching shm buffer from
+    /dev/shm/ into an OHLCV numpy array and polars DataFrame,
+    optionally write to offline storage via `.parquet` file.
+
+    '''
+    async def main():
+        from piker.ui._remote_ctl import (
+            open_annot_ctl,
+        )
+        actl: AnnotCtl
+        mod: ModuleType
+        client: StorageClient
+        async with (
+            open_piker_runtime(
+                'polars_boi',
+                enable_modules=['piker.data._sharedmem'],
+                debug_mode=True,
+            ),
+            open_storage_client() as (
+                mod,
+                client,
+            ),
+            open_annot_ctl() as actl,
+        ):
+            shm_df: pl.DataFrame | None = None
+            tf2aids: dict[float, dict] = {}
+
+            for (
+                shmfile,
+                shm,
+                # parquet_path,
+                shm_df,
+            ) in tsp.iter_dfs_from_shms(fqme):
+
+                times: np.ndarray = shm.array['time']
+                d1: float = float(times[-1] - times[-2])
+                d2: float = float(times[-2] - times[-3])
+                med: float = np.median(np.diff(times))
+                if (
+                    d1 < 1.
+                    and d2 < 1.
+                    and med < 1.
+                ):
+                    raise ValueError(
+                        f'Something is wrong with time period for {shm}:\n{times}'
+                    )
+
+                period_s: float = float(max(d1, d2, med))
+
+                null_segs: tuple = tsp.get_null_segs(
+                    frame=shm.array,
+                    period=period_s,
+                )
+
+                # TODO: call null-seg fixer somehow?
+                if null_segs:
+                    await tractor.pause()
+                #     async with (
+                #         trio.open_nursery() as tn,
+                #         mod.open_history_client(
+                #             mkt,
+                #         ) as (get_hist, config),
+                #     ):
+                #         nulls_detected: trio.Event = await tn.start(partial(
+                #             tsp.maybe_fill_null_segments,
+
+                #             shm=shm,
+                #             timeframe=timeframe,
+                #             get_hist=get_hist,
+                #             sampler_stream=sampler_stream,
+                #             mkt=mkt,
+                #         ))
+
+                # over-write back to shm?
+                wdts: pl.DataFrame  # with dts
+                deduped: pl.DataFrame  # deduplicated dts
+                (
+                    wdts,
+                    deduped,
+                    diff,
+                ) = tsp.dedupe(
+                    shm_df,
+                    period=period_s,
+                )
+
+                # detect gaps from in expected (uniform OHLC) sample period
+                step_gaps: pl.DataFrame = tsp.detect_time_gaps(
+                    deduped,
+                    expect_period=period_s,
+                )
+
+                # TODO: by default we always want to mark these up
+                # with rects showing up/down gaps Bo
+                venue_gaps: pl.DataFrame = tsp.detect_time_gaps(
+                    deduped,
+                    expect_period=period_s,
+
+                    # TODO: actually pull the exact duration
+                    # expected for each venue operational period?
+                    gap_dt_unit='days',
+                    gap_thresh=1,
+                )
+
+                # TODO: find the disjoint set of step gaps from
+                # venue (closure) set!
+                # -[ ] do a set diff by checking for the unique
+                #    gap set only in the step_gaps?
+                if (
+                    not venue_gaps.is_empty()
+                    or (
+                        period_s < 60
+                        and not step_gaps.is_empty()
+                    )
+                ):
+                    # write repaired ts to parquet-file?
+                    if write_parquet:
+                        start: float = time.time()
+                        path: Path = await client.write_ohlcv(
+                            fqme,
+                            ohlcv=deduped,
+                            timeframe=period_s,
+                        )
+                        write_delay: float = round(
+                            time.time() - start,
+                            ndigits=6,
+                        )
+
+                        # read back from fs
+                        start: float = time.time()
+                        read_df: pl.DataFrame = pl.read_parquet(path)
+                        read_delay: float = round(
+                            time.time() - start,
+                            ndigits=6,
+                        )
+                        log.info(
+                            f'parquet write took {write_delay} secs\n'
+                            f'file path: {path}'
+                            f'parquet read took {read_delay} secs\n'
+                            f'polars df: {read_df}'
+                        )
+
+                        if reload_parquet_to_shm:
+                            new = tsp.pl2np(
+                                deduped,
+                                dtype=shm.array.dtype,
+                            )
+                            # since normally readonly
+                            shm._array.setflags(
+                                write=int(1),
+                            )
+                            shm.push(
+                                new,
+                                prepend=True,
+                                start=new['index'][-1],
+                                update_first=False,  # don't update ._first
+                            )
+
+                    do_markup_gaps: bool = True
+                    if do_markup_gaps:
+                        new_df: pl.DataFrame = tsp.np2pl(new)
+                        aids: dict = await markup_gaps(
+                            fqme,
+                            period_s,
+                            actl,
+                            new_df,
+                            step_gaps,
+                        )
+                        # last chance manual overwrites in REPL
+                        # await tractor.pause()
+                        assert aids
+                        tf2aids[period_s] = aids
+
+                else:
+                    # allow interaction even when no ts problems.
+                    assert not diff
+
+            await tractor.pause()
+            log.info('Exiting TSP shm anal-izer!')
+
+            if shm_df is None:
+                log.error(
+                    f'No matching shm buffers for {fqme} ?'
+
+                )
+
+    trio.run(main)
+
+
+typer_click_object = typer.main.get_command(store)
+cli.add_command(typer_click_object, 'store')

piker/storage/marketstore/__init__.py

@@ -0,0 +1,384 @@
+# 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/>.
+
+'''
+marketstore tsdb backend:
+https://github.com/alpacahq/marketstore
+
+
+We wrote an async gGRPC client:
+https://github.com/pikers/anyio-marketstore
+
+which is normally preferred minus the discovered issues
+in https://github.com/pikers/piker/issues/443
+
+Which is the main reason for us moving away from this
+platform..
+
+'''
+from __future__ import annotations
+from contextlib import asynccontextmanager as acm
+from datetime import datetime
+# from pprint import pformat
+from typing import (
+    Union,
+)
+
+from bidict import bidict
+import tractor
+import numpy as np
+from anyio_marketstore import (
+    Params,
+)
+import pendulum
+# import purerpc
+
+from piker.service.marketstore import (
+    MarketstoreClient,
+    tf_in_1s,
+    mk_tbk,
+    _ohlcv_dt,
+    MarketStoreError,
+)
+from anyio_marketstore import (  # noqa
+    open_marketstore_client,
+    MarketstoreClient,
+    Params,
+)
+from piker.log import get_logger
+
+
+log = get_logger(__name__)
+
+
+class MktsStorageClient:
+    '''
+    High level storage api for both real-time and historical ingest.
+
+    '''
+    name: str = 'marketstore'
+
+    def __init__(
+        self,
+        client: MarketstoreClient,
+        config: dict,
+
+    ) -> None:
+        # TODO: eventually this should be an api/interface type that
+        # ensures we can support multiple tsdb backends.
+        self.client = client
+        self._config = config
+
+        # series' cache from tsdb reads
+        self._arrays: dict[str, np.ndarray] = {}
+
+    @property
+    def address(self) -> str:
+        conf = self._config
+        return f'grpc://{conf["host"]}:{conf["port"]}'
+
+    async def list_keys(self) -> list[str]:
+        return await self.client.list_symbols()
+
+    async def search_keys(self, pattern: str) -> list[str]:
+        '''
+        Search for time series key in the storage backend.
+
+        '''
+        ...
+
+    async def write_ticks(self, ticks: list) -> None:
+        ...
+
+    async def load(
+        self,
+        fqme: str,
+        timeframe: int,
+
+    ) -> tuple[
+        np.ndarray,  # timeframe sampled array-series
+        datetime | None,  # first dt
+        datetime | None,  # last dt
+    ]:
+        first_tsdb_dt, last_tsdb_dt = None, None
+        hist = await self.read_ohlcv(
+            fqme,
+            # on first load we don't need to pull the max
+            # history per request size worth.
+            limit=3000,
+            timeframe=timeframe,
+        )
+        log.info(f'Loaded tsdb history {hist}')
+
+        if len(hist):
+            # breakpoint()
+            times: np.ndarray = hist['Epoch']
+
+            first, last = times[0], times[-1]
+            first_tsdb_dt, last_tsdb_dt = map(
+                pendulum.from_timestamp,
+                [first, last]
+            )
+
+        return (
+            hist,  # array-data
+            first_tsdb_dt,  # start of query-frame
+            last_tsdb_dt,  # most recent
+        )
+
+    async def read_ohlcv(
+        self,
+        fqme: str,
+        timeframe: int | str,
+        end: float | None = None,  # epoch or none
+        limit: int = int(200e3),
+
+    ) -> np.ndarray:
+
+        client = self.client
+        syms = await client.list_symbols()
+        if fqme not in syms:
+            return {}
+
+        # ensure end time is in correct int format!
+        if (
+            end
+            and not isinstance(end, float)
+        ):
+            end = int(float(end))
+            # breakpoint()
+
+        # use the provided timeframe or 1s by default
+        tfstr = tf_in_1s.get(timeframe, tf_in_1s[1])
+
+        import pymarketstore as pymkts
+        sync_client = pymkts.Client()
+        param = pymkts.Params(
+            symbols=fqme,
+            timeframe=tfstr,
+            attrgroup='OHLCV',
+            end=end,
+
+            limit=limit,
+            # limit_from_start=True,
+        )
+        try:
+            reply = sync_client.query(param)
+        except Exception as err:
+            if 'no files returned from query parse: None' in err.args:
+                return []
+
+            raise
+
+        data_set: pymkts.results.DataSet = reply.first()
+        array: np.ndarray = data_set.array
+
+        # params = Params(
+        #     symbols=fqme,
+        #     timeframe=tfstr,
+        #     attrgroup='OHLCV',
+        #     end=end,
+        #     # limit_from_start=True,
+
+        #     # TODO: figure the max limit here given the
+        #     # ``purepc`` msg size limit of purerpc: 33554432
+        #     limit=limit,
+        # )
+
+        # for i in range(3):
+        #     try:
+        #         result = await client.query(params)
+        #         break
+        #     except purerpc.grpclib.exceptions.UnknownError as err:
+        #         if 'snappy' in err.args:
+        #             await tractor.pause()
+
+        #         # indicate there is no history for this timeframe
+        #         log.exception(
+        #             f'Unknown mkts QUERY error: {params}\n'
+        #             f'{err.args}'
+        #         )
+        # else:
+        #     return {}
+
+        # # TODO: it turns out column access on recarrays is actually slower:
+        # # https://jakevdp.github.io/PythonDataScienceHandbook/02.09-structured-data-numpy.html#RecordArrays:-Structured-Arrays-with-a-Twist
+        # # it might make sense to make these structured arrays?
+        # data_set = result.by_symbols()[fqme]
+        # array = data_set.array
+
+        # XXX: ensure sample rate is as expected
+        time = data_set.array['Epoch']
+        if len(time) > 1:
+            time_step = time[-1] - time[-2]
+            ts = tf_in_1s.inverse[data_set.timeframe]
+
+            if time_step != ts:
+                log.warning(
+                    f'MKTS BUG: wrong timeframe loaded: {time_step}\n'
+                    'YOUR DATABASE LIKELY CONTAINS BAD DATA FROM AN OLD BUG '
+                    f'WIPING HISTORY FOR {ts}s'
+                )
+                await tractor.pause()
+                # await self.delete_ts(fqme, timeframe)
+
+                # try reading again..
+                # return await self.read_ohlcv(
+                #     fqme,
+                #     timeframe,
+                #     end,
+                #     limit,
+                # )
+
+        return array
+
+    async def delete_ts(
+        self,
+        key: str,
+        timeframe: Union[int, str | None] = None,
+        fmt: str = 'OHLCV',
+
+    ) -> bool:
+
+        client = self.client
+        # syms = await client.list_symbols()
+        # if key not in syms:
+        #     raise KeyError(f'`{key}` table key not found in\n{syms}?')
+
+        tbk = mk_tbk((
+            key,
+            tf_in_1s.get(timeframe, tf_in_1s[60]),
+            fmt,
+        ))
+        return await client.destroy(tbk=tbk)
+
+    async def write_ohlcv(
+        self,
+        fqme: str,
+        ohlcv: np.ndarray,
+        timeframe: int,
+        append_and_duplicate: bool = True,
+        limit: int = int(800e3),
+
+    ) -> None:
+        # build mkts schema compat array for writing
+        mkts_dt = np.dtype(_ohlcv_dt)
+        mkts_array = np.zeros(
+            len(ohlcv),
+            dtype=mkts_dt,
+        )
+        # copy from shm array (yes it's this easy):
+        # https://numpy.org/doc/stable/user/basics.rec.html#assignment-from-other-structured-arrays
+        mkts_array[:] = ohlcv[[
+            'time',
+            'open',
+            'high',
+            'low',
+            'close',
+            'volume',
+        ]]
+
+        m, r = divmod(len(mkts_array), limit)
+
+        tfkey = tf_in_1s[timeframe]
+        for i in range(m, 1):
+            to_push = mkts_array[i-1:i*limit]
+
+            # write to db
+            resp = await self.client.write(
+                to_push,
+                tbk=f'{fqme}/{tfkey}/OHLCV',
+
+                # NOTE: will will append duplicates
+                # for the same timestamp-index.
+                # TODO: pre-deduplicate?
+                isvariablelength=append_and_duplicate,
+            )
+
+            log.info(
+                f'Wrote {mkts_array.size} datums to tsdb\n'
+            )
+
+            for resp in resp.responses:
+                err = resp.error
+                if err:
+                    raise MarketStoreError(err)
+
+        if r:
+            to_push = mkts_array[m*limit:]
+
+            # write to db
+            resp = await self.client.write(
+                to_push,
+                tbk=f'{fqme}/{tfkey}/OHLCV',
+
+                # NOTE: will will append duplicates
+                # for the same timestamp-index.
+                # TODO: pre deduplicate?
+                isvariablelength=append_and_duplicate,
+            )
+
+            log.info(
+                f'Wrote {mkts_array.size} datums to tsdb\n'
+            )
+
+            for resp in resp.responses:
+                err = resp.error
+                if err:
+                    raise MarketStoreError(err)
+
+    # XXX: currently the only way to do this is through the CLI:
+
+    # sudo ./marketstore connect --dir ~/.config/piker/data
+    # >> \show mnq.globex.20220617.ib/1Sec/OHLCV 2022-05-15
+    # and this seems to block and use up mem..
+    # >> \trim mnq.globex.20220617.ib/1Sec/OHLCV 2022-05-15
+
+    # relevant source code for this is here:
+    # https://github.com/alpacahq/marketstore/blob/master/cmd/connect/session/trim.go#L14
+    # def delete_range(self, start_dt, end_dt) -> None:
+    #     ...
+
+
+ohlc_key_map = bidict({
+    'Epoch': 'time',
+    'Open': 'open',
+    'High': 'high',
+    'Low': 'low',
+    'Close': 'close',
+    'Volume': 'volume',
+})
+
+
+@acm
+async def get_client(
+    grpc_port: int = 5995,  # required
+    host: str = 'localhost',
+
+) -> MarketstoreClient:
+    '''
+    Load a ``anyio_marketstore`` grpc client connected
+    to an existing ``marketstore`` server.
+
+    '''
+    async with open_marketstore_client(
+        host or 'localhost',
+        grpc_port,
+    ) as client:
+        yield MktsStorageClient(
+            client,
+            config={'host': host, 'port': grpc_port},
+        )

piker/storage/marketstore/_ingest.py

@@ -0,0 +1,177 @@
+# piker: trading gear for hackers
+# Copyright (C) 2018-present  Tyler Goodlet (in stewardship of 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/>.
+
+'''
+Legacy marketstore ingest and streaming related clis.
+
+'''
+# from .. import watchlists as wl
+# from ..service.marketstore import (
+    # get_client,
+    # stream_quotes,
+    # ingest_quote_stream,
+    # _url,
+    # _tick_tbk_ids,
+    # mk_tbk,
+# )
+
+# @cli.command()
+# @click.option(
+#     '--url',
+#     default='ws://localhost:5993/ws',
+#     help='HTTP URL of marketstore instance'
+# )
+# @click.argument('names', nargs=-1)
+# @click.pass_obj
+# def ms_stream(
+#     config: dict,
+#     names: list[str],
+#     url: str,
+# ) -> None:
+#     '''
+#     Connect to a marketstore time bucket stream for (a set of) symbols(s)
+#     and print to console.
+
+#     '''
+#     async def main():
+#         # async for quote in stream_quotes(symbols=names):
+#         #    log.info(f"Received quote:\n{quote}")
+#         ...
+
+#     trio.run(main)
+
+
+# @cli.command()
+# @click.option(
+#     '--url',
+#     default=_url,
+#     help='HTTP URL of marketstore instance'
+# )
+# @click.argument('names', nargs=-1)
+# @click.pass_obj
+# def ms_destroy(config: dict, names: list[str], url: str) -> None:
+#     """Destroy symbol entries in the local marketstore instance.
+#     """
+#     async def main():
+#         nonlocal names
+#         async with get_client(url) as client:
+#
+#             if not names:
+#                 names = await client.list_symbols()
+#
+#             # default is to wipe db entirely.
+#             answer = input(
+#                 "This will entirely wipe you local marketstore db @ "
+#                 f"{url} of the following symbols:\n {pformat(names)}"
+#                 "\n\nDelete [N/y]?\n")
+#
+#             if answer == 'y':
+#                 for sym in names:
+#                     # tbk = _tick_tbk.format(sym)
+#                     tbk = tuple(sym, *_tick_tbk_ids)
+#                     print(f"Destroying {tbk}..")
+#                     await client.destroy(mk_tbk(tbk))
+#             else:
+#                 print("Nothing deleted.")
+#
+#     tractor.run(main)
+
+
+# @cli.command()
+# @click.option(
+#     '--tsdb_host',
+#     default='localhost'
+# )
+# @click.option(
+#     '--tsdb_port',
+#     default=5993
+# )
+# @click.argument('symbols', nargs=-1)
+# @click.pass_obj
+# def storesh(
+#     config,
+#     tl,
+#     host,
+#     port,
+#     symbols: list[str],
+# ):
+#     '''
+#     Start an IPython shell ready to query the local marketstore db.
+
+#     '''
+#     from piker.storage import open_tsdb_client
+#     from piker.service import open_piker_runtime
+
+#     async def main():
+#         nonlocal symbols
+
+#         async with open_piker_runtime(
+#             'storesh',
+#             enable_modules=['piker.service._ahab'],
+#         ):
+#             symbol = symbols[0]
+
+#             async with open_tsdb_client(symbol):
+#                 # TODO: ask if user wants to write history for detected
+#                 # available shm buffers?
+#                 from tractor.trionics import ipython_embed
+#                 await ipython_embed()
+
+#     trio.run(main)
+
+
+# @cli.command()
+# @click.option('--test-file', '-t', help='Test quote stream file')
+# @click.option('--tl', is_flag=True, help='Enable tractor logging')
+# @click.argument('name', nargs=1, required=True)
+# @click.pass_obj
+# def ingest(config, name, test_file, tl):
+#     '''
+#     Ingest real-time broker quotes and ticks to a marketstore instance.
+
+#     '''
+#     # global opts
+#     loglevel = config['loglevel']
+#     tractorloglevel = config['tractorloglevel']
+#     # log = config['log']
+
+#     watchlist_from_file = wl.ensure_watchlists(config['wl_path'])
+#     watchlists = wl.merge_watchlist(watchlist_from_file, wl._builtins)
+#     symbols = watchlists[name]
+
+#     grouped_syms = {}
+#     for sym in symbols:
+#         symbol, _, provider = sym.rpartition('.')
+#         if provider not in grouped_syms:
+#             grouped_syms[provider] = []
+
+#         grouped_syms[provider].append(symbol)
+
+#     async def entry_point():
+#         async with tractor.open_nursery() as n:
+#             for provider, symbols in grouped_syms.items():
+#                 await n.run_in_actor(
+#                     ingest_quote_stream,
+#                     name='ingest_marketstore',
+#                     symbols=symbols,
+#                     brokername=provider,
+#                     tries=1,
+#                     actorloglevel=loglevel,
+#                     loglevel=tractorloglevel
+#                 )
+
+#     tractor.run(entry_point)
+

piker/storage/nativedb.py

@@ -0,0 +1,433 @@
+# 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/>.
+
+'''
+`nativedb`: a lulzy Apache-parquet file manager (that some might
+            call a poor man's tsdb).
+
+AKA a `piker`-native file-system native "time series database"
+without needing an extra process and no standard TSDB features,
+YET!
+
+'''
+# TODO: like there's soo much..
+# - better name like "parkdb" or "nativedb" (lel)? bundle this lib with
+#   others to make full system:
+#   - tractor for failover and reliablity?
+#   - borg for replication and sync?
+#
+# - use `fastparquet` for appends:
+#   https://fastparquet.readthedocs.io/en/latest/api.html#fastparquet.write
+#   (presuming it's actually faster then overwrites and
+#   makes sense in terms of impl?)
+#
+# - use `polars` support for lazy scanning, processing and schema
+#   validation?
+#   - https://pola-rs.github.io/polars-book/user-guide/io/parquet/#scan
+#   - https://pola-rs.github.io/polars-book/user-guide/concepts/lazy-vs-eager/
+# - consider delta writes for appends?
+#   - https://github.com/pola-rs/polars/blob/main/py-polars/polars/dataframe/frame.py#L3232
+# - consider multi-file appends with appropriate time-range naming?
+#   - https://pola-rs.github.io/polars-book/user-guide/io/multiple/
+#
+# - use `borg` for replication?
+#   - https://borgbackup.readthedocs.io/en/stable/quickstart.html#remote-repositories
+#   - https://github.com/borgbackup/borg
+#   - https://borgbackup.readthedocs.io/en/stable/faq.html#usage-limitations
+#   - https://github.com/borgbackup/community
+#   - https://github.com/spslater/borgapi
+#   - https://nixos.wiki/wiki/ZFS
+from __future__ import annotations
+from contextlib import asynccontextmanager as acm
+from datetime import datetime
+from pathlib import Path
+import time
+
+import numpy as np
+import polars as pl
+from pendulum import (
+    from_timestamp,
+)
+
+from piker import config
+from piker import tsp
+from piker.data import (
+    def_iohlcv_fields,
+    ShmArray,
+)
+from piker.log import get_logger
+from . import TimeseriesNotFound
+
+
+log = get_logger('storage.nativedb')
+
+
+def detect_period(shm: ShmArray) -> float:
+    '''
+    Attempt to detect the series time step sampling period
+    in seconds.
+
+    '''
+    # TODO: detect sample rate helper?
+    # calc ohlc sample period for naming
+    ohlcv: np.ndarray = shm.array
+    times: np.ndarray = ohlcv['time']
+    period: float = times[-1] - times[-2]
+    if period == 0:
+        # maybe just last sample is borked?
+        period: float = times[-2] - times[-3]
+
+    return period
+
+
+def mk_ohlcv_shm_keyed_filepath(
+    fqme: str,
+    period: float | int,  # ow known as the "timeframe"
+    datadir: Path,
+
+) -> Path:
+
+    if period < 1.:
+        raise ValueError('Sample period should be >= 1.!?')
+
+    path: Path = (
+        datadir
+        /
+        f'{fqme}.ohlcv{int(period)}s.parquet'
+    )
+    return path
+
+
+def unpack_fqme_from_parquet_filepath(path: Path) -> str:
+
+    filename: str = str(path.name)
+    fqme, fmt_descr, suffix = filename.split('.')
+    assert suffix == 'parquet'
+    return fqme
+
+
+ohlc_key_map = None
+
+
+class NativeStorageClient:
+    '''
+    High level storage api for OHLCV time series stored in
+    a (modern) filesystem as apache parquet files B)
+
+    Part of a grander scheme to use arrow and parquet as our main
+    lowlevel data framework: https://arrow.apache.org/faq/.
+
+    '''
+    name: str = 'nativedb'
+
+    def __init__(
+        self,
+        datadir: Path,
+
+    ) -> None:
+        self._datadir = datadir
+        self._index: dict[str, dict] = {}
+
+        # series' cache from tsdb reads
+        self._dfs: dict[str, dict[str, pl.DataFrame]] = {}
+
+    @property
+    def address(self) -> str:
+        return self._datadir.as_uri()
+
+    @property
+    def cardinality(self) -> int:
+        return len(self._index)
+
+    # @property
+    # def compression(self) -> str:
+    #     ...
+
+    async def list_keys(self) -> list[str]:
+        return list(self._index)
+
+    def index_files(self):
+        for path in self._datadir.iterdir():
+            if (
+                path.is_dir()
+                or
+                '.parquet' not in str(path)
+                # or
+                # path.name in {'borked', 'expired',}
+            ):
+                continue
+
+            key: str = path.name.rstrip('.parquet')
+            fqme, _, descr = key.rpartition('.')
+            prefix, _, suffix = descr.partition('ohlcv')
+            period: int = int(suffix.strip('s'))
+
+            # cache description data
+            self._index[fqme] = {
+                'path': path,
+                'period': period,
+            }
+
+        return self._index
+
+
+    # async def search_keys(self, pattern: str) -> list[str]:
+    #     '''
+    #     Search for time series key in the storage backend.
+
+    #     '''
+    #     ...
+
+    # async def write_ticks(self, ticks: list) -> None:
+    #     ...
+
+    async def load(
+        self,
+        fqme: str,
+        timeframe: int,
+
+    ) -> tuple[
+        np.ndarray,  # timeframe sampled array-series
+        datetime | None,  # first dt
+        datetime | None,  # last dt
+    ] | None:
+        try:
+            array: np.ndarray = await self.read_ohlcv(
+                fqme,
+                timeframe,
+            )
+        except FileNotFoundError as fnfe:
+
+            bs_fqme, _, *_ = fqme.rpartition('.')
+
+            possible_matches: list[str] = []
+            for tskey in self._index:
+                if bs_fqme in tskey:
+                    possible_matches.append(tskey)
+
+            match_str: str = '\n'.join(sorted(possible_matches))
+            raise TimeseriesNotFound(
+                f'No entry for `{fqme}`?\n'
+                f'Maybe you need a more specific fqme-key like:\n\n'
+                f'{match_str}'
+            ) from fnfe
+
+        times = array['time']
+        return (
+            array,
+            from_timestamp(times[0]),
+            from_timestamp(times[-1]),
+        )
+
+    def mk_path(
+        self,
+        fqme: str,
+        period: float,
+
+    ) -> Path:
+        return mk_ohlcv_shm_keyed_filepath(
+            fqme=fqme,
+            period=period,
+            datadir=self._datadir,
+        )
+
+    def _cache_df(
+        self,
+        fqme: str,
+        df: pl.DataFrame,
+        timeframe: float,
+
+    ) -> None:
+        # cache df for later usage since we (currently) need to
+        # convert to np.ndarrays to push to our `ShmArray` rt
+        # buffers subsys but later we may operate entirely on
+        # pyarrow arrays/buffers so keeping the dfs around for
+        # a variety of purposes is handy.
+        self._dfs.setdefault(
+            timeframe,
+            {},
+        )[fqme] = df
+
+    async def read_ohlcv(
+        self,
+        fqme: str,
+        timeframe: int | str,
+        end: float | None = None,  # epoch or none
+        # limit: int = int(200e3),
+
+    ) -> np.ndarray:
+        path: Path = self.mk_path(
+            fqme,
+            period=int(timeframe),
+        )
+        df: pl.DataFrame = pl.read_parquet(path)
+
+        self._cache_df(
+            fqme=fqme,
+            df=df,
+            timeframe=timeframe,
+        )
+        # TODO: filter by end and limit inputs
+        # times: pl.Series = df['time']
+        array: np.ndarray = tsp.pl2np(
+            df,
+            dtype=np.dtype(def_iohlcv_fields),
+        )
+        return array
+
+    async def as_df(
+        self,
+        fqme: str,
+        period: int = 60,
+        load_from_offline: bool = True,
+
+    ) -> pl.DataFrame:
+        try:
+            return self._dfs[period][fqme]
+        except KeyError:
+            if not load_from_offline:
+                raise
+
+            await self.read_ohlcv(fqme, period)
+            return self._dfs[period][fqme]
+
+    def _write_ohlcv(
+        self,
+        fqme: str,
+        ohlcv: np.ndarray | pl.DataFrame,
+        timeframe: int,
+
+    ) -> Path:
+        '''
+        Sync version of the public interface meth, since we don't
+        currently actually need or support an async impl.
+
+        '''
+        path: Path = mk_ohlcv_shm_keyed_filepath(
+            fqme=fqme,
+            period=timeframe,
+            datadir=self._datadir,
+        )
+        if isinstance(ohlcv, np.ndarray):
+            df: pl.DataFrame = tsp.np2pl(ohlcv)
+        else:
+            df = ohlcv
+
+        self._cache_df(
+            fqme=fqme,
+            df=df,
+            timeframe=timeframe,
+        )
+
+        # TODO: in terms of managing the ultra long term data
+        # -[ ] use a proper profiler to measure all this IO and
+        #   roundtripping!
+        # -[ ] implement parquet append!? see issue:
+        #   https://github.com/pikers/piker/issues/536
+        #   -[ ] try out ``fastparquet``'s append writing:
+        #     https://fastparquet.readthedocs.io/en/latest/api.html#fastparquet.write
+        start = time.time()
+        df.write_parquet(path)
+        delay: float = round(
+            time.time() - start,
+            ndigits=6,
+        )
+        log.info(
+            f'parquet write took {delay} secs\n'
+            f'file path: {path}'
+        )
+        return path
+
+    async def write_ohlcv(
+        self,
+        fqme: str,
+        ohlcv: np.ndarray | pl.DataFrame,
+        timeframe: int,
+
+    ) -> Path:
+        '''
+        Write input ohlcv time series for fqme and sampling period
+        to (local) disk.
+
+        '''
+        return self._write_ohlcv(
+            fqme,
+            ohlcv,
+            timeframe,
+        )
+
+    async def delete_ts(
+        self,
+        key: str,
+        timeframe: int | None = None,
+
+    ) -> bool:
+        path: Path = mk_ohlcv_shm_keyed_filepath(
+            fqme=key,
+            period=timeframe,
+            datadir=self._datadir,
+        )
+        if path.is_file():
+            path.unlink()
+            log.warning(f'Deleting parquet entry:\n{path}')
+        else:
+            log.error(f'No path exists:\n{path}')
+
+        return path
+
+    # TODO: allow wiping and refetching a segment of the OHLCV timeseries
+    # data.
+    # def clear_range(
+    #     self,
+    #     key: str,
+    #     start_dt: datetime,
+    #     end_dt: datetime,
+    #     timeframe: int | None = None,
+    # ) -> pl.DataFrame:
+    #     '''
+    #     Clear and re-fetch a range of datums for the OHLCV time series.
+
+    #     Useful for series editing from a chart B)
+
+    #     '''
+    #     ...
+
+
+# TODO: does this need to be async on average?
+# I guess for any IPC connected backend yes?
+@acm
+async def get_client(
+
+    # TODO: eventually support something something apache arrow
+    # transport over ssh something..?
+    # host: str | None = None,
+
+    **kwargs,
+
+) -> NativeStorageClient:
+    '''
+    Load a ``anyio_marketstore`` grpc client connected
+    to an existing ``marketstore`` server.
+
+    '''
+    datadir: Path = config.get_conf_dir() / 'nativedb'
+    if not datadir.is_dir():
+        log.info(f'Creating `nativedb` dir: {datadir}')
+        datadir.mkdir()
+
+    client = NativeStorageClient(datadir)
+    client.index_files()
+    yield client

piker/toolz/__init__.py

@@ -0,0 +1,29 @@
+# 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/>.
+
+'''
+Toolz for debug, profile and trace of the distributed runtime :surfer:
+
+'''
+from tractor.devx import (
+    open_crash_handler as open_crash_handler,
+)
+from .profile import (
+    Profiler as Profiler,
+    pg_profile_enabled as pg_profile_enabled,
+    ms_slower_then as ms_slower_then,
+    timeit as timeit,
+)

piker/trionics.py

@@ -1,80 +0,0 @@
-# piker: trading gear for hackers
-# Copyright (C) Tyler Goodlet (in stewardship of 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/>.
-
-'''
-sugarz for trio/tractor conc peeps.
-
-'''
-from typing import AsyncContextManager
-from typing import TypeVar
-from contextlib import asynccontextmanager as acm
-
-import trio
-
-
-# A regular invariant generic type
-T = TypeVar("T")
-
-
-async def _enter_and_sleep(
-
-    mngr: AsyncContextManager[T],
-    to_yield: dict[int, T],
-    all_entered: trio.Event,
-    # task_status: TaskStatus[T] = trio.TASK_STATUS_IGNORED,
-
-) -> T:
-    '''Open the async context manager deliver it's value
-    to this task's spawner and sleep until cancelled.
-
-    '''
-    async with mngr as value:
-        to_yield[id(mngr)] = value
-
-        if all(to_yield.values()):
-            all_entered.set()
-
-        # sleep until cancelled
-        await trio.sleep_forever()
-
-
-@acm
-async def async_enter_all(
-
-    *mngrs: list[AsyncContextManager[T]],
-
-) -> tuple[T]:
-
-    to_yield = {}.fromkeys(id(mngr) for mngr in mngrs)
-
-    all_entered = trio.Event()
-
-    async with trio.open_nursery() as n:
-        for mngr in mngrs:
-            n.start_soon(
-                _enter_and_sleep,
-                mngr,
-                to_yield,
-                all_entered,
-            )
-
-        # deliver control once all managers have started up
-        await all_entered.wait()
-        yield tuple(to_yield.values())
-
-        # tear down all sleeper tasks thus triggering individual
-        # mngr ``__aexit__()``s.
-        n.cancel_scope.cancel()