Go Python 3.10+ in anticipation of upcoming feature PRs

Contain mkts

.github/workflows/ci.yml

@@ -1,5 +1,6 @@
 name: CI
 
+
 on:
   # Triggers the workflow on push or pull request events but only for the master branch
   push:
@@ -10,41 +11,21 @@ on:
   # Allows you to run this workflow manually from the Actions tab
   workflow_dispatch:
 
+
 jobs:
 
-  basic_install:
-    name: 'pip install'
-    runs-on: ubuntu-latest
-    steps:
-
-      - name: Checkout
-        uses: actions/checkout@v2
-        with:
-          ref: master
-
-      - name: Setup python
-        uses: actions/setup-python@v2
-        with:
-          python-version: '3.9'
-
-      - name: Install dependencies
-        run: pip install -e . --upgrade-strategy eager -r requirements.txt
-
-      - name: Run piker cli
-        run: piker 
-
   testing:
-    name: 'test suite'
+    name: 'install + test-suite'
     runs-on: ubuntu-latest
     steps:
 
       - name: Checkout
-        uses: actions/checkout@v2
+        uses: actions/checkout@v3
 
       - name: Setup python
-        uses: actions/setup-python@v2
+        uses: actions/setup-python@v3
         with:
-          python-version: '3.9'
+          python-version: '3.10'
 
       - name: Install dependencies
         run: pip install -U . -r requirements-test.txt -r requirements.txt --upgrade-strategy eager

.gitignore

@@ -97,6 +97,9 @@ ENV/
 # mkdocs documentation
 /site
 
+# extra scripts dir
+/snippets
+
 # mypy
 .mypy_cache/
 .vscode/settings.json

README.rst

@@ -74,23 +74,57 @@ for a development install::
 
 install for tinas
 *****************
-for windows peeps you can start by getting `conda installed`_
+for windows peeps you can start by installing all the prerequisite software:
-and the `C++ build toolz`_ on your system.
+
+- 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::
 
-    conda create piker --python=3.9
+    mkdir code # create code directory
-    conda activate piker
+    cd code # change directory to code
-    conda install pip
+    git clone https://github.com/pikers/piker.git # downloads piker installation package from github
-    pip install --upgrade setuptools
+    cd piker # change directory to piker
-    cd dIreCToRieZ\oF\cODez\piker\
-    pip install -r requirements -e .
     
+    conda create -n pikonda # creates conda environment named pikonda
+    conda activate pikonda # activates pikonda
     
-in order to look coolio in front of all ur tina friends (and maybe
+    conda install -c conda-forge python-levenshtein # in case it is not already installed
-want to help us with testin, hackzing or configgin), install
+    conda install pip # may already be installed
-`vscode`_ and `setup a coolio tiled wm console`_ so you can start
+    pip # will show if pip is installed
-living the life of the tech literate..
+    
+    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://
@@ -104,7 +138,7 @@ provider support
 ****************
 for live data feeds the in-progress set of supported brokers is:
 
-- IB_ via ``ib_insync``
+- 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
 
@@ -116,6 +150,7 @@ coming soon...
 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

config/brokers.toml

@@ -8,20 +8,45 @@ expires_at = 1616095326.355846
 
 [kraken]
 key_descr = "api_0"
-public_key = ""
+api_key = ""
-private_key = ""
+secret = ""
 
 [ib]
-host = "127.0.0.1"
+hosts = [
+    "127.0.0.1",
+]
+# XXX: the order in which ports will be scanned
+# (by the `brokerd` daemon-actor)
+# is determined # by the line order here.
+# TODO: when we eventually spawn gateways in our
+# container, we can just dynamically allocate these
+# using IBC.
+ports = [
+    4002,  # gw
+    7497,  # tws
+]
 
-ports.gw = 4002
+# XXX: for a paper account the flex web query service
-ports.tws = 7497
+# is not supported so you have to manually download
-ports.order = ["gw", "tws",]
+# 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
 
-accounts.margin = "X0000000"
+# when clients are being scanned this determines
-accounts.ira = "X0000000"
+# which clients are preferred to be used for data
-accounts.paper = "XX0000000"
+# feeds based on the order of account names, if
+# detected as active on an API client.
+prefer_data_account = [
+    'paper',
+    'margin',
+    'ira',
+]
 
-# the order in which accounts will be selected (if found through
+[ib.accounts]
-# `brokerd`) when a new symbol is loaded
+# the order in which accounts will be selectable
-accounts_order = ['paper', 'margin', 'ira']
+# 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"

dockering/ib/README.rst

@@ -0,0 +1,30 @@
+running ``ib`` gateway in ``docker``
+------------------------------------
+We have a config based on the (now defunct)
+image from "waytrade":
+
+https://github.com/waytrade/ib-gateway-docker
+
+To startup this image with our custom settings
+simply run the command::
+
+    docker compose up
+
+And you should have the following socket-available services:
+
+- ``x11vnc1@127.0.0.1:3003``
+- ``ib-gw@127.0.0.1:4002``
+
+You can attach to the container via a VNC client
+without password auth.
+
+SECURITY STUFF!?!?!
+-------------------
+Though "``ib``" claims they host filter connections outside
+localhost (aka ``127.0.0.1``) it's probably better if you filter
+the socket at the OS level using a stateless firewall rule::
+
+    ip rule add not unicast iif lo to 0.0.0.0/0 dport 4002
+
+We will soon have this baked into our own custom image but for
+now you'll have to do it urself dawgy.

dockering/ib/docker-compose.yml

@@ -0,0 +1,64 @@
+# rework from the original @
+# https://github.com/waytrade/ib-gateway-docker/blob/master/docker-compose.yml
+version: "3.5"
+
+services:
+  ib-gateway:
+    # other image tags available:
+    # https://github.com/waytrade/ib-gateway-docker#supported-tags
+    image: waytrade/ib-gateway:981.3j
+    restart: always
+    network_mode: 'host'
+
+    volumes:
+      - type: bind
+        source: ./jts.ini
+        target: /root/Jts/jts.ini
+        # don't let IBC clobber this file for
+        # the main reason of not having a stupid
+        # timezone set..
+        read_only: true
+
+      # force our own IBC config
+      - type: bind
+        source: ./ibc.ini
+        target: /root/ibc/config.ini
+
+      # force our noop script - socat isn't needed in host mode.
+      - type: bind
+        source: ./fork_ports_delayed.sh
+        target: /root/scripts/fork_ports_delayed.sh
+
+      # force our noop script - socat isn't needed in host mode.
+      - type: bind
+        source: ./run_x11_vnc.sh
+        target: /root/scripts/run_x11_vnc.sh
+        read_only: true
+
+    # NOTE:to fill these out, define an `.env` file in the same dir as
+    # this compose file which looks something like:
+    # TWS_USERID='myuser'
+    # TWS_PASSWORD='guest'
+    # TRADING_MODE=paper (or live)
+    # VNC_SERVER_PASSWORD='diggity'
+
+    environment:
+      TWS_USERID: ${TWS_USERID}
+      TWS_PASSWORD: ${TWS_PASSWORD}
+      TRADING_MODE: ${TRADING_MODE:-paper}
+      VNC_SERVER_PASSWORD: ${VNC_SERVER_PASSWORD:-}
+
+    # ports:
+    #   - target: 4002
+    #     host_ip: 127.0.0.1
+    #     published: 4002
+    #     protocol: tcp
+
+      # original mappings for use in non-host-mode
+      # which we won't really need going forward since
+      # ideally we just pick the port to have ib-gw listen
+      # on **when** we spawn the container - i.e. everything
+      # will be driven by a ``brokers.toml`` def.
+      # - "127.0.0.1:4001:4001"
+      # - "127.0.0.1:4002:4002"
+      # - "127.0.0.1:5900:5900"

dockering/ib/fork_ports_delayed.sh

@@ -0,0 +1,6 @@
+#!/bin/sh
+
+# we now just set this is to a noop script
+# since we can just run the container in
+# `network_mode: 'host'` and get literally
+# the exact same behaviour XD

dockering/ib/ibc.ini

@@ -0,0 +1,711 @@
+# Note that in the comments in this file, TWS refers to both the Trader
+# Workstation and the IB Gateway, unless explicitly stated otherwise.
+#
+# When referred to below, the default value for a setting is the value
+# assumed if either the setting is included but no value is specified, or
+# the setting is not included at all.
+#
+# IBC may also be used to start the FIX CTCI Gateway. All settings
+# relating to this have names prefixed with FIX.
+#
+# The IB API Gateway and the FIX CTCI Gateway share the same code. Which
+# gateway actually runs is governed by an option on the initial gateway
+# login screen. The FIX setting described under IBC Startup
+# Settings below controls this.
+
+
+
+# =============================================================================
+# 1.   IBC Startup Settings
+# =============================================================================
+
+
+# IBC may be used to start the IB Gateway for the FIX CTCI. This
+# setting must be set to 'yes' if you want to run the FIX CTCI gateway. The
+# default is 'no'.
+
+FIX=no
+
+
+
+# =============================================================================
+# 2.   Authentication Settings
+# =============================================================================
+
+# TWS and the IB API gateway require a single username and password.
+# You may specify the username and password using the following settings:
+#
+#	IbLoginId
+#	IbPassword
+#
+# Alternatively, you can specify the username and password in the command
+# files used to start TWS or the Gateway, but this is not recommended for
+# security reasons.
+#
+# If you don't specify them, you will be prompted for them in the usual
+# login dialog when TWS starts (but whatever you have specified will be
+# included in the dialog automatically: for example you may specify the
+# username but not the password, and then you will be prompted for the
+# password via the login dialog). Note that if you specify either
+# the username or the password (or both) in the command file, then
+# IbLoginId and IbPassword settings defined in this file are ignored.
+#
+#
+# The FIX CTCI gateway requires one username and password for FIX order
+# routing, and optionally a separate username and password for market
+# data connections. You may specify the usernames and passwords using
+# the following settings:
+#
+#	FIXLoginId
+#	FIXPassword
+#	IbLoginId	(optional - for market data connections)
+#	IbPassword	(optional - for market data connections)
+#
+# Alternatively you can specify the FIX username and password in the
+# command file used to start the FIX CTCI Gateway, but this is not
+# recommended for security reasons.
+#
+# If you don't specify them, you will be prompted for them in the usual
+# login dialog when FIX CTCI gateway starts (but whatever you have
+# specified will be included in the dialog automatically: for example
+# you may specify the usernames but not the passwords, and then you will
+# be prompted for the passwords via the login dialog). Note that if you
+# specify either the FIX username or the FIX password (or both) on the
+# command line, then FIXLoginId and FIXPassword settings defined in this
+# file are ignored; he same applies to the market data username and
+# password.
+
+# IB API Authentication Settings
+# ------------------------------
+
+# Your TWS username:
+
+IbLoginId=
+
+
+# Your TWS password:
+
+IbPassword=
+
+
+# FIX CTCI Authentication Settings
+# --------------------------------
+
+# Your FIX CTCI username:
+
+FIXLoginId=
+
+
+# Your FIX CTCI password:
+
+FIXPassword=
+
+
+# Second Factor Authentication Settings
+# -------------------------------------
+
+# If you have enabled more than one second factor authentication
+# device, TWS presents a list from which you must select the device
+# you want to use for this login. You can use this setting to
+# instruct IBC to select a particular item in the list on your
+# behalf. Note that you must spell this value exactly as it appears
+# in the list. If no value is set, you must manually select the
+# relevant list entry.
+
+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
+# Second Factor Authentication dialog is needed to complete the
+# login.
+#
+# Permitted values are 'yes' and 'no'. The default is 'no'.
+#
+# Note that the scripts provided with the IBC zips for Windows and
+# Linux provide options to automatically restart in these
+# circumstances, but only if this setting is also set to 'yes'.
+
+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.
+
+TradingMode=
+
+
+# Paper-trading Account Warning
+# -----------------------------
+#
+# Logging in to a paper-trading account results in TWS displaying
+# a dialog asking the user to confirm that they are aware that this
+# is not a brokerage account. Until this dialog has been accepted,
+# TWS will not allow API connections to succeed. Setting this
+# to 'yes' (the default) will cause IBC to automatically
+# confirm acceptance. Setting it to 'no' will leave the dialog
+# on display, and the user will have to deal with it manually.
+
+AcceptNonBrokerageAccountWarning=yes
+
+
+# Login Dialog Display Timeout
+#-----------------------------
+#
+# In some circumstances, starting TWS may result in failure to display
+# the login dialog. Restarting TWS may help to resolve this situation,
+# and IBC does this automatically.
+#
+# This setting controls how long (in seconds) IBC waits for the login
+# dialog to appear before restarting TWS.
+#
+# Note that in normal circumstances with a reasonably specified 
+# computer the time to displaying the login dialog is typically less
+# than 20 seconds, and frequently much less. However many factors can
+# influence this, and it is unwise to set this value too low.
+#
+# The default value is 60.
+
+LoginDialogDisplayTimeout = 60
+
+
+
+# =============================================================================
+# 3.   TWS Startup Settings
+# =============================================================================
+
+# Path to settings store
+# ----------------------
+#
+# Path to the directory where TWS should store its settings. This is
+# normally the folder in which TWS is installed. However you may set
+# it to some other location if you wish (for example if you want to
+# run multiple instances of TWS with different settings).
+#
+# It is recommended for clarity that you use an absolute path. The
+# effect of using a relative path is undefined.
+#
+# Linux and macOS users should use the appropriate path syntax.
+#
+# Note that, for Windows users, you MUST use double separator
+# characters to separate the elements of the folder path: for
+# example, IbDir=C:\\IBLiveSettings is valid, but
+# IbDir=C:\IBLiveSettings is NOT valid and will give unexpected
+# results. Linux and macOS users need not use double separators,
+# but they are acceptable.
+#
+# The default is the current working directory when IBC is
+# started.
+
+IbDir=/root/Jts
+
+
+# Store settings on server
+# ------------------------
+#
+# If you wish to store a copy of your TWS settings on IB's
+# servers as well as locally on your computer, set this to
+# 'yes': this enables you to run TWS on different computers
+# with the same configuration, market data lines, etc. If set
+# to 'no', running TWS on different computers will not share the
+# same settings. If no value is specified, TWS will obtain its
+# settings from the same place as the last time this user logged
+# in (whether manually or using IBC).
+
+StoreSettingsOnServer=
+
+
+# Minimize TWS on startup
+# -----------------------
+#
+# Set to 'yes' to minimize TWS when it starts:
+
+MinimizeMainWindow=no
+
+
+# Existing Session Detected Action
+# --------------------------------
+#
+# When a user logs on to an IBKR account for trading purposes by any means, the
+# IBKR account server checks to see whether the account is already logged in
+# elsewhere. If so, a dialog is displayed to both the users that enables them
+# to determine what happens next. The 'ExistingSessionDetectedAction' setting
+# instructs TWS how to proceed when it displays this dialog:
+#
+#   * If the new TWS session is set to 'secondary', the existing session continues
+#     and the new session terminates. Thus a secondary TWS session can never
+#     override any other session.
+#
+#   * If the existing TWS session is set to 'primary', the existing session
+#     continues and the new session terminates (even if the new session is also
+#     set to primary). Thus a primary TWS session can never be overridden by
+#     any new session).
+#
+#   * If both the existing and the new TWS sessions are set to 'primaryoverride',
+#     the existing session terminates and the new session proceeds.
+#
+#   * If the existing TWS session is set to 'manual', the user must handle the
+#     dialog.
+#
+# The difference between 'primary' and 'primaryoverride' is that a
+# 'primaryoverride' session can be overriden over by a new 'primary' session,
+# but a 'primary' session cannot be overriden by any other session.
+#
+# When set to 'primary', if another TWS session is started and manually told to
+# end the 'primary' session, the 'primary' session is automatically reconnected.
+#
+# The default is 'manual'.
+
+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
+# 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
+
+
+# Read-only Login
+# ---------------
+#
+# If ReadOnlyLogin is set to 'yes', and the user is enrolled in IB's
+# 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. 
+
+# If the user is not enrolled in IB's account security programme,
+# this setting is ignored. The default is 'no'.
+
+ReadOnlyLogin=no
+
+
+# Read-only API
+# -------------
+#
+# If ReadOnlyApi is set to 'yes', API programs cannot submit, modify
+# or cancel orders. If set to 'no', API programs can do these things.
+# If not set, the existing TWS/Gateway configuration is unchanged.
+# NB: this setting is really only supplied for the benefit of new TWS
+# or Gateway instances that are being automatically installed and
+# started without user intervention (eg Docker containers). Where
+# a user is involved, they should use the Global Configuration to
+# set the relevant checkbox (this only needs to be done once) and
+# not provide a value for this setting.
+
+ReadOnlyApi=no
+
+
+# Market data size for US stocks - lots or shares
+# -----------------------------------------------
+#
+# Since IB introduced the option of market data for US stocks showing
+# bid, ask and last sizes in shares rather than lots, TWS and Gateway
+# display a dialog immediately after login notifying the user about
+# this and requiring user input before allowing market data to be
+# accessed. The user can request that the dialog not be shown again.
+#
+# It is recommended that the user should handle this dialog manually
+# rather than using these settings, which are provided for situations 
+# where the user interface is not easily accessible, or where user
+# settings are not preserved between sessions (eg some Docker images).
+#
+# - If this setting is set to 'accept', the dialog will be handled
+#   automatically and the option to not show it again will be
+#   selected.
+#
+#   Note that in this case, the only way to allow the dialog to be
+#   displayed again is to manually enable the 'Bid, Ask and Last
+#   Size Display Update' message in the 'Messages' section of the TWS
+#   configuration dialog. So you should only use 'Accept' if you are
+#   sure you really don't want the dialog to be displayed again, or
+#   you have easy access to the user interface.
+#
+# - If set to 'defer', the dialog will be handled automatically (so
+#   that market data will start), but the option to not show it again
+#   will not be selected, and it will be shown again after the next
+#   login.
+#
+# - If set to 'ignore', the user has to deal with the dialog manually.
+#
+# The default value is 'ignore'.
+#
+# Note if set to 'accept' or 'defer', TWS also automatically sets
+# the API settings checkbox labelled 'Send market data in lots for
+# US stocks for dual-mode API clients'. IBC cannot prevent this.
+# However you can change this immmediately by setting
+# SendMarketDataInLotsForUSstocks (see below) to 'no' .
+
+AcceptBidAskLastSizeDisplayUpdateNotification=accept
+
+
+# This setting determines whether the API settings checkbox labelled
+# 'Send market data in lots for US stocks for dual-mode API clients'
+# is set or cleared. If set to 'yes', the checkbox is set. If set to
+# 'no' the checkbox is cleared. If defaulted, the checkbox is
+# unchanged.
+
+SendMarketDataInLotsForUSstocks=
+
+
+
+# =============================================================================
+# 4.   TWS Auto-Closedown
+# =============================================================================
+#
+# IMPORTANT NOTE: Starting with TWS 974, this setting no longer
+# works properly, because IB have changed the way TWS handles its
+# autologoff mechanism. 
+#
+# You should now configure the TWS autologoff time to something
+# convenient for you, and restart IBC each day.
+#
+# 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).
+
+# 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
+
+
+
+# =============================================================================
+# 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.
+#
+# 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.
+#
+# To tell IBC to tidily close TWS at a specified time every
+# day, set this value to <hh:mm>, for example:
+# ClosedownAt=22:00
+#
+# To tell IBC to tidily close TWS at a specified day and time
+# each week, set this value to <dayOfWeek hh:mm>, for example:
+# ClosedownAt=Friday 22:00
+#
+# Note that the day of the week must be specified using your
+# default locale. Also note that Java will only accept
+# characters encoded to ISO 8859-1 (Latin-1). This means that
+# if the day name in your default locale uses any non-Latin-1
+# characters you need to encode them using Unicode escapes
+# (see http://java.sun.com/docs/books/jls/third_edition/html/lexical.html#3.3
+# for details). For example, to tidily close TWS at 12:00 on
+# Saturday where the default locale is Simplified Chinese,
+# use the following:
+# #ClosedownAt=\u661F\u671F\u516D 12:00
+
+ClosedownAt=
+
+
+
+# =============================================================================
+# 6.   Other TWS Settings
+# =============================================================================
+
+# Accept Incoming Connection
+# --------------------------
+#
+# If set to 'accept', IBC automatically accepts incoming
+# API connection dialogs. If set to 'reject', IBC
+# automatically rejects incoming API connection dialogs. If
+# set to 'manual', the user must decide whether to accept or reject
+# incoming API connection dialogs. The default is 'manual'.
+# NB: it is recommended to set this to 'reject', and to explicitly
+# configure which IP addresses can connect to the API in TWS's API
+# configuration page, as this is much more secure (in this case, no
+# incoming API connection dialogs will occur for those IP addresses).
+
+AcceptIncomingConnectionAction=reject
+
+
+# Allow Blind Trading
+# -------------------
+#
+# If you attempt to place an order for a contract for which
+# you have no market data subscription, TWS displays a dialog
+# to warn you against such blind trading.
+#
+#   yes   means the dialog is dismissed as though the user had
+# 	  clicked the 'Ok' button: this means that you accept
+# 	  the risk and want the order to be submitted.
+#
+#   no    means the dialog remains on display and must be
+#         handled by the user.
+
+AllowBlindTrading=yes
+
+
+# Save Settings on a Schedule
+# ---------------------------
+#
+# You can tell TWS to automatically save its settings on a schedule
+# of your choosing. You can specify one or more specific times,
+# like this:
+#
+# SaveTwsSettingsAt=HH:MM [ HH:MM]...
+#
+# for example:
+# SaveTwsSettingsAt=08:00   12:30 17:30
+#
+# Or you can specify an interval at which settings are to be saved,
+# optionally starting at a specific time and continuing until another
+# time, like this:
+#
+#SaveTwsSettingsAt=Every n [{mins | hours}] [hh:mm] [hh:mm]
+#
+# where the first hh:mm is the start time and the second is the end
+# time. If you don't specify the end time, settings are saved regularly
+# from the start time till midnight. If you don't specify the start time.
+# settings are saved regularly all day, beginning at 00:00. Note that
+# settings will always be saved at the end time, even if that is not
+# exactly one interval later than the previous time. If neither 'mins'
+# nor 'hours' is specified, 'mins' is assumed. Examples:
+#
+# To save every 30 minutes all day starting at 00:00
+#SaveTwsSettingsAt=Every 30
+#SaveTwsSettingsAt=Every 30 mins
+#
+# To save every hour starting at 08:00 and ending at midnight
+#SaveTwsSettingsAt=Every 1 hours 08:00
+#SaveTwsSettingsAt=Every 1 hours 08:00 00:00
+#
+# To save every 90 minutes starting at 08:00 up to and including 17:43
+#SaveTwsSettingsAt=Every 90 08:00 17:43
+
+SaveTwsSettingsAt=
+
+
+
+# =============================================================================
+# 7.   Settings Specific to Indian Versions of TWS
+# =============================================================================
+
+# Indian versions of TWS may display a password expiry
+# notification dialog and a NSE Compliance dialog. These can be
+# dismissed by setting the following to yes. By default the
+# password expiry notice is not dismissed, but the NSE Compliance
+# notice is dismissed.
+
+# Warning: setting DismissPasswordExpiryWarning=yes will mean
+# you will not be notified when your password is about to expire.
+# You must then take other measures to ensure that your password
+# is changed within the expiry period, otherwise IBC will
+# not be able to login successfully.
+
+DismissPasswordExpiryWarning=no
+DismissNSEComplianceNotice=yes
+
+
+
+# =============================================================================
+# 8.   IBC Command Server Settings
+# =============================================================================
+
+# Do NOT CHANGE THE FOLLOWING SETTINGS unless you
+# intend to issue commands to IBC (for example
+# using telnet). Note that these settings have nothing to
+# do with running programs that use the TWS API.
+
+# Command Server Port Number
+# --------------------------
+#
+# 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
+
+#CommandServerPort=7462
+
+
+# Permitted Command Sources
+# -------------------------
+#
+# A comma separated list of IP addresses, or host names,
+# which are allowed addresses for sending commands to
+# IBC.  Commands can always be sent from the
+# same host as IBC is running on.
+
+ControlFrom=127.0.0.1
+
+
+# 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
+# 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
+
+
+# Command Prompt
+# --------------
+#
+# The specified string is output by the server when
+# the connection is first opened and after the completion
+# of each command. This can be useful if sending commands
+# using an interactive program such as telnet. The default
+# is that no prompt is output.
+# For example:
+#
+# CommandPrompt=>
+
+CommandPrompt=
+
+
+# Suppress Command Server Info Messages
+# -------------------------------------
+#
+# Some commands can return intermediate information about
+# their progress. This setting controls whether such
+# information is sent. The default is that such information
+# is not sent.
+
+SuppressInfoMessages=no
+
+
+
+# =============================================================================
+# 9.   Diagnostic Settings
+# =============================================================================
+#
+# IBC can log information about the structure of windows
+# displayed by TWS. This information is useful when adding
+# new features to IBC or when behaviour is not as expected. 
+#
+# The logged information shows the hierarchical organisation
+# of all the components of the window, and includes the
+# current values of text boxes and labels.
+#
+# Note that this structure logging has a small performance
+# impact, and depending on the settings can cause the logfile
+# size to be significantly increased. It is therefore
+# recommended that the LogStructureWhen setting be set to
+# 'never' (the default) unless there is a specific reason
+# that this information is needed.
+
+
+# Scope of Structure Logging
+# --------------------------
+#
+# 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;
+#
+#    - if set to 'unknown', only windows that IBC does not
+#      recognize are eligible. Most windows displayed by
+#      TWS fall into this category;
+#
+#    - if set to 'untitled', only windows that IBC does not
+#      recognize and that have no title are eligible. These
+#      are usually message boxes or similar small windows,
+#
+#    - if set to 'all', then every window displayed by TWS
+#      is eligible.
+#
+# The default value is 'known'.
+
+LogStructureScope=all
+
+
+# When to Log Window Structure
+# ----------------------------
+#
+# The LogStructureWhen setting specifies the circumstances
+# when eligible TWS windows have their structure logged:
+#
+#     - if set to 'open' or 'yes' or 'true', IBC logs the
+#       structure of an eligible window the first time it
+#       is encountered;
+#
+#    - 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.
+#
+# The default value is 'never'.
+
+LogStructureWhen=never
+
+
+# DEPRECATED SETTING
+# ------------------
+#
+# LogComponents - THIS SETTING WILL BE REMOVED IN A FUTURE
+# RELEASE
+#
+# If LogComponents is set to any value, this is equivalent
+# to setting LogStructureWhen to that same value and
+# LogStructureScope to 'all': the actual values of those
+# settings are ignored. The default is that the values
+# of LogStructureScope and LogStructureWhen are honoured.
+
+#LogComponents=
+
+
+

dockering/ib/jts.ini

@@ -0,0 +1,33 @@
+[IBGateway]
+ApiOnly=true
+LocalServerPort=4002
+# NOTE: must be set if using IBC's "reject" mode
+TrustedIPs=127.0.0.1
+; RemoteHostOrderRouting=ndc1.ibllc.com
+; WriteDebug=true
+; RemotePortOrderRouting=4001
+; useRemoteSettings=false
+; tradingMode=p
+; Steps=8
+; colorPalletName=dark
+
+# window geo, this may be useful for sending `xdotool` commands?
+; MainWindow.Width=1986
+; screenHeight=3960
+
+
+[Logon]
+Locale=en
+# most markets are oriented around this zone
+# so might as well hard code it.
+TimeZone=America/New_York
+UseSSL=true
+displayedproxymsg=1
+os_titlebar=true
+s3store=true
+useRemoteSettings=false
+
+[Communication]
+ctciAutoEncrypt=true
+Region=usr
+; Peer=cdc1.ibllc.com:4001

dockering/ib/run_x11_vnc.sh

@@ -0,0 +1,16 @@
+#!/bin/sh
+
+# start VNC server
+x11vnc \
+    -ncache_cr \
+    -listen localhost \
+    -display :1 \
+    -forever \
+    -shared \
+    -logappend /var/log/x11vnc.log \
+    -bg \
+    -noipv6 \
+    -autoport 3003 \
+    # can't use this because of ``asyncvnc`` issue:
+    # https://github.com/barneygale/asyncvnc/issues/1
+    # -passwd 'ibcansmbz'

piker/__init__.py

@@ -18,10 +18,3 @@
 piker: trading gear for hackers.
 
 """
-import msgpack  # noqa
-
-# TODO: remove this now right?
-import msgpack_numpy
-
-# patch msgpack for numpy arrays
-msgpack_numpy.patch()

piker/_daemon.py

@@ -19,7 +19,7 @@ Structured, daemon tree service management.
 
 """
 from typing import Optional, Union, Callable, Any
-from contextlib import asynccontextmanager
+from contextlib import asynccontextmanager as acm
 from collections import defaultdict
 
 from pydantic import BaseModel
@@ -34,9 +34,11 @@ from .brokers import get_brokermod
 log = get_logger(__name__)
 
 _root_dname = 'pikerd'
+
+_registry_addr = ('127.0.0.1', 6116)
 _tractor_kwargs: dict[str, Any] = {
     # use a different registry addr then tractor's default
-    'arbiter_addr':  ('127.0.0.1', 6116),
+    'arbiter_addr': _registry_addr
 }
 _root_modules = [
     __name__,
@@ -78,7 +80,6 @@ class Services(BaseModel):
         ) -> Any:
 
             with trio.CancelScope() as cs:
-
                 async with portal.open_context(
                     target,
                     **kwargs,
@@ -87,19 +88,21 @@ class Services(BaseModel):
 
                     # unblock once the remote context has started
                     task_status.started((cs, first))
-
+                    log.info(
+                        f'`pikerd` service {name} started with value {first}'
+                    )
+                    try:
                         # wait on any context's return value
                         ctx_res = await ctx.result()
-                    log.info(
+                    except tractor.ContextCancelled:
-                        f'`pikerd` service {name} started with value {ctx_res}'
+                        return await self.cancel_service(name)
-                    )
+                    else:
-
                         # wait on any error from the sub-actor
-                # NOTE: this will block indefinitely until cancelled
+                        # NOTE: this will block indefinitely until
-                # either by error from the target context function or
+                        # cancelled either by error from the target
-                # by being cancelled here by the surroundingn cancel
+                        # context function or by being cancelled here by
-                # scope
+                        # the surrounding cancel scope
-                return await (portal.result(), ctx_res)
+                        return (await portal.result(), ctx_res)
 
         cs, first = await self.service_n.start(open_context_in_task)
 
@@ -109,14 +112,17 @@ class Services(BaseModel):
 
         return cs, first
 
+    # TODO: per service cancellation by scope, we aren't using this
+    # anywhere right?
     async def cancel_service(
         self,
         name: str,
-
     ) -> Any:
-
         log.info(f'Cancelling `pikerd` service {name}')
         cs, portal = self.service_tasks[name]
+        # XXX: not entirely sure why this is required,
+        # and should probably be better fine tuned in
+        # ``tractor``?
         cs.cancel()
         return await portal.cancel_actor()
 
@@ -124,7 +130,7 @@ class Services(BaseModel):
 _services: Optional[Services] = None
 
 
-@asynccontextmanager
+@acm
 async def open_pikerd(
     start_method: str = 'trio',
     loglevel: Optional[str] = None,
@@ -150,7 +156,7 @@ async def open_pikerd(
         tractor.open_root_actor(
 
             # passed through to ``open_root_actor``
-            arbiter_addr=_tractor_kwargs['arbiter_addr'],
+            arbiter_addr=_registry_addr,
             name=_root_dname,
             loglevel=loglevel,
             debug_mode=debug_mode,
@@ -179,7 +185,48 @@ async def open_pikerd(
             yield _services
 
 
-@asynccontextmanager
+@acm
+async def open_piker_runtime(
+    name: str,
+    enable_modules: list[str] = [],
+    start_method: str = 'trio',
+    loglevel: Optional[str] = None,
+
+    # XXX: you should pretty much never want debug mode
+    # for data daemons when running in production.
+    debug_mode: bool = False,
+
+) -> Optional[tractor._portal.Portal]:
+    '''
+    Start a piker actor who's runtime will automatically
+    sync with existing piker actors in local network
+    based on configuration.
+
+    '''
+    global _services
+    assert _services is None
+
+    # XXX: this may open a root actor as well
+    async with (
+        tractor.open_root_actor(
+
+            # passed through to ``open_root_actor``
+            arbiter_addr=_registry_addr,
+            name=name,
+            loglevel=loglevel,
+            debug_mode=debug_mode,
+            start_method=start_method,
+
+            # 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,
+        ) as _,
+    ):
+        yield tractor.current_actor()
+
+
+@acm
 async def maybe_open_runtime(
     loglevel: Optional[str] = None,
     **kwargs,
@@ -202,7 +249,7 @@ async def maybe_open_runtime(
         yield
 
 
-@asynccontextmanager
+@acm
 async def maybe_open_pikerd(
     loglevel: Optional[str] = None,
     **kwargs,
@@ -253,7 +300,36 @@ class Brokerd:
     locks = defaultdict(trio.Lock)
 
 
-@asynccontextmanager
+@acm
+async def find_service(
+    service_name: str,
+) -> Optional[tractor.Portal]:
+
+    log.info(f'Scanning for service `{service_name}`')
+    # attach to existing daemon by name if possible
+    async with tractor.find_actor(
+        service_name,
+        arbiter_sockaddr=_registry_addr,
+    ) as maybe_portal:
+        yield maybe_portal
+
+
+async def check_for_service(
+    service_name: str,
+
+) -> bool:
+    '''
+    Service daemon "liveness" predicate.
+
+    '''
+    async with tractor.query_actor(
+        service_name,
+        arbiter_sockaddr=_registry_addr,
+    ) as sockaddr:
+        return sockaddr
+
+
+@acm
 async def maybe_spawn_daemon(
 
     service_name: str,
@@ -263,7 +339,7 @@ async def maybe_spawn_daemon(
     **kwargs,
 
 ) -> tractor.Portal:
-    """
+    '''
     If no ``service_name`` daemon-actor can be found,
     spawn one in a local subactor and return a portal to it.
 
@@ -274,7 +350,7 @@ async def maybe_spawn_daemon(
     This can be seen as a service starting api for remote-actor
     clients.
 
-    """
+    '''
     if loglevel:
         get_console_log(loglevel)
 
@@ -283,13 +359,14 @@ async def maybe_spawn_daemon(
     lock = Brokerd.locks[service_name]
     await lock.acquire()
 
-    # attach to existing daemon by name if possible
+    async with find_service(service_name) as portal:
-    async with tractor.find_actor(service_name) as portal:
         if portal is not None:
             lock.release()
             yield portal
             return
 
+    log.warning(f"Couldn't find any existing {service_name}")
+
     # ask root ``pikerd`` daemon to spawn the daemon we need if
     # pikerd is not live we now become the root of the
     # process tree
@@ -325,6 +402,7 @@ async def maybe_spawn_daemon(
         async with tractor.wait_for_actor(service_name) as portal:
             lock.release()
             yield portal
+            await portal.cancel_actor()
 
 
 async def spawn_brokerd(
@@ -348,9 +426,19 @@ async def spawn_brokerd(
 
     # 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)
+
     portal = await _services.actor_n.start_actor(
         dname,
-        enable_modules=_data_mods + [brokermod.__name__],
+        enable_modules=_data_mods + broker_enable,
         loglevel=loglevel,
         debug_mode=_services.debug_mode,
         **tractor_kwargs
@@ -368,7 +456,7 @@ async def spawn_brokerd(
     return True
 
 
-@asynccontextmanager
+@acm
 async def maybe_spawn_brokerd(
 
     brokername: str,
@@ -376,7 +464,9 @@ async def maybe_spawn_brokerd(
     **kwargs,
 
 ) -> tractor.Portal:
-    '''Helper to spawn a brokerd service.
+    '''
+    Helper to spawn a brokerd service *from* a client
+    who wishes to use the sub-actor-daemon.
 
     '''
     async with maybe_spawn_daemon(
@@ -428,7 +518,7 @@ async def spawn_emsd(
     return True
 
 
-@asynccontextmanager
+@acm
 async def maybe_open_emsd(
 
     brokername: str,
@@ -447,3 +537,25 @@ async def maybe_open_emsd(
 
     ) as portal:
         yield portal
+
+
+# TODO: ideally we can start the tsdb "on demand" but it's
+# probably going to require "rootless" docker, at least if we don't
+# want to expect the user to start ``pikerd`` with root perms all the
+# time.
+# async def maybe_open_marketstored(
+#     loglevel: Optional[str] = None,
+#     **kwargs,
+
+# ) -> tractor._portal.Portal:  # noqa
+
+#     async with maybe_spawn_daemon(
+
+#         'marketstored',
+#         service_task_target=spawn_emsd,
+#         spawn_args={'loglevel': loglevel},
+#         loglevel=loglevel,
+#         **kwargs,
+
+#     ) as portal:
+#         yield portal

piker/_profile.py

@@ -21,7 +21,10 @@ Profiling wrappers for internal libs.
 import time
 from functools import wraps
 
-_pg_profile: bool = True
+# NOTE: you can pass a flag to enable this:
+# ``piker chart <args> --profile``.
+_pg_profile: bool = False
+ms_slower_then: float = 0
 
 
 def pg_profile_enabled() -> bool:

piker/brokers/_util.py

@@ -33,13 +33,49 @@ class SymbolNotFound(BrokerError):
 
 
 class NoData(BrokerError):
-    "Symbol data not permitted"
+    '''
+    Symbol data not permitted or no data
+    for time range found.
+
+    '''
+    def __init__(
+        self,
+        *args,
+        frame_size: int = 1000,
+
+    ) -> None:
+        super().__init__(*args)
+
+        # when raised, machinery can check if the backend
+        # set a "frame size" for doing datetime calcs.
+        self.frame_size: int = 1000
+
+
+class DataUnavailable(BrokerError):
+    '''
+    Signal storage requests to terminate.
+
+    '''
+    # TODO: add in a reason that can be displayed in the
+    # UI (for eg. `kraken` is bs and you should complain
+    # to them that you can't pull more OHLC data..)
+
+
+class DataThrottle(BrokerError):
+    '''
+    Broker throttled request rate for data.
+
+    '''
+    # TODO: add in throttle metrics/feedback
+
 
 
 def resproc(
     resp: asks.response_objects.Response,
     log: logging.Logger,
-    return_json: bool = True
+    return_json: bool = True,
+    log_resp: bool = False,
+
 ) -> asks.response_objects.Response:
     """Process response and return its json content.
 
@@ -48,11 +84,12 @@ def resproc(
     if not resp.status_code == 200:
         raise BrokerError(resp.body)
     try:
-        json = resp.json()
+        msg = resp.json()
     except json.decoder.JSONDecodeError:
         log.exception(f"Failed to process {resp}:\n{resp.text}")
         raise BrokerError(resp.text)
-    else:
-        log.debug(f"Received json contents:\n{colorize_json(json)}")
 
-    return json if return_json else resp
+    if log_resp:
+        log.debug(f"Received json contents:\n{colorize_json(msg)}")
+
+    return msg if return_json else resp

piker/brokers/binance.py

@@ -18,13 +18,17 @@
 Binance backend
 
 """
-from contextlib import asynccontextmanager
+from contextlib import asynccontextmanager as acm
-from typing import List, Dict, Any, Tuple, Union, Optional, AsyncGenerator
+from datetime import datetime
+from typing import (
+    Any, Union, Optional,
+    AsyncGenerator, Callable,
+)
 import time
 
 import trio
 from trio_typing import TaskStatus
-import arrow
+import pendulum
 import asks
 from fuzzywuzzy import process as fuzzy
 import numpy as np
@@ -88,7 +92,7 @@ class Pair(BaseModel):
     baseCommissionPrecision: int
     quoteCommissionPrecision: int
 
-    orderTypes: List[str]
+    orderTypes: list[str]
 
     icebergAllowed: bool
     ocoAllowed: bool
@@ -96,8 +100,8 @@ class Pair(BaseModel):
     isSpotTradingAllowed: bool
     isMarginTradingAllowed: bool
 
-    filters: List[Dict[str, Union[str, int, float]]]
+    filters: list[dict[str, Union[str, int, float]]]
-    permissions: List[str]
+    permissions: list[str]
 
 
 @dataclass
@@ -129,7 +133,7 @@ class OHLC:
     bar_wap: float = 0.0
 
 
-# convert arrow timestamp to unixtime in miliseconds
+# convert datetime obj timestamp to unixtime in milliseconds
 def binance_timestamp(when):
     return int((when.timestamp() * 1000) + (when.microsecond / 1000))
 
@@ -145,7 +149,7 @@ class Client:
         self,
         method: str,
         params: dict,
-    ) -> Dict[str, Any]:
+    ) -> dict[str, Any]:
         resp = await self._sesh.get(
             path=f'/api/v3/{method}',
             params=params,
@@ -200,7 +204,7 @@ class Client:
         self,
         pattern: str,
         limit: int = None,
-    ) -> Dict[str, Any]:
+    ) -> dict[str, Any]:
         if self._pairs is not None:
             data = self._pairs
         else:
@@ -218,20 +222,22 @@ class Client:
     async def bars(
         self,
         symbol: str,
-        start_time: int = None,
+        start_dt: Optional[datetime] = None,
-        end_time: int = None,
+        end_dt: Optional[datetime] = None,
         limit: int = 1000,  # <- max allowed per query
         as_np: bool = True,
 
     ) -> dict:
 
-        if start_time is None:
+        if end_dt is None:
-            start_time = binance_timestamp(
+            end_dt = pendulum.now('UTC')
-                arrow.utcnow().floor('minute').shift(minutes=-limit)
-            )
 
-        if end_time is None:
+        if start_dt is None:
-            end_time = binance_timestamp(arrow.utcnow())
+            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(
@@ -273,7 +279,7 @@ class Client:
         return array
 
 
-@asynccontextmanager
+@acm
 async def get_client() -> Client:
     client = Client()
     await client.cache_symbols()
@@ -353,7 +359,7 @@ async def stream_messages(ws: NoBsWs) -> AsyncGenerator[NoBsWs, dict]:
             }
 
 
-def make_sub(pairs: List[str], sub_name: str, uid: int) -> Dict[str, str]:
+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
@@ -368,6 +374,37 @@ def make_sub(pairs: List[str], sub_name: str, uid: int) -> Dict[str, str]:
     }
 
 
+@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(
+            end_dt: Optional[datetime] = None,
+            start_dt: Optional[datetime] = None,
+
+        ) -> tuple[
+            np.ndarray,
+            datetime,  # start
+            datetime,  # end
+        ]:
+
+            array = await client.bars(
+                symbol,
+                start_dt=start_dt,
+                end_dt=end_dt,
+            )
+            start_dt = pendulum.from_timestamp(array[0]['time'])
+            end_dt = pendulum.from_timestamp(array[-1]['time'])
+            return array, start_dt, end_dt
+
+        yield get_ohlc, {'erlangs': 3, 'rate': 3}
+
+
 async def backfill_bars(
     sym: str,
     shm: ShmArray,  # type: ignore # noqa
@@ -385,13 +422,12 @@ async def backfill_bars(
 async def stream_quotes(
 
     send_chan: trio.abc.SendChannel,
-    symbols: List[str],
+    symbols: list[str],
-    shm: ShmArray,
     feed_is_live: trio.Event,
     loglevel: str = None,
 
     # startup sync
-    task_status: TaskStatus[Tuple[Dict, Dict]] = trio.TASK_STATUS_IGNORED,
+    task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
 
 ) -> None:
     # XXX: required to propagate ``tractor`` loglevel to piker logging
@@ -416,8 +452,8 @@ async def stream_quotes(
 
             # XXX: after manually inspecting the response format we
             # just directly pick out the info we need
-            si['price_tick_size'] = syminfo.filters[0]['tickSize']
+            si['price_tick_size'] = float(syminfo.filters[0]['tickSize'])
-            si['lot_tick_size'] = syminfo.filters[2]['stepSize']
+            si['lot_tick_size'] = float(syminfo.filters[2]['stepSize'])
             si['asset_type'] = 'crypto'
 
         symbol = symbols[0]
@@ -428,10 +464,11 @@ async def stream_quotes(
             symbol: {
                 'symbol_info': sym_infos[sym],
                 'shm_write_opts': {'sum_tick_vml': False},
+                'fqsn': sym,
             },
         }
 
-        @asynccontextmanager
+        @acm
         async def subscribe(ws: wsproto.WSConnection):
             # setup subs
 
@@ -481,8 +518,7 @@ async def stream_quotes(
                 # TODO: use ``anext()`` when it lands in 3.10!
                 typ, quote = await msg_gen.__anext__()
 
-            first_quote = {quote['symbol'].lower(): quote}
+            task_status.started((init_msgs,  quote))
-            task_status.started((init_msgs,  first_quote))
 
             # signal to caller feed is ready for consumption
             feed_is_live.set()

piker/brokers/cli.py

@@ -23,7 +23,6 @@ from operator import attrgetter
 from operator import itemgetter
 
 import click
-import pandas as pd
 import trio
 import tractor
 
@@ -47,8 +46,10 @@ _watchlists_data_path = os.path.join(_config_dir, 'watchlists.json')
 @click.argument('kwargs', nargs=-1)
 @click.pass_obj
 def api(config, meth, kwargs, keys):
-    """Make a broker-client API method call
+    '''
-    """
+    Make a broker-client API method call
+
+    '''
     # global opts
     broker = config['brokers'][0]
 
@@ -79,13 +80,13 @@ def api(config, meth, kwargs, keys):
 
 
 @cli.command()
-@click.option('--df-output', '-df', flag_value=True,
-              help='Output in `pandas.DataFrame` format')
 @click.argument('tickers', nargs=-1, required=True)
 @click.pass_obj
-def quote(config, tickers, df_output):
+def quote(config, tickers):
-    """Print symbol quotes to the console
+    '''
-    """
+    Print symbol quotes to the console
+
+    '''
     # global opts
     brokermod = config['brokermods'][0]
 
@@ -100,28 +101,19 @@ def quote(config, tickers, df_output):
             if ticker not in syms:
                 brokermod.log.warn(f"Could not find symbol {ticker}?")
 
-    if df_output:
-        cols = next(filter(bool, quotes)).copy()
-        cols.pop('symbol')
-        df = pd.DataFrame(
-            (quote or {} for quote in quotes),
-            columns=cols,
-        )
-        click.echo(df)
-    else:
     click.echo(colorize_json(quotes))
 
 
 @cli.command()
-@click.option('--df-output', '-df', flag_value=True,
-              help='Output in `pandas.DataFrame` format')
 @click.option('--count', '-c', default=1000,
               help='Number of bars to retrieve')
 @click.argument('symbol', required=True)
 @click.pass_obj
-def bars(config, symbol, count, df_output):
+def bars(config, symbol, count):
-    """Retreive 1m bars for symbol and print on the console
+    '''
-    """
+    Retreive 1m bars for symbol and print on the console
+
+    '''
     # global opts
     brokermod = config['brokermods'][0]
 
@@ -133,7 +125,7 @@ def bars(config, symbol, count, df_output):
             brokermod,
             symbol,
             count=count,
-            as_np=df_output
+            as_np=False,
         )
     )
 
@@ -141,9 +133,6 @@ def bars(config, symbol, count, df_output):
         log.error(f"No quotes could be found for {symbol}?")
         return
 
-    if df_output:
-        click.echo(pd.DataFrame(bars))
-    else:
     click.echo(colorize_json(bars))
 
 
@@ -156,8 +145,10 @@ def bars(config, symbol, count, df_output):
 @click.argument('name', nargs=1, required=True)
 @click.pass_obj
 def record(config, rate, name, dhost, filename):
-    """Record client side quotes to a file on disk
+    '''
-    """
+    Record client side quotes to a file on disk
+
+    '''
     # global opts
     brokermod = config['brokermods'][0]
     loglevel = config['loglevel']
@@ -195,8 +186,10 @@ def record(config, rate, name, dhost, filename):
 @click.argument('symbol', required=True)
 @click.pass_context
 def contracts(ctx, loglevel, broker, symbol, ids):
-    """Get list of all option contracts for symbol
+    '''
-    """
+    Get list of all option contracts for symbol
+
+    '''
     brokermod = get_brokermod(broker)
     get_console_log(loglevel)
 
@@ -213,14 +206,14 @@ def contracts(ctx, loglevel, broker, symbol, ids):
 
 
 @cli.command()
-@click.option('--df-output', '-df', flag_value=True,
-              help='Output in `pandas.DataFrame` format')
 @click.option('--date', '-d', help='Contracts expiry date')
 @click.argument('symbol', required=True)
 @click.pass_obj
-def optsquote(config, symbol, df_output, date):
+def optsquote(config, symbol, date):
-    """Retreive symbol option quotes on the console
+    '''
-    """
+    Retreive symbol option quotes on the console
+
+    '''
     # global opts
     brokermod = config['brokermods'][0]
 
@@ -233,13 +226,6 @@ def optsquote(config, symbol, df_output, date):
         log.error(f"No option quotes could be found for {symbol}?")
         return
 
-    if df_output:
-        df = pd.DataFrame(
-            (quote.values() for quote in quotes),
-            columns=quotes[0].keys(),
-        )
-        click.echo(df)
-    else:
     click.echo(colorize_json(quotes))
 
 
@@ -247,8 +233,10 @@ def optsquote(config, symbol, df_output, date):
 @click.argument('tickers', nargs=-1, required=True)
 @click.pass_obj
 def symbol_info(config, tickers):
-    """Print symbol quotes to the console
+    '''
-    """
+    Print symbol quotes to the console
+
+    '''
     # global opts
     brokermod = config['brokermods'][0]
 
@@ -270,8 +258,10 @@ def symbol_info(config, tickers):
 @click.argument('pattern', required=True)
 @click.pass_obj
 def search(config, pattern):
-    """Search for symbols from broker backend(s).
+    '''
-    """
+    Search for symbols from broker backend(s).
+
+    '''
     # global opts
     brokermods = config['brokermods']
 

piker/brokers/core.py

@@ -142,15 +142,23 @@ async def symbol_search(
     brokermods: list[ModuleType],
     pattern: str,
     **kwargs,
+
 ) -> Dict[str, Dict[str, Dict[str, Any]]]:
-    """Return symbol info from broker.
+    '''
-    """
+    Return symbol info from broker.
+
+    '''
     results = []
 
-    async def search_backend(brokername: str) -> None:
+    async def search_backend(
+        brokermod: ModuleType
+    ) -> None:
+
+        brokername: str = mod.name
 
         async with maybe_spawn_brokerd(
-            brokername,
+            mod.name,
+            infect_asyncio=getattr(mod, '_infect_asyncio', False),
         ) as portal:
 
             results.append((

piker/brokers/ib/__init__.py

@@ -0,0 +1,67 @@
+# 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/>.
+
+"""
+Interactive Brokers API backend.
+
+Sub-modules within break into the core functionalities:
+
+- ``broker.py`` part for orders / trading endpoints
+- ``data.py`` for real-time data feed endpoints
+
+- ``client.py`` for the core API machinery which is ``trio``-ized
+  wrapping around ``ib_insync``.
+
+- ``report.py`` for the hackery to build manual pp calcs
+  to avoid ib's absolute bullshit FIFO style position
+  tracking..
+
+"""
+from .api import (
+    get_client,
+)
+from .feed import (
+    open_history_client,
+    open_symbol_search,
+    stream_quotes,
+)
+from .broker import trades_dialogue
+
+__all__ = [
+    'get_client',
+    'trades_dialogue',
+    'open_history_client',
+    'open_symbol_search',
+    'stream_quotes',
+]
+
+
+# tractor RPC enable arg
+__enable_modules__: list[str] = [
+    'api',
+    'feed',
+    'broker',
+]
+
+# passed to ``tractor.ActorNursery.start_actor()``
+_spawn_kwargs = {
+    'infect_asyncio': True,
+}
+
+# annotation to let backend agnostic code
+# know if ``brokerd`` should be spawned with
+# ``tractor``'s aio mode.
+_infect_asyncio: bool = True

piker/brokers/ib/broker.py

@@ -0,0 +1,590 @@
+# 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/>.
+"""
+Order and trades endpoints for use with ``piker``'s EMS.
+
+"""
+from __future__ import annotations
+from dataclasses import asdict
+from functools import partial
+from pprint import pformat
+import time
+from typing import (
+    Any,
+    Optional,
+    AsyncIterator,
+)
+
+import trio
+from trio_typing import TaskStatus
+import tractor
+from ib_insync.contract import (
+    Contract,
+    Option,
+)
+from ib_insync.order import (
+    Trade,
+    OrderStatus,
+)
+from ib_insync.objects import (
+    Fill,
+    Execution,
+)
+from ib_insync.objects import Position
+
+from piker import config
+from piker.log import get_console_log
+from piker.clearing._messages import (
+    BrokerdOrder,
+    BrokerdOrderAck,
+    BrokerdStatus,
+    BrokerdPosition,
+    BrokerdCancel,
+    BrokerdFill,
+    BrokerdError,
+)
+from .api import (
+    _accounts2clients,
+    _adhoc_futes_set,
+    log,
+    get_config,
+    open_client_proxies,
+    Client,
+)
+
+
+def pack_position(
+    pos: Position
+
+) -> dict[str, Any]:
+    con = pos.contract
+
+    if isinstance(con, Option):
+        # TODO: option symbol parsing and sane display:
+        symbol = con.localSymbol.replace(' ', '')
+
+    else:
+        # TODO: lookup fqsn even for derivs.
+        symbol = con.symbol.lower()
+
+    exch = (con.primaryExchange or con.exchange).lower()
+    symkey = '.'.join((symbol, exch))
+    if not exch:
+        # attempt to lookup the symbol from our
+        # hacked set..
+        for sym in _adhoc_futes_set:
+            if symbol in sym:
+                symkey = sym
+                break
+
+    expiry = con.lastTradeDateOrContractMonth
+    if expiry:
+        symkey += f'.{expiry}'
+
+    # TODO: options contracts into a sane format..
+
+    return BrokerdPosition(
+        broker='ib',
+        account=pos.account,
+        symbol=symkey,
+        currency=con.currency,
+        size=float(pos.position),
+        avg_price=float(pos.avgCost) / float(con.multiplier or 1.0),
+    )
+
+
+async def handle_order_requests(
+
+    ems_order_stream: tractor.MsgStream,
+    accounts_def: dict[str, str],
+
+) -> None:
+
+    request_msg: dict
+    async for request_msg in ems_order_stream:
+        log.info(f'Received order request {request_msg}')
+
+        action = request_msg['action']
+        account = request_msg['account']
+
+        acct_number = accounts_def.get(account)
+        if not acct_number:
+            log.error(
+                f'An IB account number for name {account} is not found?\n'
+                'Make sure you have all TWS and GW instances running.'
+            )
+            await ems_order_stream.send(BrokerdError(
+                oid=request_msg['oid'],
+                symbol=request_msg['symbol'],
+                reason=f'No account found: `{account}` ?',
+            ).dict())
+            continue
+
+        client = _accounts2clients.get(account)
+        if not client:
+            log.error(
+                f'An IB client for account name {account} is not found.\n'
+                'Make sure you have all TWS and GW instances running.'
+            )
+            await ems_order_stream.send(BrokerdError(
+                oid=request_msg['oid'],
+                symbol=request_msg['symbol'],
+                reason=f'No api client loaded for account: `{account}` ?',
+            ).dict())
+            continue
+
+        if action in {'buy', 'sell'}:
+            # validate
+            order = BrokerdOrder(**request_msg)
+
+            # call our client api to submit the order
+            reqid = client.submit_limit(
+                oid=order.oid,
+                symbol=order.symbol,
+                price=order.price,
+                action=order.action,
+                size=order.size,
+                account=acct_number,
+
+                # XXX: by default 0 tells ``ib_insync`` methods that
+                # there is no existing order so ask the client to create
+                # a new one (which it seems to do by allocating an int
+                # counter - collision prone..)
+                reqid=order.reqid,
+            )
+            if reqid is None:
+                await ems_order_stream.send(BrokerdError(
+                    oid=request_msg['oid'],
+                    symbol=request_msg['symbol'],
+                    reason='Order already active?',
+                ).dict())
+
+            # deliver ack that order has been submitted to broker routing
+            await ems_order_stream.send(
+                BrokerdOrderAck(
+                    # ems order request id
+                    oid=order.oid,
+                    # broker specific request id
+                    reqid=reqid,
+                    time_ns=time.time_ns(),
+                    account=account,
+                ).dict()
+            )
+
+        elif action == 'cancel':
+            msg = BrokerdCancel(**request_msg)
+            client.submit_cancel(reqid=msg.reqid)
+
+        else:
+            log.error(f'Unknown order command: {request_msg}')
+
+
+async def recv_trade_updates(
+
+    client: Client,
+    to_trio: trio.abc.SendChannel,
+
+) -> None:
+    """Stream a ticker using the std L1 api.
+    """
+    client.inline_errors(to_trio)
+
+    # sync with trio task
+    to_trio.send_nowait(None)
+
+    def push_tradesies(eventkit_obj, obj, fill=None):
+        """Push events to trio task.
+
+        """
+        if fill is not None:
+            # execution details event
+            item = ('fill', (obj, fill))
+
+        elif eventkit_obj.name() == 'positionEvent':
+            item = ('position', obj)
+
+        else:
+            item = ('status', obj)
+
+        log.info(f'eventkit event ->\n{pformat(item)}')
+
+        try:
+            to_trio.send_nowait(item)
+        except trio.BrokenResourceError:
+            log.exception(f'Disconnected from {eventkit_obj} updates')
+            eventkit_obj.disconnect(push_tradesies)
+
+    # hook up to the weird eventkit object - event stream api
+    for ev_name in [
+        'orderStatusEvent',  # all order updates
+        'execDetailsEvent',  # all "fill" updates
+        'positionEvent',  # avg price updates per symbol per account
+
+        # 'commissionReportEvent',
+        # XXX: ugh, it is a separate event from IB and it's
+        # emitted as follows:
+        # self.ib.commissionReportEvent.emit(trade, fill, report)
+
+        # XXX: not sure yet if we need these
+        # 'updatePortfolioEvent',
+
+        # XXX: these all seem to be weird ib_insync intrernal
+        # events that we probably don't care that much about
+        # given the internal design is wonky af..
+        # 'newOrderEvent',
+        # 'orderModifyEvent',
+        # 'cancelOrderEvent',
+        # 'openOrderEvent',
+    ]:
+        eventkit_obj = getattr(client.ib, ev_name)
+        handler = partial(push_tradesies, eventkit_obj)
+        eventkit_obj.connect(handler)
+
+    # let the engine run and stream
+    await client.ib.disconnectedEvent
+
+
+@tractor.context
+async def trades_dialogue(
+
+    ctx: tractor.Context,
+    loglevel: str = None,
+
+) -> AsyncIterator[dict[str, Any]]:
+
+    # XXX: required to propagate ``tractor`` loglevel to piker logging
+    get_console_log(loglevel or tractor.current_actor().loglevel)
+
+    accounts_def = config.load_accounts(['ib'])
+
+    global _client_cache
+
+    # deliver positions to subscriber before anything else
+    all_positions = []
+    accounts = set()
+    clients: list[tuple[Client, trio.MemoryReceiveChannel]] = []
+
+    async with (
+        trio.open_nursery() as nurse,
+        open_client_proxies() as (proxies, aioclients),
+    ):
+        for account, proxy in proxies.items():
+
+            client = aioclients[account]
+
+            async def open_stream(
+                task_status: TaskStatus[
+                    trio.abc.ReceiveChannel
+                ] = trio.TASK_STATUS_IGNORED,
+            ):
+                # each api client has a unique event stream
+                async with tractor.to_asyncio.open_channel_from(
+                    recv_trade_updates,
+                    client=client,
+                ) as (first, trade_event_stream):
+
+                    task_status.started(trade_event_stream)
+                    await trio.sleep_forever()
+
+            trade_event_stream = await nurse.start(open_stream)
+
+            clients.append((client, trade_event_stream))
+
+            assert account in accounts_def
+            accounts.add(account)
+
+        for client in aioclients.values():
+            for pos in client.positions():
+
+                msg = pack_position(pos)
+                msg.account = accounts_def.inverse[msg.account]
+
+                assert msg.account in accounts, (
+                    f'Position for unknown account: {msg.account}')
+
+                all_positions.append(msg.dict())
+
+        trades: list[dict] = []
+        for proxy in proxies.values():
+            trades.append(await proxy.trades())
+
+        log.info(f'Loaded {len(trades)} from this session')
+        # TODO: write trades to local ``trades.toml``
+        # - use above per-session trades data and write to local file
+        # - get the "flex reports" working and pull historical data and
+        # also save locally.
+
+        await ctx.started((
+            all_positions,
+            tuple(name for name in accounts_def if name in accounts),
+        ))
+
+        async with (
+            ctx.open_stream() as ems_stream,
+            trio.open_nursery() as n,
+        ):
+            # start order request handler **before** local trades event loop
+            n.start_soon(handle_order_requests, ems_stream, accounts_def)
+
+            # allocate event relay tasks for each client connection
+            for client, stream in clients:
+                n.start_soon(
+                    deliver_trade_events,
+                    stream,
+                    ems_stream,
+                    accounts_def
+                )
+
+            # block until cancelled
+            await trio.sleep_forever()
+
+
+async def deliver_trade_events(
+
+    trade_event_stream: trio.MemoryReceiveChannel,
+    ems_stream: tractor.MsgStream,
+    accounts_def: dict[str, str],
+
+) -> None:
+    '''Format and relay all trade events for a given client to the EMS.
+
+    '''
+    action_map = {'BOT': 'buy', 'SLD': 'sell'}
+
+    # TODO: for some reason we can receive a ``None`` here when the
+    # ib-gw goes down? Not sure exactly how that's happening looking
+    # at the eventkit code above but we should probably handle it...
+    async for event_name, item in trade_event_stream:
+
+        log.info(f'ib sending {event_name}:\n{pformat(item)}')
+
+        # TODO: templating the ib statuses in comparison with other
+        # brokers is likely the way to go:
+        # https://interactivebrokers.github.io/tws-api/interfaceIBApi_1_1EWrapper.html#a17f2a02d6449710b6394d0266a353313
+        # short list:
+        # - PendingSubmit
+        # - PendingCancel
+        # - PreSubmitted (simulated orders)
+        # - ApiCancelled (cancelled by client before submission
+        #                 to routing)
+        # - Cancelled
+        # - Filled
+        # - Inactive (reject or cancelled but not by trader)
+
+        # XXX: here's some other sucky cases from the api
+        # - short-sale but securities haven't been located, in this
+        #   case we should probably keep the order in some kind of
+        #   weird state or cancel it outright?
+
+        # status='PendingSubmit', message=''),
+        # status='Cancelled', message='Error 404,
+        #   reqId 1550: Order held while securities are located.'),
+        # status='PreSubmitted', message='')],
+
+        if event_name == 'status':
+
+            # XXX: begin normalization of nonsense ib_insync internal
+            # object-state tracking representations...
+
+            # unwrap needed data from ib_insync internal types
+            trade: Trade = item
+            status: OrderStatus = trade.orderStatus
+
+            # skip duplicate filled updates - we get the deats
+            # from the execution details event
+            msg = BrokerdStatus(
+
+                reqid=trade.order.orderId,
+                time_ns=time.time_ns(),  # cuz why not
+                account=accounts_def.inverse[trade.order.account],
+
+                # everyone doin camel case..
+                status=status.status.lower(),  # force lower case
+
+                filled=status.filled,
+                reason=status.whyHeld,
+
+                # this seems to not be necessarily up to date in the
+                # execDetails event.. so we have to send it here I guess?
+                remaining=status.remaining,
+
+                broker_details={'name': 'ib'},
+            )
+
+        elif event_name == 'fill':
+
+            # for wtv reason this is a separate event type
+            # from IB, not sure why it's needed other then for extra
+            # complexity and over-engineering :eyeroll:.
+            # we may just end up dropping these events (or
+            # translating them to ``Status`` msgs) if we can
+            # show the equivalent status events are no more latent.
+
+            # unpack ib_insync types
+            # pep-0526 style:
+            # https://www.python.org/dev/peps/pep-0526/#global-and-local-variable-annotations
+            trade: Trade
+            fill: Fill
+            trade, fill = item
+            execu: Execution = fill.execution
+
+            # TODO: normalize out commissions details?
+            details = {
+                'contract': asdict(fill.contract),
+                'execution': asdict(fill.execution),
+                'commissions': asdict(fill.commissionReport),
+                'broker_time': execu.time,   # supposedly server fill time
+                'name': 'ib',
+            }
+
+            msg = BrokerdFill(
+                # should match the value returned from `.submit_limit()`
+                reqid=execu.orderId,
+                time_ns=time.time_ns(),  # cuz why not
+
+                action=action_map[execu.side],
+                size=execu.shares,
+                price=execu.price,
+
+                broker_details=details,
+                # XXX: required by order mode currently
+                broker_time=details['broker_time'],
+
+            )
+
+        elif event_name == 'error':
+
+            err: dict = item
+
+            # f$#$% gawd dammit insync..
+            con = err['contract']
+            if isinstance(con, Contract):
+                err['contract'] = asdict(con)
+
+            if err['reqid'] == -1:
+                log.error(f'TWS external order error:\n{pformat(err)}')
+
+            # TODO: what schema for this msg if we're going to make it
+            # portable across all backends?
+            # msg = BrokerdError(**err)
+            continue
+
+        elif event_name == 'position':
+            msg = pack_position(item)
+            msg.account = accounts_def.inverse[msg.account]
+
+        elif event_name == 'event':
+
+            # it's either a general system status event or an external
+            # trade event?
+            log.info(f"TWS system status: \n{pformat(item)}")
+
+            # TODO: support this again but needs parsing at the callback
+            # level...
+            # reqid = item.get('reqid', 0)
+            # if getattr(msg, 'reqid', 0) < -1:
+            # log.info(f"TWS triggered trade\n{pformat(msg.dict())}")
+
+            continue
+
+            # msg.reqid = 'tws-' + str(-1 * reqid)
+
+            # mark msg as from "external system"
+            # TODO: probably something better then this.. and start
+            # considering multiplayer/group trades tracking
+            # msg.broker_details['external_src'] = 'tws'
+
+        # XXX: we always serialize to a dict for msgpack
+        # translations, ideally we can move to an msgspec (or other)
+        # encoder # that can be enabled in ``tractor`` ahead of
+        # time so we can pass through the message types directly.
+        await ems_stream.send(msg.dict())
+
+
+def load_flex_trades(
+    path: Optional[str] = None,
+
+) -> dict[str, str]:
+
+    from pprint import pprint
+    from ib_insync import flexreport, util
+
+    conf = get_config()
+
+    if not path:
+        # load ``brokers.toml`` and try to get the flex
+        # token and query id that must be previously defined
+        # by the user.
+        token = conf.get('flex_token')
+        if not token:
+            raise ValueError(
+               'You must specify a ``flex_token`` field in your'
+               '`brokers.toml` in order load your trade log, see our'
+               'intructions for how to set this up here:\n'
+               'PUT LINK HERE!'
+            )
+
+        qid = conf['flex_trades_query_id']
+
+        # TODO: hack this into our logging
+        # system like we do with the API client..
+        util.logToConsole()
+
+        # TODO: rewrite the query part of this with async..httpx?
+        report = flexreport.FlexReport(
+            token=token,
+            queryId=qid,
+        )
+
+    else:
+        # XXX: another project we could potentially look at,
+        # https://pypi.org/project/ibflex/
+        report = flexreport.FlexReport(path=path)
+
+    trade_entries = report.extract('Trade')
+    trades = {
+        # XXX: LOL apparently ``toml`` has a bug
+        # where a section key error will show up in the write
+        # if you leave this as an ``int``?
+        str(t.__dict__['tradeID']): t.__dict__
+        for t in trade_entries
+    }
+
+    ln = len(trades)
+    log.info(f'Loaded {ln} trades from flex query')
+
+    trades_by_account = {}
+    for tid, trade in trades.items():
+        trades_by_account.setdefault(
+            # oddly for some so-called "BookTrade" entries
+            # this field seems to be blank, no cuckin clue.
+            # trade['ibExecID']
+            str(trade['accountId']), {}
+        )[tid] = trade
+
+    section = {'ib': trades_by_account}
+    pprint(section)
+
+    # TODO: load the config first and append in
+    # the new trades loaded here..
+    try:
+        config.write(section, 'trades')
+    except KeyError:
+        import pdbpp; pdbpp.set_trace()  # noqa
+
+
+if __name__ == '__main__':
+    load_flex_trades()

piker/brokers/ib/feed.py

@@ -0,0 +1,938 @@
+# 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/>.
+"""
+Data feed endpoints pre-wrapped and ready for use with ``tractor``/``trio``.
+
+"""
+from __future__ import annotations
+import asyncio
+from contextlib import asynccontextmanager as acm
+from dataclasses import asdict
+from datetime import datetime
+from math import isnan
+import time
+from typing import (
+    Callable,
+    Optional,
+    Awaitable,
+)
+
+from async_generator import aclosing
+from fuzzywuzzy import process as fuzzy
+import numpy as np
+import pendulum
+import tractor
+import trio
+from trio_typing import TaskStatus
+
+from piker.data._sharedmem import ShmArray
+from .._util import SymbolNotFound, NoData
+from .api import (
+    _adhoc_futes_set,
+    log,
+    load_aio_clients,
+    ibis,
+    MethodProxy,
+    open_client_proxies,
+    get_preferred_data_client,
+    Ticker,
+    RequestError,
+    Contract,
+)
+
+
+# https://interactivebrokers.github.io/tws-api/tick_types.html
+tick_types = {
+    77: 'trade',
+
+    # a "utrade" aka an off exchange "unreportable" (dark) vlm:
+    # https://interactivebrokers.github.io/tws-api/tick_types.html#rt_volume
+    48: 'dark_trade',
+
+    # standard L1 ticks
+    0: 'bsize',
+    1: 'bid',
+    2: 'ask',
+    3: 'asize',
+    4: 'last',
+    5: 'size',
+    8: 'volume',
+
+    # ``ib_insync`` already packs these into
+    # quotes under the following fields.
+    # 55: 'trades_per_min',  # `'tradeRate'`
+    # 56: 'vlm_per_min',  # `'volumeRate'`
+    # 89: 'shortable',  # `'shortableShares'`
+}
+
+
+@acm
+async def open_data_client() -> MethodProxy:
+    '''
+    Open the first found preferred "data client" as defined in the
+    user's ``brokers.toml`` in the ``ib.prefer_data_account`` variable
+    and deliver that client wrapped in a ``MethodProxy``.
+
+    '''
+    async with (
+        open_client_proxies() as (proxies, clients),
+    ):
+        account_name, client = get_preferred_data_client(clients)
+        proxy = proxies.get(f'ib.{account_name}')
+        if not proxy:
+            raise ValueError(
+                f'No preferred data client could be found for {account_name}!'
+            )
+
+        yield proxy
+
+
+@acm
+async def open_history_client(
+    symbol: str,
+
+) -> tuple[Callable, int]:
+    '''
+    History retreival endpoint - delivers a historical frame callble
+    that takes in ``pendulum.datetime`` and returns ``numpy`` arrays.
+
+    '''
+    async with open_data_client() as proxy:
+
+        async def get_hist(
+            end_dt: Optional[datetime] = None,
+            start_dt: Optional[datetime] = None,
+
+        ) -> tuple[np.ndarray, str]:
+
+            out, fails = await get_bars(proxy, symbol, end_dt=end_dt)
+
+            # TODO: add logic here to handle tradable hours and only grab
+            # valid bars in the range
+            if out is None:
+                # could be trying to retreive bars over weekend
+                log.error(f"Can't grab bars starting at {end_dt}!?!?")
+                raise NoData(
+                    f'{end_dt}',
+                    frame_size=2000,
+                )
+
+            bars, bars_array, first_dt, last_dt = out
+
+            # volume cleaning since there's -ve entries,
+            # wood luv to know what crookery that is..
+            vlm = bars_array['volume']
+            vlm[vlm < 0] = 0
+
+            return bars_array, first_dt, last_dt
+
+        # TODO: it seems like we can do async queries for ohlc
+        # but getting the order right still isn't working and I'm not
+        # quite sure why.. needs some tinkering and probably
+        # a lookthrough of the ``ib_insync`` machinery, for eg. maybe
+        # we have to do the batch queries on the `asyncio` side?
+        yield get_hist, {'erlangs': 1, 'rate': 6}
+
+
+_pacing: str = (
+    'Historical Market Data Service error '
+    'message:Historical data request pacing violation'
+)
+
+
+async def get_bars(
+
+    proxy: MethodProxy,
+    fqsn: str,
+
+    # blank to start which tells ib to look up the latest datum
+    end_dt: str = '',
+
+) -> (dict, np.ndarray):
+    '''
+    Retrieve historical data from a ``trio``-side task using
+    a ``MethoProxy``.
+
+    '''
+    fails = 0
+    bars: Optional[list] = None
+    first_dt: datetime = None
+    last_dt: datetime = None
+
+    if end_dt:
+        last_dt = pendulum.from_timestamp(end_dt.timestamp())
+
+    for _ in range(10):
+        try:
+            out = await proxy.bars(
+                fqsn=fqsn,
+                end_dt=end_dt,
+            )
+            if out:
+                bars, bars_array = out
+
+            else:
+                await tractor.breakpoint()
+
+            if bars_array is None:
+                raise SymbolNotFound(fqsn)
+
+            first_dt = pendulum.from_timestamp(
+                bars[0].date.timestamp())
+
+            last_dt = pendulum.from_timestamp(
+                bars[-1].date.timestamp())
+
+            time = bars_array['time']
+            assert time[-1] == last_dt.timestamp()
+            assert time[0] == first_dt.timestamp()
+            log.info(
+                f'{len(bars)} bars retreived for {first_dt} -> {last_dt}'
+            )
+
+            return (bars, bars_array, first_dt, last_dt), fails
+
+        except RequestError as err:
+            msg = err.message
+            # why do we always need to rebind this?
+            # _err = err
+
+            if 'No market data permissions for' in msg:
+                # TODO: signalling for no permissions searches
+                raise NoData(
+                    f'Symbol: {fqsn}',
+                )
+
+            elif (
+                err.code == 162
+                and 'HMDS query returned no data' in err.message
+            ):
+                # XXX: this is now done in the storage mgmt layer
+                # and we shouldn't implicitly decrement the frame dt
+                # index since the upper layer may be doing so
+                # concurrently and we don't want to be delivering frames
+                # that weren't asked for.
+                log.warning(
+                    f'NO DATA found ending @ {end_dt}\n'
+                )
+
+                # try to decrement start point and look further back
+                # end_dt = last_dt = last_dt.subtract(seconds=2000)
+
+                raise NoData(
+                    f'Symbol: {fqsn}',
+                    frame_size=2000,
+                )
+
+            elif _pacing in msg:
+
+                log.warning(
+                    'History throttle rate reached!\n'
+                    'Resetting farms with `ctrl-alt-f` hack\n'
+                )
+                # TODO: we might have to put a task lock around this
+                # method..
+                hist_ev = proxy.status_event(
+                    'HMDS data farm connection is OK:ushmds'
+                )
+
+                # XXX: other event messages we might want to try and
+                # wait for but i wasn't able to get any of this
+                # reliable..
+                # reconnect_start = proxy.status_event(
+                #     'Market data farm is connecting:usfuture'
+                # )
+                # live_ev = proxy.status_event(
+                #     'Market data farm connection is OK:usfuture'
+                # )
+
+                # try to wait on the reset event(s) to arrive, a timeout
+                # will trigger a retry up to 6 times (for now).
+                tries: int = 2
+                timeout: float = 10
+
+                # try 3 time with a data reset then fail over to
+                # a connection reset.
+                for i in range(1, tries):
+
+                    log.warning('Sending DATA RESET request')
+                    await data_reset_hack(reset_type='data')
+
+                    with trio.move_on_after(timeout) as cs:
+                        for name, ev in [
+                            # TODO: not sure if waiting on other events
+                            # is all that useful here or not. in theory
+                            # you could wait on one of the ones above
+                            # first to verify the reset request was
+                            # sent?
+                            ('history', hist_ev),
+                        ]:
+                            await ev.wait()
+                            log.info(f"{name} DATA RESET")
+                            break
+
+                    if cs.cancelled_caught:
+                        fails += 1
+                        log.warning(
+                            f'Data reset {name} timeout, retrying {i}.'
+                        )
+
+                        continue
+                else:
+
+                    log.warning('Sending CONNECTION RESET')
+                    await data_reset_hack(reset_type='connection')
+
+                    with trio.move_on_after(timeout) as cs:
+                        for name, ev in [
+                            # TODO: not sure if waiting on other events
+                            # is all that useful here or not. in theory
+                            # you could wait on one of the ones above
+                            # first to verify the reset request was
+                            # sent?
+                            ('history', hist_ev),
+                        ]:
+                            await ev.wait()
+                            log.info(f"{name} DATA RESET")
+
+                    if cs.cancelled_caught:
+                        fails += 1
+                        log.warning('Data CONNECTION RESET timeout!?')
+
+            else:
+                raise
+
+    return None, None
+    # else:  # throttle wasn't fixed so error out immediately
+    #     raise _err
+
+
+async def backfill_bars(
+
+    fqsn: str,
+    shm: ShmArray,  # type: ignore # noqa
+
+    # TODO: we want to avoid overrunning the underlying shm array buffer
+    # and we should probably calc the number of calls to make depending
+    # on that until we have the `marketstore` daemon in place in which
+    # case the shm size will be driven by user config and available sys
+    # memory.
+    count: int = 16,
+
+    task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
+
+) -> None:
+    '''
+    Fill historical bars into shared mem / storage afap.
+
+    TODO: avoid pacing constraints:
+    https://github.com/pikers/piker/issues/128
+
+    '''
+    # last_dt1 = None
+    last_dt = None
+
+    with trio.CancelScope() as cs:
+
+        async with open_data_client() as proxy:
+
+            out, fails = await get_bars(proxy, fqsn)
+
+            if out is None:
+                raise RuntimeError("Could not pull currrent history?!")
+
+            (first_bars, bars_array, first_dt, last_dt) = out
+            vlm = bars_array['volume']
+            vlm[vlm < 0] = 0
+            last_dt = first_dt
+
+            # write historical data to buffer
+            shm.push(bars_array)
+
+            task_status.started(cs)
+
+            i = 0
+            while i < count:
+
+                out, fails = await get_bars(proxy, fqsn, end_dt=first_dt)
+
+                if out is None:
+                    # could be trying to retreive bars over weekend
+                    # TODO: add logic here to handle tradable hours and
+                    # only grab valid bars in the range
+                    log.error(f"Can't grab bars starting at {first_dt}!?!?")
+
+                    # XXX: get_bars() should internally decrement dt by
+                    # 2k seconds and try again.
+                    continue
+
+                (first_bars, bars_array, first_dt, last_dt) = out
+                # last_dt1 = last_dt
+                # last_dt = first_dt
+
+                # volume cleaning since there's -ve entries,
+                # wood luv to know what crookery that is..
+                vlm = bars_array['volume']
+                vlm[vlm < 0] = 0
+
+                # TODO we should probably dig into forums to see what peeps
+                # think this data "means" and then use it as an indicator of
+                # sorts? dinkus has mentioned that $vlms for the day dont'
+                # match other platforms nor the summary stat tws shows in
+                # the monitor - it's probably worth investigating.
+
+                shm.push(bars_array, prepend=True)
+                i += 1
+
+
+asset_type_map = {
+    'STK': 'stock',
+    'OPT': 'option',
+    'FUT': 'future',
+    'CONTFUT': 'continuous_future',
+    'CASH': 'forex',
+    'IND': 'index',
+    'CFD': 'cfd',
+    'BOND': 'bond',
+    'CMDTY': 'commodity',
+    'FOP': 'futures_option',
+    'FUND': 'mutual_fund',
+    'WAR': 'warrant',
+    'IOPT': 'warran',
+    'BAG': 'bag',
+    # 'NEWS': 'news',
+}
+
+
+_quote_streams: dict[str, trio.abc.ReceiveStream] = {}
+
+
+async def _setup_quote_stream(
+
+    from_trio: asyncio.Queue,
+    to_trio: trio.abc.SendChannel,
+
+    symbol: str,
+    opts: tuple[int] = (
+        '375',  # RT trade volume (excludes utrades)
+        '233',  # RT trade volume (includes utrades)
+        '236',  # Shortable shares
+
+        # these all appear to only be updated every 25s thus
+        # making them mostly useless and explains why the scanner
+        # is always slow XD
+        # '293',  # Trade count for day
+        '294',  # Trade rate / minute
+        '295',  # Vlm rate / minute
+    ),
+    contract: Optional[Contract] = None,
+
+) -> trio.abc.ReceiveChannel:
+    '''
+    Stream a ticker using the std L1 api.
+
+    This task is ``asyncio``-side and must be called from
+    ``tractor.to_asyncio.open_channel_from()``.
+
+    '''
+    global _quote_streams
+
+    to_trio.send_nowait(None)
+
+    async with load_aio_clients() as accts2clients:
+        caccount_name, client = get_preferred_data_client(accts2clients)
+        contract = contract or (await client.find_contract(symbol))
+        ticker: Ticker = client.ib.reqMktData(contract, ','.join(opts))
+
+        # NOTE: it's batch-wise and slow af but I guess could
+        # be good for backchecking? Seems to be every 5s maybe?
+        # ticker: Ticker = client.ib.reqTickByTickData(
+        #     contract, 'Last',
+        # )
+
+        # # define a simple queue push routine that streams quote packets
+        # # to trio over the ``to_trio`` memory channel.
+        # to_trio, from_aio = trio.open_memory_channel(2**8)  # type: ignore
+        def teardown():
+            ticker.updateEvent.disconnect(push)
+            log.error(f"Disconnected stream for `{symbol}`")
+            client.ib.cancelMktData(contract)
+
+            # decouple broadcast mem chan
+            _quote_streams.pop(symbol, None)
+
+        def push(t: Ticker) -> None:
+            """
+            Push quotes to trio task.
+
+            """
+            # log.debug(t)
+            try:
+                to_trio.send_nowait(t)
+
+            except (
+                trio.BrokenResourceError,
+
+                # XXX: HACK, not sure why this gets left stale (probably
+                # due to our terrible ``tractor.to_asyncio``
+                # implementation for streams.. but if the mem chan
+                # gets left here and starts blocking just kill the feed?
+                # trio.WouldBlock,
+            ):
+                # XXX: eventkit's ``Event.emit()`` for whatever redic
+                # reason will catch and ignore regular exceptions
+                # resulting in tracebacks spammed to console..
+                # Manually do the dereg ourselves.
+                teardown()
+            except trio.WouldBlock:
+                log.warning(
+                    f'channel is blocking symbol feed for {symbol}?'
+                    f'\n{to_trio.statistics}'
+                )
+
+            # except trio.WouldBlock:
+            #     # for slow debugging purposes to avoid clobbering prompt
+            #     # with log msgs
+            #     pass
+
+        ticker.updateEvent.connect(push)
+        try:
+            await asyncio.sleep(float('inf'))
+        finally:
+            teardown()
+
+        # return from_aio
+
+
+@acm
+async def open_aio_quote_stream(
+
+    symbol: str,
+    contract: Optional[Contract] = None,
+
+) -> trio.abc.ReceiveStream:
+
+    from tractor.trionics import broadcast_receiver
+    global _quote_streams
+
+    from_aio = _quote_streams.get(symbol)
+    if from_aio:
+
+        # if we already have a cached feed deliver a rx side clone to consumer
+        async with broadcast_receiver(
+            from_aio,
+            2**6,
+        ) as from_aio:
+            yield from_aio
+            return
+
+    async with tractor.to_asyncio.open_channel_from(
+        _setup_quote_stream,
+        symbol=symbol,
+        contract=contract,
+
+    ) as (first, from_aio):
+
+        # cache feed for later consumers
+        _quote_streams[symbol] = from_aio
+
+        yield from_aio
+
+
+# TODO: cython/mypyc/numba this!
+def normalize(
+    ticker: Ticker,
+    calc_price: bool = False
+
+) -> dict:
+
+    # should be real volume for this contract by default
+    calc_price = False
+
+    # check for special contract types
+    con = ticker.contract
+    if type(con) in (
+        ibis.Commodity,
+        ibis.Forex,
+    ):
+        # commodities and forex don't have an exchange name and
+        # no real volume so we have to calculate the price
+        suffix = con.secType
+        # no real volume on this tract
+        calc_price = True
+
+    else:
+        suffix = con.primaryExchange
+        if not suffix:
+            suffix = con.exchange
+
+        # append a `.<suffix>` to the returned symbol
+        # key for derivatives that normally is the expiry
+        # date key.
+        expiry = con.lastTradeDateOrContractMonth
+        if expiry:
+            suffix += f'.{expiry}'
+
+    # convert named tuples to dicts so we send usable keys
+    new_ticks = []
+    for tick in ticker.ticks:
+        if tick and not isinstance(tick, dict):
+            td = tick._asdict()
+            td['type'] = tick_types.get(
+                td['tickType'],
+                'n/a',
+            )
+
+            new_ticks.append(td)
+
+            tbt = ticker.tickByTicks
+            if tbt:
+                print(f'tickbyticks:\n {ticker.tickByTicks}')
+
+    ticker.ticks = new_ticks
+
+    # some contracts don't have volume so we may want to calculate
+    # a midpoint price based on data we can acquire (such as bid / ask)
+    if calc_price:
+        ticker.ticks.append(
+            {'type': 'trade', 'price': ticker.marketPrice()}
+        )
+
+    # serialize for transport
+    data = asdict(ticker)
+
+    # generate fqsn with possible specialized suffix
+    # for derivatives, note the lowercase.
+    data['symbol'] = data['fqsn'] = '.'.join(
+        (con.symbol, suffix)
+    ).lower()
+
+    # convert named tuples to dicts for transport
+    tbts = data.get('tickByTicks')
+    if tbts:
+        data['tickByTicks'] = [tbt._asdict() for tbt in tbts]
+
+    # add time stamps for downstream latency measurements
+    data['brokerd_ts'] = time.time()
+
+    # stupid stupid shit...don't even care any more..
+    # leave it until we do a proper latency study
+    # if ticker.rtTime is not None:
+    #     data['broker_ts'] = data['rtTime_s'] = float(
+    #         ticker.rtTime.timestamp) / 1000.
+    data.pop('rtTime')
+
+    return data
+
+
+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:
+    '''
+    Stream symbol quotes.
+
+    This is a ``trio`` callable routine meant to be invoked
+    once the brokerd is up.
+
+    '''
+    # TODO: support multiple subscriptions
+    sym = symbols[0]
+    log.info(f'request for real-time quotes: {sym}')
+
+    async with open_data_client() as proxy:
+
+        con, first_ticker, details = await proxy.get_sym_details(symbol=sym)
+        first_quote = normalize(first_ticker)
+        # print(f'first quote: {first_quote}')
+
+        def mk_init_msgs() -> dict[str, dict]:
+            '''
+            Collect a bunch of meta-data useful for feed startup and
+            pack in a `dict`-msg.
+
+            '''
+            # pass back some symbol info like min_tick, trading_hours, etc.
+            syminfo = asdict(details)
+            syminfo.update(syminfo['contract'])
+
+            # nested dataclass we probably don't need and that won't IPC
+            # serialize
+            syminfo.pop('secIdList')
+
+            # TODO: more consistent field translation
+            atype = syminfo['asset_type'] = asset_type_map[syminfo['secType']]
+
+            # for stocks it seems TWS reports too small a tick size
+            # such that you can't submit orders with that granularity?
+            min_tick = 0.01 if atype == 'stock' else 0
+
+            syminfo['price_tick_size'] = max(syminfo['minTick'], min_tick)
+
+            # for "traditional" assets, volume is normally discreet, not
+            # a float
+            syminfo['lot_tick_size'] = 0.0
+
+            ibclient = proxy._aio_ns.ib.client
+            host, port = ibclient.host, ibclient.port
+
+            # TODO: for loop through all symbols passed in
+            init_msgs = {
+                # pass back token, and bool, signalling if we're the writer
+                # and that history has been written
+                sym: {
+                    'symbol_info': syminfo,
+                    'fqsn': first_quote['fqsn'],
+                },
+                'status': {
+                    'data_ep': f'{host}:{port}',
+                },
+
+            }
+            return init_msgs
+
+        init_msgs = mk_init_msgs()
+
+        # TODO: we should instead spawn a task that waits on a feed to start
+        # and let it wait indefinitely..instead of this hard coded stuff.
+        with trio.move_on_after(1):
+            contract, first_ticker, details = await proxy.get_quote(symbol=sym)
+
+        # it might be outside regular trading hours so see if we can at
+        # least grab history.
+        if isnan(first_ticker.last):
+            task_status.started((init_msgs, first_quote))
+
+            # it's not really live but this will unblock
+            # the brokerd feed task to tell the ui to update?
+            feed_is_live.set()
+
+            # block and let data history backfill code run.
+            await trio.sleep_forever()
+            return  # we never expect feed to come up?
+
+        async with open_aio_quote_stream(
+            symbol=sym,
+            contract=con,
+        ) as stream:
+
+            # ugh, clear ticks since we've consumed them
+            # (ahem, ib_insync is stateful trash)
+            first_ticker.ticks = []
+
+            task_status.started((init_msgs, first_quote))
+
+            async with aclosing(stream):
+                if type(first_ticker.contract) not in (
+                    ibis.Commodity,
+                    ibis.Forex
+                ):
+                    # wait for real volume on feed (trading might be closed)
+                    while True:
+                        ticker = await stream.receive()
+
+                        # for a real volume contract we rait for the first
+                        # "real" trade to take place
+                        if (
+                            # not calc_price
+                            # and not ticker.rtTime
+                            not ticker.rtTime
+                        ):
+                            # spin consuming tickers until we get a real
+                            # market datum
+                            log.debug(f"New unsent ticker: {ticker}")
+                            continue
+                        else:
+                            log.debug("Received first real volume tick")
+                            # ugh, clear ticks since we've consumed them
+                            # (ahem, ib_insync is truly stateful trash)
+                            ticker.ticks = []
+
+                            # XXX: this works because we don't use
+                            # ``aclosing()`` above?
+                            break
+
+                    quote = normalize(ticker)
+                    log.debug(f"First ticker received {quote}")
+
+                # tell caller quotes are now coming in live
+                feed_is_live.set()
+
+                # last = time.time()
+                async for ticker in stream:
+                    quote = normalize(ticker)
+                    await send_chan.send({quote['fqsn']: quote})
+
+                    # ugh, clear ticks since we've consumed them
+                    ticker.ticks = []
+                    # last = time.time()
+
+
+async def data_reset_hack(
+    reset_type: str = 'data',
+
+) -> None:
+    '''
+    Run key combos for resetting data feeds and yield back to caller
+    when complete.
+
+    This is a linux-only hack around:
+
+    https://interactivebrokers.github.io/tws-api/historical_limitations.html#pacing_violations
+
+    TODOs:
+        - a return type that hopefully determines if the hack was
+          successful.
+        - other OS support?
+        - integration with ``ib-gw`` run in docker + Xorg?
+
+    '''
+
+    async def vnc_click_hack(
+        reset_type: str = 'data'
+    ) -> None:
+        '''
+        Reset the data or netowork connection for the VNC attached
+        ib gateway using magic combos.
+
+        '''
+        key = {'data': 'f', 'connection': 'r'}[reset_type]
+
+        import asyncvnc
+
+        async with asyncvnc.connect(
+            'localhost',
+            port=3003,
+            # password='ibcansmbz',
+        ) as client:
+
+            # move to middle of screen
+            # 640x1800
+            client.mouse.move(
+                x=500,
+                y=500,
+            )
+            client.mouse.click()
+            client.keyboard.press('Ctrl', 'Alt', key)  # keys are stacked
+
+    await tractor.to_asyncio.run_task(vnc_click_hack)
+
+    # we don't really need the ``xdotool`` approach any more B)
+    return True
+
+
+@tractor.context
+async def open_symbol_search(
+    ctx: tractor.Context,
+
+) -> None:
+
+    # TODO: load user defined symbol set locally for fast search?
+    await ctx.started({})
+
+    async with open_data_client() as proxy:
+        async with ctx.open_stream() as stream:
+
+            last = time.time()
+
+            async for pattern in stream:
+                log.debug(f'received {pattern}')
+                now = time.time()
+
+                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():
+                    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.debug(f'searching for {pattern}')
+
+                last = time.time()
+
+                # async batch search using api stocks endpoint and module
+                # defined adhoc symbol set.
+                stock_results = []
+
+                async def stash_results(target: Awaitable[list]):
+                    stock_results.extend(await target)
+
+                async with trio.open_nursery() as sn:
+                    sn.start_soon(
+                        stash_results,
+                        proxy.search_symbols(
+                            pattern=pattern,
+                            upto=5,
+                        ),
+                    )
+
+                    # trigger async request
+                    await trio.sleep(0)
+
+                    # match against our ad-hoc set immediately
+                    adhoc_matches = fuzzy.extractBests(
+                        pattern,
+                        list(_adhoc_futes_set),
+                        score_cutoff=90,
+                    )
+                    log.info(f'fuzzy matched adhocs: {adhoc_matches}')
+                    adhoc_match_results = {}
+                    if adhoc_matches:
+                        # TODO: do we need to pull contract details?
+                        adhoc_match_results = {i[0]: {} for i in adhoc_matches}
+
+                log.debug(f'fuzzy matching stocks {stock_results}')
+                stock_matches = fuzzy.extractBests(
+                    pattern,
+                    stock_results,
+                    score_cutoff=50,
+                )
+
+                matches = adhoc_match_results | {
+                    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)

piker/brokers/kraken.py

@@ -14,18 +14,20 @@
 # You should have received a copy of the GNU Affero General Public License
 # along with this program.  If not, see <https://www.gnu.org/licenses/>.
 
-"""
+'''
 Kraken backend.
 
-"""
+'''
-from contextlib import asynccontextmanager
+from contextlib import asynccontextmanager as acm
 from dataclasses import asdict, field
-from typing import List, Dict, Any, Tuple, Optional
+from datetime import datetime
+from pprint import pformat
+from typing import Any, Optional, AsyncIterator, Callable, Union
 import time
 
 from trio_typing import TaskStatus
 import trio
-import arrow
+import pendulum
 import asks
 from fuzzywuzzy import process as fuzzy
 import numpy as np
@@ -33,12 +35,30 @@ import tractor
 from pydantic.dataclasses import dataclass
 from pydantic import BaseModel
 import wsproto
+import urllib.parse
+import hashlib
+import hmac
+import base64
 
+from .. import config
 from .._cacheables import open_cached_client
-from ._util import resproc, SymbolNotFound, BrokerError
+from ._util import (
+    resproc,
+    SymbolNotFound,
+    BrokerError,
+    DataThrottle,
+    DataUnavailable,
+)
 from ..log import get_logger, get_console_log
 from ..data import ShmArray
-from ..data._web_bs import open_autorecon_ws
+from ..data._web_bs import open_autorecon_ws, NoBsWs
+from ..clearing._paper_engine import PaperBoi
+from ..clearing._messages import (
+    BrokerdPosition, BrokerdOrder, BrokerdStatus,
+    BrokerdOrderAck, BrokerdError, BrokerdCancel,
+    BrokerdFill,
+)
+
 
 log = get_logger(__name__)
 
@@ -67,7 +87,7 @@ ohlc_dtype = np.dtype(_ohlc_dtype)
 _show_wap_in_history = True
 
 
-_symbol_info_translation: Dict[str, str] = {
+_symbol_info_translation: dict[str, str] = {
     'tick_decimals': 'pair_decimals',
 }
 
@@ -89,16 +109,16 @@ class Pair(BaseModel):
     lot_multiplier: float
 
     # array of leverage amounts available when buying
-    leverage_buy: List[int]
+    leverage_buy: list[int]
     # array of leverage amounts available when selling
-    leverage_sell: List[int]
+    leverage_sell: list[int]
 
     # fee schedule array in [volume, percent fee] tuples
-    fees: List[Tuple[int, float]]
+    fees: list[tuple[int, float]]
 
     # maker fee schedule array in [volume, percent fee] tuples (if on
     # maker/taker)
-    fees_maker: List[Tuple[int, float]]
+    fees_maker: list[tuple[int, float]]
 
     fee_volume_currency: str  # volume discount currency
     margin_call: str  # margin call level
@@ -106,13 +126,27 @@ class Pair(BaseModel):
     ordermin: float  # minimum order volume for pair
 
 
+class Trade(BaseModel):
+    '''
+    Trade class that helps parse and validate ownTrades stream
+
+    '''
+    reqid: str  # kraken order transaction id
+    action: str  # buy or sell
+    price: str  # price of asset
+    size: str  # vol of asset
+    broker_time: str  # e.g GTC, GTD
+
+
 @dataclass
 class OHLC:
-    """Description of the flattened OHLC quote format.
+    '''
+    Description of the flattened OHLC quote format.
 
     For schema details see:
         https://docs.kraken.com/websockets/#message-ohlc
-    """
+
+    '''
     chan_id: int  # internal kraken id
     chan_name: str  # eg. ohlc-1  (name-interval)
     pair: str  # fx pair
@@ -126,12 +160,54 @@ class OHLC:
     volume: float  # Accumulated volume **within interval**
     count: int  # Number of trades within interval
     # (sampled) generated tick data
-    ticks: List[Any] = field(default_factory=list)
+    ticks: list[Any] = field(default_factory=list)
+
+
+def get_config() -> dict[str, Any]:
+
+    conf, path = config.load()
+    section = conf.get('kraken')
+
+    if section is None:
+        log.warning(f'No config section found for kraken in {path}')
+        return {}
+
+    return section
+
+
+def get_kraken_signature(
+    urlpath: str,
+    data: dict[str, Any],
+    secret: str
+) -> str:
+    postdata = urllib.parse.urlencode(data)
+    encoded = (str(data['nonce']) + postdata).encode()
+    message = urlpath.encode() + hashlib.sha256(encoded).digest()
+
+    mac = hmac.new(base64.b64decode(secret), message, hashlib.sha512)
+    sigdigest = base64.b64encode(mac.digest())
+    return sigdigest.decode()
+
+
+class InvalidKey(ValueError):
+    '''
+    EAPI:Invalid key
+    This error is returned when the API key used for the call is
+    either expired or disabled, please review the API key in your
+    Settings -> API tab of account management or generate a new one
+    and update your application.
+
+    '''
 
 
 class Client:
 
-    def __init__(self) -> None:
+    def __init__(
+        self,
+        name: str = '',
+        api_key: str = '',
+        secret: str = ''
+    ) -> None:
         self._sesh = asks.Session(connections=4)
         self._sesh.base_location = _url
         self._sesh.headers.update({
@@ -139,9 +215,12 @@ class Client:
                 'krakenex/2.1.0 (+https://github.com/veox/python3-krakenex)'
         })
         self._pairs: list[str] = []
+        self._name = name
+        self._api_key = api_key
+        self._secret = secret
 
     @property
-    def pairs(self) -> Dict[str, Any]:
+    def pairs(self) -> dict[str, Any]:
         if self._pairs is None:
             raise RuntimeError(
                 "Make sure to run `cache_symbols()` on startup!"
@@ -154,7 +233,7 @@ class Client:
         self,
         method: str,
         data: dict,
-    ) -> Dict[str, Any]:
+    ) -> dict[str, Any]:
         resp = await self._sesh.post(
             path=f'/public/{method}',
             json=data,
@@ -162,6 +241,112 @@ class Client:
         )
         return resproc(resp, log)
 
+    async def _private(
+        self,
+        method: str,
+        data: dict,
+        uri_path: str
+    ) -> dict[str, Any]:
+        headers = {
+            'Content-Type':
+                'application/x-www-form-urlencoded',
+            'API-Key':
+                self._api_key,
+            'API-Sign':
+                get_kraken_signature(uri_path, data, self._secret)
+        }
+        resp = await self._sesh.post(
+            path=f'/private/{method}',
+            data=data,
+            headers=headers,
+            timeout=float('inf')
+        )
+        return resproc(resp, log)
+
+    async def endpoint(
+        self,
+        method: str,
+        data: dict[str, Any]
+    ) -> dict[str, Any]:
+        uri_path = f'/0/private/{method}'
+        data['nonce'] = str(int(1000*time.time()))
+        return await self._private(method, data, uri_path)
+
+    async def get_trades(
+        self,
+        data: dict[str, Any] = {}
+    ) -> dict[str, Any]:
+        data['ofs'] = 0
+        # Grab all trade history
+        # https://docs.kraken.com/rest/#operation/getTradeHistory
+        # Kraken uses 'ofs' to refer to the offset
+        while True:
+            resp = await self.endpoint('TradesHistory', data)
+            # grab the first 50 trades
+            if data['ofs'] == 0:
+                trades = resp['result']['trades']
+            # load the next 50 trades using dict constructor
+            # for speed
+            elif data['ofs'] == 50:
+                trades = dict(trades, **resp['result']['trades'])
+            # catch the end of the trades
+            elif resp['result']['trades'] == {}:
+                count = resp['result']['count']
+                break
+            # update existing dict if num trades exceeds 100
+            else:
+                trades.update(resp['result']['trades'])
+            # increment the offset counter
+            data['ofs'] += 50
+            # To avoid exceeding API rate limit in case of a lot of trades
+            await trio.sleep(1)
+
+        # make sure you grabbed all the trades
+        assert count == len(trades.values())
+
+        return trades
+
+    async def submit_limit(
+        self,
+        symbol: str,
+        price: float,
+        action: str,
+        size: float,
+        reqid: str = None,
+        validate: bool = False  # set True test call without a real submission
+    ) -> dict:
+        '''
+        Place an order and return integer request id provided by client.
+
+        '''
+        # Build common data dict for common keys from both endpoints
+        data = {
+            "pair": symbol,
+            "price": str(price),
+            "validate": validate
+        }
+        if reqid is None:
+            # Build order data for kraken api
+            data |= {
+                "ordertype": "limit", "type": action, "volume": str(size)
+            }
+            return await self.endpoint('AddOrder', data)
+        else:
+            # Edit order data for kraken api
+            data["txid"] = reqid
+            return await self.endpoint('EditOrder', data)
+
+    async def submit_cancel(
+        self,
+        reqid: str,
+    ) -> dict:
+        '''
+        Send cancel request for order id ``reqid``.
+
+        '''
+        # txid is a transaction id given by kraken
+        return await self.endpoint('CancelOrder', {"txid": reqid})
+
     async def symbol_info(
         self,
         pair: Optional[str] = None,
@@ -197,7 +382,7 @@ class Client:
         self,
         pattern: str,
         limit: int = None,
-    ) -> Dict[str, Any]:
+    ) -> dict[str, Any]:
         if self._pairs is not None:
             data = self._pairs
         else:
@@ -214,17 +399,26 @@ class Client:
     async def bars(
         self,
         symbol: str = 'XBTUSD',
+
         # UTC 2017-07-02 12:53:20
-        since: int = None,
+        since: Optional[Union[int, datetime]] = None,
         count: int = 720,  # <- max allowed per query
         as_np: bool = True,
+
     ) -> dict:
+
         if since is None:
-            since = arrow.utcnow().floor('minute').shift(
+            since = pendulum.now('UTC').start_of('minute').subtract(
-                minutes=-count).timestamp()
+                minutes=count).timestamp()
+
+        elif isinstance(since, int):
+            since = pendulum.from_timestamp(since).timestamp()
+
+        else:  # presumably a pendulum datetime
+            since = since.timestamp()
 
         # UTC 2017-07-02 12:53:20 is oldest seconds value
-        since = str(max(1499000000, since))
+        since = str(max(1499000000, int(since)))
         json = await self._public(
             'OHLC',
             data={
@@ -268,11 +462,29 @@ class Client:
             array = np.array(new_bars, dtype=_ohlc_dtype) if as_np else bars
             return array
         except KeyError:
-            raise SymbolNotFound(json['error'][0] + f': {symbol}')
+            errmsg = json['error'][0]
+
+            if 'not found' in errmsg:
+                raise SymbolNotFound(errmsg + f': {symbol}')
+
+            elif 'Too many requests' in errmsg:
+                raise DataThrottle(f'{symbol}')
+
+            else:
+                raise BrokerError(errmsg)
 
 
-@asynccontextmanager
+@acm
 async def get_client() -> Client:
+
+    section = get_config()
+    if section:
+        client = Client(
+            name=section['key_descr'],
+            api_key=section['api_key'],
+            secret=section['secret']
+        )
+    else:
         client = Client()
 
     # at startup, load all symbols locally for fast search
@@ -281,8 +493,382 @@ async def get_client() -> Client:
     yield client
 
 
-async def stream_messages(ws):
+def pack_positions(
+    acc: str,
+    trades: dict
+) -> list[Any]:
+    positions: dict[str, float] = {}
+    vols: dict[str, float] = {}
+    costs: dict[str, float] = {}
+    position_msgs: list[Any] = []
 
+    for trade in trades.values():
+        sign = -1 if trade['type'] == 'sell' else 1
+        pair = trade['pair']
+        vol = float(trade['vol'])
+        vols[pair] = vols.get(pair, 0) + sign * vol
+        costs[pair] = costs.get(pair, 0) + sign * float(trade['cost'])
+        positions[pair] = costs[pair] / vols[pair] if vols[pair] else 0
+
+    for ticker, pos in positions.items():
+        vol = float(vols[ticker])
+        if not vol:
+            continue
+        norm_sym = normalize_symbol(ticker)
+        msg = BrokerdPosition(
+            broker='kraken',
+            account=acc,
+            symbol=norm_sym,
+            currency=norm_sym[-3:],
+            size=vol,
+            avg_price=float(pos),
+        )
+        position_msgs.append(msg.dict())
+
+    return position_msgs
+
+
+def normalize_symbol(
+    ticker: str
+) -> str:
+    # This is to convert symbol names from what kraken
+    # uses to the traditional 3x3 pair symbol syntax
+    symlen = len(ticker)
+    if symlen == 6:
+        return ticker.lower()
+    else:
+        for sym in ['XXBT', 'XXMR', 'ZEUR']:
+            if sym in ticker:
+                ticker = ticker.replace(sym, sym[1:])
+        return ticker.lower()
+
+
+def make_auth_sub(data: dict[str, Any]) -> dict[str, str]:
+    '''
+    Create a request subscription packet dict.
+
+    ## TODO: point to the auth urls
+    https://docs.kraken.com/websockets/#message-subscribe
+
+    '''
+    # eg. specific logic for this in kraken's sync client:
+    # https://github.com/krakenfx/kraken-wsclient-py/blob/master/kraken_wsclient_py/kraken_wsclient_py.py#L188
+    return {
+        'event': 'subscribe',
+        'subscription': data,
+    }
+
+
+async def handle_order_requests(
+
+        client: Client,
+        ems_order_stream: tractor.MsgStream,
+
+) -> None:
+
+    request_msg: dict
+    order: BrokerdOrder
+
+    async for request_msg in ems_order_stream:
+        log.info(
+            'Received order request:\n'
+            f'{pformat(request_msg)}'
+        )
+
+        action = request_msg['action']
+
+        if action in {'buy', 'sell'}:
+
+            account = request_msg['account']
+            if account != 'kraken.spot':
+                log.error(
+                    'This is a kraken account, \
+                    only a `kraken.spot` selection is valid'
+                )
+                await ems_order_stream.send(BrokerdError(
+                    oid=request_msg['oid'],
+                    symbol=request_msg['symbol'],
+
+                    # reason=f'Kraken only, No account found: `{account}` ?',
+                    reason=(
+                        'Kraken only, order mode disabled due to '
+                        'https://github.com/pikers/piker/issues/299'
+                    ),
+
+                ).dict())
+                continue
+
+            # validate
+            order = BrokerdOrder(**request_msg)
+            # call our client api to submit the order
+            resp = await client.submit_limit(
+                symbol=order.symbol,
+                price=order.price,
+                action=order.action,
+                size=order.size,
+                reqid=order.reqid,
+            )
+
+            err = resp['error']
+            if err:
+                oid = order.oid
+                log.error(f'Failed to submit order: {oid}')
+
+                await ems_order_stream.send(
+                    BrokerdError(
+                        oid=order.oid,
+                        reqid=order.reqid,
+                        symbol=order.symbol,
+                        reason="Failed order submission",
+                        broker_details=resp
+                    ).dict()
+                )
+            else:
+                # TODO: handle multiple orders (cancels?)
+                #       txid is an array of strings
+                if order.reqid is None:
+                    reqid = resp['result']['txid'][0]
+                else:
+                    # update the internal pairing of oid to krakens
+                    # txid with the new txid that is returned on edit
+                    reqid = resp['result']['txid']
+
+                # deliver ack that order has been submitted to broker routing
+                await ems_order_stream.send(
+                    BrokerdOrderAck(
+
+                        # ems order request id
+                        oid=order.oid,
+
+                        # broker specific request id
+                        reqid=reqid,
+
+                        # account the made the order
+                        account=order.account
+
+                    ).dict()
+                )
+
+        elif action == 'cancel':
+            msg = BrokerdCancel(**request_msg)
+
+            # Send order cancellation to kraken
+            resp = await client.submit_cancel(
+                reqid=msg.reqid
+            )
+
+            # Check to make sure there was no error returned by
+            # the kraken endpoint. Assert one order was cancelled.
+            try:
+                result = resp['result']
+                count = result['count']
+
+            # check for 'error' key if we received no 'result'
+            except KeyError:
+                error = resp.get('error')
+
+                await ems_order_stream.send(
+                    BrokerdError(
+                        oid=msg.oid,
+                        reqid=msg.reqid,
+                        symbol=msg.symbol,
+                        reason="Failed order cancel",
+                        broker_details=resp
+                    ).dict()
+                )
+
+                if not error:
+                    raise BrokerError(f'Unknown order cancel response: {resp}')
+
+            else:
+                if not count:  # no orders were cancelled?
+
+                    # XXX: what exactly is this from and why would we care?
+                    # there doesn't seem to be any docs here?
+                    # https://docs.kraken.com/rest/#operation/cancelOrder
+
+                    # Check to make sure the cancellation is NOT pending,
+                    # then send the confirmation to the ems order stream
+                    pending = result.get('pending')
+                    if pending:
+                        log.error(f'Order {oid} cancel was not yet successful')
+
+                        await ems_order_stream.send(
+                            BrokerdError(
+                                oid=msg.oid,
+                                reqid=msg.reqid,
+                                symbol=msg.symbol,
+                                # TODO: maybe figure out if pending
+                                # cancels will eventually get cancelled
+                                reason="Order cancel is still pending?",
+                                broker_details=resp
+                            ).dict()
+                        )
+
+                else:  # order cancel success case.
+
+                    await ems_order_stream.send(
+                        BrokerdStatus(
+                            reqid=msg.reqid,
+                            account=msg.account,
+                            time_ns=time.time_ns(),
+                            status='cancelled',
+                            reason='Order cancelled',
+                            broker_details={'name': 'kraken'}
+                        ).dict()
+                    )
+    else:
+        log.error(f'Unknown order command: {request_msg}')
+
+
+@tractor.context
+async def trades_dialogue(
+    ctx: tractor.Context,
+    loglevel: str = None,
+) -> AsyncIterator[dict[str, Any]]:
+
+    # XXX: required to propagate ``tractor`` loglevel to piker logging
+    get_console_log(loglevel or tractor.current_actor().loglevel)
+
+    @acm
+    async def subscribe(ws: wsproto.WSConnection, token: str):
+        # XXX: setup subs
+        # https://docs.kraken.com/websockets/#message-subscribe
+        # specific logic for this in kraken's shitty sync client:
+        # https://github.com/krakenfx/kraken-wsclient-py/blob/master/kraken_wsclient_py/kraken_wsclient_py.py#L188
+        trades_sub = make_auth_sub(
+            {'name': 'ownTrades', 'token': token}
+        )
+
+        # TODO: we want to eventually allow unsubs which should
+        # be completely fine to request from a separate task
+        # since internally the ws methods appear to be FIFO
+        # locked.
+        await ws.send_msg(trades_sub)
+
+        yield
+
+        # unsub from all pairs on teardown
+        await ws.send_msg({
+            'event': 'unsubscribe',
+            'subscription': ['ownTrades'],
+        })
+
+        # XXX: do we need to ack the unsub?
+        # await ws.recv_msg()
+
+    # Authenticated block
+    async with get_client() as client:
+        if not client._api_key:
+            log.error('Missing Kraken API key: Trades WS connection failed')
+            await ctx.started(({}, ['paper']))
+
+            async with (
+                ctx.open_stream() as ems_stream,
+                trio.open_nursery() as n,
+            ):
+
+                client = PaperBoi(
+                    'kraken',
+                    ems_stream,
+                    _buys={},
+                    _sells={},
+
+                    _reqids={},
+
+                    # TODO: load paper positions from ``positions.toml``
+                    _positions={},
+                )
+
+                # TODO: maybe add multiple accounts
+                n.start_soon(handle_order_requests, client, ems_stream)
+
+        acc_name = 'kraken.' + client._name
+        trades = await client.get_trades()
+
+        position_msgs = pack_positions(acc_name, trades)
+
+        await ctx.started((position_msgs, (acc_name,)))
+
+        # Get websocket token for authenticated data stream
+        # Assert that a token was actually received.
+        resp = await client.endpoint('GetWebSocketsToken', {})
+
+        # lol wtf is this..
+        assert resp['error'] == []
+
+        token = resp['result']['token']
+
+        async with (
+            ctx.open_stream() as ems_stream,
+            trio.open_nursery() as n,
+        ):
+            # TODO: maybe add multiple accounts
+            n.start_soon(handle_order_requests, client, ems_stream)
+
+            # Process trades msg stream of ws
+            async with open_autorecon_ws(
+                'wss://ws-auth.kraken.com/',
+                fixture=subscribe,
+                token=token,
+            ) as ws:
+                async for msg in process_trade_msgs(ws):
+                    for trade in msg:
+                        # check the type of packaged message
+                        assert type(trade) == Trade
+
+                        # prepare and send a filled status update
+                        filled_msg = BrokerdStatus(
+                            reqid=trade.reqid,
+                            time_ns=time.time_ns(),
+
+                            account='kraken.spot',
+                            status='filled',
+                            filled=float(trade.size),
+                            reason='Order filled by kraken',
+                            broker_details={
+                                'name': 'kraken',
+                                'broker_time': trade.broker_time
+                            },
+
+                            # TODO: figure out if kraken gives a count
+                            # of how many units of underlying were
+                            # filled. Alternatively we can decrement
+                            # this value ourselves by associating and
+                            # calcing from the diff with the original
+                            # client-side request, see:
+                            # https://github.com/pikers/piker/issues/296
+                            remaining=0,
+                        )
+
+                        await ems_stream.send(filled_msg.dict())
+
+                        # send a fill msg for gui update
+                        fill_msg = BrokerdFill(
+                            reqid=trade.reqid,
+                            time_ns=time.time_ns(),
+
+                            action=trade.action,
+                            size=float(trade.size),
+                            price=float(trade.price),
+                            # TODO: maybe capture more msg data i.e fees?
+                            broker_details={'name': 'kraken'},
+                            broker_time=float(trade.broker_time)
+                        )
+
+                        await ems_stream.send(fill_msg.dict())
+
+
+async def stream_messages(
+    ws: NoBsWs,
+):
+    '''
+    Message stream parser and heartbeat handler.
+
+    Deliver ws subscription messages as well as handle heartbeat logic
+    though a single async generator.
+
+    '''
     too_slow_count = last_hb = 0
 
     while True:
@@ -320,6 +906,18 @@ async def stream_messages(ws):
             if err:
                 raise BrokerError(err)
         else:
+            yield msg
+
+
+async def process_data_feed_msgs(
+    ws: NoBsWs,
+):
+    '''
+    Parse and pack data feed messages.
+
+    '''
+    async for msg in stream_messages(ws):
+
         chan_id, *payload_array, chan_name, pair = msg
 
         if 'ohlc' in chan_name:
@@ -349,10 +947,54 @@ async def stream_messages(ws):
 
         else:
             print(f'UNHANDLED MSG: {msg}')
+            yield msg
+
+
+async def process_trade_msgs(
+    ws: NoBsWs,
+):
+    '''
+    Parse and pack data feed messages.
+
+    '''
+    sequence_counter = 0
+    async for msg in stream_messages(ws):
+
+        try:
+            # check that we are on the ownTrades stream and that msgs
+            # are arriving in sequence with kraken For clarification the
+            # kraken ws api docs for this stream:
+            # https://docs.kraken.com/websockets/#message-ownTrades
+            assert msg[1] == 'ownTrades'
+            assert msg[2]['sequence'] > sequence_counter
+            sequence_counter += 1
+            raw_msgs = msg[0]
+            trade_msgs = []
+
+            # Check that we are only processing new trades
+            if msg[2]['sequence'] != 1:
+                # check if its a new order or an update msg
+                for trade_msg in raw_msgs:
+                    trade = list(trade_msg.values())[0]
+                    order_msg = Trade(
+                        reqid=trade['ordertxid'],
+                        action=trade['type'],
+                        price=trade['price'],
+                        size=trade['vol'],
+                        broker_time=trade['time']
+                    )
+                    trade_msgs.append(order_msg)
+
+            yield trade_msgs
+
+        except AssertionError:
+            print(f'UNHANDLED MSG: {msg}')
+            yield msg
 
 
 def normalize(
     ohlc: OHLC,
+
 ) -> dict:
     quote = asdict(ohlc)
     quote['broker_ts'] = quote['time']
@@ -370,12 +1012,13 @@ def normalize(
     return topic, quote
 
 
-def make_sub(pairs: List[str], data: Dict[str, Any]) -> Dict[str, str]:
+def make_sub(pairs: list[str], data: dict[str, Any]) -> dict[str, str]:
-    """Create a request subscription packet dict.
+    '''
+    Create a request subscription packet dict.
 
     https://docs.kraken.com/websockets/#message-subscribe
 
-    """
+    '''
     # eg. specific logic for this in kraken's sync client:
     # https://github.com/krakenfx/kraken-wsclient-py/blob/master/kraken_wsclient_py/kraken_wsclient_py.py#L188
     return {
@@ -385,6 +1028,55 @@ def make_sub(pairs: List[str], data: Dict[str, Any]) -> Dict[str, str]:
     }
 
 
+@acm
+async def open_history_client(
+    symbol: str,
+
+) -> tuple[Callable, int]:
+
+    # TODO implement history getter for the new storage layer.
+    async with open_cached_client('kraken') as client:
+
+        # lol, kraken won't send any more then the "last"
+        # 720 1m bars.. so we have to just ignore further
+        # requests of this type..
+        queries: int = 0
+
+        async def get_ohlc(
+            end_dt: Optional[datetime] = None,
+            start_dt: Optional[datetime] = None,
+
+        ) -> tuple[
+            np.ndarray,
+            datetime,  # start
+            datetime,  # end
+        ]:
+
+            nonlocal queries
+            if queries > 0:
+                raise DataUnavailable
+
+            count = 0
+            while count <= 3:
+                try:
+                    array = await client.bars(
+                        symbol,
+                        since=end_dt,
+                    )
+                    count += 1
+                    queries += 1
+                    break
+                except DataThrottle:
+                    log.warning(f'kraken OHLC throttle for {symbol}')
+                    await trio.sleep(1)
+
+            start_dt = pendulum.from_timestamp(array[0]['time'])
+            end_dt = pendulum.from_timestamp(array[-1]['time'])
+            return array, start_dt, end_dt
+
+        yield get_ohlc, {'erlangs': 1, 'rate': 1}
+
+
 async def backfill_bars(
 
     sym: str,
@@ -393,8 +1085,9 @@ async def backfill_bars(
     task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
 
 ) -> None:
-    """Fill historical bars into shared mem / storage afap.
+    '''
-    """
+    Fill historical bars into shared mem / storage afap.
+    '''
     with trio.CancelScope() as cs:
         async with open_cached_client('kraken') as client:
             bars = await client.bars(symbol=sym)
@@ -405,8 +1098,7 @@ async def backfill_bars(
 async def stream_quotes(
 
     send_chan: trio.abc.SendChannel,
-    symbols: List[str],
+    symbols: list[str],
-    shm: ShmArray,
     feed_is_live: trio.Event,
     loglevel: str = None,
 
@@ -414,13 +1106,15 @@ async def stream_quotes(
     sub_type: str = 'ohlc',
 
     # startup sync
-    task_status: TaskStatus[Tuple[Dict, Dict]] = trio.TASK_STATUS_IGNORED,
+    task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
 
 ) -> None:
-    """Subscribe for ohlc stream of quotes for ``pairs``.
+    '''
+    Subscribe for ohlc stream of quotes for ``pairs``.
 
     ``pairs`` must be formatted <crypto_symbol>/<fiat_symbol>.
-    """
+
+    '''
     # XXX: required to propagate ``tractor`` loglevel to piker logging
     get_console_log(loglevel or tractor.current_actor().loglevel)
 
@@ -451,10 +1145,11 @@ async def stream_quotes(
             symbol: {
                 'symbol_info': sym_infos[sym],
                 'shm_write_opts': {'sum_tick_vml': False},
+                'fqsn': sym,
             },
         }
 
-        @asynccontextmanager
+        @acm
         async def subscribe(ws: wsproto.WSConnection):
             # XXX: setup subs
             # https://docs.kraken.com/websockets/#message-subscribe
@@ -492,23 +1187,23 @@ async def stream_quotes(
             # XXX: do we need to ack the unsub?
             # await ws.recv_msg()
 
-        # see the tips on reonnection logic:
+        # see the tips on reconnection logic:
         # https://support.kraken.com/hc/en-us/articles/360044504011-WebSocket-API-unexpected-disconnections-from-market-data-feeds
+        ws: NoBsWs
         async with open_autorecon_ws(
             'wss://ws.kraken.com/',
             fixture=subscribe,
         ) as ws:
 
             # pull a first quote and deliver
-            msg_gen = stream_messages(ws)
+            msg_gen = process_data_feed_msgs(ws)
 
             # TODO: use ``anext()`` when it lands in 3.10!
             typ, ohlc_last = await msg_gen.__anext__()
 
             topic, quote = normalize(ohlc_last)
 
-            first_quote = {topic: quote}
+            task_status.started((init_msgs,  quote))
-            task_status.started((init_msgs,  first_quote))
 
             # lol, only "closes" when they're margin squeezing clients ;P
             feed_is_live.set()
@@ -559,6 +1254,7 @@ async def stream_quotes(
 @tractor.context
 async def open_symbol_search(
     ctx: tractor.Context,
+
 ) -> Client:
     async with open_cached_client('kraken') as client:
 

piker/brokers/questrade.py

@@ -19,7 +19,6 @@ Questrade API backend.
 """
 from __future__ import annotations
 import inspect
-import contextlib
 import time
 from datetime import datetime
 from functools import partial
@@ -32,11 +31,10 @@ from typing import (
     Callable,
 )
 
-import arrow
+import pendulum
 import trio
 import tractor
 from async_generator import asynccontextmanager
-import pandas as pd
 import numpy as np
 import wrapt
 import asks
@@ -46,7 +44,6 @@ from .._cacheables import open_cached_client, async_lifo_cache
 from .. import config
 from ._util import resproc, BrokerError, SymbolNotFound
 from ..log import get_logger, colorize_json, get_console_log
-from . import get_brokermod
 
 
 log = get_logger(__name__)
@@ -601,12 +598,16 @@ class Client:
         sid = sids[symbol]
 
         # get last market open end time
-        est_end = now = arrow.utcnow().to('US/Eastern').floor('minute')
+        est_end = now = pendulum.now('UTC').in_timezoe(
+            'America/New_York').start_of('minute')
+
         # on non-paid feeds we can't retreive the first 15 mins
         wd = now.isoweekday()
         if wd > 5:
             quotes = await self.quote([symbol])
-            est_end = arrow.get(quotes[0]['lastTradeTime'])
+            est_end = pendulum.parse(
+                quotes[0]['lastTradeTime']
+            )
             if est_end.hour == 0:
                 # XXX don't bother figuring out extended hours for now
                 est_end = est_end.replace(hour=17)
@@ -667,7 +668,7 @@ def get_OHLCV(
     """
     del bar['end']
     del bar['VWAP']
-    bar['start'] = pd.Timestamp(bar['start']).value/10**9
+    bar['start'] = pendulum.from_timestamp(bar['start']) / 10**9
     return tuple(bar.values())
 
 

piker/clearing/_allocate.py

@@ -29,7 +29,8 @@ from ._messages import BrokerdPosition, Status
 
 
 class Position(BaseModel):
-    '''Basic pp (personal position) model with attached fills history.
+    '''
+    Basic pp (personal position) model with attached fills history.
 
     This type should be IPC wire ready?
 
@@ -61,6 +62,15 @@ class Position(BaseModel):
         self.avg_price = avg_price
         self.size = size
 
+    @property
+    def dsize(self) -> float:
+        '''
+        The "dollar" size of the pp, normally in trading (fiat) unit
+        terms.
+
+        '''
+        return self.avg_price * self.size
+
 
 _size_units = bidict({
     'currency': '$ size',
@@ -114,7 +124,8 @@ class Allocator(BaseModel):
     def step_sizes(
         self,
     ) -> (float, float):
-        '''Return the units size for each unit type as a tuple.
+        '''
+        Return the units size for each unit type as a tuple.
 
         '''
         slots = self.slots
@@ -142,7 +153,8 @@ class Allocator(BaseModel):
         action: str,
 
     ) -> dict:
-        '''Generate order request info for the "next" submittable order
+        '''
+        Generate order request info for the "next" submittable order
         depending on position / order entry config.
 
         '''
@@ -166,7 +178,9 @@ class Allocator(BaseModel):
             l_sub_pp = (self.currency_limit - live_cost_basis) / price
 
         else:
-            raise ValueError(f"Not valid size unit '{size}'")
+            raise ValueError(
+                f"Not valid size unit '{size_unit}'"
+            )
 
         # an entry (adding-to or starting a pp)
         if (
@@ -250,7 +264,8 @@ class Allocator(BaseModel):
         pp: Position,
 
     ) -> float:
-        '''Calc and return the number of slots used by this ``Position``.
+        '''
+        Calc and return the number of slots used by this ``Position``.
 
         '''
         abs_pp_size = abs(pp.size)
@@ -269,6 +284,14 @@ class Allocator(BaseModel):
         return round(prop * self.slots)
 
 
+_derivs = (
+    'future',
+    'continuous_future',
+    'option',
+    'futures_option',
+)
+
+
 def mk_allocator(
 
     symbol: Symbol,
@@ -277,7 +300,7 @@ def mk_allocator(
     # default allocation settings
     defaults: dict[str, float] = {
         'account': None,  # select paper by default
-        'size_unit': 'currency', #_size_units['currency'],
+        'size_unit': 'currency',
         'units_limit': 400,
         'currency_limit': 5e3,
         'slots': 4,
@@ -305,11 +328,9 @@ def mk_allocator(
 
     asset_type = symbol.type_key
 
-
     # specific configs by asset class / type
 
-    if asset_type in ('future', 'option', 'futures_option'):
+    if asset_type in _derivs:
-
         # since it's harder to know how currency "applies" in this case
         # given leverage properties
         alloc.size_unit = '# units'
@@ -332,7 +353,7 @@ def mk_allocator(
         if startup_size > alloc.units_limit:
             alloc.units_limit = startup_size
 
-            if asset_type in ('future', 'option', 'futures_option'):
+            if asset_type in _derivs:
                 alloc.slots = alloc.units_limit
 
     return alloc

piker/clearing/_client.py

@@ -18,7 +18,7 @@
 Orders and execution client API.
 
 """
-from contextlib import asynccontextmanager
+from contextlib import asynccontextmanager as acm
 from typing import Dict
 from pprint import pformat
 from dataclasses import dataclass, field
@@ -27,7 +27,6 @@ import trio
 import tractor
 from tractor.trionics import broadcast_receiver
 
-from ..data._source import Symbol
 from ..log import get_logger
 from ._ems import _emsd_main
 from .._daemon import maybe_open_emsd
@@ -156,16 +155,19 @@ async def relay_order_cmds_from_sync_code(
                 await to_ems_stream.send(cmd)
 
 
-@asynccontextmanager
+@acm
 async def open_ems(
-    broker: str,
+    fqsn: str,
-    symbol: Symbol,
 
-) -> (OrderBook, tractor.MsgStream, dict):
+) -> (
-    """Spawn an EMS daemon and begin sending orders and receiving
+    OrderBook,
+    tractor.MsgStream,
+    dict,
+):
+    '''
+    Spawn an EMS daemon and begin sending orders and receiving
     alerts.
 
-
     This EMS tries to reduce most broker's terrible order entry apis to
     a very simple protocol built on a few easy to grok and/or
     "rantsy" premises:
@@ -194,21 +196,22 @@ async def open_ems(
     - 'dark_executed', 'broker_executed'
     - 'broker_filled'
 
-    """
+    '''
     # wait for service to connect back to us signalling
     # ready for order commands
     book = get_orders()
 
+    from ..data._source import unpack_fqsn
+    broker, symbol, suffix = unpack_fqsn(fqsn)
+
     async with maybe_open_emsd(broker) as portal:
 
         async with (
-
             # connect to emsd
             portal.open_context(
 
                 _emsd_main,
-                broker=broker,
+                fqsn=fqsn,
-                symbol=symbol.key,
 
             ) as (ctx, (positions, accounts)),
 
@@ -218,7 +221,7 @@ async def open_ems(
             async with trio.open_nursery() as n:
                 n.start_soon(
                     relay_order_cmds_from_sync_code,
-                    symbol.key,
+                    fqsn,
                     trades_stream
                 )
 

piker/clearing/_ems.py

@@ -20,7 +20,6 @@ In da suit parlances: "Execution management systems"
 """
 from contextlib import asynccontextmanager
 from dataclasses import dataclass, field
-from math import isnan
 from pprint import pformat
 import time
 from typing import AsyncIterator, Callable
@@ -54,7 +53,8 @@ def mk_check(
     action: str,
 
 ) -> Callable[[float, float], bool]:
-    """Create a predicate for given ``exec_price`` based on last known
+    '''
+    Create a predicate for given ``exec_price`` based on last known
     price, ``known_last``.
 
     This is an automatic alert level thunk generator based on where the
@@ -62,7 +62,7 @@ def mk_check(
     interest is; pick an appropriate comparison operator based on
     avoiding the case where the a predicate returns true immediately.
 
-    """
+    '''
     # str compares:
     # https://stackoverflow.com/questions/46708708/compare-strings-in-numba-compiled-function
 
@@ -80,7 +80,9 @@ def mk_check(
 
         return check_lt
 
-    raise ValueError('trigger: {trigger_price}, last: {known_last}')
+    raise ValueError(
+        f'trigger: {trigger_price}, last: {known_last}'
+    )
 
 
 @dataclass
@@ -112,8 +114,8 @@ class _DarkBook:
 
     # tracks most recent values per symbol each from data feed
     lasts: dict[
-        tuple[str, str],
+        str,
-        float
+        float,
     ] = field(default_factory=dict)
 
     # mapping of piker ems order ids to current brokerd order flow message
@@ -134,40 +136,42 @@ async def clear_dark_triggers(
     ems_client_order_stream: tractor.MsgStream,
     quote_stream: tractor.ReceiveMsgStream,  # noqa
     broker: str,
-    symbol: str,
+    fqsn: str,
 
     book: _DarkBook,
 
 ) -> None:
-    """Core dark order trigger loop.
+    '''
+    Core dark order trigger loop.
 
     Scan the (price) data feed and submit triggered orders
     to broker.
 
-    """
+    '''
-    # this stream may eventually contain multiple symbols
     # XXX: optimize this for speed!
+    # TODO:
+    # - numba all this!
+    # - this stream may eventually contain multiple symbols
     async for quotes in quote_stream:
-
-        # TODO: numba all this!
-
         # start = time.time()
         for sym, quote in quotes.items():
-
+            execs = book.orders.get(sym, {})
-            execs = book.orders.get(sym, None)
-            if execs is None:
-                continue
-
             for tick in iterticks(
                 quote,
                 # dark order price filter(s)
-                types=('ask', 'bid', 'trade', 'last')
+                types=(
+                    'ask',
+                    'bid',
+                    'trade',
+                    'last',
+                    # 'dark_trade',  # TODO: should allow via config?
+                )
             ):
                 price = tick.get('price')
                 ttype = tick['type']
 
                 # update to keep new cmds informed
-                book.lasts[(broker, symbol)] = price
+                book.lasts[sym] = price
 
                 for oid, (
                     pred,
@@ -178,7 +182,6 @@ async def clear_dark_triggers(
                 ) in (
                     tuple(execs.items())
                 ):
-
                     if (
                         not pred or
                         ttype not in tf or
@@ -193,6 +196,7 @@ async def clear_dark_triggers(
 
                     action: str = cmd['action']
                     symbol: str = cmd['symbol']
+                    bfqsn: str = symbol.replace(f'.{broker}', '')
 
                     if action == 'alert':
                         # nothing to do but relay a status
@@ -222,7 +226,7 @@ async def clear_dark_triggers(
                             # order-request and instead create a new one.
                             reqid=None,
 
-                            symbol=sym,
+                            symbol=bfqsn,
                             price=submit_price,
                             size=cmd['size'],
                         )
@@ -244,12 +248,9 @@ async def clear_dark_triggers(
                         oid=oid,  # ems order id
                         resp=resp,
                         time_ns=time.time_ns(),
-
+                        symbol=fqsn,
-                        symbol=symbol,
                         trigger_price=price,
-
                         broker_details={'name': broker},
-
                         cmd=cmd,  # original request message
 
                     ).dict()
@@ -262,12 +263,20 @@ async def clear_dark_triggers(
                             f'pred for {oid} was already removed!?'
                         )
 
+                    try:
                         await ems_client_order_stream.send(msg)
+                    except (
+                        trio.ClosedResourceError,
+                    ):
+                        log.warning(
+                            f'client {ems_client_order_stream} stream is broke'
+                        )
+                        break
 
                 else:  # condition scan loop complete
                     log.debug(f'execs are {execs}')
                     if execs:
-                        book.orders[symbol] = execs
+                        book.orders[fqsn] = execs
 
         # print(f'execs scan took: {time.time() - start}')
 
@@ -290,7 +299,8 @@ class TradesRelay:
 
 
 class Router(BaseModel):
-    '''Order router which manages and tracks per-broker dark book,
+    '''
+    Order router which manages and tracks per-broker dark book,
     alerts, clearing and related data feed management.
 
     A singleton per ``emsd`` actor.
@@ -378,7 +388,8 @@ async def open_brokerd_trades_dialogue(
     task_status: TaskStatus[TradesRelay] = trio.TASK_STATUS_IGNORED,
 
 ) -> tuple[dict, tractor.MsgStream]:
-    '''Open and yield ``brokerd`` trades dialogue context-stream if none
+    '''
+    Open and yield ``brokerd`` trades dialogue context-stream if none
     already exists.
 
     '''
@@ -415,8 +426,7 @@ async def open_brokerd_trades_dialogue(
             # actor to simulate the real IPC load it'll have when also
             # pulling data from feeds
             open_trades_endpoint = paper.open_paperboi(
-                broker=broker,
+                fqsn='.'.join([symbol, broker]),
-                symbol=symbol,
                 loglevel=loglevel,
             )
 
@@ -454,12 +464,13 @@ async def open_brokerd_trades_dialogue(
                 # locally cache and track positions per account.
                 pps = {}
                 for msg in positions:
+                    log.info(f'loading pp: {msg}')
 
                     account = msg['account']
                     assert account in accounts
 
                     pps.setdefault(
-                        msg['symbol'],
+                        f'{msg["symbol"]}.{broker}',
                         {}
                     )[account] = msg
 
@@ -489,7 +500,9 @@ async def open_brokerd_trades_dialogue(
         finally:
             # parent context must have been closed
             # remove from cache so next client will respawn if needed
-            _router.relays.pop(broker)
+            relay = _router.relays.pop(broker, None)
+            if not relay:
+                log.warning(f'Relay for {broker} was already removed!?')
 
 
 @tractor.context
@@ -521,7 +534,8 @@ async def translate_and_relay_brokerd_events(
     router: Router,
 
 ) -> AsyncIterator[dict]:
-    '''Trades update loop - receive updates from ``brokerd`` trades
+    '''
+    Trades update loop - receive updates from ``brokerd`` trades
     endpoint, convert to EMS response msgs, transmit **only** to
     ordering client(s).
 
@@ -549,7 +563,10 @@ async def translate_and_relay_brokerd_events(
 
         name = brokerd_msg['name']
 
-        log.info(f'Received broker trade event:\n{pformat(brokerd_msg)}')
+        log.info(
+            f'Received broker trade event:\n'
+            f'{pformat(brokerd_msg)}'
+        )
 
         if name == 'position':
 
@@ -557,14 +574,28 @@ async def translate_and_relay_brokerd_events(
 
             # XXX: this will be useful for automatic strats yah?
             # keep pps per account up to date locally in ``emsd`` mem
-            relay.positions.setdefault(pos_msg['symbol'], {}).setdefault(
+            sym, broker = pos_msg['symbol'], pos_msg['broker']
+
+            relay.positions.setdefault(
+                # NOTE: translate to a FQSN!
+                f'{sym}.{broker}',
+                {}
+            ).setdefault(
                 pos_msg['account'], {}
             ).update(pos_msg)
 
             # fan-out-relay position msgs immediately by
             # broadcasting updates on all client streams
-            for client_stream in router.clients:
+            for client_stream in router.clients.copy():
+                try:
                     await client_stream.send(pos_msg)
+                except(
+                    trio.ClosedResourceError,
+                    trio.BrokenResourceError,
+                ):
+                    router.clients.remove(client_stream)
+                    log.warning(
+                        f'client for {client_stream} was already closed?')
 
             continue
 
@@ -587,19 +618,28 @@ async def translate_and_relay_brokerd_events(
             # packed at submission since we already know it ahead of
             # time
             paper = brokerd_msg['broker_details'].get('paper_info')
+            ext = brokerd_msg['broker_details'].get('external')
             if paper:
                 # paperboi keeps the ems id up front
                 oid = paper['oid']
 
-            else:
+            elif ext:
                 # may be an order msg specified as "external" to the
                 # piker ems flow (i.e. generated by some other
                 # external broker backend client (like tws for ib)
-                ext = brokerd_msg['broker_details'].get('external')
-                if ext:
                 log.error(f"External trade event {ext}")
 
                 continue
+
+            else:
+                # something is out of order, we don't have an oid for
+                # this broker-side message.
+                log.error(
+                    'Unknown oid:{oid} for msg:\n'
+                    f'{pformat(brokerd_msg)}'
+                    'Unable to relay message to client side!?'
+                )
+
         else:
             # check for existing live flow entry
             entry = book._ems_entries.get(oid)
@@ -797,7 +837,9 @@ async def process_client_order_cmds(
                 if reqid:
 
                     # send cancel to brokerd immediately!
-                    log.info("Submitting cancel for live order {reqid}")
+                    log.info(
+                        f'Submitting cancel for live order {reqid}'
+                    )
 
                     await brokerd_order_stream.send(msg.dict())
 
@@ -834,11 +876,15 @@ async def process_client_order_cmds(
 
             msg = Order(**cmd)
 
-            sym = msg.symbol
+            fqsn = msg.symbol
             trigger_price = msg.price
             size = msg.size
             exec_mode = msg.exec_mode
             broker = msg.brokers[0]
+            # remove the broker part before creating a message
+            # to send to the specific broker since they probably
+            # aren't expectig their own name, but should they?
+            sym = fqsn.replace(f'.{broker}', '')
 
             if exec_mode == 'live' and action in ('buy', 'sell',):
 
@@ -896,7 +942,7 @@ async def process_client_order_cmds(
                 # price received from the feed, instead of being
                 # like every other shitty tina platform that makes
                 # the user choose the predicate operator.
-                last = dark_book.lasts[(broker, sym)]
+                last = dark_book.lasts[fqsn]
                 pred = mk_check(trigger_price, last, action)
 
                 spread_slap: float = 5
@@ -927,7 +973,7 @@ async def process_client_order_cmds(
                 # dark book entry if the order id already exists
 
                 dark_book.orders.setdefault(
-                    sym, {}
+                    fqsn, {}
                 )[oid] = (
                     pred,
                     tickfilter,
@@ -954,8 +1000,8 @@ async def process_client_order_cmds(
 async def _emsd_main(
 
     ctx: tractor.Context,
-    broker: str,
+    fqsn: str,
-    symbol: str,
+
     _exec_mode: str = 'dark',  # ('paper', 'dark', 'live')
     loglevel: str = 'info',
 
@@ -997,6 +1043,8 @@ async def _emsd_main(
     global _router
     assert _router
 
+    from ..data._source import unpack_fqsn
+    broker, symbol, suffix = unpack_fqsn(fqsn)
     dark_book = _router.get_dark_book(broker)
 
     # TODO: would be nice if in tractor we can require either a ctx arg,
@@ -1009,22 +1057,16 @@ async def _emsd_main(
     # spawn one task per broker feed
     async with (
         maybe_open_feed(
-            broker,
+            [fqsn],
-            [symbol],
             loglevel=loglevel,
-        ) as (feed, stream),
+        ) as (feed, quote_stream),
     ):
 
         # XXX: this should be initial price quote from target provider
-        first_quote = feed.first_quotes[symbol]
+        first_quote = feed.first_quotes[fqsn]
 
         book = _router.get_dark_book(broker)
-        last = book.lasts[(broker, symbol)] = first_quote['last']
+        book.lasts[fqsn] = first_quote['last']
-
-        # XXX: ib is a cucker but we've fixed avoiding receiving any
-        # `Nan`s in the backend during market hours (right?). this was
-        # here previously as a sanity check during market hours.
-        # assert not isnan(last)
 
         # open a stream with the brokerd backend for order
         # flow dialogue
@@ -1048,8 +1090,8 @@ async def _emsd_main(
 
             # flatten out collected pps from brokerd for delivery
             pp_msgs = {
-                sym: list(pps.values())
+                fqsn: list(pps.values())
-                for sym, pps in relay.positions.items()
+                for fqsn, pps in relay.positions.items()
             }
 
             # signal to client that we're started and deliver
@@ -1066,9 +1108,9 @@ async def _emsd_main(
 
                     brokerd_stream,
                     ems_client_order_stream,
-                    stream,
+                    quote_stream,
                     broker,
-                    symbol,
+                    fqsn,  # form: <name>.<venue>.<suffix>.<broker>
                     book
                 )
 
@@ -1084,7 +1126,7 @@ async def _emsd_main(
                         # relay.brokerd_dialogue,
                         brokerd_stream,
 
-                        symbol,
+                        fqsn,
                         feed,
                         dark_book,
                         _router,

piker/clearing/_messages.py

@@ -155,8 +155,11 @@ class BrokerdOrder(BaseModel):
 
 
 class BrokerdOrderAck(BaseModel):
-    '''Immediate reponse to a brokerd order request providing
+    '''
-    the broker specifci unique order id.
+    Immediate reponse to a brokerd order request providing the broker
+    specific unique order id so that the EMS can associate this
+    (presumably differently formatted broker side ID) with our own
+    ``.oid`` (which is a uuid4).
 
     '''
     name: str = 'ack'
@@ -181,7 +184,7 @@ class BrokerdStatus(BaseModel):
     # {
     #   'submitted',
     #   'cancelled',
-    #   'executed',
+    #   'filled',
     # }
     status: str
 
@@ -203,7 +206,8 @@ class BrokerdStatus(BaseModel):
 
 
 class BrokerdFill(BaseModel):
-    '''A single message indicating a "fill-details" event from the broker
+    '''
+    A single message indicating a "fill-details" event from the broker
     if avaiable.
 
     '''
@@ -227,16 +231,18 @@ class BrokerdFill(BaseModel):
 
 
 class BrokerdError(BaseModel):
-    '''Optional error type that can be relayed to emsd for error handling.
+    '''
+    Optional error type that can be relayed to emsd for error handling.
 
     This is still a TODO thing since we're not sure how to employ it yet.
+
     '''
     name: str = 'error'
     oid: str
 
     # if no brokerd order request was actually submitted (eg. we errored
     # at the ``pikerd`` layer) then there will be ``reqid`` allocated.
-    reqid: Union[int, str] = ''
+    reqid: Optional[Union[int, str]] = None
 
     symbol: str
     reason: str

piker/clearing/_paper_engine.py

@@ -32,6 +32,7 @@ from dataclasses import dataclass
 
 from .. import data
 from ..data._normalize import iterticks
+from ..data._source import unpack_fqsn
 from ..log import get_logger
 from ._messages import (
     BrokerdCancel, BrokerdOrder, BrokerdOrderAck, BrokerdStatus,
@@ -389,7 +390,7 @@ async def handle_order_requests(
             account = request_msg['account']
             if account != 'paper':
                 log.error(
-                    'On a paper account, only a `paper` selection is valid'
+                    'This is a paper account, only a `paper` selection is valid'
                 )
                 await ems_order_stream.send(BrokerdError(
                     oid=request_msg['oid'],
@@ -446,7 +447,7 @@ async def trades_dialogue(
 
     ctx: tractor.Context,
     broker: str,
-    symbol: str,
+    fqsn: str,
     loglevel: str = None,
 
 ) -> None:
@@ -455,15 +456,15 @@ async def trades_dialogue(
     async with (
 
         data.open_feed(
-            broker,
+            [fqsn],
-            [symbol],
             loglevel=loglevel,
         ) as feed,
 
     ):
         # TODO: load paper positions per broker from .toml config file
         # and pass as symbol to position data mapping: ``dict[str, dict]``
-        await ctx.started(({}, ['paper']))
+        # await ctx.started(all_positions)
+        await ctx.started(({}, {'paper',}))
 
         async with (
             ctx.open_stream() as ems_stream,
@@ -490,15 +491,16 @@ async def trades_dialogue(
 
 @asynccontextmanager
 async def open_paperboi(
-    broker: str,
+    fqsn: str,
-    symbol: str,
     loglevel: str,
 
 ) -> Callable:
-    '''Spawn a paper engine actor and yield through access to
+    '''
+    Spawn a paper engine actor and yield through access to
     its context.
 
     '''
+    broker, symbol, expiry = unpack_fqsn(fqsn)
     service_name = f'paperboi.{broker}'
 
     async with (
@@ -517,7 +519,7 @@ async def open_paperboi(
         async with portal.open_context(
                 trades_dialogue,
                 broker=broker,
-                symbol=symbol,
+                fqsn=fqsn,
                 loglevel=loglevel,
 
         ) as (ctx, first):

piker/cli/__init__.py

@@ -1,7 +1,25 @@
-"""
+# 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/>.
+
+'''
 CLI commons.
-"""
+
+'''
 import os
+from pprint import pformat
 
 import click
 import trio
@@ -16,29 +34,22 @@ from .. import config
 log = get_logger('cli')
 DEFAULT_BROKER = 'questrade'
 
-_config_dir = click.get_app_dir('piker')
-_watchlists_data_path = os.path.join(_config_dir, 'watchlists.json')
-_context_defaults = dict(
-    default_map={
-        # Questrade specific quote poll rates
-        'monitor': {
-            'rate': 3,
-        },
-        'optschain': {
-            'rate': 1,
-        },
-    }
-)
-
 
 @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='127.0.0.1', help='Host address to bind')
-def pikerd(loglevel, host, tl, pdb):
+@click.option(
-    """Spawn the piker broker-daemon.
+    '--tsdb',
-    """
+    is_flag=True,
+    help='Enable local ``marketstore`` instance'
+)
+def pikerd(loglevel, host, tl, pdb, tsdb):
+    '''
+    Spawn the piker broker-daemon.
+
+    '''
     from .._daemon import open_pikerd
     log = get_console_log(loglevel)
 
@@ -52,13 +63,38 @@ def pikerd(loglevel, host, tl, pdb):
         ))
 
     async def main():
-        async with open_pikerd(loglevel=loglevel, debug_mode=pdb):
+
+        async with (
+            open_pikerd(
+                loglevel=loglevel,
+                debug_mode=pdb,
+            ),  # normally delivers a ``Services`` handle
+            trio.open_nursery() as n,
+        ):
+            if tsdb:
+                from piker.data._ahab import start_ahab
+                from piker.data.marketstore import start_marketstore
+
+                log.info('Spawning `marketstore` supervisor')
+                ctn_ready, config, (cid, pid) = await n.start(
+                    start_ahab,
+                    'marketstored',
+                    start_marketstore,
+
+                )
+                log.info(
+                    f'`marketstore` up!\n'
+                    f'`marketstored` pid: {pid}\n'
+                    f'docker container id: {cid}\n'
+                    f'config: {pformat(config)}'
+                )
+
             await trio.sleep_forever()
 
     trio.run(main)
 
 
-@click.group(context_settings=_context_defaults)
+@click.group(context_settings=config._context_defaults)
 @click.option(
     '--brokers', '-b',
     default=[DEFAULT_BROKER],
@@ -87,8 +123,8 @@ def cli(ctx, brokers, loglevel, tl, configdir):
         'loglevel': loglevel,
         'tractorloglevel': None,
         'log': get_console_log(loglevel),
-        'confdir': _config_dir,
+        'confdir': config._config_dir,
-        'wl_path': _watchlists_data_path,
+        'wl_path': config._watchlists_data_path,
     })
 
     # allow enabling same loglevel in ``tractor`` machinery
@@ -109,13 +145,11 @@ def services(config, tl, names):
         ) as portal:
             registry = await portal.run_from_ns('self', 'get_registry')
             json_d = {}
-            for uid, socket in registry.items():
+            for key, socket in registry.items():
-                name, uuid = uid
+                # name, uuid = uid
                 host, port = socket
-                json_d[f'{name}.{uuid}'] = f'{host}:{port}'
+                json_d[key] = f'{host}:{port}'
-            click.echo(
+            click.echo(f"{colorize_json(json_d)}")
-                f"Available `piker` services:\n{colorize_json(json_d)}"
-            )
 
     tractor.run(
         list_services,

piker/config.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 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
@@ -16,7 +16,10 @@
 
 """
 Broker configuration mgmt.
+
 """
+import platform
+import sys
 import os
 from os.path import dirname
 import shutil
@@ -24,14 +27,106 @@ from typing import Optional
 
 from bidict import bidict
 import toml
-import click
 
 from .log import get_logger
 
 log = get_logger('broker-config')
 
-_config_dir = click.get_app_dir('piker')
+
-_file_name = 'brokers.toml'
+# taken from ``click`` since apparently they have some
+# super weirdness with sigint and sudo..no clue
+def get_app_dir(app_name, roaming=True, force_posix=False):
+    r"""Returns the config folder for the application.  The default behavior
+    is to return whatever is most appropriate for the operating system.
+
+    To give you an idea, for an app called ``"Foo Bar"``, something like
+    the following folders could be returned:
+
+    Mac OS X:
+      ``~/Library/Application Support/Foo Bar``
+    Mac OS X (POSIX):
+      ``~/.foo-bar``
+    Unix:
+      ``~/.config/foo-bar``
+    Unix (POSIX):
+      ``~/.foo-bar``
+    Win XP (roaming):
+      ``C:\Documents and Settings\<user>\Local Settings\Application Data\Foo``
+    Win XP (not roaming):
+      ``C:\Documents and Settings\<user>\Application Data\Foo Bar``
+    Win 7 (roaming):
+      ``C:\Users\<user>\AppData\Roaming\Foo Bar``
+    Win 7 (not roaming):
+      ``C:\Users\<user>\AppData\Local\Foo Bar``
+
+    .. versionadded:: 2.0
+
+    :param app_name: the application name.  This should be properly capitalized
+                     and can contain whitespace.
+    :param roaming: controls if the folder should be roaming or not on Windows.
+                    Has no affect otherwise.
+    :param force_posix: if this is set to `True` then on any POSIX system the
+                        folder will be stored in the home folder with a leading
+                        dot instead of the XDG config home or darwin's
+                        application support folder.
+    """
+
+    def _posixify(name):
+        return "-".join(name.split()).lower()
+
+    # if WIN:
+    if platform.system() == 'Windows':
+        key = "APPDATA" if roaming else "LOCALAPPDATA"
+        folder = os.environ.get(key)
+        if folder is None:
+            folder = os.path.expanduser("~")
+        return os.path.join(folder, app_name)
+    if force_posix:
+        return os.path.join(
+            os.path.expanduser("~/.{}".format(_posixify(app_name))))
+    if sys.platform == "darwin":
+        return os.path.join(
+            os.path.expanduser("~/Library/Application Support"), app_name
+        )
+    return os.path.join(
+        os.environ.get("XDG_CONFIG_HOME", os.path.expanduser("~/.config")),
+        _posixify(app_name),
+    )
+
+
+_config_dir = _click_config_dir = get_app_dir('piker')
+_parent_user = os.environ.get('SUDO_USER')
+
+if _parent_user:
+    non_root_user_dir = os.path.expanduser(
+        f'~{_parent_user}'
+    )
+    root = 'root'
+    _config_dir = (
+        non_root_user_dir +
+        _click_config_dir[
+            _click_config_dir.rfind(root) + len(root):
+        ]
+    )
+
+_conf_names: set[str] = {
+    'brokers',
+    'trades',
+    'watchlists',
+}
+
+_watchlists_data_path = os.path.join(_config_dir, 'watchlists.json')
+_context_defaults = dict(
+    default_map={
+        # Questrade specific quote poll rates
+        'monitor': {
+            'rate': 3,
+        },
+        'optschain': {
+            'rate': 1,
+        },
+    }
+)
 
 
 def _override_config_dir(
@@ -41,23 +136,43 @@ def _override_config_dir(
     _config_dir = path
 
 
-def get_broker_conf_path():
+def _conf_fn_w_ext(
+    name: str,
+) -> str:
+    # change this if we ever change the config file format.
+    return f'{name}.toml'
+
+
+def get_conf_path(
+    conf_name: str = 'brokers',
+
+) -> str:
     """Return the default config path normally under
     ``~/.config/piker`` on linux.
 
     Contains files such as:
     - brokers.toml
     - watchlists.toml
+    - trades.toml
+
+    # maybe coming soon ;)
     - signals.toml
     - strats.toml
 
     """
-    return os.path.join(_config_dir, _file_name)
+    assert conf_name in _conf_names
+    fn = _conf_fn_w_ext(conf_name)
+    return os.path.join(
+        _config_dir,
+        fn,
+    )
 
 
 def repodir():
-    """Return the abspath to the repo directory.
+    '''
-    """
+    Return the abspath to the repo directory.
+
+    '''
     dirpath = os.path.abspath(
         # we're 3 levels down in **this** module file
         dirname(dirname(os.path.realpath(__file__)))
@@ -66,16 +181,27 @@ def repodir():
 
 
 def load(
+    conf_name: str = 'brokers',
     path: str = None
+
 ) -> (dict, str):
-    """Load broker config.
+    '''
-    """
+    Load config file by name.
-    path = path or get_broker_conf_path()
+
+    '''
+    path = path or get_conf_path(conf_name)
     if not os.path.isfile(path):
-        shutil.copyfile(
+        fn = _conf_fn_w_ext(conf_name)
-            os.path.join(repodir(), 'config', 'brokers.toml'),
+
-            path,
+        template = os.path.join(
+            repodir(),
+            'config',
+            fn
         )
+        # try to copy in a template config to the user's directory
+        # if one exists.
+        if os.path.isfile(template):
+            shutil.copyfile(template, path)
 
     config = toml.load(path)
     log.debug(f"Read config file {path}")
@@ -84,13 +210,17 @@ def load(
 
 def write(
     config: dict,  # toml config as dict
+    name: str = 'brokers',
     path: str = None,
+
 ) -> None:
-    """Write broker config to disk.
+    ''''
+    Write broker config to disk.
 
     Create a ``brokers.ini`` file if one does not exist.
-    """
+
-    path = path or get_broker_conf_path()
+    '''
+    path = path or get_conf_path(name)
     dirname = os.path.dirname(path)
     if not os.path.isdir(dirname):
         log.debug(f"Creating config dir {_config_dir}")
@@ -100,7 +230,10 @@ def write(
         raise ValueError(
             "Watch out you're trying to write a blank config!")
 
-    log.debug(f"Writing config file {path}")
+    log.debug(
+        f"Writing config `{name}` file to:\n"
+        f"{path}"
+    )
     with open(path, 'w') as cf:
         return toml.dump(config, cf)
 
@@ -130,4 +263,5 @@ def load_accounts(
 
     # our default paper engine entry
     accounts['paper'] = None
+
     return accounts

piker/data/_ahab.py

@@ -0,0 +1,385 @@
+# 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/>.
+
+'''
+Supervisor for docker with included specific-image service helpers.
+
+'''
+import os
+import time
+from typing import (
+    Optional,
+    Callable,
+    Any,
+)
+from contextlib import asynccontextmanager as acm
+
+import trio
+from trio_typing import TaskStatus
+import tractor
+from tractor.msg import NamespacePath
+import docker
+import json
+from docker.models.containers import Container as DockerContainer
+from docker.errors import (
+    DockerException,
+    APIError,
+)
+from requests.exceptions import ConnectionError, ReadTimeout
+
+from ..log import get_logger, get_console_log
+from .. import config
+
+log = get_logger(__name__)
+
+
+class DockerNotStarted(Exception):
+    'Prolly you dint start da daemon bruh'
+
+
+class ContainerError(RuntimeError):
+    'Error reported via app-container logging level'
+
+
+@acm
+async def open_docker(
+    url: Optional[str] = None,
+    **kwargs,
+
+) -> docker.DockerClient:
+
+    client: Optional[docker.DockerClient] = None
+    try:
+        client = docker.DockerClient(
+            base_url=url,
+            **kwargs
+        ) if url else docker.from_env(**kwargs)
+
+        yield client
+
+    except (
+        DockerException,
+        APIError,
+    ) as err:
+
+        def unpack_msg(err: Exception) -> str:
+            args = getattr(err, 'args', None)
+            if args:
+                return args
+            else:
+                return str(err)
+
+        # could be more specific so let's check if it's just perms.
+        if err.args:
+            errs = err.args
+            for err in errs:
+                msg = unpack_msg(err)
+                if 'PermissionError' in msg:
+                    raise DockerException('You dint run as root yo!')
+
+                elif 'FileNotFoundError' in msg:
+                    raise DockerNotStarted('Did you start da service sister?')
+
+        # not perms?
+        raise
+
+    finally:
+        if client:
+            client.close()
+
+
+class Container:
+    '''
+    Wrapper around a ``docker.models.containers.Container`` to include
+    log capture and relay through our native logging system and helper
+    method(s) for cancellation/teardown.
+
+    '''
+    def __init__(
+        self,
+        cntr: DockerContainer,
+    ) -> None:
+
+        self.cntr = cntr
+        # log msg de-duplication
+        self.seen_so_far = set()
+
+    async def process_logs_until(
+        self,
+        patt: str,
+        bp_on_msg: bool = False,
+    ) -> bool:
+        '''
+        Attempt to capture container log messages and relay through our
+        native logging system.
+
+        '''
+        seen_so_far = self.seen_so_far
+
+        while True:
+            logs = self.cntr.logs()
+            entries = logs.decode().split('\n')
+            for entry in entries:
+
+                # ignore null lines
+                if not entry:
+                    continue
+
+                try:
+                    record = json.loads(entry.strip())
+                except json.JSONDecodeError:
+                    if 'Error' in entry:
+                        raise RuntimeError(entry)
+                    raise
+
+                msg = record['msg']
+                level = record['level']
+                if msg and entry not in seen_so_far:
+                    seen_so_far.add(entry)
+                    if bp_on_msg:
+                        await tractor.breakpoint()
+
+                    getattr(log, level, log.error)(f'{msg}')
+
+                    # print(f'level: {level}')
+                    if level in ('error', 'fatal'):
+                        raise ContainerError(msg)
+
+                if patt in msg:
+                    return True
+
+                # do a checkpoint so we don't block if cancelled B)
+                await trio.sleep(0.01)
+
+        return False
+
+    def try_signal(
+        self,
+        signal: str = 'SIGINT',
+
+    ) -> bool:
+        try:
+            # XXX: market store doesn't seem to shutdown nicely all the
+            # time with this (maybe because there are still open grpc
+            # connections?) noticably after client connections have been
+            # made or are in use/teardown. It works just fine if you
+            # just start and stop the container tho?..
+            log.cancel(f'SENDING {signal} to {self.cntr.id}')
+            self.cntr.kill(signal)
+            return True
+
+        except docker.errors.APIError as err:
+            if 'is not running' in err.explanation:
+                return False
+
+    async def cancel(
+        self,
+        stop_msg: str,
+    ) -> None:
+
+        cid = self.cntr.id
+        # first try a graceful cancel
+        log.cancel(
+            f'SIGINT cancelling container: {cid}\n'
+            f'waiting on stop msg: "{stop_msg}"'
+        )
+        self.try_signal('SIGINT')
+
+        start = time.time()
+        for _ in range(30):
+
+            with trio.move_on_after(0.5) as cs:
+                cs.shield = True
+                await self.process_logs_until(stop_msg)
+
+                # if we aren't cancelled on above checkpoint then we
+                # assume we read the expected stop msg and terminated.
+                break
+
+            try:
+                log.info(f'Polling for container shutdown:\n{cid}')
+
+                if self.cntr.status not in {'exited', 'not-running'}:
+                    self.cntr.wait(
+                        timeout=0.1,
+                        condition='not-running',
+                    )
+
+                break
+
+            except (
+                ReadTimeout,
+            ):
+                log.info(f'Still waiting on container:\n{cid}')
+                continue
+
+            except (
+                docker.errors.APIError,
+                ConnectionError,
+            ):
+                log.exception('Docker connection failure')
+                break
+        else:
+            delay = time.time() - start
+            log.error(
+                f'Failed to kill container {cid} after {delay}s\n'
+                'sending SIGKILL..'
+            )
+            # get out the big guns, bc apparently marketstore
+            # doesn't actually know how to terminate gracefully
+            # :eyeroll:...
+            self.try_signal('SIGKILL')
+            self.cntr.wait(
+                timeout=3,
+                condition='not-running',
+            )
+
+        log.cancel(f'Container stopped: {cid}')
+
+
+@tractor.context
+async def open_ahabd(
+    ctx: tractor.Context,
+    endpoint: str,  # ns-pointer str-msg-type
+
+    **kwargs,
+
+) -> None:
+    get_console_log('info', name=__name__)
+
+    async with open_docker() as client:
+
+        # TODO: eventually offer a config-oriented API to do the mounts,
+        # params, etc. passing to ``Containter.run()``?
+        # call into endpoint for container config/init
+        ep_func = NamespacePath(endpoint).load_ref()
+        (
+            dcntr,
+            cntr_config,
+            start_msg,
+            stop_msg,
+        ) = ep_func(client)
+        cntr = Container(dcntr)
+
+        with trio.move_on_after(1):
+            found = await cntr.process_logs_until(start_msg)
+
+            if not found and cntr not in client.containers.list():
+                raise RuntimeError(
+                    'Failed to start `marketstore` check logs deats'
+                )
+
+        await ctx.started((
+            cntr.cntr.id,
+            os.getpid(),
+            cntr_config,
+        ))
+
+        try:
+
+            # TODO: we might eventually want a proxy-style msg-prot here
+            # to allow remote control of containers without needing
+            # callers to have root perms?
+            await trio.sleep_forever()
+
+        finally:
+            with trio.CancelScope(shield=True):
+                await cntr.cancel(stop_msg)
+
+
+async def start_ahab(
+    service_name: str,
+    endpoint: Callable[docker.DockerClient, DockerContainer],
+    task_status: TaskStatus[
+        tuple[
+            trio.Event,
+            dict[str, Any],
+        ],
+    ] = trio.TASK_STATUS_IGNORED,
+
+) -> None:
+    '''
+    Start a ``docker`` container supervisor with given service name.
+
+    Currently the actor calling this task should normally be started
+    with root permissions (until we decide to use something that doesn't
+    require this, like docker's rootless mode or some wrapper project) but
+    te root perms are de-escalated after the docker supervisor sub-actor
+    is started.
+
+    '''
+    cn_ready = trio.Event()
+    try:
+        async with tractor.open_nursery(
+            loglevel='runtime',
+        ) as tn:
+
+            portal = await tn.start_actor(
+                service_name,
+                enable_modules=[__name__]
+            )
+
+            # TODO: we have issues with this on teardown
+            # where ``tractor`` tries to issue ``os.kill()``
+            # and hits perms errors since the root process
+            # doesn't any longer have root perms..
+
+            # de-escalate root perms to the original user
+            # after the docker supervisor actor is spawned.
+            if config._parent_user:
+                import pwd
+                os.setuid(
+                    pwd.getpwnam(
+                        config._parent_user
+                    )[2]  # named user's uid
+                )
+
+            async with portal.open_context(
+                open_ahabd,
+                endpoint=str(NamespacePath.from_ref(endpoint)),
+            ) as (ctx, first):
+
+                cid, pid, cntr_config = first
+
+                task_status.started((
+                    cn_ready,
+                    cntr_config,
+                    (cid, pid),
+                ))
+
+                await trio.sleep_forever()
+
+    # since we demoted root perms in this parent
+    # we'll get a perms error on proc cleanup in
+    # ``tractor`` nursery exit. just make sure
+    # the child is terminated and don't raise the
+    # error if so.
+
+    # TODO: we could also consider adding
+    # a ``tractor.ZombieDetected`` or something that we could raise
+    # if we find the child didn't terminate.
+    except PermissionError:
+        log.warning('Failed to cancel root permsed container')
+
+    except (
+        trio.MultiError,
+    ) as err:
+        for subexc in err.exceptions:
+            if isinstance(subexc, PermissionError):
+                log.warning('Failed to cancel root perms-ed container')
+                return
+        else:
+            raise

piker/data/_sampling.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
@@ -15,40 +15,57 @@
 # along with this program.  If not, see <https://www.gnu.org/licenses/>.
 
 """
-Data buffers for fast shared humpy.
+Sampling and broadcast machinery for (soft) real-time delivery of
+financial data flows.
+
 """
+from __future__ import annotations
+from collections import Counter
 import time
-from typing import Dict, List
+from typing import TYPE_CHECKING, Optional, Union
 
 import tractor
 import trio
 from trio_typing import TaskStatus
 
-from ._sharedmem import ShmArray
 from ..log import get_logger
 
+if TYPE_CHECKING:
+    from ._sharedmem import ShmArray
+    from .feed import _FeedsBus
 
 log = get_logger(__name__)
 
 
-# TODO: we could stick these in a composed type to avoid
+class sampler:
-# angering the "i hate module scoped variables crowd" (yawn).
+    '''
-_shms: Dict[int, List[ShmArray]] = {}
+    Global sampling engine registry.
-_start_increment: Dict[str, trio.Event] = {}
-_incrementers: Dict[int, trio.CancelScope] = {}
-_subscribers: Dict[str, tractor.Context] = {}
 
+    Manages state for sampling events, shm incrementing and
+    sample period logic.
 
-def shm_incrementing(shm_token_name: str) -> trio.Event:
+    '''
-    global _start_increment
+    # TODO: we could stick these in a composed type to avoid
-    return _start_increment.setdefault(shm_token_name, trio.Event())
+    # angering the "i hate module scoped variables crowd" (yawn).
+    ohlcv_shms: dict[int, list[ShmArray]] = {}
+
+    # holds one-task-per-sample-period tasks which are spawned as-needed by
+    # data feed requests with a given detected time step usually from
+    # history loading.
+    incrementers: dict[int, trio.CancelScope] = {}
+
+    # holds all the ``tractor.Context`` remote subscriptions for
+    # a particular sample period increment event: all subscribers are
+    # notified on a step.
+    subscribers: dict[int, tractor.Context] = {}
 
 
 async def increment_ohlc_buffer(
     delay_s: int,
     task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
 ):
-    """Task which inserts new bars into the provide shared memory array
+    '''
+    Task which inserts new bars into the provide shared memory array
     every ``delay_s`` seconds.
 
     This task fulfills 2 purposes:
@@ -59,8 +76,8 @@ async def increment_ohlc_buffer(
 
     Note that if **no** actor has initiated this task then **none** of
     the underlying buffers will actually be incremented.
-    """
 
+    '''
     # # wait for brokerd to signal we should start sampling
     # await shm_incrementing(shm_token['shm_name']).wait()
 
@@ -69,19 +86,18 @@ async def increment_ohlc_buffer(
     # to solve this is to make this task aware of the instrument's
     # tradable hours?
 
-    global _incrementers
-
     # adjust delay to compensate for trio processing time
-    ad = min(_shms.keys()) - 0.001
+    ad = min(sampler.ohlcv_shms.keys()) - 0.001
 
     total_s = 0  # total seconds counted
-    lowest = min(_shms.keys())
+    lowest = min(sampler.ohlcv_shms.keys())
+    lowest_shm = sampler.ohlcv_shms[lowest][0]
     ad = lowest - 0.001
 
     with trio.CancelScope() as cs:
 
         # register this time period step as active
-        _incrementers[delay_s] = cs
+        sampler.incrementers[delay_s] = cs
         task_status.started(cs)
 
         while True:
@@ -91,8 +107,10 @@ async def increment_ohlc_buffer(
             total_s += lowest
 
             # increment all subscribed shm arrays
-            # TODO: this in ``numba``
+            # TODO:
-            for delay_s, shms in _shms.items():
+            # - this in ``numba``
+            # - just lookup shms for this step instead of iterating?
+            for delay_s, shms in sampler.ohlcv_shms.items():
                 if total_s % delay_s != 0:
                     continue
 
@@ -117,65 +135,107 @@ async def increment_ohlc_buffer(
                     # write to the buffer
                     shm.push(last)
 
-                # broadcast the buffer index step
+            await broadcast(delay_s, shm=lowest_shm)
-                subs = _subscribers.get(delay_s, ())
 
-                for ctx in subs:
+
+async def broadcast(
+    delay_s: int,
+    shm: Optional[ShmArray] = None,
+
+) -> None:
+    '''
+    Broadcast the given ``shm: ShmArray``'s buffer index step to any
+    subscribers for a given sample period.
+
+    The sent msg will include the first and last index which slice into
+    the buffer's non-empty data.
+
+    '''
+    subs = sampler.subscribers.get(delay_s, ())
+
+    first = last = -1
+
+    if shm is None:
+        periods = sampler.ohlcv_shms.keys()
+        # if this is an update triggered by a history update there
+        # might not actually be any sampling bus setup since there's
+        # no "live feed" active yet.
+        if periods:
+            lowest = min(periods)
+            shm = sampler.ohlcv_shms[lowest][0]
+            first = shm._first.value
+            last = shm._last.value
+
+    for stream in subs:
         try:
-                        await ctx.send_yield({'index': shm._last.value})
+            await stream.send({
+                'first': first,
+                'last': last,
+                'index': last,
+            })
         except (
             trio.BrokenResourceError,
             trio.ClosedResourceError
         ):
-                        log.error(f'{ctx.chan.uid} dropped connection')
+            log.error(
-                        subs.remove(ctx)
+                f'{stream._ctx.chan.uid} dropped connection'
+            )
+            try:
+                subs.remove(stream)
+            except ValueError:
+                log.warning(
+                    f'{stream._ctx.chan.uid} sub already removed!?'
+                )
 
 
-@tractor.stream
+@tractor.context
 async def iter_ohlc_periods(
     ctx: tractor.Context,
     delay_s: int,
 
 ) -> None:
-    """
+    '''
     Subscribe to OHLC sampling "step" events: when the time
     aggregation period increments, this event stream emits an index
     event.
 
-    """
+    '''
     # add our subscription
-    global _subscribers
+    subs = sampler.subscribers.setdefault(delay_s, [])
-    subs = _subscribers.setdefault(delay_s, [])
+    await ctx.started()
-    subs.append(ctx)
+    async with ctx.open_stream() as stream:
+        subs.append(stream)
 
         try:
             # stream and block until cancelled
             await trio.sleep_forever()
         finally:
             try:
-            subs.remove(ctx)
+                subs.remove(stream)
             except ValueError:
                 log.error(
-                f'iOHLC step stream was already dropped for {ctx.chan.uid}?'
+                    f'iOHLC step stream was already dropped {ctx.chan.uid}?'
                 )
 
 
 async def sample_and_broadcast(
 
-    bus: '_FeedsBus',  # noqa
+    bus: _FeedsBus,  # noqa
     shm: ShmArray,
     quote_stream: trio.abc.ReceiveChannel,
+    brokername: str,
     sum_tick_vlm: bool = True,
 
 ) -> None:
 
     log.info("Started shared mem bar writer")
 
+    overruns = Counter()
+
     # iterate stream delivered by broker
     async for quotes in quote_stream:
         # TODO: ``numba`` this!
-        for sym, quote in quotes.items():
+        for broker_symbol, quote in quotes.items():
-
             # TODO: in theory you can send the IPC msg *before* writing
             # to the sharedmem array to decrease latency, however, that
             # will require at least some way to prevent task switching
@@ -239,10 +299,22 @@ async def sample_and_broadcast(
             # end up triggering backpressure which which will
             # eventually block this producer end of the feed and
             # thus other consumers still attached.
-            subs = bus._subscribers[sym.lower()]
+            subs: list[
+                tuple[
+                    Union[tractor.MsgStream, trio.MemorySendChannel],
+                    tractor.Context,
+                    Optional[float],  # tick throttle in Hz
+                ]
+            ] = bus._subscribers[broker_symbol.lower()]
 
-            lags = 0
+            # NOTE: by default the broker backend doesn't append
-            for (stream, tick_throttle) in subs:
+            # it's own "name" into the fqsn schema (but maybe it
+            # should?) so we have to manually generate the correct
+            # key here.
+            bsym = f'{broker_symbol}.{brokername}'
+            lags: int = 0
+
+            for (stream, ctx, tick_throttle) in subs:
 
                 try:
                     with trio.move_on_after(0.2) as cs:
@@ -250,21 +322,49 @@ async def sample_and_broadcast(
                             # this is a send mem chan that likely
                             # pushes to the ``uniform_rate_send()`` below.
                             try:
-                                stream.send_nowait((sym, quote))
+                                stream.send_nowait(
+                                    (bsym, quote)
+                                )
                             except trio.WouldBlock:
-                                ctx = getattr(stream, '_ctx', None)
+                                chan = ctx.chan
                                 if ctx:
                                     log.warning(
                                         f'Feed overrun {bus.brokername} ->'
-                                        f'{ctx.channel.uid} !!!'
+                                        f'{chan.uid} !!!'
                                     )
                                 else:
+                                    key = id(stream)
+                                    overruns[key] += 1
                                     log.warning(
-                                        f'Feed overrun {bus.brokername} -> '
+                                        f'Feed overrun {broker_symbol}'
+                                        '@{bus.brokername} -> '
                                         f'feed @ {tick_throttle} Hz'
                                     )
+                                    if overruns[key] > 6:
+                                        # TODO: should we check for the
+                                        # context being cancelled? this
+                                        # could happen but the
+                                        # channel-ipc-pipe is still up.
+                                        if not chan.connected():
+                                            log.warning(
+                                                'Dropping broken consumer:\n'
+                                                f'{broker_symbol}:'
+                                                f'{ctx.cid}@{chan.uid}'
+                                            )
+                                            await stream.aclose()
+                                            raise trio.BrokenResourceError
                                         else:
-                            await stream.send({sym: quote})
+                                            log.warning(
+                                                'Feed getting overrun bro!\n'
+                                                f'{broker_symbol}:'
+                                                f'{ctx.cid}@{chan.uid}'
+                                            )
+                                            continue
+
+                        else:
+                            await stream.send(
+                                {bsym: quote}
+                            )
 
                     if cs.cancelled_caught:
                         lags += 1
@@ -276,21 +376,29 @@ async def sample_and_broadcast(
                     trio.ClosedResourceError,
                     trio.EndOfChannel,
                 ):
-                    ctx = getattr(stream, '_ctx', None)
+                    chan = ctx.chan
                     if ctx:
                         log.warning(
-                            f'{ctx.chan.uid} dropped  '
+                            'Dropped `brokerd`-quotes-feed connection:\n'
-                            '`brokerd`-quotes-feed connection'
+                            f'{broker_symbol}:'
+                            f'{ctx.cid}@{chan.uid}'
                         )
                     if tick_throttle:
-                        assert stream.closed()
+                        assert stream._closed
 
                     # XXX: do we need to deregister here
                     # if it's done in the fee bus code?
                     # so far seems like no since this should all
                     # be single-threaded. Doing it anyway though
                     # since there seems to be some kinda race..
+                    try:
                         subs.remove((stream, tick_throttle))
+                    except ValueError:
+                        log.error(
+                            f'Stream was already removed from subs!?\n'
+                            f'{broker_symbol}:'
+                            f'{ctx.cid}@{chan.uid}'
+                        )
 
 
 # TODO: a less naive throttler, here's some snippets:
@@ -303,6 +411,8 @@ async def uniform_rate_send(
     quote_stream: trio.abc.ReceiveChannel,
     stream: tractor.MsgStream,
 
+    task_status: TaskStatus = trio.TASK_STATUS_IGNORED,
+
 ) -> None:
 
     # TODO: compute the approx overhead latency per cycle
@@ -313,6 +423,8 @@ async def uniform_rate_send(
     last_send = time.time()
     diff = 0
 
+    task_status.started()
+
     while True:
 
         # compute the remaining time to sleep for this throttled cycle
@@ -320,7 +432,12 @@ async def uniform_rate_send(
 
         if left_to_sleep > 0:
             with trio.move_on_after(left_to_sleep) as cs:
+                try:
                     sym, last_quote = await quote_stream.receive()
+                except trio.EndOfChannel:
+                    log.exception(f"feed for {stream} ended?")
+                    break
+
                 diff = time.time() - last_send
 
                 if not first_quote:
@@ -380,10 +497,20 @@ async def uniform_rate_send(
         # rate timing exactly lul
         try:
             await stream.send({sym: first_quote})
-        except trio.ClosedResourceError:
+        except (
+            # NOTE: any of these can be raised by ``tractor``'s IPC
+            # transport-layer and we want to be highly resilient
+            # to consumers which crash or lose network connection.
+            # I.e. we **DO NOT** want to crash and propagate up to
+            # ``pikerd`` these kinds of errors!
+            trio.ClosedResourceError,
+            trio.BrokenResourceError,
+            ConnectionResetError,
+        ):
             # if the feed consumer goes down then drop
             # out of this rate limiter
             log.warning(f'{stream} closed')
+            await stream.aclose()
             return
 
         # reset send cycle state

piker/data/_sharedmem.py

@@ -19,18 +19,18 @@ NumPy compatible shared memory buffers for real-time IPC streaming.
 
 """
 from __future__ import annotations
-from dataclasses import dataclass, asdict
 from sys import byteorder
+import time
 from typing import Optional
 from multiprocessing.shared_memory import SharedMemory, _USE_POSIX
-from multiprocessing import resource_tracker as mantracker
 
 if _USE_POSIX:
     from _posixshmem import shm_unlink
 
 import tractor
 import numpy as np
-from pydantic import BaseModel, validator
+from pydantic import BaseModel
+from numpy.lib import recfunctions as rfn
 
 from ..log import get_logger
 from ._source import base_iohlc_dtype
@@ -39,8 +39,21 @@ from ._source import base_iohlc_dtype
 log = get_logger(__name__)
 
 
-# Tell the "resource tracker" thing to fuck off.
+# how  much is probably dependent on lifestyle
-class ManTracker(mantracker.ResourceTracker):
+_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)
+
+
+def cuckoff_mantracker():
+
+    from multiprocessing import resource_tracker as mantracker
+
+    # Tell the "resource tracker" thing to fuck off.
+    class ManTracker(mantracker.ResourceTracker):
         def register(self, name, rtype):
             pass
 
@@ -50,15 +63,17 @@ class ManTracker(mantracker.ResourceTracker):
         def ensure_running(self):
             pass
 
+    # "know your land and know your prey"
+    # https://www.dailymotion.com/video/x6ozzco
+    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
 
-# "know your land and know your prey"
+
-# https://www.dailymotion.com/video/x6ozzco
+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
 
 
 class SharedInt:
@@ -84,7 +99,12 @@ class SharedInt:
         if _USE_POSIX:
             # We manually unlink to bypass all the "resource tracker"
             # nonsense meant for non-SC systems.
-            shm_unlink(self._shm.name)
+            name = self._shm.name
+            try:
+                shm_unlink(name)
+            except FileNotFoundError:
+                # might be a teardown race here?
+                log.warning(f'Shm for {name} already unlinked?')
 
 
 class _Token(BaseModel):
@@ -152,7 +172,8 @@ def _make_token(
 
 
 class ShmArray:
-    """A shared memory ``numpy`` (compatible) array API.
+    '''
+    A shared memory ``numpy`` (compatible) array API.
 
     An underlying shared memory buffer is allocated based on
     a user specified ``numpy.ndarray``. This fixed size array
@@ -162,7 +183,7 @@ class ShmArray:
     ``SharedInt`` interfaces) values such that multiple processes can
     interact with the same array using a synchronized-index.
 
-    """
+    '''
     def __init__(
         self,
         shmarr: np.ndarray,
@@ -183,7 +204,11 @@ class ShmArray:
         self._post_init: bool = False
 
         # pushing data does not write the index (aka primary key)
+        dtype = shmarr.dtype
+        if dtype.fields:
             self._write_fields = list(shmarr.dtype.fields.keys())[1:]
+        else:
+            self._write_fields = None
 
     # TODO: ringbuf api?
 
@@ -209,7 +234,8 @@ class ShmArray:
 
     @property
     def array(self) -> np.ndarray:
-        '''Return an up-to-date ``np.ndarray`` view of the
+        '''
+        Return an up-to-date ``np.ndarray`` view of the
         so-far-written data to the underlying shm buffer.
 
         '''
@@ -228,62 +254,129 @@ class ShmArray:
 
         return a
 
+    def ustruct(
+        self,
+        fields: Optional[list[str]] = None,
+
+        # type that all field values will be cast to
+        # in the returned view.
+        common_dtype: np.dtype = np.float,
+
+    ) -> np.ndarray:
+
+        array = self._array
+
+        if fields:
+            selection = array[fields]
+            # fcount = len(fields)
+        else:
+            selection = array
+            # fcount = len(array.dtype.fields)
+
+        # XXX: manual ``.view()`` attempt that also doesn't work.
+        # uview = selection.view(
+        #     dtype='<f16',
+        # ).reshape(-1, 4, order='A')
+
+        # assert len(selection) == len(uview)
+
+        u = rfn.structured_to_unstructured(
+            selection,
+            # dtype=float,
+            copy=True,
+        )
+
+        # unstruct = np.ndarray(u.shape, dtype=a.dtype, buffer=shm.buf)
+        # array[:] = a[:]
+        return u
+        # return ShmArray(
+        #     shmarr=u,
+        #     first=self._first,
+        #     last=self._last,
+        #     shm=self._shm
+        # )
+
     def last(
         self,
         length: int = 1,
+
     ) -> np.ndarray:
+        '''
+        Return the last ``length``'s worth of ("row") entries from the
+        array.
+
+        '''
         return self.array[-length:]
 
     def push(
         self,
         data: np.ndarray,
 
+        field_map: Optional[dict[str, str]] = None,
         prepend: bool = False,
+        update_first: bool = True,
         start: Optional[int] = None,
 
     ) -> int:
-        '''Ring buffer like "push" to append data
+        '''
+        Ring buffer like "push" to append data
         into the buffer and return updated "last" index.
 
         NB: no actual ring logic yet to give a "loop around" on overflow
         condition, lel.
+
         '''
-        self._post_init = True
         length = len(data)
-        index = start or self._last.value
 
         if prepend:
-            index = self._first.value - length
+            index = (start or self._first.value) - length
 
             if index < 0:
                 raise ValueError(
                     f'Array size of {self._len} was overrun during prepend.\n'
-                    'You have passed {abs(index)} too many datums.'
+                    f'You have passed {abs(index)} too many datums.'
                 )
 
+        else:
+            index = start if start is not None else self._last.value
+
         end = index + length
 
-        fields = self._write_fields
+        if field_map:
+            src_names, dst_names = zip(*field_map.items())
+        else:
+            dst_names = src_names = self._write_fields
 
         try:
-            self._array[fields][index:end] = data[fields][:]
+            self._array[
+                list(dst_names)
+            ][index:end] = data[list(src_names)][:]
 
             # NOTE: there was a race here between updating
             # the first and last indices and when the next reader
             # 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:
+            if prepend and update_first and length:
                 assert index < self._first.value
 
-            if index < self._first.value:
+            if (
+                index < self._first.value
+                and update_first
+            ):
+                assert prepend, 'prepend=True not passed but index decreased?'
                 self._first.value = index
-            else:
+
+            elif not prepend:
                 self._last.value = end
 
+            self._post_init = True
             return end
 
         except ValueError as err:
+            if field_map:
+                raise
+
             # should raise if diff detected
             self.diff_err_fields(data)
             raise err
@@ -310,6 +403,7 @@ class ShmArray:
                 f"Input array has unknown field(s): {only_in_theirs}"
             )
 
+    # TODO: support "silent" prepends that don't update ._first.value?
     def prepend(
         self,
         data: np.ndarray,
@@ -336,12 +430,6 @@ class ShmArray:
         ...
 
 
-# how  much is probably dependent on lifestyle
-_secs_in_day = int(60 * 60 * 24)
-# we try for 3 times but only on a run-every-other-day kinda week.
-_default_size = 3 * _secs_in_day
-
-
 def open_shm_array(
 
     key: Optional[str] = None,
@@ -366,7 +454,11 @@ def open_shm_array(
         create=True,
         size=a.nbytes
     )
-    array = np.ndarray(a.shape, dtype=a.dtype, buffer=shm.buf)
+    array = np.ndarray(
+        a.shape,
+        dtype=a.dtype,
+        buffer=shm.buf
+    )
     array[:] = a[:]
     array.setflags(write=int(not readonly))
 
@@ -392,7 +484,24 @@ def open_shm_array(
         )
     )
 
-    last.value = first.value = int(_secs_in_day)
+    # start the "real-time" updated section after 3-days worth of 1s
+    # sampled OHLC. this allows appending up to a days worth from
+    # tick/quote feeds before having to flush to a (tsdb) storage
+    # backend, and looks something like,
+    # -------------------------
+    # |              |        i
+    # _________________________
+    # <-------------> <------->
+    #  history         real-time
+    #
+    # Once fully "prepended", the history section will leave the
+    # ``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
 
     shmarr = ShmArray(
         array,
@@ -433,8 +542,26 @@ def attach_shm_array(
     if key in _known_tokens:
         assert _Token.from_msg(_known_tokens[key]) == token, "WTF"
 
+    # XXX: ugh, looks like due to the ``shm_open()`` C api we can't
+    # actually place files in a subdir, see discussion here:
+    # https://stackoverflow.com/a/11103289
+
     # attach to array buffer and view as per dtype
-    shm = SharedMemory(name=key)
+    _err: Optional[Exception] = None
+    for _ in range(3):
+        try:
+            shm = SharedMemory(
+                name=key,
+                create=False,
+            )
+            break
+        except OSError as oserr:
+            _err = oserr
+            time.sleep(0.1)
+    else:
+        if _err:
+            raise _err
+
     shmarr = np.ndarray(
         (size,),
         dtype=token.dtype,

piker/data/_source.py

@@ -17,12 +17,13 @@
 """
 numpy data source coversion helpers.
 """
-from typing import Dict, Any, List
+from __future__ import annotations
+from typing import Any
 import decimal
 
+from bidict import bidict
 import numpy as np
-import pandas as pd
+from pydantic import BaseModel
-from pydantic import BaseModel, validate_arguments
 # from numba import from_dtype
 
 
@@ -32,7 +33,7 @@ ohlc_fields = [
     ('high', float),
     ('low', float),
     ('close', float),
-    ('volume', int),
+    ('volume', float),
     ('bar_wap', float),
 ]
 
@@ -47,16 +48,29 @@ base_ohlc_dtype = np.dtype(ohlc_fields)
 # https://github.com/numba/numba/issues/4511
 # numba_ohlc_dtype = from_dtype(base_ohlc_dtype)
 
-# map time frame "keys" to minutes values
+# map time frame "keys" to seconds values
-tf_in_1m = {
+tf_in_1s = bidict({
-    '1m': 1,
+    1: '1s',
-    '5m':  5,
+    60: '1m',
-    '15m': 15,
+    60*5: '5m',
-    '30m':  30,
+    60*15: '15m',
-    '1h': 60,
+    60*30: '30m',
-    '4h': 240,
+    60*60: '1h',
-    '1d': 1440,
+    60*60*24: '1d',
-}
+})
+
+
+def mk_fqsn(
+    provider: str,
+    symbol: str,
+
+) -> str:
+    '''
+    Generate a "fully qualified symbol name" which is
+    a reverse-hierarchical cross broker/provider symbol
+
+    '''
+    return '.'.join([symbol, provider]).lower()
 
 
 def float_digits(
@@ -78,31 +92,113 @@ def ohlc_zeros(length: int) -> np.ndarray:
     return np.zeros(length, dtype=base_ohlc_dtype)
 
 
+def unpack_fqsn(fqsn: str) -> tuple[str, str, str]:
+    '''
+    Unpack a fully-qualified-symbol-name to ``tuple``.
+
+    '''
+    venue = ''
+    suffix = ''
+
+    # TODO: probably reverse the order of all this XD
+    tokens = fqsn.split('.')
+    if len(tokens) < 3:
+        # probably crypto
+        symbol, broker = tokens
+        return (
+            broker,
+            symbol,
+            '',
+        )
+
+    elif len(tokens) > 3:
+        symbol, venue, suffix, broker = tokens
+    else:
+        symbol, venue, broker = tokens
+        suffix = ''
+
+    # head, _, broker = fqsn.rpartition('.')
+    # symbol, _, suffix = head.rpartition('.')
+    return (
+        broker,
+        '.'.join([symbol, venue]),
+        suffix,
+    )
+
+
 class Symbol(BaseModel):
-    """I guess this is some kinda container thing for dealing with
+    '''
+    I guess this is some kinda container thing for dealing with
     all the different meta-data formats from brokers?
 
-    Yah, i guess dats what it izz.
+    '''
-    """
     key: str
-    type_key: str  # {'stock', 'forex', 'future', ... etc.}
+    tick_size: float = 0.01
-    tick_size: float
+    lot_tick_size: float = 0.0  # "volume" precision as min step value
-    lot_tick_size: float  # "volume" precision as min step value
+    tick_size_digits: int = 2
-    tick_size_digits: int
+    lot_size_digits: int = 0
-    lot_size_digits: int
+    suffix: str = ''
-    broker_info: Dict[str, Dict[str, Any]] = {}
+    broker_info: dict[str, dict[str, Any]] = {}
 
     # specifies a "class" of financial instrument
     # ex. stock, futer, option, bond etc.
 
+    # @validate_arguments
+    @classmethod
+    def from_broker_info(
+        cls,
+        broker: str,
+        symbol: str,
+        info: dict[str, Any],
+        suffix: str = '',
+
+    # XXX: like wtf..
+    # ) -> 'Symbol':
+    ) -> None:
+
+        tick_size = info.get('price_tick_size', 0.01)
+        lot_tick_size = info.get('lot_tick_size', 0.0)
+
+        return Symbol(
+            key=symbol,
+            tick_size=tick_size,
+            lot_tick_size=lot_tick_size,
+            tick_size_digits=float_digits(tick_size),
+            lot_size_digits=float_digits(lot_tick_size),
+            suffix=suffix,
+            broker_info={broker: info},
+        )
+
+    @classmethod
+    def from_fqsn(
+        cls,
+        fqsn: str,
+        info: dict[str, Any],
+
+    # XXX: like wtf..
+    # ) -> 'Symbol':
+    ) -> None:
+        broker, key, suffix = unpack_fqsn(fqsn)
+        return cls.from_broker_info(
+            broker,
+            key,
+            info=info,
+            suffix=suffix,
+        )
+
     @property
-    def brokers(self) -> List[str]:
+    def type_key(self) -> str:
+        return list(self.broker_info.values())[0]['asset_type']
+
+    @property
+    def brokers(self) -> list[str]:
         return list(self.broker_info.keys())
 
     def nearest_tick(self, value: float) -> float:
-        """Return the nearest tick value based on mininum increment.
+        '''
+        Return the nearest tick value based on mininum increment.
 
-        """
+        '''
         mult = 1 / self.tick_size
         return round(value * mult) / mult
 
@@ -118,85 +214,44 @@ class Symbol(BaseModel):
             self.key,
         )
 
+    def tokens(self) -> tuple[str]:
+        broker, key = self.front_feed()
+        if self.suffix:
+            return (key, self.suffix, broker)
+        else:
+            return (key, broker)
 
-@validate_arguments
+    def front_fqsn(self) -> str:
-def mk_symbol(
+        '''
+        fqsn = "fully qualified symbol name"
 
-    key: str,
+        Basically the idea here is for all client-ish code (aka programs/actors
-    type_key: str,
+        that ask the provider agnostic layers in the stack for data) should be
-    tick_size: float = 0.01,
+        able to tell which backend / venue / derivative each data feed/flow is
-    lot_tick_size: float = 0,
+        from by an explicit string key of the current form:
-    broker_info: dict[str, Any] = {},
 
-) -> Symbol:
+        <instrumentname>.<venue>.<suffixwithmetadata>.<brokerbackendname>
-    '''Create and return an instrument description for the
+
-    "symbol" named as ``key``.
+        TODO: I have thoughts that we should actually change this to be
+        more like an "attr lookup" (like how the web should have done
+        urls, but marketting peeps ruined it etc. etc.):
+
+        <broker>.<venue>.<instrumentname>.<suffixwithmetadata>
 
         '''
-    return Symbol(
+        tokens = self.tokens()
-        key=key,
+        fqsn = '.'.join(tokens)
-        type_key=type_key,
+        return fqsn
-        tick_size=tick_size,
-        lot_tick_size=lot_tick_size,
-        tick_size_digits=float_digits(tick_size),
-        lot_size_digits=float_digits(lot_tick_size),
-        broker_info=broker_info,
-    )
 
+    def iterfqsns(self) -> list[str]:
+        keys = []
+        for broker in self.broker_info.keys():
+            fqsn = mk_fqsn(self.key, broker)
+            if self.suffix:
+                fqsn += f'.{self.suffix}'
+            keys.append(fqsn)
 
-def from_df(
+        return keys
-
-    df: pd.DataFrame,
-    source=None,
-    default_tf=None
-
-) -> np.recarray:
-    """Convert OHLC formatted ``pandas.DataFrame`` to ``numpy.recarray``.
-
-    """
-    df.reset_index(inplace=True)
-
-    # hackery to convert field names
-    date = 'Date'
-    if 'date' in df.columns:
-        date = 'date'
-
-    # convert to POSIX time
-    df[date] = [d.timestamp() for d in df[date]]
-
-    # try to rename from some camel case
-    columns = {
-        'Date': 'time',
-        'date': 'time',
-        'Open': 'open',
-        'High': 'high',
-        'Low': 'low',
-        'Close': 'close',
-        'Volume': 'volume',
-
-        # most feeds are providing this over sesssion anchored
-        'vwap': 'bar_wap',
-
-        # XXX: ib_insync calls this the "wap of the bar"
-        # but no clue what is actually is...
-        # https://github.com/pikers/piker/issues/119#issuecomment-729120988
-        'average': 'bar_wap',
-    }
-
-    df = df.rename(columns=columns)
-
-    for name in df.columns:
-        # if name not in base_ohlc_dtype.names[1:]:
-        if name not in base_ohlc_dtype.names:
-            del df[name]
-
-    # 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?
-    array = df.to_records(index=False)
-    _nan_to_closest_num(array)
-
-    return array
 
 
 def _nan_to_closest_num(array: np.ndarray):

piker/data/_web_bs.py

@@ -53,11 +53,13 @@ class NoBsWs:
     def __init__(
         self,
         url: str,
+        token: str,
         stack: AsyncExitStack,
         fixture: Callable,
         serializer: ModuleType = json,
     ):
         self.url = url
+        self.token = token
         self.fixture = fixture
         self._stack = stack
         self._ws: 'WebSocketConnection' = None  # noqa
@@ -81,9 +83,15 @@ class NoBsWs:
                     trio_websocket.open_websocket_url(self.url)
                 )
                 # rerun user code fixture
+                if self.token == '':
                     ret = await self._stack.enter_async_context(
                         self.fixture(self)
                     )
+                else:
+                    ret = await self._stack.enter_async_context(
+                        self.fixture(self, self.token)
+                    )
+
                 assert ret is None
 
                 log.info(f'Connection success: {self.url}')
@@ -127,12 +135,14 @@ async def open_autorecon_ws(
 
     # TODO: proper type annot smh
     fixture: Callable,
+    # used for authenticated websockets
+    token: str = '',
 ) -> AsyncGenerator[tuple[...],  NoBsWs]:
     """Apparently we can QoS for all sorts of reasons..so catch em.
 
     """
     async with AsyncExitStack() as stack:
-        ws = NoBsWs(url, stack, fixture=fixture)
+        ws = NoBsWs(url, token, stack, fixture=fixture)
         await ws._connect()
 
         try:

piker/data/cli.py

@@ -16,26 +16,34 @@
 
 """
 marketstore cli.
+
 """
-from typing import List
 from functools import partial
 from pprint import pformat
 
+from anyio_marketstore import open_marketstore_client
 import trio
 import tractor
 import click
+import numpy as np
 
 from .marketstore import (
     get_client,
-    stream_quotes,
+    # stream_quotes,
     ingest_quote_stream,
-    _url,
+    # _url,
     _tick_tbk_ids,
     mk_tbk,
 )
 from ..cli import cli
 from .. import watchlists as wl
 from ..log import get_logger
+from ._sharedmem import (
+    maybe_open_shm_array,
+)
+from ._source import (
+    base_iohlc_dtype,
+)
 
 
 log = get_logger(__name__)
@@ -49,51 +57,58 @@ log = get_logger(__name__)
 )
 @click.argument('names', nargs=-1)
 @click.pass_obj
-def ms_stream(config: dict, names: List[str], url: str):
+def ms_stream(
-    """Connect to a marketstore time bucket stream for (a set of) symbols(s)
+    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):
+        # async for quote in stream_quotes(symbols=names):
-            log.info(f"Received quote:\n{quote}")
+        #    log.info(f"Received quote:\n{quote}")
+        ...
 
     trio.run(main)
 
 
-@cli.command()
+# @cli.command()
-@click.option(
+# @click.option(
-    '--url',
+#     '--url',
-    default=_url,
+#     default=_url,
-    help='HTTP URL of marketstore instance'
+#     help='HTTP URL of marketstore instance'
-)
+# )
-@click.argument('names', nargs=-1)
+# @click.argument('names', nargs=-1)
-@click.pass_obj
+# @click.pass_obj
-def ms_destroy(config: dict, names: List[str], url: str) -> None:
+# def ms_destroy(config: dict, names: list[str], url: str) -> None:
-    """Destroy symbol entries in the local marketstore instance.
+#     """Destroy symbol entries in the local marketstore instance.
-    """
+#     """
-    async def main():
+#     async def main():
-        nonlocal names
+#         nonlocal names
-        async with get_client(url) as client:
+#         async with get_client(url) as client:
-
+# 
-            if not names:
+#             if not names:
-                names = await client.list_symbols()
+#                 names = await client.list_symbols()
-
+# 
-            # default is to wipe db entirely.
+#             # default is to wipe db entirely.
-            answer = input(
+#             answer = input(
-                "This will entirely wipe you local marketstore db @ "
+#                 "This will entirely wipe you local marketstore db @ "
-                f"{url} of the following symbols:\n {pformat(names)}"
+#                 f"{url} of the following symbols:\n {pformat(names)}"
-                "\n\nDelete [N/y]?\n")
+#                 "\n\nDelete [N/y]?\n")
-
+# 
-            if answer == 'y':
+#             if answer == 'y':
-                for sym in names:
+#                 for sym in names:
-                    # tbk = _tick_tbk.format(sym)
+#                     # tbk = _tick_tbk.format(sym)
-                    tbk = tuple(sym, *_tick_tbk_ids)
+#                     tbk = tuple(sym, *_tick_tbk_ids)
-                    print(f"Destroying {tbk}..")
+#                     print(f"Destroying {tbk}..")
-                    await client.destroy(mk_tbk(tbk))
+#                     await client.destroy(mk_tbk(tbk))
-            else:
+#             else:
-                print("Nothing deleted.")
+#                 print("Nothing deleted.")
-
+# 
-    tractor.run(main)
+#     tractor.run(main)
 
 
 @cli.command()
@@ -102,41 +117,53 @@ def ms_destroy(config: dict, names: List[str], url: str) -> None:
     is_flag=True,
     help='Enable tractor logging')
 @click.option(
-    '--url',
+    '--host',
-    default=_url,
+    default='localhost'
-    help='HTTP URL of marketstore instance'
 )
-@click.argument('name', nargs=1, required=True)
+@click.option(
+    '--port',
+    default=5993
+)
+@click.argument('symbols', nargs=-1)
 @click.pass_obj
-def ms_shell(config, name, tl, url):
+def storesh(
-    """Start an IPython shell ready to query the local marketstore db.
+    config,
-    """
+    tl,
-    async def main():
+    host,
-        async with get_client(url) as client:
+    port,
-            query = client.query  # noqa
+    symbols: list[str],
-            # TODO: write magics to query marketstore
+):
-            from IPython import embed
+    '''
-            embed()
+    Start an IPython shell ready to query the local marketstore db.
 
-    tractor.run(main)
+    '''
+    from piker.data.marketstore import tsdb_history_update
+    from piker._daemon import open_piker_runtime
+
+    async def main():
+        nonlocal symbols
+
+        async with open_piker_runtime(
+            'storesh',
+            enable_modules=['piker.data._ahab'],
+        ):
+            symbol = symbols[0]
+            await tsdb_history_update(symbol)
+
+    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.option('--tl', is_flag=True, help='Enable tractor logging')
-@click.option(
-    '--url',
-    default=_url,
-    help='HTTP URL of marketstore instance'
-)
 @click.argument('name', nargs=1, required=True)
 @click.pass_obj
-def ingest(config, name, test_file, tl, url):
+def ingest(config, name, test_file, tl):
-    """Ingest real-time broker quotes and ticks to a marketstore instance.
+    '''
-    """
+    Ingest real-time broker quotes and ticks to a marketstore instance.
+
+    '''
     # global opts
-    brokermod = config['brokermod']
     loglevel = config['loglevel']
     tractorloglevel = config['tractorloglevel']
     # log = config['log']
@@ -145,15 +172,25 @@ def ingest(config, name, test_file, tl, url):
     watchlists = wl.merge_watchlist(watchlist_from_file, wl._builtins)
     symbols = watchlists[name]
 
-    tractor.run(
+    grouped_syms = {}
-        partial(
+    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,
-            symbols,
-            brokermod.name,
-            tries=1,
-            loglevel=loglevel,
-        ),
                     name='ingest_marketstore',
-        loglevel=tractorloglevel,
+                    symbols=symbols,
-        debug_mode=True,
+                    brokername=provider,
+                    tries=1,
+                    actorloglevel=loglevel,
+                    loglevel=tractorloglevel
                 )
+
+    tractor.run(entry_point)

piker/data/marketstore.py

@@ -14,36 +14,200 @@
 # 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`` integration.
 
 - client management routines
 - ticK data ingest routines
 - websocket client for subscribing to write triggers
 - todo: tick sequence stream-cloning for testing
-- todo: docker container management automation
+
-"""
+'''
-from contextlib import asynccontextmanager
+from __future__ import annotations
-from typing import Dict, Any, List, Callable, Tuple
+from contextlib import asynccontextmanager as acm
+from datetime import datetime
+from pprint import pformat
+from typing import (
+    Any,
+    Optional,
+    Union,
+    TYPE_CHECKING,
+)
 import time
 from math import isnan
 
+from bidict import bidict
 import msgpack
+import pyqtgraph as pg
 import numpy as np
-import pandas as pd
-import pymarketstore as pymkts
 import tractor
 from trio_websocket import open_websocket_url
+from anyio_marketstore import (
+    open_marketstore_client,
+    MarketstoreClient,
+    Params,
+)
+import pendulum
+import purerpc
 
+if TYPE_CHECKING:
+    import docker
+    from ._ahab import DockerContainer
+
+from .feed import maybe_open_feed
 from ..log import get_logger, get_console_log
-from ..data import open_feed
 
 
 log = get_logger(__name__)
 
-_tick_tbk_ids: Tuple[str, str] = ('1Sec', 'TICK')
+
+# container level config
+_config = {
+    'grpc_listen_port': 5995,
+    'ws_listen_port': 5993,
+    'log_level': 'debug',
+}
+
+_yaml_config = '''
+# piker's ``marketstore`` config.
+
+# mount this config using:
+# sudo docker run --mount \
+# type=bind,source="$HOME/.config/piker/",target="/etc" -i -p \
+# 5993:5993 alpacamarkets/marketstore:latest
+
+root_directory: data
+listen_port: {ws_listen_port}
+grpc_listen_port: {grpc_listen_port}
+log_level: {log_level}
+queryable: true
+stop_grace_period: 0
+wal_rotate_interval: 5
+stale_threshold: 5
+enable_add: true
+enable_remove: false
+
+triggers:
+  - module: ondiskagg.so
+    on: "*/1Sec/OHLCV"
+    config:
+        # filter: "nasdaq"
+        destinations:
+            - 1Min
+            - 5Min
+            - 15Min
+            - 1H
+            - 1D
+
+  - module: stream.so
+    on: '*/*/*'
+    # config:
+    #     filter: "nasdaq"
+
+'''.format(**_config)
+
+
+def start_marketstore(
+    client: docker.DockerClient,
+
+    **kwargs,
+
+) -> tuple[DockerContainer, dict[str, Any]]:
+    '''
+    Start and supervise a marketstore instance with its config bind-mounted
+    in from the piker config directory on the system.
+
+    The equivalent cli cmd to this code is:
+
+        sudo docker run --mount \
+        type=bind,source="$HOME/.config/piker/",target="/etc" -i -p \
+        5993:5993 alpacamarkets/marketstore:latest
+
+    '''
+    import os
+    import docker
+    from .. import config
+    get_console_log('info', name=__name__)
+
+    mktsdir = os.path.join(config._config_dir, 'marketstore')
+
+    # create when dne
+    if not os.path.isdir(mktsdir):
+        os.mkdir(mktsdir)
+
+    yml_file = os.path.join(mktsdir, 'mkts.yml')
+    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'
+        )
+        with open(yml_file, 'w') as yf:
+            yf.write(_yaml_config)
+
+    # create a mount from user's local piker config dir into container
+    config_dir_mnt = docker.types.Mount(
+        target='/etc',
+        source=mktsdir,
+        type='bind',
+    )
+
+    # create a user config subdir where the marketstore
+    # backing filesystem database can be persisted.
+    persistent_data_dir = os.path.join(
+        mktsdir, 'data',
+    )
+    if not os.path.isdir(persistent_data_dir):
+        os.mkdir(persistent_data_dir)
+
+    data_dir_mnt = docker.types.Mount(
+        target='/data',
+        source=persistent_data_dir,
+        type='bind',
+    )
+
+    dcntr: DockerContainer = client.containers.run(
+        'alpacamarkets/marketstore:latest',
+        # do we need this for cmds?
+        # '-i',
+
+        # '-p 5993:5993',
+        ports={
+            '5993/tcp': 5993,  # jsonrpc / ws?
+            '5995/tcp': 5995,  # grpc
+        },
+        mounts=[
+            config_dir_mnt,
+            data_dir_mnt,
+        ],
+        detach=True,
+        # stop_signal='SIGINT',
+        init=True,
+        # remove=True,
+    )
+    return (
+        dcntr,
+        _config,
+
+        # expected startup and stop msgs
+        "launching tcp listener for all services...",
+        "exiting...",
+    )
+
+
+_tick_tbk_ids: tuple[str, str] = ('1Sec', 'TICK')
 _tick_tbk: str = '{}/' + '/'.join(_tick_tbk_ids)
-_url: str = 'http://localhost:5993/rpc'
+
+_tick_dt = [
+    # these two are required for as a "primary key"
+    ('Epoch', 'i8'),
+    ('Nanoseconds', 'i4'),
+    ('IsTrade', 'i1'),
+    ('IsBid', 'i1'),
+    ('Price', 'f4'),
+    ('Size', 'f4')
+]
+
 _quote_dt = [
     # these two are required for as a "primary key"
     ('Epoch', 'i8'),
@@ -61,6 +225,7 @@ _quote_dt = [
     # ('brokerd_ts', 'i64'),
     # ('VWAP', 'f4')
 ]
+
 _quote_tmp = {}.fromkeys(dict(_quote_dt).keys(), np.nan)
 _tick_map = {
     'Up': 1,
@@ -69,31 +234,52 @@ _tick_map = {
     None: np.nan,
 }
 
+_ohlcv_dt = [
+    # these two are required for as a "primary key"
+    ('Epoch', 'i8'),
+    # ('Nanoseconds', 'i4'),
 
-class MarketStoreError(Exception):
+    # ohlcv sampling
-    "Generic marketstore client error"
+    ('Open', 'f4'),
+    ('High', 'f4'),
+    ('Low', 'f4'),
+    ('Close', 'f4'),
+    ('Volume', 'f4'),
+]
 
 
-def err_on_resp(response: dict) -> None:
+ohlc_key_map = bidict({
-    """Raise any errors found in responses from client request.
+    'Epoch': 'time',
-    """
+    'Open': 'open',
-    responses = response['responses']
+    'High': 'high',
-    if responses is not None:
+    'Low': 'low',
-        for r in responses:
+    'Close': 'close',
-            err = r['error']
+    'Volume': 'volume',
-            if err:
+})
-                raise MarketStoreError(err)
+
+
+def mk_tbk(keys: tuple[str, str, str]) -> str:
+    '''
+    Generate a marketstore table key from a tuple.
+    Converts,
+        ``('SPY', '1Sec', 'TICK')`` -> ``"SPY/1Sec/TICK"```
+
+    '''
+    return '/'.join(keys)
 
 
 def quote_to_marketstore_structarray(
-    quote: Dict[str, Any],
+    quote: dict[str, Any],
-    last_fill: str,
+    last_fill: Optional[float]
+
 ) -> np.array:
-    """Return marketstore writeable structarray from quote ``dict``.
+    '''
-    """
+    Return marketstore writeable structarray from quote ``dict``.
+
+    '''
     if last_fill:
         # new fill bby
-        now = timestamp(last_fill)
+        now = int(pendulum.parse(last_fill).timestamp)
     else:
         # this should get inserted upstream by the broker-client to
         # subtract from IPC latency
@@ -101,7 +287,7 @@ def quote_to_marketstore_structarray(
 
     secs, ns = now / 10**9, now % 10**9
 
-    # pack into List[Tuple[str, Any]]
+    # pack into list[tuple[str, Any]]
     array_input = []
 
     # insert 'Epoch' entry first and then 'Nanoseconds'.
@@ -123,146 +309,467 @@ def quote_to_marketstore_structarray(
     return np.array([tuple(array_input)], dtype=_quote_dt)
 
 
-def timestamp(datestr: str) -> int:
+@acm
-    """Return marketstore compatible 'Epoch' integer in nanoseconds
-    from a date formatted str.
-    """
-    return int(pd.Timestamp(datestr).value)
-
-
-def mk_tbk(keys: Tuple[str, str, str]) -> str:
-    """Generate a marketstore table key from a tuple.
-
-    Converts,
-        ``('SPY', '1Sec', 'TICK')`` -> ``"SPY/1Sec/TICK"```
-    """
-    return '{}/' + '/'.join(keys)
-
-
-class Client:
-    """Async wrapper around the alpaca ``pymarketstore`` sync client.
-
-    This will server as the shell for building out a proper async client
-    that isn't horribly documented and un-tested..
-    """
-    def __init__(self, url: str):
-        self._client = pymkts.Client(url)
-
-    async def _invoke(
-        self,
-        meth: Callable,
-        *args,
-        **kwargs,
-    ) -> Any:
-        return err_on_resp(meth(*args, **kwargs))
-
-    async def destroy(
-        self,
-        tbk: Tuple[str, str, str],
-    ) -> None:
-        return await self._invoke(self._client.destroy, mk_tbk(tbk))
-
-    async def list_symbols(
-        self,
-        tbk: str,
-    ) -> List[str]:
-        return await self._invoke(self._client.list_symbols, mk_tbk(tbk))
-
-    async def write(
-        self,
-        symbol: str,
-        array: np.ndarray,
-    ) -> None:
-        start = time.time()
-        await self._invoke(
-            self._client.write,
-            array,
-            _tick_tbk.format(symbol),
-            isvariablelength=True
-        )
-        log.debug(f"{symbol} write time (s): {time.time() - start}")
-
-    def query(
-        self,
-        symbol,
-        tbk: Tuple[str, str] = _tick_tbk_ids,
-    ) -> pd.DataFrame:
-        # XXX: causes crash
-        # client.query(pymkts.Params(symbol, '*', 'OHCLV'
-        result = self._client.query(
-            pymkts.Params(symbol, *tbk),
-        )
-        return result.first().df()
-
-
-@asynccontextmanager
 async def get_client(
-    url: str = _url,
+    host: str = 'localhost',
-) -> Client:
+    port: int = 5995
-    yield Client(url)
+
+) -> 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"
+
+
+# def err_on_resp(response: dict) -> None:
+#     """Raise any errors found in responses from client request.
+#     """
+#     responses = response['responses']
+#     if responses is not None:
+#         for r in responses:
+#             err = r['error']
+#             if err:
+#                 raise MarketStoreError(err)
+
+
+# map of seconds ints to "time frame" accepted keys
+tf_in_1s = bidict({
+    1: '1Sec',
+    60: '1Min',
+    60*5: '5Min',
+    60*15: '15Min',
+    60*30: '30Min',
+    60*60: '1H',
+    60*60*24: '1D',
+})
+
+
+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,
+
+    ) -> tuple[
+        dict[int, np.ndarray],  # timeframe (in secs) to series
+        Optional[datetime],  # first dt
+        Optional[datetime],  # last dt
+    ]:
+
+        first_tsdb_dt, last_tsdb_dt = None, None
+        tsdb_arrays = await self.read_ohlcv(
+            fqsn,
+            # on first load we don't need to pull the max
+            # history per request size worth.
+            limit=3000,
+        )
+        log.info(f'Loaded tsdb history {tsdb_arrays}')
+
+        if tsdb_arrays:
+            fastest = list(tsdb_arrays.values())[0]
+            times = fastest['Epoch']
+            first, last = times[0], times[-1]
+            first_tsdb_dt, last_tsdb_dt = map(
+                pendulum.from_timestamp, [first, last]
+            )
+
+        return tsdb_arrays, first_tsdb_dt, last_tsdb_dt
+
+    async def read_ohlcv(
+        self,
+        fqsn: str,
+        timeframe: Optional[Union[int, str]] = None,
+        end: Optional[int] = None,
+        limit: int = int(800e3),
+
+    ) -> tuple[
+        MarketstoreClient,
+        Union[dict, np.ndarray]
+    ]:
+        client = self.client
+        syms = await client.list_symbols()
+
+        if fqsn not in syms:
+            return {}
+
+        tfstr = 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,
+        )
+
+        if timeframe is None:
+            log.info(f'starting {fqsn} tsdb granularity scan..')
+            # loop through and try to find highest granularity
+            for tfstr in tf_in_1s.values():
+                try:
+                    log.info(f'querying for {tfstr}@{fqsn}')
+                    params.set('timeframe', tfstr)
+                    result = await client.query(params)
+                    break
+
+                except purerpc.grpclib.exceptions.UnknownError:
+                    # XXX: this is already logged by the container and
+                    # thus shows up through `marketstored` logs relay.
+                    # log.warning(f'{tfstr}@{fqsn} not found')
+                    continue
+            else:
+                return {}
+
+        else:
+            result = await client.query(params)
+
+        # 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?
+        # Fill out a `numpy` array-results map
+        arrays = {}
+        for fqsn, data_set in result.by_symbols().items():
+            arrays.setdefault(fqsn, {})[
+                tf_in_1s.inverse[data_set.timeframe]
+            ] = data_set.array
+
+        return arrays[fqsn][timeframe] if timeframe else arrays[fqsn]
+
+    async def delete_ts(
+        self,
+        key: str,
+        timeframe: Optional[Union[int, str]] = None,
+
+    ) -> bool:
+
+        client = self.client
+        syms = await client.list_symbols()
+        print(syms)
+        # if key not in syms:
+        #     raise KeyError(f'`{fqsn}` table key not found?')
+
+        return await client.destroy(tbk=key)
+
+    async def write_ohlcv(
+        self,
+        fqsn: str,
+        ohlcv: np.ndarray,
+        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)
+
+        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}/1Sec/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}/1Sec/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)
+
+
+async def tsdb_history_update(
+    fqsn: Optional[str] = None,
+
+) -> list[str]:
+
+    # 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 = pg.debug.Profiler(
+        disabled=False,  # not pg_profile_enabled(),
+        delayed=False,
+    )
+
+    async with (
+        open_storage_client(fqsn) as storage,
+
+        maybe_open_feed(
+            [fqsn],
+            start_stream=False,
+
+        ) as (feed, stream),
+    ):
+        profiler(f'opened feed for {fqsn}')
+
+        to_append = feed.shm.array
+        to_prepend = None
+
+        if fqsn:
+            symbol = feed.symbols.get(fqsn)
+            if symbol:
+                fqsn = symbol.front_fqsn()
+
+            # diff db history with shm and only write the missing portions
+            ohlcv = feed.shm.array
+
+            # TODO: use pg profiler
+            tsdb_arrays = await storage.read_ohlcv(fqsn)
+            # hist diffing
+            if tsdb_arrays:
+                for secs in (1, 60):
+                    ts = tsdb_arrays.get(secs)
+                    if ts is not None and len(ts):
+                        # 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')
+
+        syms = await storage.client.list_symbols()
+        log.info(f'Existing tsdb symbol set:\n{pformat(syms)}')
+        profiler(f'listed symbols {syms}')
+
+        # TODO: ask if user wants to write history for detected
+        # available shm buffers?
+        from tractor.trionics import ipython_embed
+        await ipython_embed()
+
+        # 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],
+    symbols: list[str],
     brokername: str,
     tries: int = 1,
     loglevel: str = None,
+
 ) -> None:
-    """Ingest a broker quote stream into marketstore in (sampled) tick format.
+    '''
-    """
+    Ingest a broker quote stream into a ``marketstore`` tsdb.
-    async with open_feed(
-        brokername,
-        symbols,
-        loglevel=loglevel,
-    ) as (first_quotes, qstream):
 
-        quote_cache = first_quotes.copy()
+    '''
-
+    async with (
-        async with get_client() as ms_client:
+        maybe_open_feed(brokername, symbols, loglevel=loglevel) as feed,
-
+        get_client() as ms_client,
-            # start ingest to marketstore
+    ):
-            async for quotes in qstream:
+        async for quotes in feed.stream:
             log.info(quotes)
             for symbol, quote in quotes.items():
+                for tick in quote.get('ticks', ()):
+                    ticktype = tick.get('type', 'n/a')
 
-                    # remap tick strs to ints
+            # techtonic tick write
-                    quote['tick'] = _tick_map[quote.get('tick', 'Equal')]
+            array = quote_to_marketstore_structarray({
+                'IsTrade': 1 if ticktype == 'trade' else 0,
+                'IsBid': 1 if ticktype in ('bid', 'bsize') else 0,
+                'Price': tick.get('price'),
+                'Size': tick.get('size')
+            }, last_fill=quote.get('broker_ts', None))
 
-                    # check for volume update (i.e. did trades happen
+            await ms_client.write(array, _tick_tbk)
-                    # since last quote)
-                    new_vol = quote.get('volume', None)
-                    if new_vol is None:
-                        log.debug(f"No fills for {symbol}")
-                        if new_vol == quote_cache.get('volume'):
-                            # should never happen due to field diffing
-                            # on sender side
-                            log.error(
-                                f"{symbol}: got same volume as last quote?")
 
-                    quote_cache.update(quote)
+            # LEGACY WRITE LOOP (using old tick dt)
+            # quote_cache = {
+            #     'size': 0,
+            #     'tick': 0
+            # }
 
-                    a = quote_to_marketstore_structarray(
+            # async for quotes in qstream:
-                        quote,
+            #     log.info(quotes)
-                        # TODO: check this closer to the broker query api
+            #     for symbol, quote in quotes.items():
-                        last_fill=quote.get('fill_time', '')
+
-                    )
+            #         # remap tick strs to ints
-                    await ms_client.write(symbol, a)
+            #         quote['tick'] = _tick_map[quote.get('tick', 'Equal')]
+
+            #         # check for volume update (i.e. did trades happen
+            #         # since last quote)
+            #         new_vol = quote.get('volume', None)
+            #         if new_vol is None:
+            #             log.debug(f"No fills for {symbol}")
+            #             if new_vol == quote_cache.get('volume'):
+            #                 # should never happen due to field diffing
+            #                 # on sender side
+            #                 log.error(
+            #                     f"{symbol}: got same volume as last quote?")
+
+            #         quote_cache.update(quote)
+
+            #         a = quote_to_marketstore_structarray(
+            #             quote,
+            #             # TODO: check this closer to the broker query api
+            #             last_fill=quote.get('fill_time', '')
+            #         )
+            #         await ms_client.write(symbol, a)
 
 
 async def stream_quotes(
-    symbols: List[str],
+    symbols: list[str],
     host: str = 'localhost',
     port: int = 5993,
     diff_cached: bool = True,
     loglevel: str = None,
+
 ) -> None:
-    """Open a symbol stream from a running instance of marketstore and
+    '''
+    Open a symbol stream from a running instance of marketstore and
     log to console.
-    """
+
+    '''
     # XXX: required to propagate ``tractor`` loglevel to piker logging
     get_console_log(loglevel or tractor.current_actor().loglevel)
 
-    tbks: Dict[str, str] = {sym: f"{sym}/*/*" for sym in symbols}
+    tbks: dict[str, str] = {sym: f"{sym}/*/*" for sym in symbols}
 
     async with open_websocket_url(f'ws://{host}:{port}/ws') as ws:
         # send subs topics to server
@@ -271,7 +778,7 @@ async def stream_quotes(
         )
         log.info(resp)
 
-        async def recv() -> Dict[str, Any]:
+        async def recv() -> dict[str, Any]:
             return msgpack.loads((await ws.get_message()), encoding='utf-8')
 
         streams = (await recv())['streams']

piker/fsp/_engine.py

@@ -37,6 +37,7 @@ from .. import data
 from ..data import attach_shm_array
 from ..data.feed import Feed
 from ..data._sharedmem import ShmArray
+from ..data._source import Symbol
 from ._api import (
     Fsp,
     _load_builtins,
@@ -75,8 +76,7 @@ async def filter_quotes_by_sym(
 
 async def fsp_compute(
 
-    ctx: tractor.Context,
+    symbol: Symbol,
-    symbol: str,
     feed: Feed,
     quote_stream: trio.abc.ReceiveChannel,
 
@@ -85,7 +85,7 @@ async def fsp_compute(
 
     func: Callable,
 
-    attach_stream: bool = False,
+    # attach_stream: bool = False,
     task_status: TaskStatus[None] = trio.TASK_STATUS_IGNORED,
 
 ) -> None:
@@ -95,13 +95,14 @@ async def fsp_compute(
         disabled=True
     )
 
+    fqsn = symbol.front_fqsn()
     out_stream = 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(symbol, quote_stream),
+        filter_quotes_by_sym(fqsn, quote_stream),
 
         # XXX: currently the ``ohlcv`` arg
         feed.shm,
@@ -123,11 +124,10 @@ 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.
-    # await tractor.breakpoint()
     fields = getattr(dst.array.dtype, 'fields', None).copy()
     fields.pop('index')
-    # TODO: nptyping here!
+    history: Optional[np.ndarray] = None  # TODO: nptyping here!
-    history: Optional[np.ndarray] = None
+
     if fields and len(fields) > 1 and fields:
         if not isinstance(history_output, dict):
             raise ValueError(
@@ -192,22 +192,23 @@ async def fsp_compute(
     profiler(f'{func_name} pushed history')
     profiler.finish()
 
-    # TODO: UGH, what is the right way to do something like this?
-    if not ctx._started_called:
-        await ctx.started(index)
-
     # 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))
+
         profiler(f'{func_name} yield last index')
 
         # import time
         # last = time.time()
 
         try:
-            # rt stream
+
-            async with ctx.open_stream() as stream:
             async for processed in out_stream:
 
                 log.debug(f"{func_name}: {processed}")
@@ -218,8 +219,14 @@ async def fsp_compute(
                 # NOTE: for now we aren't streaming this to the consumer
                 # stream latest array index entry which basically just acts
                 # as trigger msg to tell the consumer to read from shm
-                    if attach_stream:
+                # TODO: further this should likely be implemented much
-                        await stream.send(index)
+                # like our `Feed` api where there is one background
+                # "service" task which computes output and then sends to
+                # N-consumers who subscribe for the real-time output,
+                # which we'll likely want to implement using local-mem
+                # chans for the fan out?
+                # if attach_stream:
+                #     await client_stream.send(index)
 
                 # period = time.time() - last
                 # hz = 1/period if period else float('nan')
@@ -236,8 +243,7 @@ async def cascade(
     ctx: tractor.Context,
 
     # data feed key
-    brokername: str,
+    fqsn: str,
-    symbol: str,
 
     src_shm_token: dict,
     dst_shm_token: tuple[str, np.dtype],
@@ -255,7 +261,10 @@ async def cascade(
     destination shm array buffer.
 
     '''
-    profiler = pg.debug.Profiler(delayed=False, disabled=False)
+    profiler = pg.debug.Profiler(
+        delayed=False,
+        disabled=False
+    )
 
     if loglevel:
         get_console_log(loglevel)
@@ -269,7 +278,7 @@ async def cascade(
         f'Registered FSP set:\n{lines}'
     )
 
-    # update actor local flows table which registers
+    # 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
@@ -290,8 +299,7 @@ async def cascade(
 
     # open a data feed stream with requested broker
     async with data.feed.maybe_open_feed(
-        brokername,
+        [fqsn],
-        [symbol],
 
         # TODO throttle tick outputs from *this* daemon since
         # it'll emit tons of ticks due to the throttle only
@@ -300,6 +308,7 @@ async def cascade(
         # tick_throttle=60,
 
     ) as (feed, quote_stream):
+        symbol = feed.symbols[fqsn]
 
         profiler(f'{func}: feed up')
 
@@ -314,7 +323,6 @@ async def cascade(
             fsp_target = partial(
 
                 fsp_compute,
-                ctx=ctx,
                 symbol=symbol,
                 feed=feed,
                 quote_stream=quote_stream,
@@ -323,7 +331,7 @@ async def cascade(
                 src=src,
                 dst=dst,
 
-                # func_name=func_name,
+                # target
                 func=func
             )
 
@@ -335,13 +343,39 @@ async def cascade(
 
             profiler(f'{func_name}: fsp up')
 
-            async def resync(tracker: TaskTracker) -> tuple[TaskTracker, int]:
+            # 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:
+
+                # TODO: these likely should all become
+                # methods of this ``TaskLifetime`` or wtv
+                # abstraction..
+                async def resync(
+                    tracker: TaskTracker,
+
+                ) -> tuple[TaskTracker, int]:
                     # TODO: adopt an incremental update engine/approach
                     # where possible here eventually!
-                log.warning(f're-syncing fsp {func_name} to source')
+                    log.debug(f're-syncing fsp {func_name} to source')
                     tracker.cs.cancel()
                     await tracker.complete.wait()
-                return await n.start(fsp_target)
+                    tracker, index = await n.start(fsp_target)
+
+                    # 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
 
                 def is_synced(
                     src: ShmArray,
@@ -381,14 +415,21 @@ async def cascade(
 
                 s, step, ld = is_synced(src, dst)
 
+                # detect sample period step for subscription to increment
+                # signal
+                times = src.array['time']
+                delay_s = times[-1] - times[times != times[-1]][-1]
+
                 # Increment the underlying shared memory buffer on every
                 # "increment" msg received from the underlying data feed.
-            async with feed.index_stream() as stream:
+                async with feed.index_stream(
+                    int(delay_s)
+                ) as istream:
 
                     profiler(f'{func_name}: sample stream up')
                     profiler.finish()
 
-                async for msg in stream:
+                    async for _ in istream:
 
                         # respawn the compute task if the source
                         # array has been updated such that we compute

piker/fsp/_momo.py

@@ -167,6 +167,7 @@ def _wma(
 
     assert length == len(weights)
 
+    # lol, for long sequences this is nutso slow and expensive..
     return np.convolve(signal, weights, 'valid')
 
 

piker/fsp/_volume.py

@@ -309,7 +309,7 @@ async def flow_rates(
 
         if period > 1:
             trade_rate_wma = _wma(
-                dvlm_shm.array['trade_count'],
+                dvlm_shm.array['trade_count'][-period:],
                 period,
                 weights=weights,
             )
@@ -332,7 +332,7 @@ async def flow_rates(
 
         if period > 1:
             dark_trade_rate_wma = _wma(
-                dvlm_shm.array['dark_trade_count'],
+                dvlm_shm.array['dark_trade_count'][-period:],
                 period,
                 weights=weights,
             )

piker/log.py

@@ -25,10 +25,13 @@ from pygments import highlight, lexers, formatters
 
 # Makes it so we only see the full module name when using ``__name__``
 # without the extra "piker." prefix.
-_proj_name = 'piker'
+_proj_name: str = 'piker'
 
 
-def get_logger(name: str = None) -> logging.Logger:
+def get_logger(
+    name: str = None,
+
+) -> logging.Logger:
     '''Return the package log or a sub-log for `name` if provided.
     '''
     return tractor.log.get_logger(name=name, _root_name=_proj_name)

piker/ui/_anchors.py

@@ -25,39 +25,10 @@ from PyQt5.QtCore import QPointF
 from PyQt5.QtWidgets import QGraphicsPathItem
 
 if TYPE_CHECKING:
-    from ._axes import PriceAxis
     from ._chart import ChartPlotWidget
     from ._label import Label
 
 
-def marker_right_points(
-    chart: ChartPlotWidget,  # noqa
-    marker_size: int = 20,
-
-) -> (float, float, float):
-    '''
-    Return x-dimension, y-axis-aware, level-line marker oriented scene
-    values.
-
-    X values correspond to set the end of a level line, end of
-    a paried level line marker, and the right most side of the "right"
-    axis respectively.
-
-    '''
-    # TODO: compute some sensible maximum value here
-    # and use a humanized scheme to limit to that length.
-    l1_len = chart._max_l1_line_len
-    ryaxis = chart.getAxis('right')
-
-    r_axis_x = ryaxis.pos().x()
-    up_to_l1_sc = r_axis_x - l1_len - 10
-
-    marker_right = up_to_l1_sc - (1.375 * 2 * marker_size)
-    line_end = marker_right - (6/16 * marker_size)
-
-    return line_end, marker_right, r_axis_x
-
-
 def vbr_left(
     label: Label,
 

piker/ui/_annotate.py

@@ -26,8 +26,6 @@ from PyQt5.QtWidgets import QGraphicsPathItem
 from pyqtgraph import Point, functions as fn, Color
 import numpy as np
 
-from ._anchors import marker_right_points
-
 
 def mk_marker_path(
 
@@ -116,7 +114,7 @@ class LevelMarker(QGraphicsPathItem):
 
         self.get_level = get_level
         self._on_paint = on_paint
-        self.scene_x = lambda: marker_right_points(chart)[1]
+        self.scene_x = lambda: chart.marker_right_points()[1]
         self.level: float = 0
         self.keep_in_view = keep_in_view
 
@@ -169,7 +167,7 @@ class LevelMarker(QGraphicsPathItem):
         vr = view.state['viewRange']
         ymn, ymx = vr[1]
 
-        # _, marker_right, _ = marker_right_points(line._chart)
+        # _, marker_right, _ = line._chart.marker_right_points()
         x = self.scene_x()
 
         if self.style == '>|':  # short style, points "down-to" line

piker/ui/_axes.py

@@ -19,10 +19,10 @@ Chart axes graphics and behavior.
 
 """
 from functools import lru_cache
-from typing import List, Tuple, Optional, Callable
+from typing import Optional, Callable
 from math import floor
 
-import pandas as pd
+import numpy as np
 import pyqtgraph as pg
 from PyQt5 import QtCore, QtGui, QtWidgets
 from PyQt5.QtCore import QPointF
@@ -103,7 +103,7 @@ class Axis(pg.AxisItem):
     def size_to_values(self) -> None:
         pass
 
-    def txt_offsets(self) -> Tuple[int, int]:
+    def txt_offsets(self) -> tuple[int, int]:
         return tuple(self.style['tickTextOffset'])
 
 
@@ -218,13 +218,14 @@ class DynamicDateAxis(Axis):
 
     def _indexes_to_timestrs(
         self,
-        indexes: List[int],
+        indexes: list[int],
 
-    ) -> List[str]:
+    ) -> list[str]:
 
         chart = self.linkedsplits.chart
-        bars = chart._arrays[chart.name]
+        flow = chart._flows[chart.name]
-        shm = self.linkedsplits.chart._shm
+        shm = flow.shm
+        bars = shm.array
         first = shm._first.value
 
         bars_len = len(bars)
@@ -241,10 +242,17 @@ class DynamicDateAxis(Axis):
         )]
 
         # TODO: **don't** have this hard coded shift to EST
-        dts = pd.to_datetime(epochs, unit='s')  # - 4*pd.offsets.Hour()
+        # delay = times[-1] - times[-2]
+        dts = np.array(epochs, dtype='datetime64[s]')
 
-        delay = times[-1] - times[-2]
+        # see units listing:
-        return dts.strftime(self.tick_tpl[delay])
+        # https://numpy.org/devdocs/reference/arrays.datetime.html#datetime-units
+        return list(np.datetime_as_string(dts))
+
+        # TODO: per timeframe formatting?
+        # - we probably need this based on zoom now right?
+        # prec = self.np_dt_precision[delay]
+        # return dts.strftime(self.tick_tpl[delay])
 
     def tickStrings(
         self,
@@ -430,7 +438,7 @@ class XAxisLabel(AxisLabel):
         | QtCore.Qt.AlignCenter
     )
 
-    def size_hint(self) -> Tuple[float, float]:
+    def size_hint(self) -> tuple[float, float]:
         # size to parent axis height
         return self._parent.height(), None
 
@@ -444,11 +452,11 @@ class XAxisLabel(AxisLabel):
 
         timestrs = self._parent._indexes_to_timestrs([int(value)])
 
-        if not timestrs.any():
+        if not len(timestrs):
             return
 
         pad = 1*' '
-        self.label_str = pad + timestrs[0] + pad
+        self.label_str = pad + str(timestrs[0]) + pad
 
         _, y_offset = self._parent.txt_offsets()
 
@@ -509,7 +517,7 @@ class YAxisLabel(AxisLabel):
         if getattr(self._parent, 'txt_offsets', False):
             self.x_offset, y_offset = self._parent.txt_offsets()
 
-    def size_hint(self) -> Tuple[float, float]:
+    def size_hint(self) -> tuple[float, float]:
         # size to parent axis width(-ish)
         wsh = self._dpifont.boundingRect(' ').height() / 2
         return (

piker/ui/_chart.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
@@ -19,10 +19,14 @@ High level chart-widget apis.
 
 '''
 from __future__ import annotations
-from typing import Optional
+from typing import Optional, TYPE_CHECKING
 
 from PyQt5 import QtCore, QtWidgets
-from PyQt5.QtCore import Qt
+from PyQt5.QtCore import (
+    Qt,
+    QLineF,
+    # QPointF,
+)
 from PyQt5.QtWidgets import (
     QFrame,
     QWidget,
@@ -33,7 +37,6 @@ from PyQt5.QtWidgets import (
 import numpy as np
 import pyqtgraph as pg
 import trio
-from pydantic import BaseModel
 
 from ._axes import (
     DynamicDateAxis,
@@ -44,25 +47,30 @@ from ._cursor import (
     Cursor,
     ContentsLabel,
 )
+from ..data._sharedmem import ShmArray
 from ._l1 import L1Labels
 from ._ohlc import BarItems
-from ._curve import FastAppendCurve
+from ._curve import (
+    Curve,
+    StepCurve,
+)
 from ._style import (
     hcolor,
     CHART_MARGINS,
     _xaxis_at,
     _min_points_to_show,
-    _bars_from_right_in_follow_mode,
-    _bars_to_left_in_follow_mode,
 )
 from ..data.feed import Feed
 from ..data._source import Symbol
-from ..data._sharedmem import ShmArray
 from ..log import get_logger
 from ._interaction import ChartView
 from ._forms import FieldsForm
+from .._profile import pg_profile_enabled, ms_slower_then
 from ._overlay import PlotItemOverlay
+from ._flows import Flow
 
+if TYPE_CHECKING:
+    from ._display import DisplayState
 
 log = get_logger(__name__)
 
@@ -230,16 +238,23 @@ class GodWidget(QWidget):
             # chart is already in memory so just focus it
             linkedsplits.show()
             linkedsplits.focus()
+            linkedsplits.graphics_cycle()
             await trio.sleep(0)
 
             # resume feeds *after* rendering chart view asap
             chart.resume_all_feeds()
 
+            # TODO: we need a check to see if the chart
+            # last had the xlast in view, if so then shift so it's
+            # still in view, if the user was viewing history then
+            # do nothing yah?
+            chart.default_view()
+
         self.linkedsplits = linkedsplits
         symbol = linkedsplits.symbol
         if symbol is not None:
             self.window.setWindowTitle(
-                f'{symbol.key}@{symbol.brokers} '
+                f'{symbol.front_fqsn()} '
                 f'tick:{symbol.tick_size}'
             )
 
@@ -346,8 +361,19 @@ class LinkedSplits(QWidget):
         self.layout.setContentsMargins(0, 0, 0, 0)
         self.layout.addWidget(self.splitter)
 
+        # chart-local graphics state that can be passed to
+        # a ``graphic_update_cycle()`` call by any task wishing to
+        # update the UI for a given "chart instance".
+        self.display_state: Optional[DisplayState] = None
+
         self._symbol: Symbol = None
 
+    def graphics_cycle(self, **kwargs) -> None:
+        from . import _display
+        ds = self.display_state
+        if ds:
+            return _display.graphics_update_cycle(ds, **kwargs)
+
     @property
     def symbol(self) -> Symbol:
         return self._symbol
@@ -362,12 +388,15 @@ class LinkedSplits(QWidget):
         '''
         ln = len(self.subplots)
 
-        if not prop:
         # proportion allocated to consumer subcharts
-            if ln < 2:
+        if not prop:
-                prop = 1/3
+            prop = 3/8*5/8
-            elif ln >= 2:
+
-                prop = 3/8
+            # if ln < 2:
+            #     prop = 3/8*5/8
+
+            # elif ln >= 2:
+            #     prop = 3/8
 
         major = 1 - prop
         min_h_ind = int((self.height() * prop) / ln)
@@ -389,7 +418,7 @@ class LinkedSplits(QWidget):
         self,
 
         symbol: Symbol,
-        array: np.ndarray,
+        shm: ShmArray,
         sidepane: FieldsForm,
 
         style: str = 'bar',
@@ -414,7 +443,7 @@ class LinkedSplits(QWidget):
         self.chart = self.add_plot(
 
             name=symbol.key,
-            array=array,
+            shm=shm,
             style=style,
             _is_main=True,
 
@@ -442,7 +471,7 @@ class LinkedSplits(QWidget):
         self,
 
         name: str,
-        array: np.ndarray,
+        shm: ShmArray,
 
         array_key: Optional[str] = None,
         style: str = 'line',
@@ -486,7 +515,6 @@ class LinkedSplits(QWidget):
             name=name,
             data_key=array_key or name,
 
-            array=array,
             parent=qframe,
             linkedsplits=self,
             axisItems=axes,
@@ -550,7 +578,7 @@ class LinkedSplits(QWidget):
 
             graphics, data_key = cpw.draw_ohlc(
                 name,
-                array,
+                shm,
                 array_key=array_key
             )
             self.cursor.contents_labels.add_label(
@@ -564,7 +592,7 @@ class LinkedSplits(QWidget):
             add_label = True
             graphics, data_key = cpw.draw_curve(
                 name,
-                array,
+                shm,
                 array_key=array_key,
                 color='default_light',
             )
@@ -573,7 +601,7 @@ class LinkedSplits(QWidget):
             add_label = True
             graphics, data_key = cpw.draw_curve(
                 name,
-                array,
+                shm,
                 array_key=array_key,
                 step_mode=True,
                 color='davies',
@@ -628,31 +656,6 @@ class LinkedSplits(QWidget):
                 cpw.sidepane.setMaximumWidth(sp_w)
 
 
-# class FlowsTable(pydantic.BaseModel):
-#     '''
-#     Data-AGGRegate: high level API onto multiple (categorized)
-#     ``Flow``s with high level processing routines for
-#     multi-graphics computations and display.
-
-#     '''
-#     flows: dict[str, np.ndarray] = {}
-
-
-class Flow(BaseModel):
-    '''
-    (FinancialSignal-)Flow compound type which wraps a real-time
-    graphics (curve) and its backing data stream together for high level
-    access and control.
-
-    '''
-    class Config:
-        arbitrary_types_allowed = True
-
-    name: str
-    plot: pg.PlotItem
-    shm: Optional[ShmArray] = None  # may be filled in "later"
-
-
 class ChartPlotWidget(pg.PlotWidget):
     '''
     ``GraphicsView`` subtype containing a single ``PlotItem``.
@@ -686,7 +689,6 @@ class ChartPlotWidget(pg.PlotWidget):
 
         # the "data view" we generate graphics from
         name: str,
-        array: np.ndarray,
         data_key: str,
         linkedsplits: LinkedSplits,
 
@@ -739,14 +741,6 @@ class ChartPlotWidget(pg.PlotWidget):
         self._max_l1_line_len: float = 0
 
         # self.setViewportMargins(0, 0, 0, 0)
-        # self._ohlc = array  # readonly view of ohlc data
-
-        # TODO: move to Aggr above XD
-        # readonly view of data arrays
-        self._arrays = {
-            self.data_key: array,
-        }
-        self._graphics = {}  # registry of underlying graphics
 
         # registry of overlay curve names
         self._flows: dict[str, Flow] = {}
@@ -762,7 +756,6 @@ class ChartPlotWidget(pg.PlotWidget):
         # show background grid
         self.showGrid(x=False, y=True, alpha=0.3)
 
-        self.default_view()
         self.cv.enable_auto_yrange()
 
         self.pi_overlay: PlotItemOverlay = PlotItemOverlay(self.plotItem)
@@ -807,39 +800,138 @@ class ChartPlotWidget(pg.PlotWidget):
         return int(vr.left()), int(vr.right())
 
     def bars_range(self) -> tuple[int, int, int, int]:
-        """Return a range tuple for the bars present in view.
+        '''
-        """
+        Return a range tuple for the bars present in view.
-        l, r = self.view_range()
+
-        array = self._arrays[self.name]
+        '''
-        lbar = max(l, array[0]['index'])
+        main_flow = self._flows[self.name]
-        rbar = min(r, array[-1]['index'])
+        ifirst, l, lbar, rbar, r, ilast = main_flow.datums_range()
         return l, lbar, rbar, r
 
+    def curve_width_pxs(
+        self,
+    ) -> float:
+        _, lbar, rbar, _ = self.bars_range()
+        return self.view.mapViewToDevice(
+            QLineF(lbar, 0, rbar, 0)
+        ).length()
+
+    def pre_l1_xs(self) -> tuple[float, float]:
+        '''
+        Return the view x-coord for the value just before
+        the L1 labels on the y-axis as well as the length
+        of that L1 label from the y-axis.
+
+        '''
+        line_end, marker_right, yaxis_x = self.marker_right_points()
+        view = self.view
+        line = view.mapToView(
+            QLineF(line_end, 0, yaxis_x, 0)
+        )
+        return line.x1(), line.length()
+
+    def marker_right_points(
+        self,
+        marker_size: int = 20,
+
+    ) -> (float, float, float):
+        '''
+        Return x-dimension, y-axis-aware, level-line marker oriented scene
+        values.
+
+        X values correspond to set the end of a level line, end of
+        a paried level line marker, and the right most side of the "right"
+        axis respectively.
+
+        '''
+        # TODO: compute some sensible maximum value here
+        # and use a humanized scheme to limit to that length.
+        l1_len = self._max_l1_line_len
+        ryaxis = self.getAxis('right')
+
+        r_axis_x = ryaxis.pos().x()
+        up_to_l1_sc = r_axis_x - l1_len - 10
+
+        marker_right = up_to_l1_sc - (1.375 * 2 * marker_size)
+        line_end = marker_right - (6/16 * marker_size)
+
+        return line_end, marker_right, r_axis_x
+
     def default_view(
         self,
-        index: int = -1,
+        bars_from_y: int = 3000,
-    ) -> None:
-        """Set the view box to the "default" startup view of the scene.
 
-        """
+    ) -> None:
-        xlast = self._arrays[self.name][index]['index']
+        '''
-        begin = xlast - _bars_to_left_in_follow_mode
+        Set the view box to the "default" startup view of the scene.
-        end = xlast + _bars_from_right_in_follow_mode
+
+        '''
+        flow = self._flows.get(self.name)
+        if not flow:
+            log.warning(f'`Flow` for {self.name} not loaded yet?')
+            return
+
+        index = flow.shm.array['index']
+        xfirst, xlast = index[0], index[-1]
+        l, lbar, rbar, r = self.bars_range()
+        view = self.view
+
+        if (
+            rbar < 0
+            or l < xfirst
+            or l < 0
+            or (rbar - lbar) < 6
+        ):
+            # TODO: set fixed bars count on screen that approx includes as
+            # many bars as possible before a downsample line is shown.
+            begin = xlast - bars_from_y
+            view.setXRange(
+                min=begin,
+                max=xlast,
+                padding=0,
+            )
+            # re-get range
+            l, lbar, rbar, r = self.bars_range()
+
+        # we get the L1 spread label "length" in view coords
+        # terms now that we've scaled either by user control
+        # or to the default set of bars as per the immediate block
+        # above.
+        marker_pos, l1_len = self.pre_l1_xs()
+        end = xlast + l1_len + 1
+        begin = end - (r - l)
+
+        # for debugging
+        # print(
+        #     # f'bars range: {brange}\n'
+        #     f'xlast: {xlast}\n'
+        #     f'marker pos: {marker_pos}\n'
+        #     f'l1 len: {l1_len}\n'
+        #     f'begin: {begin}\n'
+        #     f'end: {end}\n'
+        # )
 
         # remove any custom user yrange setttings
         if self._static_yrange == 'axis':
             self._static_yrange = None
 
-        view = self.view
         view.setXRange(
             min=begin,
             max=end,
             padding=0,
         )
+        self.view.maybe_downsample_graphics()
         view._set_yrange()
+        try:
+            self.linked.graphics_cycle()
+        except IndexError:
+            pass
 
     def increment_view(
         self,
+        steps: int = 1,
+        vb: Optional[ChartView] = None,
+
     ) -> None:
         """
         Increment the data view one step to the right thus "following"
@@ -847,9 +939,10 @@ class ChartPlotWidget(pg.PlotWidget):
 
         """
         l, r = self.view_range()
-        self.view.setXRange(
+        view = vb or self.view
-            min=l + 1,
+        view.setXRange(
-            max=r + 1,
+            min=l + steps,
+            max=r + steps,
 
             # TODO: holy shit, wtf dude... why tf would this not be 0 by
             # default... speechless.
@@ -858,9 +951,8 @@ class ChartPlotWidget(pg.PlotWidget):
 
     def draw_ohlc(
         self,
-
         name: str,
-        data: np.ndarray,
+        shm: ShmArray,
 
         array_key: Optional[str] = None,
 
@@ -870,19 +962,26 @@ class ChartPlotWidget(pg.PlotWidget):
 
         '''
         graphics = BarItems(
+            self.linked,
             self.plotItem,
-            pen_color=self.pen_color
+            pen_color=self.pen_color,
+            name=name,
         )
 
         # adds all bar/candle graphics objects for each data point in
         # the np array buffer to be drawn on next render cycle
         self.plotItem.addItem(graphics)
 
-        # draw after to allow self.scene() to work...
-        graphics.draw_from_data(data)
-
         data_key = array_key or name
-        self._graphics[data_key] = graphics
+
+        self._flows[data_key] = Flow(
+            name=name,
+            plot=self.plotItem,
+            _shm=shm,
+            is_ohlc=True,
+            graphics=graphics,
+        )
+
         self._add_sticky(name, bg_color='davies')
 
         return graphics, data_key
@@ -923,6 +1022,7 @@ class ChartPlotWidget(pg.PlotWidget):
         )
         pi.hideButtons()
 
+        # cv.enable_auto_yrange(self.view)
         cv.enable_auto_yrange()
 
         # compose this new plot's graphics with the current chart's
@@ -947,19 +1047,21 @@ class ChartPlotWidget(pg.PlotWidget):
         self,
 
         name: str,
-        data: np.ndarray,
+        shm: ShmArray,
 
         array_key: Optional[str] = None,
         overlay: bool = False,
         color: Optional[str] = None,
         add_label: bool = True,
+        pi: Optional[pg.PlotItem] = None,
+        step_mode: bool = False,
 
         **pdi_kwargs,
 
     ) -> (pg.PlotDataItem, str):
         '''
         Draw a "curve" (line plot graphics) for the provided data in
-        the input array ``data``.
+        the input shm array ``shm``.
 
         '''
         color = color or self.pen_color or 'default_light'
@@ -969,41 +1071,28 @@ class ChartPlotWidget(pg.PlotWidget):
 
         data_key = array_key or name
 
-        # yah, we wrote our own B)
+        curve_type = {
-        curve = FastAppendCurve(
+            None: Curve,
-            y=data[data_key],
+            'step': StepCurve,
-            x=data['index'],
+            # TODO:
-            # antialias=True,
+            # 'bars': BarsItems
+        }['step' if step_mode else None]
+
+        curve = curve_type(
             name=name,
-
-            # XXX: pretty sure this is just more overhead
-            # on data reads and makes graphics rendering no faster
-            # clipToView=True,
-
-            # TODO: see how this handles with custom ohlcv bars graphics
-            # and/or if we can implement something similar for OHLC graphics
-            # autoDownsample=True,
-            # downsample=60,
-            # downsampleMethod='subsample',
-
             **pdi_kwargs,
         )
 
-        # XXX: see explanation for different caching modes:
+        pi = pi or self.plotItem
-        # https://stackoverflow.com/a/39410081
-        # seems to only be useful if we don't re-generate the entire
-        # QPainterPath every time
-        # curve.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
 
-        # don't ever use this - it's a colossal nightmare of artefacts
+        self._flows[data_key] = Flow(
-        # and is disastrous for performance.
+            name=name,
-        # curve.setCacheMode(QtWidgets.QGraphicsItem.ItemCoordinateCache)
+            plot=pi,
-
+            _shm=shm,
-        # register curve graphics and backing array for name
+            is_ohlc=False,
-        self._graphics[name] = curve
+            # register curve graphics with this flow
-        self._arrays[data_key] = data
+            graphics=curve,
-
+        )
-        pi = self.plotItem
 
         # TODO: this probably needs its own method?
         if overlay:
@@ -1013,10 +1102,6 @@ class ChartPlotWidget(pg.PlotWidget):
                             f'{overlay} must be from `.plotitem_overlay()`'
                         )
                 pi = overlay
-
-            # anchor_at = ('bottom', 'left')
-            self._flows[name] = Flow(name=name, plot=pi)
-
         else:
             # anchor_at = ('top', 'left')
 
@@ -1024,7 +1109,17 @@ class ChartPlotWidget(pg.PlotWidget):
             # (we need something that avoids clutter on x-axis).
             self._add_sticky(name, bg_color=color)
 
+        # NOTE: this is more or less the RENDER call that tells Qt to
+        # start showing the generated graphics-curves. This is kind of
+        # of edge-triggered call where once added any
+        # ``QGraphicsItem.update()`` calls are automatically displayed.
+        # Our internal graphics objects have their own "update from
+        # data" style method API that allows for real-time updates on
+        # the next render cycle; just note a lot of the real-time
+        # updates are implicit and require a bit of digging to
+        # understand.
         pi.addItem(curve)
+
         return curve, data_key
 
     # TODO: make this a ctx mngr
@@ -1056,29 +1151,11 @@ class ChartPlotWidget(pg.PlotWidget):
         )
         return last
 
-    def update_ohlc_from_array(
+    def update_graphics_from_flow(
         self,
-
         graphics_name: str,
-        array: np.ndarray,
-        **kwargs,
-
-    ) -> pg.GraphicsObject:
-        '''
-        Update the named internal graphics from ``array``.
-
-        '''
-        self._arrays[self.name] = array
-        graphics = self._graphics[graphics_name]
-        graphics.update_from_array(array, **kwargs)
-        return graphics
-
-    def update_curve_from_array(
-        self,
-
-        graphics_name: str,
-        array: np.ndarray,
         array_key: Optional[str] = None,
+
         **kwargs,
 
     ) -> pg.GraphicsObject:
@@ -1086,32 +1163,12 @@ class ChartPlotWidget(pg.PlotWidget):
         Update the named internal graphics from ``array``.
 
         '''
-        assert len(array)
+        flow = self._flows[array_key or graphics_name]
-        data_key = array_key or graphics_name
+        return flow.update_graphics(
-
+            array_key=array_key,
-        if graphics_name not in self._flows:
+            **kwargs,
-            self._arrays[self.name] = array
-        else:
-            self._arrays[data_key] = array
-
-        curve = self._graphics[graphics_name]
-
-        # NOTE: back when we weren't implementing the curve graphics
-        # ourselves you'd have updates using this method:
-        # curve.setData(y=array[graphics_name], x=array['index'], **kwargs)
-
-        # NOTE: graphics **must** implement a diff based update
-        # operation where an internal ``FastUpdateCurve._xrange`` is
-        # used to determine if the underlying path needs to be
-        # pre/ap-pended.
-        curve.update_from_array(
-            x=array['index'],
-            y=array[data_key],
-            **kwargs
         )
 
-        return curve
-
     # def _label_h(self, yhigh: float, ylow: float) -> float:
     #     # compute contents label "height" in view terms
     #     # to avoid having data "contents" overlap with them
@@ -1141,6 +1198,9 @@ class ChartPlotWidget(pg.PlotWidget):
 
     #     print(f"bounds (ylow, yhigh): {(ylow, yhigh)}")
 
+    # TODO: pretty sure we can just call the cursor
+    # directly not? i don't wee why we need special "signal proxies"
+    # for this lul..
     def enterEvent(self, ev):  # noqa
         # pg.PlotWidget.enterEvent(self, ev)
         self.sig_mouse_enter.emit(self)
@@ -1154,7 +1214,7 @@ class ChartPlotWidget(pg.PlotWidget):
 
         # TODO: this should go onto some sort of
         # data-view thinger..right?
-        ohlc = self._shm.array
+        ohlc = self._flows[self.name].shm.array
 
         # XXX: not sure why the time is so off here
         # looks like we're gonna have to do some fixing..
@@ -1165,10 +1225,28 @@ class ChartPlotWidget(pg.PlotWidget):
         else:
             return ohlc['index'][-1]
 
+    def in_view(
+        self,
+        array: np.ndarray,
+
+    ) -> np.ndarray:
+        '''
+        Slice an input struct array providing only datums
+        "in view" of this chart.
+
+        '''
+        l, lbar, rbar, r = self.bars_range()
+        ifirst = array[0]['index']
+        # slice data by offset from the first index
+        # available in the passed datum set.
+        return array[lbar - ifirst:(rbar - ifirst) + 1]
+
     def maxmin(
         self,
         name: Optional[str] = None,
-        bars_range: Optional[tuple[int, int, int, int]] = None,
+        bars_range: Optional[tuple[
+            int, int, int, int, int, int
+        ]] = None,
 
     ) -> tuple[float, float]:
         '''
@@ -1177,46 +1255,43 @@ class ChartPlotWidget(pg.PlotWidget):
         If ``bars_range`` is provided use that range.
 
         '''
-        l, lbar, rbar, r = bars_range or self.bars_range()
+        # print(f'Chart[{self.name}].maxmin()')
-        # TODO: logic to check if end of bars in view
+        profiler = pg.debug.Profiler(
-        # extra = view_len - _min_points_to_show
+            msg=f'`{str(self)}.maxmin(name={name})`: `{self.name}`',
-        # begin = self._arrays['ohlc'][0]['index'] - extra
+            disabled=not pg_profile_enabled(),
-        # # end = len(self._arrays['ohlc']) - 1 + extra
+            ms_threshold=ms_slower_then,
-        # end = self._arrays['ohlc'][-1]['index'] - 1 + extra
+            delayed=True,
-
+        )
-        # bars_len = rbar - lbar
-        # log.debug(
-        #     f"\nl: {l}, lbar: {lbar}, rbar: {rbar}, r: {r}\n"
-        #     f"view_len: {view_len}, bars_len: {bars_len}\n"
-        #     f"begin: {begin}, end: {end}, extra: {extra}"
-        # )
 
         # TODO: here we should instead look up the ``Flow.shm.array``
         # and read directly from shm to avoid copying to memory first
         # and then reading it again here.
-        a = self._arrays.get(name or self.name)
+        flow_key = name or self.name
-        if a is None:
+        flow = self._flows.get(flow_key)
-            return None
-
-        ifirst = a[0]['index']
-        bars = a[lbar - ifirst:(rbar - ifirst) + 1]
-
-        if not len(bars):
-            # likely no data loaded yet or extreme scrolling?
-            log.error(f"WTF bars_range = {lbar}:{rbar}")
-            return
-
         if (
-            self.data_key == self.linked.symbol.key
+            flow is None
         ):
-            # ohlc sampled bars hi/lo lookup
+            log.error(f"flow {flow_key} doesn't exist in chart {self.name} !?")
-            ylow = np.nanmin(bars['low'])
+            key = res = 0, 0
-            yhigh = np.nanmax(bars['high'])
 
         else:
-            view = bars[name or self.data_key]
+            (
-            ylow = np.nanmin(view)
+                first,
-            yhigh = np.nanmax(view)
+                l,
+                lbar,
+                rbar,
+                r,
+                last,
+            ) = bars_range or flow.datums_range()
+            profiler(f'{self.name} got bars range')
 
-        # print(f'{(ylow, yhigh)}')
+            key = round(lbar), round(rbar)
-        return ylow, yhigh
+            res = flow.maxmin(*key)
+            if res == (None, None):
+                log.error(
+                    f"{flow_key} no mxmn for bars_range => {key} !?"
+                )
+                res = 0, 0
+
+        profiler(f'yrange mxmn: {key} -> {res}')
+        return res

piker/ui/_compression.py

@@ -0,0 +1,318 @@
+# 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/>.
+
+'''
+Graphics related downsampling routines for compressing to pixel
+limits on the display device.
+
+'''
+import math
+from typing import Optional
+
+import numpy as np
+from numpy.lib import recfunctions as rfn
+from numba import (
+    jit,
+    # float64, optional, int64,
+)
+
+from ..log import get_logger
+
+
+log = get_logger(__name__)
+
+
+def hl2mxmn(ohlc: np.ndarray) -> np.ndarray:
+    '''
+    Convert a OHLC struct-array containing 'high'/'low' columns
+    to a "joined" max/min 1-d array.
+
+    '''
+    index = ohlc['index']
+    hls = ohlc[[
+        'low',
+        'high',
+    ]]
+
+    mxmn = np.empty(2*hls.size, dtype=np.float64)
+    x = np.empty(2*hls.size, dtype=np.float64)
+    trace_hl(hls, mxmn, x, index[0])
+    x = x + index[0]
+
+    return mxmn, x
+
+
+@jit(
+    # TODO: the type annots..
+    # float64[:](float64[:],),
+    nopython=True,
+)
+def trace_hl(
+    hl: 'np.ndarray',
+    out: np.ndarray,
+    x: np.ndarray,
+    start: int,
+
+    # the "offset" values in the x-domain which
+    # place the 2 output points around each ``int``
+    # master index.
+    margin: float = 0.43,
+
+) -> None:
+    '''
+    "Trace" the outline of the high-low values of an ohlc sequence
+    as a line such that the maximum deviation (aka disperaion) between
+    bars if preserved.
+
+    This routine is expected to modify input arrays in-place.
+
+    '''
+    last_l = hl['low'][0]
+    last_h = hl['high'][0]
+
+    for i in range(hl.size):
+        row = hl[i]
+        l, h = row['low'], row['high']
+
+        up_diff = h - last_l
+        down_diff = last_h - l
+
+        if up_diff > down_diff:
+            out[2*i + 1] = h
+            out[2*i] = last_l
+        else:
+            out[2*i + 1] = l
+            out[2*i] = last_h
+
+        last_l = l
+        last_h = h
+
+        x[2*i] = int(i) - margin
+        x[2*i + 1] = int(i) + margin
+
+    return out
+
+
+def ohlc_flatten(
+    ohlc: np.ndarray,
+    use_mxmn: bool = True,
+
+) -> tuple[np.ndarray, np.ndarray]:
+    '''
+    Convert an OHLCV struct-array into a flat ready-for-line-plotting
+    1-d array that is 4 times the size with x-domain values distributed
+    evenly (by 0.5 steps) over each index.
+
+    '''
+    index = ohlc['index']
+
+    if use_mxmn:
+        # traces a line optimally over highs to lows
+        # using numba. NOTE: pretty sure this is faster
+        # and looks about the same as the below output.
+        flat, x = hl2mxmn(ohlc)
+
+    else:
+        flat = rfn.structured_to_unstructured(
+            ohlc[['open', 'high', 'low', 'close']]
+        ).flatten()
+
+        x = np.linspace(
+            start=index[0] - 0.5,
+            stop=index[-1] + 0.5,
+            num=len(flat),
+        )
+    return x, flat
+
+
+def ds_m4(
+    x: np.ndarray,
+    y: np.ndarray,
+    # units-per-pixel-x(dimension)
+    uppx: float,
+
+    # XXX: troll zone / easter egg..
+    # want to mess with ur pal, pass in the actual
+    # pixel width here instead of uppx-proper (i.e. pass
+    # in our ``pg.GraphicsObject`` derivative's ``.px_width()``
+    # gto mega-trip-out ur bud). Hint, it used to be implemented
+    # (wrongly) using "pixel width", so check the git history ;)
+
+    xrange: Optional[float] = None,
+
+) -> tuple[int, np.ndarray, np.ndarray]:
+    '''
+    Downsample using the M4 algorithm.
+
+    This is more or less an OHLC style sampling of a line-style series.
+
+    '''
+    # NOTE: this method is a so called "visualization driven data
+    # aggregation" approach. It gives error-free line chart
+    # downsampling, see
+    # further scientific paper resources:
+    # - http://www.vldb.org/pvldb/vol7/p797-jugel.pdf
+    # - http://www.vldb.org/2014/program/papers/demo/p997-jugel.pdf
+
+    # Details on implementation of this algo are based in,
+    # https://github.com/pikers/piker/issues/109
+
+    # XXX: from infinite on downsampling viewable graphics:
+    # "one thing i remembered about the binning - if you are
+    # picking a range within your timeseries the start and end bin
+    # should be one more bin size outside the visual range, then
+    # you get better visual fidelity at the edges of the graph"
+    # "i didn't show it in the sample code, but it's accounted for
+    # in the start and end indices and number of bins"
+
+    # should never get called unless actually needed
+    assert uppx > 1
+
+    # NOTE: if we didn't pre-slice the data to downsample
+    # you could in theory pass these as the slicing params,
+    # do we care though since we can always just pre-slice the
+    # input?
+    x_start = x[0]  # x value start/lowest in domain
+
+    if xrange is None:
+        x_end = x[-1]  # x end value/highest in domain
+        xrange = (x_end - x_start)
+
+    # XXX: always round up on the input pixels
+    # lnx = len(x)
+    # uppx *= max(4 / (1 + math.log(uppx, 2)), 1)
+
+    pxw = math.ceil(xrange / uppx)
+
+    # scale up the frame "width" directly with uppx
+    w = uppx
+
+    # ensure we make more then enough
+    # frames (windows) for the output pixel
+    frames = pxw
+
+    # if we have more and then exact integer's
+    # (uniform quotient output) worth of datum-domain-points
+    # per windows-frame, add one more window to ensure
+    # we have room for all output down-samples.
+    pts_per_pixel, r = divmod(xrange, frames)
+    if r:
+        # while r:
+        frames += 1
+        pts_per_pixel, r = divmod(xrange, frames)
+
+    # print(
+    #     f'uppx: {uppx}\n'
+    #     f'xrange: {xrange}\n'
+    #     f'pxw: {pxw}\n'
+    #     f'frames: {frames}\n'
+    # )
+    assert frames >= (xrange / uppx)
+
+    # call into ``numba``
+    nb, i_win, y_out = _m4(
+        x,
+        y,
+
+        frames,
+
+        # TODO: see func below..
+        # i_win,
+        # y_out,
+
+        # first index in x data to start at
+        x_start,
+        # window size for each "frame" of data to downsample (normally
+        # scaled by the ratio of pixels on screen to data in x-range).
+        w,
+    )
+
+    # filter out any overshoot in the input allocation arrays by
+    # removing zero-ed tail entries which should start at a certain
+    # index.
+    i_win = i_win[i_win != 0]
+    y_out = y_out[:i_win.size]
+
+    return nb, i_win, y_out
+
+
+@jit(
+    nopython=True,
+    nogil=True,
+)
+def _m4(
+
+    xs: np.ndarray,
+    ys: np.ndarray,
+
+    frames: int,
+
+    # TODO: using this approach by having the ``.zeros()`` alloc lines
+    # below, in put python was causing segs faults and alloc crashes..
+    # we might need to see how it behaves with shm arrays and consider
+    # allocating them once at startup?
+
+    # pre-alloc array of x indices mapping to the start
+    # of each window used for downsampling in y.
+    # i_win: np.ndarray,
+    # pre-alloc array of output downsampled y values
+    # y_out: np.ndarray,
+
+    x_start: int,
+    step: float,
+
+) -> int:
+    # nbins = len(i_win)
+    # count = len(xs)
+
+    # these are pre-allocated and mutated by ``numba``
+    # code in-place.
+    y_out = np.zeros((frames, 4), ys.dtype)
+    i_win = np.zeros(frames, xs.dtype)
+
+    bincount = 0
+    x_left = x_start
+
+    # Find the first window's starting value which *includes* the
+    # first value in the x-domain array, i.e. the first
+    # "left-side-of-window" **plus** the downsampling step,
+    # creates a window which includes the first x **value**.
+    while xs[0] >= x_left + step:
+        x_left += step
+
+    # set all bins in the left-most entry to the starting left-most x value
+    # (aka a row broadcast).
+    i_win[bincount] = x_left
+    # set all y-values to the first value passed in.
+    y_out[bincount] = ys[0]
+
+    for i in range(len(xs)):
+        x = xs[i]
+        y = ys[i]
+        if x < x_left + step:   # the current window "step" is [bin, bin+1)
+            y_out[bincount, 1] = min(y, y_out[bincount, 1])
+            y_out[bincount, 2] = max(y, y_out[bincount, 2])
+            y_out[bincount, 3] = y
+        else:
+            # Find the next bin
+            while x >= x_left + step:
+                x_left += step
+
+            bincount += 1
+            i_win[bincount] = x_left
+            y_out[bincount] = y
+
+    return bincount, i_win, y_out

piker/ui/_cursor.py

@@ -43,8 +43,8 @@ log = get_logger(__name__)
 # latency (in terms of perceived lag in cross hair) so really be sure
 # there's an improvement if you want to change it!
 
-_mouse_rate_limit = 120  # TODO; should we calc current screen refresh rate?
+_mouse_rate_limit = 60  # TODO; should we calc current screen refresh rate?
-_debounce_delay = 1 / 40
+_debounce_delay = 0
 _ch_label_opac = 1
 
 
@@ -95,26 +95,33 @@ class LineDot(pg.CurvePoint):
 
     def event(
         self,
-
         ev: QtCore.QEvent,
 
-    ) -> None:
+    ) -> bool:
-        if not isinstance(
+
-            ev, QtCore.QDynamicPropertyChangeEvent
+        if (
-        ) or self.curve() is None:
+            not isinstance(ev, QtCore.QDynamicPropertyChangeEvent)
+            or self.curve() is None
+        ):
             return False
 
-        (x, y) = self.curve().getData()
+        # TODO: get rid of this ``.getData()`` and
-        index = self.property('index')
+        # make a more pythonic api to retreive backing
-        # first = self._plot._arrays['ohlc'][0]['index']
+        # numpy arrays...
-        # first = x[0]
+        # (x, y) = self.curve().getData()
-        # i = index - first
+        # index = self.property('index')
-        if index:
+        # # first = self._plot._arrays['ohlc'][0]['index']
-            i = index - x[0]
+        # # first = x[0]
-            if i > 0 and i < len(y):
+        # # i = index - first
-                newPos = (index, y[i])
+        # if index:
-                QtWidgets.QGraphicsItem.setPos(self, *newPos)
+        #     i = round(index - x[0])
-                return True
+        #     if i > 0 and i < len(y):
+        #         newPos = (index, y[i])
+        #         QtWidgets.QGraphicsItem.setPos(
+        #             self,
+        #             *newPos,
+        #         )
+        #         return True
 
         return False
 
@@ -189,6 +196,9 @@ class ContentsLabel(pg.LabelItem):
 
         self.setText(
             "<b>i</b>:{index}<br/>"
+            # NB: these fields must be indexed in the correct order via
+            # the slice syntax below.
+            "<b>epoch</b>:{}<br/>"
             "<b>O</b>:{}<br/>"
             "<b>H</b>:{}<br/>"
             "<b>L</b>:{}<br/>"
@@ -196,7 +206,15 @@ class ContentsLabel(pg.LabelItem):
             "<b>V</b>:{}<br/>"
             "<b>wap</b>:{}".format(
                 *array[index - first][
-                    ['open', 'high', 'low', 'close', 'volume', 'bar_wap']
+                    [
+                        'time',
+                        'open',
+                        'high',
+                        'low',
+                        'close',
+                        'volume',
+                        'bar_wap',
+                    ]
                 ],
                 name=name,
                 index=index,
@@ -241,13 +259,13 @@ class ContentsLabels:
     def update_labels(
         self,
         index: int,
-        # array_name: str,
 
     ) -> None:
-        # for name, (label, update) in self._labels.items():
         for chart, name, label, update in self._labels:
 
-            array = chart._arrays[name]
+            flow = chart._flows[name]
+            array = flow.shm.array
+
             if not (
                 index >= 0
                 and index < array[-1]['index']
@@ -256,8 +274,6 @@ class ContentsLabels:
                 print('WTF out of range?')
                 continue
 
-            # array = chart._arrays[name]
-
             # call provided update func with data point
             try:
                 label.show()
@@ -293,7 +309,8 @@ class ContentsLabels:
 
 
 class Cursor(pg.GraphicsObject):
-    '''Multi-plot cursor for use on a ``LinkedSplits`` chart (set).
+    '''
+    Multi-plot cursor for use on a ``LinkedSplits`` chart (set).
 
     '''
     def __init__(
@@ -308,7 +325,7 @@ class Cursor(pg.GraphicsObject):
 
         self.linked = linkedsplits
         self.graphics: dict[str, pg.GraphicsObject] = {}
-        self.plots: List['PlotChartWidget'] = []  # type: ignore # noqa
+        self.plots: list['PlotChartWidget'] = []  # type: ignore # noqa
         self.active_plot = None
         self.digits: int = digits
         self._datum_xy: tuple[int, float] = (0, 0)
@@ -405,6 +422,7 @@ class Cursor(pg.GraphicsObject):
             slot=self.mouseMoved,
             delay=_debounce_delay,
         )
+
         px_enter = pg.SignalProxy(
             plot.sig_mouse_enter,
             rateLimit=_mouse_rate_limit,
@@ -436,7 +454,10 @@ class Cursor(pg.GraphicsObject):
         if plot.linked.xaxis_chart is plot:
             xlabel = self.xaxis_label = XAxisLabel(
                 parent=self.plots[plot_index].getAxis('bottom'),
-                # parent=self.plots[plot_index].pi_overlay.get_axis(plot.plotItem, 'bottom'),
+                # parent=self.plots[plot_index].pi_overlay.get_axis(
+                #     plot.plotItem, 'bottom'
+                # ),
+
                 opacity=_ch_label_opac,
                 bg_color=self.label_color,
             )
@@ -454,9 +475,12 @@ class Cursor(pg.GraphicsObject):
     ) -> LineDot:
         # if this plot contains curves add line dot "cursors" to denote
         # the current sample under the mouse
+        main_flow = plot._flows[plot.name]
+        # read out last index
+        i = main_flow.shm.array[-1]['index']
         cursor = LineDot(
             curve,
-            index=plot._arrays[plot.name][-1]['index'],
+            index=i,
             plot=plot
         )
         plot.addItem(cursor)

piker/ui/_curve.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
@@ -18,72 +18,35 @@
 Fast, smooth, sexy curves.
 
 """
-from typing import Optional
+from contextlib import contextmanager as cm
+from typing import Optional, Callable
 
 import numpy as np
 import pyqtgraph as pg
-from PyQt5 import QtGui, QtWidgets
+from PyQt5 import QtWidgets
+from PyQt5.QtWidgets import QGraphicsItem
 from PyQt5.QtCore import (
     Qt,
     QLineF,
     QSizeF,
     QRectF,
+    # QRect,
     QPointF,
 )
-
+from PyQt5.QtGui import (
-from .._profile import pg_profile_enabled
+    QPainter,
+    QPainterPath,
+)
+from .._profile import pg_profile_enabled, ms_slower_then
 from ._style import hcolor
+# from ._compression import (
+#     # ohlc_to_m4_line,
+#     ds_m4,
+# )
+from ..log import get_logger
 
 
-def step_path_arrays_from_1d(
+log = get_logger(__name__)
-    x: np.ndarray,
-    y: np.ndarray,
-    include_endpoints: bool = False,
-
-) -> (np.ndarray, np.ndarray):
-    '''
-    Generate a "step mode" curve aligned with OHLC style bars
-    such that each segment spans each bar (aka "centered" style).
-
-    '''
-    y_out = y.copy()
-    x_out = x.copy()
-    x2 = np.empty(
-        # the data + 2 endpoints on either end for
-        # "termination of the path".
-        (len(x) + 1, 2),
-        # we want to align with OHLC or other sampling style
-        # bars likely so we need fractinal values
-        dtype=float,
-    )
-    x2[0] = x[0] - 0.5
-    x2[1] = x[0] + 0.5
-    x2[1:] = x[:, np.newaxis] + 0.5
-
-    # flatten to 1-d
-    x_out = x2.reshape(x2.size)
-
-    # we create a 1d with 2 extra indexes to
-    # hold the start and (current) end value for the steps
-    # on either end
-    y2 = np.empty((len(y), 2), dtype=y.dtype)
-    y2[:] = y[:, np.newaxis]
-
-    y_out = np.empty(
-        2*len(y) + 2,
-        dtype=y.dtype
-    )
-
-    # flatten and set 0 endpoints
-    y_out[1:-1] = y2.reshape(y2.size)
-    y_out[0] = 0
-    y_out[-1] = 0
-
-    if not include_endpoints:
-        return x_out[:-1], y_out[:-1]
-
-    else:
-        return x_out, y_out
 
 
 _line_styles: dict[str, int] = {
@@ -94,39 +57,74 @@ _line_styles: dict[str, int] = {
 }
 
 
-# TODO: got a feeling that dropping this inheritance gets us even more speedups
+class Curve(pg.GraphicsObject):
-class FastAppendCurve(pg.PlotCurveItem):
     '''
-    A faster, append friendly version of ``pyqtgraph.PlotCurveItem``
+    A faster, simpler, append friendly version of
-    built for real-time data updates.
+    ``pyqtgraph.PlotCurveItem`` built for highly customizable real-time
+    updates.
 
-    The main difference is avoiding regeneration of the entire
+    This type is a much stripped down version of a ``pyqtgraph`` style
-    historical path where possible and instead only updating the "new"
+    "graphics object" in the sense that the internal lower level
-    segment(s) via a ``numpy`` array diff calc. Further the "last"
+    graphics which are drawn in the ``.paint()`` method are actually
-    graphic segment is drawn independently such that near-term (high
+    rendered outside of this class entirely and instead are assigned as
-    frequency) discrete-time-sampled style updates don't trigger a full
+    state (instance vars) here and then drawn during a Qt graphics
-    path redraw.
+    cycle.
+
+    The main motivation for this more modular, composed design is that
+    lower level graphics data can be rendered in different threads and
+    then read and drawn in this main thread without having to worry
+    about dealing with Qt's concurrency primitives. See
+    ``piker.ui._flows.Renderer`` for details and logic related to lower
+    level path generation and incremental update. The main differences in
+    the path generation code include:
+
+    - avoiding regeneration of the entire historical path where possible
+      and instead only updating the "new" segment(s) via a ``numpy``
+      array diff calc.
+    - here, the "last" graphics datum-segment is drawn independently
+      such that near-term (high frequency) discrete-time-sampled style
+      updates don't trigger a full path redraw.
 
     '''
 
+    # sub-type customization methods
+    sub_br: Optional[Callable] = None
+    sub_paint: Optional[Callable] = None
+    declare_paintables: Optional[Callable] = None
+
     def __init__(
         self,
         *args,
+
         step_mode: bool = False,
         color: str = 'default_lightest',
         fill_color: Optional[str] = None,
         style: str = 'solid',
         name: Optional[str] = None,
+        use_fpath: bool = True,
 
         **kwargs
 
     ) -> None:
 
+        self._name = name
+
+        # brutaaalll, see comments within..
+        self.yData = None
+        self.xData = None
+
+        # self._last_cap: int = 0
+        self.path: Optional[QPainterPath] = None
+
+        # additional path used for appends which tries to avoid
+        # triggering an update/redraw of the presumably larger
+        # historical ``.path`` above.
+        self.use_fpath = use_fpath
+        self.fast_path: Optional[QPainterPath] = None
+
         # TODO: we can probably just dispense with the parent since
         # we're basically only using the pen setting now...
         super().__init__(*args, **kwargs)
-        self._name = name
-        self._xrange: tuple[int, int] = self.dataBounds(ax=0)
 
         # all history of curve is drawn in single px thickness
         pen = pg.mkPen(hcolor(color))
@@ -135,218 +133,191 @@ class FastAppendCurve(pg.PlotCurveItem):
         if 'dash' in style:
             pen.setDashPattern([8, 3])
 
-        self.setPen(pen)
+        self._pen = pen
 
         # last segment is drawn in 2px thickness for emphasis
         # self.last_step_pen = pg.mkPen(hcolor(color), width=2)
         self.last_step_pen = pg.mkPen(pen, width=2)
 
-        self._last_line: QLineF = None
+        # self._last_line: Optional[QLineF] = None
-        self._last_step_rect: QRectF = None
+        self._last_line = QLineF()
+        self._last_w: float = 1
 
         # flat-top style histogram-like discrete curve
-        self._step_mode: bool = step_mode
+        # self._step_mode: bool = step_mode
 
         # self._fill = True
-        self.setBrush(hcolor(fill_color or color))
+        self._brush = pg.functions.mkBrush(hcolor(fill_color or color))
+
+        # NOTE: this setting seems to mostly prevent redraws on mouse
+        # interaction which is a huge boon for avg interaction latency.
 
         # TODO: one question still remaining is if this makes trasform
         # interactions slower (such as zooming) and if so maybe if/when
         # we implement a "history" mode for the view we disable this in
         # that mode?
-        if step_mode:
         # don't enable caching by default for the case where the
         # only thing drawn is the "last" line segment which can
         # have a weird artifact where it won't be fully drawn to its
         # endpoint (something we saw on trade rate curves)
-            self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
+        self.setCacheMode(QGraphicsItem.DeviceCoordinateCache)
 
-    def update_from_array(
+        # XXX: see explanation for different caching modes:
-        self,
+        # https://stackoverflow.com/a/39410081
-        x: np.ndarray,
+        # seems to only be useful if we don't re-generate the entire
-        y: np.ndarray,
+        # QPainterPath every time
+        # curve.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
 
-    ) -> QtGui.QPainterPath:
+        # don't ever use this - it's a colossal nightmare of artefacts
+        # and is disastrous for performance.
+        # curve.setCacheMode(QtWidgets.QGraphicsItem.ItemCoordinateCache)
 
-        profiler = pg.debug.Profiler(disabled=not pg_profile_enabled())
+        # allow sub-type customization
-        flip_cache = False
+        declare = self.declare_paintables
+        if declare:
+            declare()
 
-        istart, istop = self._xrange
+    # TODO: probably stick this in a new parent
-        # print(f"xrange: {self._xrange}")
+    # type which will contain our own version of
-
+    # what ``PlotCurveItem`` had in terms of base
-        # compute the length diffs between the first/last index entry in
+    # functionality? A `FlowGraphic` maybe?
-        # the input data and the last indexes we have on record from the
+    def x_uppx(self) -> int:
-        # last time we updated the curve index.
-        prepend_length = istart - x[0]
-        append_length = x[-1] - istop
-
-        # step mode: draw flat top discrete "step"
-        # over the index space for each datum.
-        if self._step_mode:
-            x_out, y_out = step_path_arrays_from_1d(x[:-1], y[:-1])
 
+        px_vecs = self.pixelVectors()[0]
+        if px_vecs:
+            xs_in_px = px_vecs.x()
+            return round(xs_in_px)
         else:
-            # by default we only pull data up to the last (current) index
+            return 0
-            x_out, y_out = x[:-1], y[:-1]
 
-        if self.path is None or prepend_length > 0:
+    def px_width(self) -> float:
-            self.path = pg.functions.arrayToQPath(
-                x_out,
-                y_out,
-                connect='all',
-                finiteCheck=False,
-            )
-            profiler('generate fresh path')
 
-            # if self._step_mode:
+        vb = self.getViewBox()
-            #     self.path.closeSubpath()
+        if not vb:
+            return 0
 
-        # TODO: get this piecewise prepend working - right now it's
+        vr = self.viewRect()
-        # giving heck on vwap...
+        l, r = int(vr.left()), int(vr.right())
-        # if prepend_length:
-        #     breakpoint()
 
-        #     prepend_path = pg.functions.arrayToQPath(
+        start, stop = self._xrange
-        #         x[0:prepend_length],
+        lbar = max(l, start)
-        #         y[0:prepend_length],
+        rbar = min(r, stop)
-        #         connect='all'
-        #     )
 
-        #     # swap prepend path in "front"
+        return vb.mapViewToDevice(
-        #     old_path = self.path
+            QLineF(lbar, 0, rbar, 0)
-        #     self.path = prepend_path
+        ).length()
-        #     # self.path.moveTo(new_x[0], new_y[0])
-        #     self.path.connectPath(old_path)
-
-        elif append_length > 0:
-            if self._step_mode:
-                new_x, new_y = step_path_arrays_from_1d(
-                    x[-append_length - 2:-1],
-                    y[-append_length - 2:-1],
-                )
-                # [1:] since we don't need the vertical line normally at
-                # the beginning of the step curve taking the first (x,
-                # y) poing down to the x-axis **because** this is an
-                # appended path graphic.
-                new_x = new_x[1:]
-                new_y = new_y[1:]
-
-            else:
-                # print(f"append_length: {append_length}")
-                new_x = x[-append_length - 2:-1]
-                new_y = y[-append_length - 2:-1]
-                # print((new_x, new_y))
-
-            append_path = pg.functions.arrayToQPath(
-                new_x,
-                new_y,
-                connect='all',
-                # finiteCheck=False,
-            )
-
-            path = self.path
-
-            # other merging ideas:
-            # https://stackoverflow.com/questions/8936225/how-to-merge-qpainterpaths
-            if self._step_mode:
-                # path.addPath(append_path)
-                self.path.connectPath(append_path)
-
-                # TODO: try out new work from `pyqtgraph` main which
-                # should repair horrid perf:
-                # https://github.com/pyqtgraph/pyqtgraph/pull/2032
-                # ok, nope still horrible XD
-                # if self._fill:
-                #     # XXX: super slow set "union" op
-                #     self.path = self.path.united(append_path).simplified()
-
-                #     # path.addPath(append_path)
-                #     # path.closeSubpath()
-
-            else:
-                # print(f"append_path br: {append_path.boundingRect()}")
-                # self.path.moveTo(new_x[0], new_y[0])
-                # self.path.connectPath(append_path)
-                path.connectPath(append_path)
-
-            self.disable_cache()
-            flip_cache = True
-
-        if (
-            self._step_mode
-        ):
-            self.disable_cache()
-            flip_cache = True
-
-            # print(f"update br: {self.path.boundingRect()}")
 
     # XXX: lol brutal, the internals of `CurvePoint` (inherited by
     # our `LineDot`) required ``.getData()`` to work..
-        self.xData = x
+    def getData(self):
-        self.yData = y
+        return self.xData, self.yData
 
-        x0, x_last = self._xrange = x[0], x[-1]
+    def clear(self):
-        y_last = y[-1]
+        '''
+        Clear internal graphics making object ready for full re-draw.
 
-        # draw the "current" step graphic segment so it lines up with
+        '''
-        # the "middle" of the current (OHLC) sample.
+        # NOTE: original code from ``pg.PlotCurveItem``
-        if self._step_mode:
+        self.xData = None
-            self._last_line = QLineF(
+        self.yData = None
-                x_last - 0.5, 0,
-                x_last + 0.5, 0,
-            )
-            self._last_step_rect = QRectF(
-                x_last - 0.5, 0,
-                x_last + 0.5, y_last
-            )
-        else:
-            # print((x[-1], y_last))
-            self._last_line = QLineF(
-                x[-2], y[-2],
-                x[-1], y_last
-            )
 
-        # trigger redraw of path
+        # XXX: previously, if not trying to leverage `.reserve()` allocs
-        # do update before reverting to cache mode
+        # then you might as well create a new one..
-        self.prepareGeometryChange()
+        # self.path = None
-        self.update()
 
-        if flip_cache:
+        # path reservation aware non-mem de-alloc cleaning
-            # XXX: seems to be needed to avoid artifacts (see above).
+        if self.path:
-            self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
+            self.path.clear()
 
-    def disable_cache(self) -> None:
+            if self.fast_path:
-        # XXX: pretty annoying but, without this there's little
+                # self.fast_path.clear()
-        # artefacts on the append updates to the curve...
+                self.fast_path = None
+
+    @cm
+    def reset_cache(self) -> None:
         self.setCacheMode(QtWidgets.QGraphicsItem.NoCache)
-        self.prepareGeometryChange()
+        yield
+        self.setCacheMode(QGraphicsItem.DeviceCoordinateCache)
 
     def boundingRect(self):
+        '''
+        Compute and then cache our rect.
+        '''
         if self.path is None:
-            return QtGui.QPainterPath().boundingRect()
+            return QPainterPath().boundingRect()
         else:
             # dynamically override this method after initial
             # path is created to avoid requiring the above None check
-            self.boundingRect = self._br
+            self.boundingRect = self._path_br
-            return self._br()
+            return self._path_br()
 
-    def _br(self):
+    def _path_br(self):
-        """Post init ``.boundingRect()```.
+        '''
+        Post init ``.boundingRect()```.
 
-        """
+        '''
+        # hb = self.path.boundingRect()
         hb = self.path.controlPointRect()
         hb_size = hb.size()
+
+        fp = self.fast_path
+        if fp:
+            fhb = fp.controlPointRect()
+            hb_size = fhb.size() + hb_size
+
         # print(f'hb_size: {hb_size}')
 
-        w = hb_size.width() + 1
+        # if self._last_step_rect:
-        h = hb_size.height() + 1
+        #     hb_size += self._last_step_rect.size()
+
+        # if self._line:
+        #     br = self._last_step_rect.bottomRight()
+
+        # tl = QPointF(
+        #     # self._vr[0],
+        #     # hb.topLeft().y(),
+        #     # 0,
+        #     # hb_size.height() + 1
+        # )
+
+        #     br = self._last_step_rect.bottomRight()
+
+        w = hb_size.width()
+        h = hb_size.height()
+
+        sbr = self.sub_br
+        if sbr:
+            w, h = self.sub_br(w, h)
+        else:
+            # assume plain line graphic and use
+            # default unit step in each direction.
+
+            # only on a plane line do we include
+            # and extra index step's worth of width
+            # since in the step case the end of the curve
+            # actually terminates earlier so we don't need
+            # this for the last step.
+            w += self._last_w
+            # ll = self._last_line
+            h += 1  # ll.y2() - ll.y1()
+
+        # br = QPointF(
+        #     self._vr[-1],
+        #     # tl.x() + w,
+        #     tl.y() + h,
+        # )
 
         br = QRectF(
 
             # top left
+            # hb.topLeft()
+            # tl,
             QPointF(hb.topLeft()),
 
+            # br,
             # total size
+            # QSizeF(hb_size)
+            # hb_size,
             QSizeF(w, h)
         )
         # print(f'bounding rect: {br}')
@@ -354,39 +325,160 @@ class FastAppendCurve(pg.PlotCurveItem):
 
     def paint(
         self,
-        p: QtGui.QPainter,
+        p: QPainter,
         opt: QtWidgets.QStyleOptionGraphicsItem,
         w: QtWidgets.QWidget
 
     ) -> None:
 
-        profiler = pg.debug.Profiler(disabled=not pg_profile_enabled())
+        profiler = pg.debug.Profiler(
-        # p.setRenderHint(p.Antialiasing, True)
+            msg=f'Curve.paint(): `{self._name}`',
+            disabled=not pg_profile_enabled(),
+            ms_threshold=ms_slower_then,
+        )
 
-        if (
+        sub_paint = self.sub_paint
-            self._step_mode
+        if sub_paint:
-            and self._last_step_rect
+            sub_paint(p, profiler)
-        ):
-            brush = self.opts['brush']
-            # p.drawLines(*tuple(filter(bool, self._last_step_lines)))
-            # p.drawRect(self._last_step_rect)
-            p.fillRect(self._last_step_rect, brush)
-
-            # p.drawPath(self.path)
-            # profiler('.drawPath()')
 
         p.setPen(self.last_step_pen)
         p.drawLine(self._last_line)
         profiler('.drawLine()')
+        p.setPen(self._pen)
 
-        # else:
+        path = self.path
-        p.setPen(self.opts['pen'])
+        # cap = path.capacity()
-        p.drawPath(self.path)
+        # if cap != self._last_cap:
-        profiler('.drawPath()')
+        #     print(f'NEW CAPACITY: {self._last_cap} -> {cap}')
+        #     self._last_cap = cap
 
-        # TODO: try out new work from `pyqtgraph` main which
+        if path:
-        # should repair horrid perf:
+            p.drawPath(path)
+            profiler(f'.drawPath(path): {path.capacity()}')
+
+        fp = self.fast_path
+        if fp:
+            p.drawPath(fp)
+            profiler('.drawPath(fast_path)')
+
+        # TODO: try out new work from `pyqtgraph` main which should
+        # repair horrid perf (pretty sure i did and it was still
+        # horrible?):
         # https://github.com/pyqtgraph/pyqtgraph/pull/2032
         # if self._fill:
         #     brush = self.opts['brush']
         #     p.fillPath(self.path, brush)
+
+    def draw_last_datum(
+        self,
+        path: QPainterPath,
+        src_data: np.ndarray,
+        render_data: np.ndarray,
+        reset: bool,
+        array_key: str,
+
+    ) -> None:
+        # default line draw last call
+        # with self.reset_cache():
+        x = render_data['index']
+        y = render_data[array_key]
+
+        # draw the "current" step graphic segment so it
+        # lines up with the "middle" of the current
+        # (OHLC) sample.
+        self._last_line = QLineF(
+            x[-2], y[-2],
+            x[-1], y[-1],
+        )
+
+        return x, y
+
+
+# TODO: this should probably be a "downsampled" curve type
+# that draws a bar-style (but for the px column) last graphics
+# element such that the current datum in view can be shown
+# (via it's max / min) even when highly zoomed out.
+class FlattenedOHLC(Curve):
+
+    def draw_last_datum(
+        self,
+        path: QPainterPath,
+        src_data: np.ndarray,
+        render_data: np.ndarray,
+        reset: bool,
+        array_key: str,
+
+    ) -> None:
+        lasts = src_data[-2:]
+        x = lasts['index']
+        y = lasts['close']
+
+        # draw the "current" step graphic segment so it
+        # lines up with the "middle" of the current
+        # (OHLC) sample.
+        self._last_line = QLineF(
+            x[-2], y[-2],
+            x[-1], y[-1]
+        )
+        return x, y
+
+
+class StepCurve(Curve):
+
+    def declare_paintables(
+        self,
+    ) -> None:
+        self._last_step_rect = QRectF()
+
+    def draw_last_datum(
+        self,
+        path: QPainterPath,
+        src_data: np.ndarray,
+        render_data: np.ndarray,
+        reset: bool,
+        array_key: str,
+
+        w: float = 0.5,
+
+    ) -> None:
+
+        # TODO: remove this and instead place all step curve
+        # updating into pre-path data render callbacks.
+        # full input data
+        x = src_data['index']
+        y = src_data[array_key]
+
+        x_last = x[-1]
+        y_last = y[-1]
+
+        # lol, commenting this makes step curves
+        # all "black" for me :eyeroll:..
+        self._last_line = QLineF(
+            x_last - w, 0,
+            x_last + w, 0,
+        )
+        self._last_step_rect = QRectF(
+            x_last - w, 0,
+            x_last + w, y_last,
+        )
+        return x, y
+
+    def sub_paint(
+        self,
+        p: QPainter,
+        profiler: pg.debug.Profiler,
+
+    ) -> None:
+        # p.drawLines(*tuple(filter(bool, self._last_step_lines)))
+        # p.drawRect(self._last_step_rect)
+        p.fillRect(self._last_step_rect, self._brush)
+        profiler('.fillRect()')
+
+    def sub_br(
+        self,
+        path_w: float,
+        path_h: float,
+
+    ) -> (float, float):
+        # passthrough
+        return path_w, path_h

piker/ui/_display.py

@@ -21,16 +21,20 @@ this module ties together quote and computational (fsp) streams with
 graphics update methods via our custom ``pyqtgraph`` charting api.
 
 '''
+from dataclasses import dataclass
 from functools import partial
 import time
-from typing import Optional
+from typing import Optional, Any, Callable
 
 import numpy as np
 import tractor
 import trio
+import pendulum
+import pyqtgraph as pg
 
-from .. import brokers
+# from .. import brokers
-from ..data.feed import open_feed, Feed
+from ..data.feed import open_feed
+from ._axes import YAxisLabel
 from ._chart import (
     ChartPlotWidget,
     LinkedSplits,
@@ -43,18 +47,23 @@ from ._fsp import (
     has_vlm,
     open_vlm_displays,
 )
-from ..data._sharedmem import ShmArray, try_read
+from ..data._sharedmem import ShmArray
+from ..data._source import tf_in_1s
 from ._forms import (
     FieldsForm,
     mk_order_pane_layout,
 )
 from .order_mode import open_order_mode
+from .._profile import (
+    pg_profile_enabled,
+    ms_slower_then,
+)
 from ..log import get_logger
 
 log = get_logger(__name__)
 
 # TODO: load this from a config.toml!
-_quote_throttle_rate: int = 6 + 16  # Hz
+_quote_throttle_rate: int = 22  # Hz
 
 
 # a working tick-type-classes template
@@ -65,12 +74,20 @@ _tick_groups = {
 }
 
 
+# TODO: delegate this to each `Flow.maxmin()` which includes
+# caching and further we should implement the following stream based
+# approach, likely with ``numba``:
+# https://arxiv.org/abs/cs/0610046
+# https://github.com/lemire/pythonmaxmin
 def chart_maxmin(
     chart: ChartPlotWidget,
+    ohlcv_shm: ShmArray,
     vlm_chart: Optional[ChartPlotWidget] = None,
 
 ) -> tuple[
+
     tuple[int, int, int, int],
+
     float,
     float,
     float,
@@ -79,34 +96,57 @@ def chart_maxmin(
     Compute max and min datums "in view" for range limits.
 
     '''
-    # TODO: implement this
-    # https://arxiv.org/abs/cs/0610046
-    # https://github.com/lemire/pythonmaxmin
-
-    array = chart._arrays[chart.name]
-    ifirst = array[0]['index']
-
     last_bars_range = chart.bars_range()
-    l, lbar, rbar, r = last_bars_range
+    out = chart.maxmin()
-    in_view = array[lbar - ifirst:rbar - ifirst + 1]
 
-    assert in_view.size
+    if out is None:
+        return (last_bars_range, 0, 0, 0)
 
-    mx, mn = np.nanmax(in_view['high']), np.nanmin(in_view['low'])
+    mn, mx = out
-
-    # TODO: when we start using line charts, probably want to make
-    # this an overloaded call on our `DataView
-    # sym = chart.name
-    # mx, mn = np.nanmax(in_view[sym]), np.nanmin(in_view[sym])
 
     mx_vlm_in_view = 0
     if vlm_chart:
-        mx_vlm_in_view = np.max(in_view['volume'])
+        out = vlm_chart.maxmin()
+        if out:
+            _, mx_vlm_in_view = out
 
-    return last_bars_range, mx, max(mn, 0), mx_vlm_in_view
+    return (
+        last_bars_range,
+        mx,
+        max(mn, 0),  # presuming price can't be negative?
+        mx_vlm_in_view,
+    )
+
+
+@dataclass
+class DisplayState:
+    '''
+    Chart-local real-time graphics state container.
+
+    '''
+    quotes: dict[str, Any]
+
+    maxmin: Callable
+    ohlcv: ShmArray
+
+    # high level chart handles
+    linked: LinkedSplits
+    chart: ChartPlotWidget
+    vlm_chart: ChartPlotWidget
+
+    # axis labels
+    l1: L1Labels
+    last_price_sticky: YAxisLabel
+    vlm_sticky: YAxisLabel
+
+    # misc state tracking
+    vars: dict[str, Any]
+
+    wap_in_history: bool = False
 
 
 async def graphics_update_loop(
+
     linked: LinkedSplits,
     stream: tractor.MsgStream,
     ohlcv: np.ndarray,
@@ -131,6 +171,7 @@ async def graphics_update_loop(
     #   of copying it from last bar's close
     # - 1-5 sec bar lookback-autocorrection like tws does?
     #   (would require a background history checker task)
+    display_rate = linked.godwidget.window.current_screen().refreshRate()
 
     chart = linked.chart
 
@@ -142,12 +183,14 @@ async def graphics_update_loop(
 
     if vlm_chart:
         vlm_sticky = vlm_chart._ysticks['volume']
-        vlm_view = vlm_chart.view
-
-    maxmin = partial(chart_maxmin, chart, vlm_chart)
-
-    chart.default_view()
 
+    maxmin = partial(
+        chart_maxmin,
+        chart,
+        ohlcv,
+        vlm_chart,
+    )
+    last_bars_range: tuple[float, float]
     (
         last_bars_range,
         last_mx,
@@ -179,8 +222,9 @@ async def graphics_update_loop(
     tick_margin = 3 * tick_size
 
     chart.show()
-    view = chart.view
+    # view = chart.view
     last_quote = time.time()
+    i_last = ohlcv.index
 
     # async def iter_drain_quotes():
     #     # NOTE: all code below this loop is expected to be synchronous
@@ -205,8 +249,33 @@ async def graphics_update_loop(
 
     # async for quotes in iter_drain_quotes():
 
+    ds = linked.display_state = DisplayState(**{
+        'quotes': {},
+        'linked': linked,
+        'maxmin': maxmin,
+        'ohlcv': ohlcv,
+        'chart': chart,
+        'last_price_sticky': last_price_sticky,
+        'vlm_chart': vlm_chart,
+        'vlm_sticky': vlm_sticky,
+        'l1': l1,
+
+        'vars': {
+            'tick_margin': tick_margin,
+            'i_last': i_last,
+            'i_last_append': i_last,
+            'last_mx_vlm': last_mx_vlm,
+            'last_mx': last_mx,
+            'last_mn': last_mn,
+        }
+    })
+
+    chart.default_view()
+
+    # main real-time quotes update loop
     async for quotes in stream:
 
+        ds.quotes = quotes
         quote_period = time.time() - last_quote
         quote_rate = round(
             1/quote_period, 1) if quote_period > 0 else float('inf')
@@ -215,7 +284,8 @@ async def graphics_update_loop(
 
             # in the absolute worst case we shouldn't see more then
             # twice the expected throttle rate right!?
-            and quote_rate >= _quote_throttle_rate * 1.5
+            # and quote_rate >= _quote_throttle_rate * 2
+            and quote_rate >= display_rate
         ):
             log.warning(f'High quote rate {symbol.key}: {quote_rate}')
 
@@ -226,50 +296,135 @@ async def graphics_update_loop(
             chart.pause_all_feeds()
             continue
 
-        for sym, quote in quotes.items():
+        ic = chart.view._ic
+        if ic:
+            chart.pause_all_feeds()
+            await ic.wait()
+            chart.resume_all_feeds()
 
-            (
+        # sync call to update all graphics/UX components.
-                brange,
+        graphics_update_cycle(ds)
-                mx_in_view,
+
-                mn_in_view,
+
-                mx_vlm_in_view,
+def graphics_update_cycle(
-            ) = maxmin()
+    ds: DisplayState,
-            l, lbar, rbar, r = brange
+    wap_in_history: bool = False,
-            mx = mx_in_view + tick_margin
+    trigger_all: bool = False,  # flag used by prepend history updates
-            mn = mn_in_view - tick_margin
+    prepend_update_index: Optional[int] = None,
+
+) -> None:
+    # TODO: eventually optimize this whole graphics stack with ``numba``
+    # hopefully XD
+
+    chart = ds.chart
+
+    profiler = pg.debug.Profiler(
+        msg=f'Graphics loop cycle for: `{chart.name}`',
+        delayed=True,
+        disabled=not pg_profile_enabled(),
+        # disabled=True,
+        ms_threshold=ms_slower_then,
+
+        # ms_threshold=1/12 * 1e3,
+    )
+
+    # unpack multi-referenced components
+    vlm_chart = ds.vlm_chart
+    l1 = ds.l1
+    ohlcv = ds.ohlcv
+    array = ohlcv.array
+    vars = ds.vars
+    tick_margin = vars['tick_margin']
+
+    update_uppx = 16
+
+    for sym, quote in ds.quotes.items():
+
+        # compute the first available graphic's x-units-per-pixel
+        uppx = vlm_chart.view.x_uppx()
 
         # NOTE: vlm may be written by the ``brokerd`` backend
         # event though a tick sample is not emitted.
         # TODO: show dark trades differently
         # https://github.com/pikers/piker/issues/116
-            array = ohlcv.array
 
-            if vlm_chart:
+        # NOTE: this used to be implemented in a dedicated
-                vlm_chart.update_curve_from_array('volume', array)
+        # "increment task": ``check_for_new_bars()`` but it doesn't
-                vlm_sticky.update_from_data(*array[-1][['index', 'volume']])
+        # make sense to do a whole task switch when we can just do
+        # this simple index-diff and all the fsp sub-curve graphics
+        # are diffed on each draw cycle anyway; so updates to the
+        # "curve" length is already automatic.
+
+        # increment the view position by the sample offset.
+        i_step = ohlcv.index
+        i_diff = i_step - vars['i_last']
+        vars['i_last'] = i_step
+
+        append_diff = i_step - vars['i_last_append']
+
+        # update the "last datum" (aka extending the flow graphic with
+        # new data) only if the number of unit steps is >= the number of
+        # such unit steps per pixel (aka uppx). Iow, if the zoom level
+        # is such that a datum(s) update to graphics wouldn't span
+        # to a new pixel, we don't update yet.
+        do_append = (append_diff >= uppx)
+        if do_append:
+            vars['i_last_append'] = i_step
+
+        do_rt_update = uppx < update_uppx
+        # print(
+        #     f'append_diff:{append_diff}\n'
+        #     f'uppx:{uppx}\n'
+        #     f'do_append: {do_append}'
+        # )
+
+        # TODO: we should only run mxmn when we know
+        # an update is due via ``do_append`` above.
+        (
+            brange,
+            mx_in_view,
+            mn_in_view,
+            mx_vlm_in_view,
+        ) = ds.maxmin()
+        l, lbar, rbar, r = brange
+        mx = mx_in_view + tick_margin
+        mn = mn_in_view - tick_margin
+
+        profiler('`ds.maxmin()` call')
+
+        liv = r >= i_step  # the last datum is in view
 
         if (
-                    mx_vlm_in_view != last_mx_vlm or
+            prepend_update_index is not None
-                    mx_vlm_in_view > last_mx_vlm
+            and lbar > prepend_update_index
         ):
-                    # print(f'mx vlm: {last_mx_vlm} -> {mx_vlm_in_view}')
+            # on a history update (usually from the FSP subsys)
-                    vlm_view._set_yrange(
+            # if the segment of history that is being prepended
-                        yrange=(0, mx_vlm_in_view * 1.375)
+            # isn't in view there is no reason to do a graphics
-                    )
+            # update.
-                    last_mx_vlm = mx_vlm_in_view
+            log.debug('Skipping prepend graphics cycle: frame not in view')
+            return
 
-                for curve_name, flow in vlm_chart._flows.items():
+        # don't real-time "shift" the curve to the
-                    update_fsp_chart(
+        # left unless we get one of the following:
-                        vlm_chart,
+        if (
-                        flow.shm,
+            (
-                        curve_name,
+                # i_diff > 0  # no new sample step
-                        array_key=curve_name,
+                do_append
-                    )
+                # and uppx < 4  # chart is zoomed out very far
-                    # is this even doing anything?
+                and liv
-                    flow.plot.vb._set_yrange(
-                        autoscale_linked_plots=False,
-                        name=curve_name,
             )
+            or trigger_all
+        ):
+            # TODO: we should track and compute whether the last
+            # pixel in a curve should show new data based on uppx
+            # and then iff update curves and shift?
+            chart.increment_view(steps=i_diff)
+
+            if vlm_chart:
+                vlm_chart.increment_view(steps=i_diff)
+
+            profiler('view incremented')
 
         ticks_frame = quote.get('ticks', ())
 
@@ -313,9 +468,24 @@ async def graphics_update_loop(
         # current) tick first order as an optimization where we only
         # update from the last tick from each type class.
         # last_clear_updated: bool = False
-            # for typ, tick in reversed(lasts.items()):
 
-            # iterate in FIFO order per frame
+        # update ohlc sampled price bars
+        if (
+            do_rt_update
+            or do_append
+            or trigger_all
+        ):
+            chart.update_graphics_from_flow(
+                chart.name,
+                # do_append=uppx < update_uppx,
+                do_append=do_append,
+            )
+
+        # NOTE: we always update the "last" datum
+        # since the current range should at least be updated
+        # to it's max/min on the last pixel.
+
+        # iterate in FIFO order per tick-frame
         for typ, tick in lasts.items():
 
             price = tick.get('price')
@@ -325,6 +495,7 @@ async def graphics_update_loop(
             # tick frames to determine the y-range for chart
             # auto-scaling.
             # TODO: we need a streaming minmax algo here, see def above.
+            if liv:
                 mx = max(price + tick_margin, mx)
                 mn = min(price - tick_margin, mn)
 
@@ -343,19 +514,15 @@ async def graphics_update_loop(
 
                 # update price sticky(s)
                 end = array[-1]
-                    last_price_sticky.update_from_data(
+                ds.last_price_sticky.update_from_data(
                     *end[['index', 'close']]
                 )
 
-                    # update ohlc sampled price bars
-                    chart.update_ohlc_from_array(
-                        chart.name,
-                        array,
-                    )
-
                 if wap_in_history:
                     # update vwap overlay line
-                        chart.update_curve_from_array('bar_wap', ohlcv.array)
+                    chart.update_graphics_from_flow(
+                        'bar_wap',
+                    )
 
             # L1 book label-line updates
             # XXX: is this correct for ib?
@@ -368,136 +535,169 @@ async def graphics_update_loop(
                     l1.bid_label.fields['level']: l1.bid_label,
                 }.get(price)
 
-                    if label is not None:
+                if (
-                        label.update_fields({'level': price, 'size': size})
+                    label is not None
+                    and liv
+                ):
+                    label.update_fields(
+                        {'level': price, 'size': size}
+                    )
 
                     # TODO: on trades should we be knocking down
                     # the relevant L1 queue?
                     # label.size -= size
 
-                # elif ticktype in ('ask', 'asize'):
+            elif (
-                elif typ in _tick_groups['asks']:
+                typ in _tick_groups['asks']
+                # TODO: instead we could check if the price is in the
+                # y-view-range?
+                and liv
+            ):
                 l1.ask_label.update_fields({'level': price, 'size': size})
 
-                # elif ticktype in ('bid', 'bsize'):
+            elif (
-                elif typ in _tick_groups['bids']:
+                typ in _tick_groups['bids']
+                # TODO: instead we could check if the price is in the
+                # y-view-range?
+                and liv
+            ):
                 l1.bid_label.update_fields({'level': price, 'size': size})
 
         # check for y-range re-size
         if (
-                (mx > last_mx) or (mn < last_mn)
+            (mx > vars['last_mx']) or (mn < vars['last_mn'])
             and not chart._static_yrange == 'axis'
+            and liv
         ):
-                # print(f'new y range: {(mn, mx)}')
+            main_vb = chart.view
-                view._set_yrange(
+            if (
-                    yrange=(mn, mx),
+                main_vb._ic is None
+                or not main_vb._ic.is_set()
+            ):
+                # print(f'updating range due to mxmn')
+                main_vb._set_yrange(
                     # TODO: we should probably scale
                     # the view margin based on the size
                     # of the true range? This way you can
                     # slap in orders outside the current
                     # L1 (only) book range.
                     # range_margin=0.1,
+                    yrange=(mn, mx),
                 )
 
-            last_mx, last_mn = mx, mn
+        # XXX: update this every draw cycle to make L1-always-in-view work.
+        vars['last_mx'], vars['last_mn'] = mx, mn
 
-            # run synchronous update on all derived fsp subplots
+        # run synchronous update on all linked flows
-            for name, subchart in linked.subplots.items():
+        # TODO: should the "main" (aka source) flow be special?
-                update_fsp_chart(
-                    subchart,
-                    subchart._shm,
-
-                    # XXX: do we really needs seperate names here?
-                    name,
-                    array_key=name,
-                )
-                subchart.cv._set_yrange()
-
-                # TODO: all overlays on all subplots..
-
-            # run synchronous update on all derived overlays
         for curve_name, flow in chart._flows.items():
+            # update any overlayed fsp flows
+            if curve_name != chart.data_key:
                 update_fsp_chart(
                     chart,
-                    flow.shm,
+                    flow,
                     curve_name,
                     array_key=curve_name,
                 )
-                # chart.view._set_yrange()
 
-
+            # even if we're downsampled bigly
-async def check_for_new_bars(
+            # draw the last datum in the final
-    feed: Feed,
+            # px column to give the user the mx/mn
-    ohlcv: np.ndarray,
+            # range of that set.
-    linkedsplits: LinkedSplits,
+            if (
-
+                not do_append
-) -> None:
+                # and not do_rt_update
-    '''
+                and liv
-    Task which updates from new bars in the shared ohlcv buffer every
+            ):
-    ``delay_s`` seconds.
+                flow.draw_last(
-
+                    array_key=curve_name,
-    '''
+                    only_last_uppx=True,
-    # TODO: right now we'll spin printing bars if the last time
-    # stamp is before a large period of no market activity.
-    # Likely the best way to solve this is to make this task
-    # aware of the instrument's tradable hours?
-
-    price_chart = linkedsplits.chart
-    price_chart.default_view()
-
-    async with feed.index_stream() as stream:
-        async for index in stream:
-            # update chart historical bars graphics by incrementing
-            # a time step and drawing the history and new bar
-
-            # When appending a new bar, in the time between the insert
-            # from the writing process and the Qt render call, here,
-            # the index of the shm buffer may be incremented and the
-            # (render) call here might read the new flat bar appended
-            # to the buffer (since -1 index read). In that case H==L and the
-            # body will be set as None (not drawn) on what this render call
-            # *thinks* is the curent bar (even though it's reading data from
-            # the newly inserted flat bar.
-            #
-            # HACK: We need to therefore write only the history (not the
-            # current bar) and then either write the current bar manually
-            # or place a cursor for visual cue of the current time step.
-
-            array = ohlcv.array
-            # avoid unreadable race case on backfills
-            while not try_read(array):
-                await trio.sleep(0.01)
-
-            # XXX: this puts a flat bar on the current time step
-            # TODO: if we eventually have an x-axis time-step "cursor"
-            # we can get rid of this since it is extra overhead.
-            price_chart.update_ohlc_from_array(
-                price_chart.name,
-                array,
-                just_history=False,
                 )
 
-            # main chart overlays
+        # volume chart logic..
-            # for name in price_chart._flows:
+        # TODO: can we unify this with the above loop?
-            for curve_name in price_chart._flows:
+        if vlm_chart:
-                price_chart.update_curve_from_array(
+            # always update y-label
+            ds.vlm_sticky.update_from_data(
+                *array[-1][['index', 'volume']]
+            )
+
+            if (
+                (
+                    do_rt_update
+                    or do_append
+                    and liv
+                )
+                or trigger_all
+            ):
+                # TODO: make it so this doesn't have to be called
+                # once the $vlm is up?
+                vlm_chart.update_graphics_from_flow(
+                    'volume',
+                    # UGGGh, see ``maxmin()`` impl in `._fsp` for
+                    # the overlayed plotitems... we need a better
+                    # bay to invoke a maxmin per overlay..
+                    render=False,
+                    # XXX: ^^^^ THIS IS SUPER IMPORTANT! ^^^^
+                    # without this, since we disable the
+                    # 'volume' (units) chart after the $vlm starts
+                    # up we need to be sure to enable this
+                    # auto-ranging otherwise there will be no handler
+                    # connected to update accompanying overlay
+                    # graphics..
+                )
+                profiler('`vlm_chart.update_graphics_from_flow()`')
+
+                if (
+                    mx_vlm_in_view != vars['last_mx_vlm']
+                ):
+                    yrange = (0, mx_vlm_in_view * 1.375)
+                    vlm_chart.view._set_yrange(
+                        yrange=yrange,
+                    )
+                    profiler('`vlm_chart.view._set_yrange()`')
+                    # print(f'mx vlm: {last_mx_vlm} -> {mx_vlm_in_view}')
+                    vars['last_mx_vlm'] = mx_vlm_in_view
+
+            for curve_name, flow in vlm_chart._flows.items():
+
+                if (
+                    curve_name != 'volume' and
+                    flow.render and (
+                        liv and
+                        do_rt_update or do_append
+                    )
+                ):
+                    update_fsp_chart(
+                        vlm_chart,
+                        flow,
                         curve_name,
-                    price_chart._arrays[curve_name]
+                        array_key=curve_name,
+                        # do_append=uppx < update_uppx,
+                        do_append=do_append,
+                    )
+                    # is this even doing anything?
+                    # (pretty sure it's the real-time
+                    # resizing from last quote?)
+                    fvb = flow.plot.vb
+                    fvb._set_yrange(
+                        name=curve_name,
                     )
 
-            # each subplot
+                elif (
-            for name, chart in linkedsplits.subplots.items():
+                    curve_name != 'volume'
-
+                    and not do_append
-                # TODO: do we need the same unreadable guard as for the
+                    and liv
-                # price chart (above) here?
+                    and uppx >= 1
-                chart.update_curve_from_array(
+                    # even if we're downsampled bigly
-                    chart.name,
+                    # draw the last datum in the final
-                    chart._shm.array,
+                    # px column to give the user the mx/mn
-                    array_key=chart.data_key
+                    # range of that set.
-                )
+                ):
-
+                    # always update the last datum-element
-            # shift the view if in follow mode
+                    # graphic for all flows
-            price_chart.increment_view()
+                    # print(f'drawing last {flow.name}')
+                    flow.draw_last(array_key=curve_name)
 
 
 async def display_symbol_data(
@@ -523,17 +723,17 @@ async def display_symbol_data(
     )
 
     # historical data fetch
-    brokermod = brokers.get_brokermod(provider)
+    # brokermod = brokers.get_brokermod(provider)
 
     # ohlc_status_done = sbar.open_status(
     #     'retreiving OHLC history.. ',
     #     clear_on_next=True,
     #     group_key=loading_sym_key,
     # )
+    fqsn = '.'.join((sym, provider))
 
     async with open_feed(
-            provider,
+        [fqsn],
-            [sym],
         loglevel=loglevel,
 
         # limit to at least display's FPS
@@ -544,15 +744,23 @@ async def display_symbol_data(
         ohlcv: ShmArray = feed.shm
         bars = ohlcv.array
         symbol = feed.symbols[sym]
+        fqsn = symbol.front_fqsn()
+
+        times = bars['time']
+        end = pendulum.from_timestamp(times[-1])
+        start = pendulum.from_timestamp(times[times != times[-1]][-1])
+        step_size_s = (end - start).seconds
+        tf_key = tf_in_1s[step_size_s]
 
         # load in symbol's ohlc data
         godwidget.window.setWindowTitle(
-            f'{symbol.key}@{symbol.brokers} '
+            f'{fqsn} '
-            f'tick:{symbol.tick_size}'
+            f'tick:{symbol.tick_size} '
+            f'step:{tf_key} '
         )
 
-        linkedsplits = godwidget.linkedsplits
+        linked = godwidget.linkedsplits
-        linkedsplits._symbol = symbol
+        linked._symbol = symbol
 
         # generate order mode side-pane UI
         # A ``FieldsForm`` form to configure order entry
@@ -562,38 +770,38 @@ async def display_symbol_data(
         godwidget.pp_pane = pp_pane
 
         # create main OHLC chart
-        chart = linkedsplits.plot_ohlc_main(
+        chart = linked.plot_ohlc_main(
             symbol,
-            bars,
+            ohlcv,
             sidepane=pp_pane,
         )
+        chart.default_view()
         chart._feeds[symbol.key] = feed
         chart.setFocus()
 
         # plot historical vwap if available
         wap_in_history = False
 
-        if brokermod._show_wap_in_history:
+        # XXX: FOR SOME REASON THIS IS CAUSING HANGZ!?!
+        # if brokermod._show_wap_in_history:
 
-            if 'bar_wap' in bars.dtype.fields:
+        #     if 'bar_wap' in bars.dtype.fields:
-                wap_in_history = True
+        #         wap_in_history = True
-                chart.draw_curve(
+        #         chart.draw_curve(
-                    name='bar_wap',
+        #             name='bar_wap',
-                    data=bars,
+        #             shm=ohlcv,
-                    add_label=False,
+        #             color='default_light',
-                )
+        #             add_label=False,
+        #         )
 
         # size view to data once at outset
         chart.cv._set_yrange()
 
-        # TODO: a data view api that makes this less shit
-        chart._shm = ohlcv
-
         # NOTE: we must immediately tell Qt to show the OHLC chart
         # to avoid a race where the subplots get added/shown to
         # the linked set *before* the main price chart!
-        linkedsplits.show()
+        linked.show()
-        linkedsplits.focus()
+        linked.focus()
         await trio.sleep(0)
 
         vlm_chart: Optional[ChartPlotWidget] = None
@@ -603,7 +811,7 @@ async def display_symbol_data(
             if has_vlm(ohlcv):
                 vlm_chart = await ln.start(
                     open_vlm_displays,
-                    linkedsplits,
+                    linked,
                     ohlcv,
                 )
 
@@ -611,7 +819,7 @@ async def display_symbol_data(
             # from an input config.
             ln.start_soon(
                 start_fsp_displays,
-                linkedsplits,
+                linked,
                 ohlcv,
                 loading_sym_key,
                 loglevel,
@@ -620,44 +828,36 @@ async def display_symbol_data(
             # start graphics update loop after receiving first live quote
             ln.start_soon(
                 graphics_update_loop,
-                linkedsplits,
+                linked,
                 feed.stream,
                 ohlcv,
                 wap_in_history,
                 vlm_chart,
             )
 
-            # start sample step incrementer
-            ln.start_soon(
-                check_for_new_bars,
-                feed,
-                ohlcv,
-                linkedsplits
-            )
-
             async with (
                 open_order_mode(
                     feed,
                     chart,
-                    symbol,
+                    fqsn,
-                    provider,
                     order_mode_started
                 )
             ):
                 # let Qt run to render all widgets and make sure the
                 # sidepanes line up vertically.
                 await trio.sleep(0)
-                linkedsplits.resize_sidepanes()
+                linked.resize_sidepanes()
 
                 # NOTE: we pop the volume chart from the subplots set so
                 # that it isn't double rendered in the display loop
                 # above since we do a maxmin calc on the volume data to
                 # determine if auto-range adjustements should be made.
-                linkedsplits.subplots.pop('volume', None)
+                # linked.subplots.pop('volume', None)
 
                 # TODO: make this not so shit XD
                 # close group status
                 sbar._status_groups[loading_sym_key][1]()
 
                 # let the app run.. bby
+                # linked.graphics_cycle()
                 await trio.sleep_forever()

piker/ui/_editors.py

@@ -343,7 +343,7 @@ class SelectRect(QtGui.QGraphicsRectItem):
         nbars = ixmx - ixmn + 1
 
         chart = self._chart
-        data = chart._arrays[chart.name][ixmn:ixmx]
+        data = chart._flows[chart.name].shm.array[ixmn:ixmx]
 
         if len(data):
             std = data['close'].std()

piker/ui/_exec.py

@@ -49,10 +49,6 @@ from . import _style
 log = get_logger(__name__)
 
 # pyqtgraph global config
-# might as well enable this for now?
-pg.useOpenGL = True
-pg.enableExperimental = True
-
 # engage core tweaks that give us better response
 # latency then the average pg user
 _do_overrides()

piker/ui/_feedstatus.py

@@ -0,0 +1,83 @@
+# 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/>.
+
+"""
+Feed status and controls widget(s) for embedding in a UI-pane.
+
+"""
+
+from __future__ import annotations
+from textwrap import dedent
+from typing import TYPE_CHECKING
+
+# from PyQt5.QtCore import Qt
+
+from ._style import _font, _font_small
+# from ..calc import humanize
+from ._label import FormatLabel
+
+if TYPE_CHECKING:
+    from ._chart import ChartPlotWidget
+    from ..data.feed import Feed
+    from ._forms import FieldsForm
+
+
+def mk_feed_label(
+    form: FieldsForm,
+    feed: Feed,
+    chart: ChartPlotWidget,
+
+) -> FormatLabel:
+    '''
+    Generate a label from feed meta-data to be displayed
+    in a UI sidepane.
+
+    TODO: eventually buttons for changing settings over
+    a feed control protocol.
+
+    '''
+    status = feed.status
+    assert status
+
+    msg = dedent("""
+        actor: **{actor_name}**\n
+        |_ @**{host}:{port}**\n
+    """)
+
+    for key, val in status.items():
+        if key in ('host', 'port', 'actor_name'):
+            continue
+        msg += f'\n|_ {key}: **{{{key}}}**\n'
+
+    feed_label = FormatLabel(
+        fmt_str=msg,
+        # |_ streams: **{symbols}**\n
+        font=_font.font,
+        font_size=_font_small.px_size,
+        font_color='default_lightest',
+    )
+
+    # form.vbox.setAlignment(feed_label, Qt.AlignBottom)
+    # form.vbox.setAlignment(Qt.AlignBottom)
+    _ = chart.height() - (
+        form.height() +
+        form.fill_bar.height()
+        # feed_label.height()
+    )
+
+    feed_label.format(**feed.status)
+
+    return feed_label

piker/ui/_forms.py

@@ -21,6 +21,7 @@ Text entry "forms" widgets (mostly for configuration and UI user input).
 from __future__ import annotations
 from contextlib import asynccontextmanager
 from functools import partial
+from math import floor
 from typing import (
     Optional, Any, Callable, Awaitable
 )
@@ -542,7 +543,7 @@ class FillStatusBar(QProgressBar):
 
     '''
     border_px: int = 2
-    slot_margin_px: int = 2
+    slot_margin_px: int = 1
 
     def __init__(
         self,
@@ -553,7 +554,11 @@ class FillStatusBar(QProgressBar):
 
     ) -> None:
         super().__init__(parent=parent)
-        self.approx_h = approx_height_px
+
+        self.approx_h = int(round(approx_height_px))
+        self.setMinimumHeight(self.approx_h)
+        self.setMaximumHeight(self.approx_h)
+
         self.font_size = font_size
 
         self.setFormat('')  # label format
@@ -567,17 +572,12 @@ class FillStatusBar(QProgressBar):
 
     ) -> None:
 
-        approx_h = self.approx_h
-        # TODO: compute "used height" thus far and mostly fill the rest
-        tot_slot_h, r = divmod(
-            approx_h,
-            slots,
-        )
-        clipped = int(slots * tot_slot_h + 2*self.border_px)
-        self.setMaximumHeight(clipped)
-        slot_height_px = tot_slot_h - 2*self.slot_margin_px
-
         self.setOrientation(Qt.Vertical)
+        h = self.height()
+
+        # TODO: compute "used height" thus far and mostly fill the rest
+        tot_slot_h, r = divmod(h, slots)
+
         self.setStyleSheet(
             f"""
             QProgressBar {{
@@ -592,21 +592,28 @@ class FillStatusBar(QProgressBar):
                 border: {self.border_px}px solid {hcolor('default_light')};
                 border-radius: 2px;
             }}
-
             QProgressBar::chunk {{
 
                 background-color: {hcolor('default_spotlight')};
                 color: {hcolor('bracket')};
 
                 border-radius: 2px;
-
-                margin: {self.slot_margin_px}px;
-                height: {slot_height_px}px;
-
             }}
             """
         )
 
+        # to set a discrete "block" per slot...
+        # XXX: couldn't get the discrete math to work here such
+        # that it was always correctly showing a discretized value
+        # up to the limit; not sure if it's the ``.setRange()``
+        # / ``.setValue()`` api or not but i was able to get something
+        # close screwing with the divmod above above but after so large
+        # a value it would always be less chunks then the correct
+        # value..
+        # margin: {self.slot_margin_px}px;
+        # height: {slot_height_px}px;
+
+
         # margin-bottom: {slot_margin_px*2}px;
         # margin-top: {slot_margin_px*2}px;
         # color: #19232D;
@@ -743,12 +750,12 @@ def mk_order_pane_layout(
         parent=parent,
         fields_schema={
             'account': {
-                'label': '**account**:',
+                'label': '**accnt**:',
                 'type': 'select',
                 'default_value': ['paper'],
             },
             'size_unit': {
-                'label': '**allocate**:',
+                'label': '**alloc**:',
                 'type': 'select',
                 'default_value': [
                     '$ size',

piker/ui/_fsp.py

@@ -72,12 +72,17 @@ def has_vlm(ohlcv: ShmArray) -> bool:
 
 def update_fsp_chart(
     chart: ChartPlotWidget,
-    shm: ShmArray,
+    flow,
     graphics_name: str,
     array_key: Optional[str],
+    **kwargs,
 
 ) -> None:
 
+    shm = flow.shm
+    if not shm:
+        return
+
     array = shm.array
     last_row = try_read(array)
 
@@ -89,10 +94,10 @@ def update_fsp_chart(
     # update graphics
     # NOTE: this does a length check internally which allows it
     # staying above the last row check below..
-    chart.update_curve_from_array(
+    chart.update_graphics_from_flow(
         graphics_name,
-        array,
         array_key=array_key or graphics_name,
+        **kwargs,
     )
 
     # XXX: re: ``array_key``: fsp func names must be unique meaning we
@@ -102,9 +107,6 @@ def update_fsp_chart(
     # read from last calculated value and update any label
     last_val_sticky = chart._ysticks.get(graphics_name)
     if last_val_sticky:
-        # array = shm.array[array_key]
-        # if len(array):
-        #     value = array[-1]
         last = last_row[array_key]
         last_val_sticky.update_from_data(-1, last)
 
@@ -242,21 +244,18 @@ async def run_fsp_ui(
 
             chart.draw_curve(
                 name=name,
-                data=shm.array,
+                shm=shm,
                 overlay=True,
                 color='default_light',
                 array_key=name,
-                separate_axes=conf.get('separate_axes', False),
                 **conf.get('chart_kwargs', {})
             )
-            # specially store ref to shm for lookup in display loop
-            chart._flows[name].shm = shm
 
         else:
             # create a new sub-chart widget for this fsp
             chart = linkedsplits.add_plot(
                 name=name,
-                array=shm.array,
+                shm=shm,
 
                 array_key=name,
                 sidepane=sidepane,
@@ -268,11 +267,6 @@ async def run_fsp_ui(
                 **conf.get('chart_kwargs', {})
             )
 
-            # XXX: ONLY for sub-chart fsps, overlays have their
-            # data looked up from the chart's internal array set.
-            # TODO: we must get a data view api going STAT!!
-            chart._shm = shm
-
             # should **not** be the same sub-chart widget
             assert chart.name != linkedsplits.chart.name
 
@@ -283,7 +277,7 @@ async def run_fsp_ui(
         # first UI update, usually from shm pushed history
         update_fsp_chart(
             chart,
-            shm,
+            chart._flows[array_key],
             name,
             array_key=array_key,
         )
@@ -386,6 +380,7 @@ class FspAdmin:
         portal: tractor.Portal,
         complete: trio.Event,
         started: trio.Event,
+        fqsn: str,
         dst_shm: ShmArray,
         conf: dict,
         target: Fsp,
@@ -397,7 +392,6 @@ class FspAdmin:
         cluster and sleeps until signalled to exit.
 
         '''
-        brokername, sym = self.linked.symbol.front_feed()
         ns_path = str(target.ns_path)
         async with (
             portal.open_context(
@@ -406,8 +400,7 @@ class FspAdmin:
                 cascade,
 
                 # data feed key
-                brokername=brokername,
+                fqsn=fqsn,
-                symbol=sym,
 
                 # mems
                 src_shm_token=self.src_shm.token,
@@ -427,9 +420,10 @@ class FspAdmin:
             ) as (ctx, last_index),
             ctx.open_stream() as stream,
         ):
+
             # register output data
             self._registry[
-                (brokername, sym, ns_path)
+                (fqsn, ns_path)
             ] = (
                 stream,
                 dst_shm,
@@ -439,6 +433,21 @@ class FspAdmin:
             started.set()
 
             # wait for graceful shutdown signal
+            async with stream.subscribe() as stream:
+                async for msg in stream:
+                    info = msg.get('fsp_update')
+                    if info:
+                        # if the chart isn't hidden try to update
+                        # the data on screen.
+                        if not self.linked.isHidden():
+                            log.debug(f'Re-syncing graphics for fsp: {ns_path}')
+                            self.linked.graphics_cycle(
+                                trigger_all=True,
+                                prepend_update_index=info['first'],
+                            )
+                    else:
+                        log.info(f'recved unexpected fsp engine msg: {msg}')
+
             await complete.wait()
 
     async def start_engine_task(
@@ -452,11 +461,11 @@ class FspAdmin:
 
     ) -> (ShmArray, trio.Event):
 
-        fqsn = self.linked.symbol.front_feed()
+        fqsn = self.linked.symbol.front_fqsn()
 
         # allocate an output shm array
         key, dst_shm, opened = maybe_mk_fsp_shm(
-            '.'.join(fqsn),
+            fqsn,
             target=target,
             readonly=True,
         )
@@ -477,6 +486,7 @@ class FspAdmin:
             portal,
             complete,
             started,
+            fqsn,
             dst_shm,
             conf,
             target,
@@ -610,7 +620,7 @@ async def open_vlm_displays(
         shm = ohlcv
         chart = linked.add_plot(
             name='volume',
-            array=shm.array,
+            shm=shm,
 
             array_key='volume',
             sidepane=sidepane,
@@ -625,7 +635,7 @@ async def open_vlm_displays(
         )
 
         # force 0 to always be in view
-        def maxmin(
+        def multi_maxmin(
             names: list[str],
 
         ) -> tuple[float, float]:
@@ -641,7 +651,7 @@ async def open_vlm_displays(
 
             return 0, mx
 
-        chart.view.maxmin = partial(maxmin, names=['volume'])
+        chart.view.maxmin = partial(multi_maxmin, names=['volume'])
 
         # TODO: fix the x-axis label issue where if you put
         # the axis on the left it's totally not lined up...
@@ -649,11 +659,6 @@ async def open_vlm_displays(
         # chart.hideAxis('right')
         # chart.showAxis('left')
 
-        # XXX: ONLY for sub-chart fsps, overlays have their
-        # data looked up from the chart's internal array set.
-        # TODO: we must get a data view api going STAT!!
-        chart._shm = shm
-
         # send back new chart to caller
         task_status.started(chart)
 
@@ -668,9 +673,9 @@ async def open_vlm_displays(
 
         last_val_sticky.update_from_data(-1, value)
 
-        vlm_curve = chart.update_curve_from_array(
+        vlm_curve = chart.update_graphics_from_flow(
             'volume',
-            shm.array,
+            # shm.array,
         )
 
         # size view to data once at outset
@@ -736,28 +741,24 @@ async def open_vlm_displays(
                'dolla_vlm',
                'dark_vlm',
             ]
-            dvlm_rate_fields = [
+            # dvlm_rate_fields = [
-                'dvlm_rate',
+            #     'dvlm_rate',
-                'dark_dvlm_rate',
+            #     'dark_dvlm_rate',
-            ]
+            # ]
             trade_rate_fields = [
                 'trade_rate',
                 'dark_trade_rate',
             ]
 
-            # add custom auto range handler
+            group_mxmn = partial(
-            dvlm_pi.vb._maxmin = partial(
+                multi_maxmin,
-                maxmin,
                 # keep both regular and dark vlm in view
-                names=fields + dvlm_rate_fields,
+                names=fields,
+                # names=fields + dvlm_rate_fields,
             )
 
-            # TODO: is there a way to "sync" the dual axes such that only
+            # add custom auto range handler
-            # one curve is needed?
+            dvlm_pi.vb._maxmin = group_mxmn
-            # hide the original vlm curve since the $vlm one is now
-            # displayed and the curves are effectively the same minus
-            # liquidity events (well at least on low OHLC periods - 1s).
-            vlm_curve.hide()
 
             # use slightly less light (then bracket) gray
             # for volume from "main exchange" and a more "bluey"
@@ -783,21 +784,22 @@ async def open_vlm_displays(
                         color = 'bracket'
 
                     curve, _ = chart.draw_curve(
-                        # name='dolla_vlm',
                         name=name,
-                        data=shm.array,
+                        shm=shm,
                         array_key=name,
                         overlay=pi,
                         color=color,
                         step_mode=step_mode,
                         style=style,
+                        pi=pi,
                     )
 
                     # TODO: we need a better API to do this..
                     # specially store ref to shm for lookup in display loop
                     # since only a placeholder of `None` is entered in
                     # ``.draw_curve()``.
-                    chart._flows[name].shm = shm
+                    flow = chart._flows[name]
+                    assert flow.plot is pi
 
             chart_curves(
                 fields,
@@ -813,17 +815,30 @@ async def open_vlm_displays(
                 flow_rates,
                 {  # fsp engine conf
                     'func_name': 'flow_rates',
-                    'zero_on_step': True,
+                    'zero_on_step': False,
                 },
                 # loglevel,
             )
             await started.wait()
 
-            chart_curves(
+            # chart_curves(
-                dvlm_rate_fields,
+            #     dvlm_rate_fields,
-                dvlm_pi,
+            #     dvlm_pi,
-                fr_shm,
+            #     fr_shm,
-            )
+            # )
+
+            # TODO: is there a way to "sync" the dual axes such that only
+            # one curve is needed?
+            # hide the original vlm curve since the $vlm one is now
+            # displayed and the curves are effectively the same minus
+            # liquidity events (well at least on low OHLC periods - 1s).
+            vlm_curve.hide()
+            chart.removeItem(vlm_curve)
+            vflow = chart._flows['volume']
+            vflow.render = False
+
+            # avoid range sorting on volume once disabled
+            chart.view.disable_auto_yrange()
 
             # Trade rate overlay
             # XXX: requires an additional overlay for
@@ -848,7 +863,7 @@ async def open_vlm_displays(
             )
             # add custom auto range handler
             tr_pi.vb.maxmin = partial(
-                maxmin,
+                multi_maxmin,
                 # keep both regular and dark vlm in view
                 names=trade_rate_fields,
             )
@@ -864,7 +879,10 @@ async def open_vlm_displays(
                 style='dash',
             )
 
-            for pi in (dvlm_pi, tr_pi):
+            for pi in (
+                dvlm_pi,
+                tr_pi,
+            ):
                 for name, axis_info in pi.axes.items():
                     # lol this sux XD
                     axis = axis_info['item']
@@ -873,10 +891,10 @@ async def open_vlm_displays(
 
         # built-in vlm fsps
         for target, conf in {
-            tina_vwap: {
+            # tina_vwap: {
-                'overlay': 'ohlc',  # overlays with OHLCV (main) chart
+            #     'overlay': 'ohlc',  # overlays with OHLCV (main) chart
-                'anchor': 'session',
+            #     'anchor': 'session',
-            },
+            # },
         }.items():
             started = await admin.open_fsp_chart(
                 target,

piker/ui/_interaction.py

@@ -33,7 +33,8 @@ import numpy as np
 import trio
 
 from ..log import get_logger
-from ._style import _min_points_to_show
+from .._profile import pg_profile_enabled, ms_slower_then
+# from ._style import _min_points_to_show
 from ._editors import SelectRect
 from . import _event
 
@@ -318,6 +319,7 @@ async def handle_viewmode_mouse(
         ):
             # when in order mode, submit execution
             # msg.event.accept()
+            # breakpoint()
             view.order_mode.submit_order()
 
 
@@ -356,13 +358,13 @@ class ChartView(ViewBox):
     ):
         super().__init__(
             parent=parent,
+            name=name,
             # TODO: look into the default view padding
             # support that might replace somem of our
             # ``ChartPlotWidget._set_yrange()`
             # defaultPadding=0.,
             **kwargs
         )
-
         # for "known y-range style"
         self._static_yrange = static_yrange
         self._maxmin = None
@@ -384,6 +386,34 @@ class ChartView(ViewBox):
         self.order_mode: bool = False
 
         self.setFocusPolicy(QtCore.Qt.StrongFocus)
+        self._ic = None
+
+    def start_ic(
+        self,
+    ) -> None:
+        '''
+        Signal the beginning of a click-drag interaction
+        to any interested task waiters.
+
+        '''
+        if self._ic is None:
+            self.chart.pause_all_feeds()
+            self._ic = trio.Event()
+
+    def signal_ic(
+        self,
+        *args,
+
+    ) -> None:
+        '''
+        Signal the end of a click-drag interaction
+        to any waiters.
+
+        '''
+        if self._ic:
+            self._ic.set()
+            self._ic = None
+            self.chart.resume_all_feeds()
 
     @asynccontextmanager
     async def open_async_input_handler(
@@ -435,7 +465,8 @@ class ChartView(ViewBox):
         axis=None,
         relayed_from: ChartView = None,
     ):
-        '''Override "center-point" location for scrolling.
+        '''
+        Override "center-point" location for scrolling.
 
         This is an override of the ``ViewBox`` method simply changing
         the center of the zoom to be the y-axis.
@@ -453,15 +484,18 @@ class ChartView(ViewBox):
 
         # don't zoom more then the min points setting
         l, lbar, rbar, r = chart.bars_range()
-        vl = r - l
+        # vl = r - l
 
-        if ev.delta() > 0 and vl <= _min_points_to_show:
+        # if ev.delta() > 0 and vl <= _min_points_to_show:
-            log.debug("Max zoom bruh...")
+        #     log.debug("Max zoom bruh...")
-            return
+        #     return
 
-        if ev.delta() < 0 and vl >= len(chart._arrays[chart.name]) + 666:
+        # if (
-            log.debug("Min zoom bruh...")
+        #     ev.delta() < 0
-            return
+        #     and vl >= len(chart._flows[chart.name].shm.array) + 666
+        # ):
+        #     log.debug("Min zoom bruh...")
+        #     return
 
         # actual scaling factor
         s = 1.015 ** (ev.delta() * -1 / 20)  # self.state['wheelScaleFactor'])
@@ -535,7 +569,24 @@ class ChartView(ViewBox):
 
             self._resetTarget()
             self.scaleBy(s, focal)
+
+            # XXX: the order of the next 2 lines i'm pretty sure
+            # matters, we want the resize to trigger before the graphics
+            # update, but i gotta feelin that because this one is signal
+            # based (and thus not necessarily sync invoked right away)
+            # that calling the resize method manually might work better.
             self.sigRangeChangedManually.emit(mask)
+
+            # XXX: without this is seems as though sometimes
+            # when zooming in from far out (and maybe vice versa?)
+            # the signal isn't being fired enough since if you pan
+            # just after you'll see further downsampling code run
+            # (pretty noticeable on the OHLC ds curve) but with this
+            # that never seems to happen? Only question is how much this
+            # "double work" is causing latency when these missing event
+            # fires don't happen?
+            self.maybe_downsample_graphics()
+
             ev.accept()
 
     def mouseDragEvent(
@@ -618,6 +669,11 @@ class ChartView(ViewBox):
                 # XXX: WHY
                 ev.accept()
 
+                self.start_ic()
+                # if self._ic is None:
+                #     self.chart.pause_all_feeds()
+                #     self._ic = trio.Event()
+
                 if axis == 1:
                     self.chart._static_yrange = 'axis'
 
@@ -635,6 +691,12 @@ class ChartView(ViewBox):
 
                 self.sigRangeChangedManually.emit(self.state['mouseEnabled'])
 
+                if ev.isFinish():
+                    self.signal_ic()
+                    # self._ic.set()
+                    # self._ic = None
+                    # self.chart.resume_all_feeds()
+
         # WEIRD "RIGHT-CLICK CENTER ZOOM" MODE
         elif button & QtCore.Qt.RightButton:
 
@@ -685,9 +747,8 @@ class ChartView(ViewBox):
 
         # flag to prevent triggering sibling charts from the same linked
         # set from recursion errors.
-        autoscale_linked_plots: bool = True,
+        autoscale_linked_plots: bool = False,
         name: Optional[str] = None,
-        # autoscale_overlays: bool = False,
 
     ) -> None:
         '''
@@ -698,6 +759,14 @@ class ChartView(ViewBox):
         data set.
 
         '''
+        name = self.name
+        # print(f'YRANGE ON {name}')
+        profiler = pg.debug.Profiler(
+            msg=f'`ChartView._set_yrange()`: `{name}`',
+            disabled=not pg_profile_enabled(),
+            ms_threshold=ms_slower_then,
+            delayed=True,
+        )
         set_range = True
         chart = self._chart
 
@@ -721,36 +790,23 @@ class ChartView(ViewBox):
         elif yrange is not None:
             ylow, yhigh = yrange
 
-        # calculate max, min y values in viewable x-range from data.
-        # Make sure min bars/datums on screen is adhered.
-        else:
-            br = bars_range or chart.bars_range()
-
-            # TODO: maybe should be a method on the
-            # chart widget/item?
-            if autoscale_linked_plots:
-                # avoid recursion by sibling plots
-                linked = self.linkedsplits
-                plots = list(linked.subplots.copy().values())
-                main = linked.chart
-                if main:
-                    plots.append(main)
-
-                for chart in plots:
-                    if chart and not chart._static_yrange:
-                        chart.cv._set_yrange(
-                            bars_range=br,
-                            autoscale_linked_plots=False,
-                        )
-
         if set_range:
 
+            # XXX: only compute the mxmn range
+            # if none is provided as input!
+            if not yrange:
+                # flow = chart._flows[name]
                 yrange = self._maxmin()
+
                 if yrange is None:
+                    log.warning(f'No yrange provided for {name}!?')
+                    print(f"WTF NO YRANGE {name}")
                     return
 
             ylow, yhigh = yrange
 
+            profiler(f'callback ._maxmin(): {yrange}')
+
             # view margins: stay within a % of the "true range"
             diff = yhigh - ylow
             ylow = ylow - (diff * range_margin)
@@ -764,9 +820,13 @@ class ChartView(ViewBox):
                 yMax=yhigh,
             )
             self.setYRange(ylow, yhigh)
+            profiler(f'set limits: {(ylow, yhigh)}')
+
+        profiler.finish()
 
     def enable_auto_yrange(
-        vb: ChartView,
+        self,
+        src_vb: Optional[ChartView] = None,
 
     ) -> None:
         '''
@@ -774,13 +834,114 @@ class ChartView(ViewBox):
         based on data contents and ``ViewBox`` state.
 
         '''
-        vb.sigXRangeChanged.connect(vb._set_yrange)
+        if src_vb is None:
+            src_vb = self
+
+        # splitter(s) resizing
+        src_vb.sigResized.connect(self._set_yrange)
+
+        # TODO: a smarter way to avoid calling this needlessly?
+        # 2 things i can think of:
+        # - register downsample-able graphics specially and only
+        #   iterate those.
+        # - only register this when certain downsampleable graphics are
+        #   "added to scene".
+        src_vb.sigRangeChangedManually.connect(
+            self.maybe_downsample_graphics
+        )
+
         # mouse wheel doesn't emit XRangeChanged
-        vb.sigRangeChangedManually.connect(vb._set_yrange)
+        src_vb.sigRangeChangedManually.connect(self._set_yrange)
-        vb.sigResized.connect(vb._set_yrange)  # splitter(s) resizing
 
-    def disable_auto_yrange(
+        # src_vb.sigXRangeChanged.connect(self._set_yrange)
+        # src_vb.sigXRangeChanged.connect(
+        #     self.maybe_downsample_graphics
+        # )
+
+    def disable_auto_yrange(self) -> None:
+
+        self.sigResized.disconnect(
+            self._set_yrange,
+        )
+        self.sigRangeChangedManually.disconnect(
+            self.maybe_downsample_graphics
+        )
+        self.sigRangeChangedManually.disconnect(
+            self._set_yrange,
+        )
+
+        # self.sigXRangeChanged.disconnect(self._set_yrange)
+        # self.sigXRangeChanged.disconnect(
+        #     self.maybe_downsample_graphics
+        # )
+
+    def x_uppx(self) -> float:
+        '''
+        Return the "number of x units" within a single
+        pixel currently being displayed for relevant
+        graphics items which are our children.
+
+        '''
+        graphics = [f.graphics for f in self._chart._flows.values()]
+        if not graphics:
+            return 0
+
+        for graphic in graphics:
+            xvec = graphic.pixelVectors()[0]
+            if xvec:
+                return xvec.x()
+        else:
+            return 0
+
+    def maybe_downsample_graphics(
         self,
-    ) -> None:
+        autoscale_overlays: bool = True,
+    ):
 
-        self._chart._static_yrange = 'axis'
+        profiler = pg.debug.Profiler(
+            msg=f'ChartView.maybe_downsample_graphics() for {self.name}',
+            disabled=not pg_profile_enabled(),
+
+            # XXX: important to avoid not seeing underlying
+            # ``.update_graphics_from_flow()`` nested profiling likely
+            # due to the way delaying works and garbage collection of
+            # the profiler in the delegated method calls.
+            ms_threshold=6,
+            # ms_threshold=ms_slower_then,
+        )
+
+        # TODO: a faster single-loop-iterator way of doing this XD
+        chart = self._chart
+        linked = self.linkedsplits
+        plots = linked.subplots | {chart.name: chart}
+        for chart_name, chart in plots.items():
+            for name, flow in chart._flows.items():
+
+                if (
+                    not flow.render
+
+                    # XXX: super important to be aware of this.
+                    # or not flow.graphics.isVisible()
+                ):
+                    continue
+
+                # pass in no array which will read and render from the last
+                # passed array (normally provided by the display loop.)
+                chart.update_graphics_from_flow(
+                    name,
+                    use_vr=True,
+                )
+
+                # for each overlay on this chart auto-scale the
+                # y-range to max-min values.
+                if autoscale_overlays:
+                    overlay = chart.pi_overlay
+                    if overlay:
+                        for pi in overlay.overlays:
+                            pi.vb._set_yrange(
+                                # TODO: get the range once up front...
+                                # bars_range=br,
+                            )
+                    profiler('autoscaled linked plots')
+
+                profiler(f'<{chart_name}>.update_graphics_from_flow({name})')

piker/ui/_lines.py

@@ -20,7 +20,7 @@ Lines for orders, alerts, L2.
 """
 from functools import partial
 from math import floor
-from typing import Tuple, Optional, List, Callable
+from typing import Optional, Callable
 
 import pyqtgraph as pg
 from pyqtgraph import Point, functions as fn
@@ -29,10 +29,8 @@ from PyQt5.QtCore import QPointF
 
 from ._annotate import qgo_draw_markers, LevelMarker
 from ._anchors import (
-    marker_right_points,
     vbr_left,
     right_axis,
-    # pp_tight_and_right,  # wanna keep it straight in the long run
     gpath_pin,
 )
 from ..calc import humanize
@@ -104,8 +102,8 @@ class LevelLine(pg.InfiniteLine):
 
         # list of labels anchored at one of the 2 line endpoints
         # inside the viewbox
-        self._labels: List[Label] = []
+        self._labels: list[Label] = []
-        self._markers: List[(int, Label)] = []
+        self._markers: list[(int, Label)] = []
 
         # whenever this line is moved trigger label updates
         self.sigPositionChanged.connect(self.on_pos_change)
@@ -124,7 +122,7 @@ class LevelLine(pg.InfiniteLine):
         self._y_incr_mult = 1 / chart.linked.symbol.tick_size
         self._right_end_sc: float = 0
 
-    def txt_offsets(self) -> Tuple[int, int]:
+    def txt_offsets(self) -> tuple[int, int]:
         return 0, 0
 
     @property
@@ -315,17 +313,6 @@ class LevelLine(pg.InfiniteLine):
         # TODO: enter labels edit mode
         print(f'double click {ev}')
 
-    def right_point(
-        self,
-    ) -> float:
-
-        chart = self._chart
-        l1_len = chart._max_l1_line_len
-        ryaxis = chart.getAxis('right')
-        up_to_l1_sc = ryaxis.pos().x() - l1_len
-
-        return up_to_l1_sc
-
     def paint(
         self,
 
@@ -345,7 +332,7 @@ class LevelLine(pg.InfiniteLine):
         vb_left, vb_right = self._endPoints
         vb = self.getViewBox()
 
-        line_end, marker_right, r_axis_x = marker_right_points(self._chart)
+        line_end, marker_right, r_axis_x = self._chart.marker_right_points()
 
         if self.show_markers and self.markers:
 
@@ -411,7 +398,7 @@ class LevelLine(pg.InfiniteLine):
     def scene_endpoint(self) -> QPointF:
 
         if not self._right_end_sc:
-            line_end, _, _ = marker_right_points(self._chart)
+            line_end, _, _ = self._chart.marker_right_points()
             self._right_end_sc = line_end - 10
 
         return QPointF(self._right_end_sc, self.scene_y())
@@ -422,23 +409,23 @@ class LevelLine(pg.InfiniteLine):
 
     ) -> QtWidgets.QGraphicsPathItem:
 
+        self._marker = path
+        self._marker.setPen(self.currentPen)
+        self._marker.setBrush(fn.mkBrush(self.currentPen.color()))
         # add path to scene
         self.getViewBox().scene().addItem(path)
 
-        self._marker = path
+        # place to just-left of L1 labels
-
+        rsc = self._chart.pre_l1_xs()[0]
-        rsc = self.right_point()
-
-        self._marker.setPen(self.currentPen)
-        self._marker.setBrush(fn.mkBrush(self.currentPen.color()))
         path.setPos(QPointF(rsc, self.scene_y()))
 
         return path
 
     def hoverEvent(self, ev):
-        """Mouse hover callback.
+        '''
+        Mouse hover callback.
 
-        """
+        '''
         cur = self._chart.linked.cursor
 
         # hovered
@@ -614,7 +601,8 @@ def order_line(
     **line_kwargs,
 
 ) -> LevelLine:
-    '''Convenience routine to add a line graphic representing an order
+    '''
+    Convenience routine to add a line graphic representing an order
     execution submitted to the EMS via the chart's "order mode".
 
     '''
@@ -689,7 +677,6 @@ def order_line(
 
             return f'{account}: '
 
-
         label.fields = {
             'size': size,
             'size_digits': 0,

piker/ui/_ohlc.py

@@ -17,40 +17,40 @@
 Super fast OHLC sampling graphics types.
 
 """
-from typing import List, Optional, Tuple
+from __future__ import annotations
+from typing import (
+    Optional,
+    TYPE_CHECKING,
+)
 
 import numpy as np
 import pyqtgraph as pg
-from numba import njit, float64, int64  # , optional
 from PyQt5 import QtCore, QtGui, QtWidgets
 from PyQt5.QtCore import QLineF, QPointF
-# from numba import types as ntypes
+from PyQt5.QtGui import QPainterPath
-# from ..data._source import numba_ohlc_dtype
 
-from .._profile import pg_profile_enabled
+from .._profile import pg_profile_enabled, ms_slower_then
 from ._style import hcolor
+from ..log import get_logger
+
+if TYPE_CHECKING:
+    from ._chart import LinkedSplits
 
 
-def _mk_lines_array(
+log = get_logger(__name__)
-    data: List,
-    size: int,
-    elements_step: int = 6,
-) -> np.ndarray:
-    """Create an ndarray to hold lines graphics info.
-
-    """
-    return np.zeros_like(
-        data,
-        shape=(int(size), elements_step),
-        dtype=object,
-    )
 
 
-def lines_from_ohlc(
+def bar_from_ohlc_row(
     row: np.ndarray,
-    w: float
+    # 0.5 is no overlap between arms, 1.0 is full overlap
-) -> Tuple[QLineF]:
+    w: float = 0.43
 
+) -> tuple[QLineF]:
+    '''
+    Generate the minimal ``QLineF`` lines to construct a single
+    OHLC "bar" for use in the "last datum" of a series.
+
+    '''
     open, high, low, close, index = row[
         ['open', 'high', 'low', 'close', 'index']]
 
@@ -81,280 +81,37 @@ def lines_from_ohlc(
     return [hl, o, c]
 
 
-@njit(
-    # TODO: for now need to construct this manually for readonly arrays, see
-    # https://github.com/numba/numba/issues/4511
-    # ntypes.Tuple((float64[:], float64[:], float64[:]))(
-    #     numba_ohlc_dtype[::1],  # contiguous
-    #     int64,
-    #     optional(float64),
-    # ),
-    nogil=True
-)
-def path_arrays_from_ohlc(
-    data: np.ndarray,
-    start: int64,
-    bar_gap: float64 = 0.43,
-) -> np.ndarray:
-    """Generate an array of lines objects from input ohlc data.
-
-    """
-    size = int(data.shape[0] * 6)
-
-    x = np.zeros(
-        # data,
-        shape=size,
-        dtype=float64,
-    )
-    y, c = x.copy(), x.copy()
-
-    # TODO: report bug for assert @
-    # /home/goodboy/repos/piker/env/lib/python3.8/site-packages/numba/core/typing/builtins.py:991
-    for i, q in enumerate(data[start:], start):
-
-        # TODO: ask numba why this doesn't work..
-        # open, high, low, close, index = q[
-        #     ['open', 'high', 'low', 'close', 'index']]
-
-        open = q['open']
-        high = q['high']
-        low = q['low']
-        close = q['close']
-        index = float64(q['index'])
-
-        istart = i * 6
-        istop = istart + 6
-
-        # x,y detail the 6 points which connect all vertexes of a ohlc bar
-        x[istart:istop] = (
-            index - bar_gap,
-            index,
-            index,
-            index,
-            index,
-            index + bar_gap,
-        )
-        y[istart:istop] = (
-            open,
-            open,
-            low,
-            high,
-            close,
-            close,
-        )
-
-        # specifies that the first edge is never connected to the
-        # prior bars last edge thus providing a small "gap"/"space"
-        # between bars determined by ``bar_gap``.
-        c[istart:istop] = (1, 1, 1, 1, 1, 0)
-
-    return x, y, c
-
-
-def gen_qpath(
-    data,
-    start,  # XXX: do we need this?
-    w,
-) -> QtGui.QPainterPath:
-
-    profiler = pg.debug.Profiler(disabled=not pg_profile_enabled())
-
-    x, y, c = path_arrays_from_ohlc(data, start, bar_gap=w)
-    profiler("generate stream with numba")
-
-    # TODO: numba the internals of this!
-    path = pg.functions.arrayToQPath(x, y, connect=c)
-    profiler("generate path with arrayToQPath")
-
-    return path
-
-
 class BarItems(pg.GraphicsObject):
-    """Price range bars graphics rendered from a OHLC sequence.
+    '''
-    """
+    "Price range" bars graphics rendered from a OHLC sampled sequence.
-    sigPlotChanged = QtCore.pyqtSignal(object)
-
-    # 0.5 is no overlap between arms, 1.0 is full overlap
-    w: float = 0.43
 
+    '''
     def __init__(
         self,
-        # scene: 'QGraphicsScene',  # noqa
+        linked: LinkedSplits,
         plotitem: 'pg.PlotItem',  # noqa
         pen_color: str = 'bracket',
         last_bar_color: str = 'bracket',
+
+        name: Optional[str] = None,
+
     ) -> None:
         super().__init__()
-
+        self.linked = linked
         # XXX: for the mega-lulz increasing width here increases draw
         # latency...  so probably don't do it until we figure that out.
+        self._color = pen_color
         self.bars_pen = pg.mkPen(hcolor(pen_color), width=1)
         self.last_bar_pen = pg.mkPen(hcolor(last_bar_color), width=2)
+        self._name = name
 
-        # NOTE: this prevents redraws on mouse interaction which is
-        # a huge boon for avg interaction latency.
-
-        # TODO: one question still remaining is if this makes trasform
-        # interactions slower (such as zooming) and if so maybe if/when
-        # we implement a "history" mode for the view we disable this in
-        # that mode?
         self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
+        self.path = QPainterPath()
+        self._last_bar_lines: Optional[tuple[QLineF, ...]] = None
 
-        # not sure if this is actually impoving anything but figured it
+    def x_uppx(self) -> int:
-        # was worth a shot:
+        # we expect the downsample curve report this.
-        # self.path.reserve(int(100e3 * 6))
+        return 0
-
-        self.path = QtGui.QPainterPath()
-
-        self._pi = plotitem
-
-        self._xrange: Tuple[int, int]
-        self._yrange: Tuple[float, float]
-
-        # TODO: don't render the full backing array each time
-        # self._path_data = None
-        self._last_bar_lines: Optional[Tuple[QLineF, ...]] = None
-
-        # track the current length of drawable lines within the larger array
-        self.start_index: int = 0
-        self.stop_index: int = 0
-
-    def draw_from_data(
-        self,
-        data: np.ndarray,
-        start: int = 0,
-    ) -> QtGui.QPainterPath:
-        """Draw OHLC datum graphics from a ``np.ndarray``.
-
-        This routine is usually only called to draw the initial history.
-        """
-        hist, last = data[:-1], data[-1]
-
-        self.path = gen_qpath(hist, start, self.w)
-
-        # save graphics for later reference and keep track
-        # of current internal "last index"
-        # self.start_index = len(data)
-        index = data['index']
-        self._xrange = (index[0], index[-1])
-        self._yrange = (
-            np.nanmax(data['high']),
-            np.nanmin(data['low']),
-        )
-
-        # up to last to avoid double draw of last bar
-        self._last_bar_lines = lines_from_ohlc(last, self.w)
-
-        # trigger render
-        # https://doc.qt.io/qt-5/qgraphicsitem.html#update
-        self.update()
-
-        return self.path
-
-    def update_from_array(
-        self,
-        array: np.ndarray,
-        just_history=False,
-    ) -> None:
-        """Update the last datum's bar graphic from input data array.
-
-        This routine should be interface compatible with
-        ``pg.PlotCurveItem.setData()``. Normally this method in
-        ``pyqtgraph`` seems to update all the data passed to the
-        graphics object, and then update/rerender, but here we're
-        assuming the prior graphics havent changed (OHLC history rarely
-        does) so this "should" be simpler and faster.
-
-        This routine should be made (transitively) as fast as possible.
-        """
-        # index = self.start_index
-        istart, istop = self._xrange
-
-        index = array['index']
-        first_index, last_index = index[0], index[-1]
-
-        # length = len(array)
-        prepend_length = istart - first_index
-        append_length = last_index - istop
-
-        flip_cache = False
-
-        # TODO: allow mapping only a range of lines thus
-        # only drawing as many bars as exactly specified.
-
-        if prepend_length:
-
-            # new history was added and we need to render a new path
-            new_bars = array[:prepend_length]
-            prepend_path = gen_qpath(new_bars, 0, self.w)
-
-            # XXX: SOMETHING IS MAYBE FISHY HERE what with the old_path
-            # y value not matching the first value from
-            # array[prepend_length + 1] ???
-
-            # update path
-            old_path = self.path
-            self.path = prepend_path
-            self.path.addPath(old_path)
-
-            # trigger redraw despite caching
-            self.prepareGeometryChange()
-
-        if append_length:
-            # generate new lines objects for updatable "current bar"
-            self._last_bar_lines = lines_from_ohlc(array[-1], self.w)
-
-            # generate new graphics to match provided array
-            # path appending logic:
-            # we need to get the previous "current bar(s)" for the time step
-            # and convert it to a sub-path to append to the historical set
-            # new_bars = array[istop - 1:istop + append_length - 1]
-            new_bars = array[-append_length - 1:-1]
-            append_path = gen_qpath(new_bars, 0, self.w)
-            self.path.moveTo(float(istop - self.w), float(new_bars[0]['open']))
-            self.path.addPath(append_path)
-
-            # trigger redraw despite caching
-            self.prepareGeometryChange()
-            self.setCacheMode(QtWidgets.QGraphicsItem.NoCache)
-            flip_cache = True
-
-        self._xrange = first_index, last_index
-
-        # last bar update
-        i, o, h, l, last, v = array[-1][
-            ['index', 'open', 'high', 'low', 'close', 'volume']
-        ]
-        # assert i == self.start_index - 1
-        # assert i == last_index
-        body, larm, rarm = self._last_bar_lines
-
-        # XXX: is there a faster way to modify this?
-        rarm.setLine(rarm.x1(), last, rarm.x2(), last)
-
-        # writer is responsible for changing open on "first" volume of bar
-        larm.setLine(larm.x1(), o, larm.x2(), o)
-
-        if l != h:  # noqa
-
-            if body is None:
-                body = self._last_bar_lines[0] = QLineF(i, l, i, h)
-            else:
-                # update body
-                body.setLine(i, l, i, h)
-
-            # XXX: pretty sure this is causing an issue where the bar has
-            # a large upward move right before the next sample and the body
-            # is getting set to None since the next bar is flat but the shm
-            # array index update wasn't read by the time this code runs. Iow
-            # we're doing this removal of the body for a bar index that is
-            # now out of date / from some previous sample. It's weird
-            # though because i've seen it do this to bars i - 3 back?
-
-        self.update()
-
-        if flip_cache:
-            self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
 
     def boundingRect(self):
         # Qt docs: https://doc.qt.io/qt-5/qgraphicsitem.html#boundingRect
@@ -373,12 +130,17 @@ class BarItems(pg.GraphicsObject):
         # apparently this a lot faster says the docs?
         # https://doc.qt.io/qt-5/qpainterpath.html#controlPointRect
         hb = self.path.controlPointRect()
-        hb_tl, hb_br = hb.topLeft(), hb.bottomRight()
+        hb_tl, hb_br = (
+            hb.topLeft(),
+            hb.bottomRight(),
+        )
 
         # need to include last bar height or BR will be off
         mx_y = hb_br.y()
         mn_y = hb_tl.y()
 
+        last_lines = self._last_bar_lines
+        if last_lines:
             body_line = self._last_bar_lines[0]
             if body_line:
                 mx_y = max(mx_y, max(body_line.y1(), body_line.y2()))
@@ -405,9 +167,13 @@ class BarItems(pg.GraphicsObject):
         p: QtGui.QPainter,
         opt: QtWidgets.QStyleOptionGraphicsItem,
         w: QtWidgets.QWidget
+
     ) -> None:
 
-        profiler = pg.debug.Profiler(disabled=not pg_profile_enabled())
+        profiler = pg.debug.Profiler(
+            disabled=not pg_profile_enabled(),
+            ms_threshold=ms_slower_then,
+        )
 
         # p.setCompositionMode(0)
 
@@ -418,9 +184,67 @@ class BarItems(pg.GraphicsObject):
         # lead to any perf gains other then when zoomed in to less bars
         # in view.
         p.setPen(self.last_bar_pen)
+        if self._last_bar_lines:
             p.drawLines(*tuple(filter(bool, self._last_bar_lines)))
             profiler('draw last bar')
 
         p.setPen(self.bars_pen)
         p.drawPath(self.path)
-        profiler('draw history path')
+        profiler(f'draw history path: {self.path.capacity()}')
+
+    def draw_last_datum(
+        self,
+        path: QPainterPath,
+        src_data: np.ndarray,
+        render_data: np.ndarray,
+        reset: bool,
+        array_key: str,
+
+        fields: list[str] = [
+            'index',
+            'open',
+            'high',
+            'low',
+            'close',
+        ],
+
+    ) -> None:
+
+        # relevant fields
+        ohlc = src_data[fields]
+        last_row = ohlc[-1:]
+
+        # individual values
+        last_row = i, o, h, l, last = ohlc[-1]
+
+        # generate new lines objects for updatable "current bar"
+        self._last_bar_lines = bar_from_ohlc_row(last_row)
+
+        # assert i == graphics.start_index - 1
+        # assert i == last_index
+        body, larm, rarm = self._last_bar_lines
+
+        # XXX: is there a faster way to modify this?
+        rarm.setLine(rarm.x1(), last, rarm.x2(), last)
+
+        # writer is responsible for changing open on "first" volume of bar
+        larm.setLine(larm.x1(), o, larm.x2(), o)
+
+        if l != h:  # noqa
+
+            if body is None:
+                body = self._last_bar_lines[0] = QLineF(i, l, i, h)
+            else:
+                # update body
+                body.setLine(i, l, i, h)
+
+            # XXX: pretty sure this is causing an issue where the
+            # bar has a large upward move right before the next
+            # sample and the body is getting set to None since the
+            # next bar is flat but the shm array index update wasn't
+            # read by the time this code runs. Iow we're doing this
+            # removal of the body for a bar index that is now out of
+            # date / from some previous sample. It's weird though
+            # because i've seen it do this to bars i - 3 back?
+
+        return ohlc['index'], ohlc['close']

piker/ui/_pathops.py

@@ -0,0 +1,236 @@
+# 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/>.
+"""
+Super fast ``QPainterPath`` generation related operator routines.
+
+"""
+from __future__ import annotations
+from typing import (
+    # Optional,
+    TYPE_CHECKING,
+)
+
+import numpy as np
+from numpy.lib import recfunctions as rfn
+from numba import njit, float64, int64  # , optional
+# import pyqtgraph as pg
+from PyQt5 import QtGui
+# from PyQt5.QtCore import QLineF, QPointF
+
+from ..data._sharedmem import (
+    ShmArray,
+)
+# from .._profile import pg_profile_enabled, ms_slower_then
+from ._compression import (
+    ds_m4,
+)
+
+if TYPE_CHECKING:
+    from ._flows import Renderer
+
+
+def xy_downsample(
+    x,
+    y,
+    uppx,
+
+    x_spacer: float = 0.5,
+
+) -> tuple[np.ndarray, np.ndarray]:
+
+    # downsample whenever more then 1 pixels per datum can be shown.
+    # always refresh data bounds until we get diffing
+    # working properly, see above..
+    bins, x, y = ds_m4(
+        x,
+        y,
+        uppx,
+    )
+
+    # flatten output to 1d arrays suitable for path-graphics generation.
+    x = np.broadcast_to(x[:, None], y.shape)
+    x = (x + np.array(
+        [-x_spacer, 0, 0, x_spacer]
+    )).flatten()
+    y = y.flatten()
+
+    return x, y
+
+
+@njit(
+    # TODO: for now need to construct this manually for readonly arrays, see
+    # https://github.com/numba/numba/issues/4511
+    # ntypes.tuple((float64[:], float64[:], float64[:]))(
+    #     numba_ohlc_dtype[::1],  # contiguous
+    #     int64,
+    #     optional(float64),
+    # ),
+    nogil=True
+)
+def path_arrays_from_ohlc(
+    data: np.ndarray,
+    start: int64,
+    bar_gap: float64 = 0.43,
+
+) -> np.ndarray:
+    '''
+    Generate an array of lines objects from input ohlc data.
+
+    '''
+    size = int(data.shape[0] * 6)
+
+    x = np.zeros(
+        # data,
+        shape=size,
+        dtype=float64,
+    )
+    y, c = x.copy(), x.copy()
+
+    # TODO: report bug for assert @
+    # /home/goodboy/repos/piker/env/lib/python3.8/site-packages/numba/core/typing/builtins.py:991
+    for i, q in enumerate(data[start:], start):
+
+        # TODO: ask numba why this doesn't work..
+        # open, high, low, close, index = q[
+        #     ['open', 'high', 'low', 'close', 'index']]
+
+        open = q['open']
+        high = q['high']
+        low = q['low']
+        close = q['close']
+        index = float64(q['index'])
+
+        istart = i * 6
+        istop = istart + 6
+
+        # x,y detail the 6 points which connect all vertexes of a ohlc bar
+        x[istart:istop] = (
+            index - bar_gap,
+            index,
+            index,
+            index,
+            index,
+            index + bar_gap,
+        )
+        y[istart:istop] = (
+            open,
+            open,
+            low,
+            high,
+            close,
+            close,
+        )
+
+        # specifies that the first edge is never connected to the
+        # prior bars last edge thus providing a small "gap"/"space"
+        # between bars determined by ``bar_gap``.
+        c[istart:istop] = (1, 1, 1, 1, 1, 0)
+
+    return x, y, c
+
+
+def gen_ohlc_qpath(
+    r: Renderer,
+    data: np.ndarray,
+    array_key: str,  # we ignore this
+    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 = 0.43,
+
+) -> QtGui.QPainterPath:
+    '''
+    More or less direct proxy to ``path_arrays_from_ohlc()``
+    but with closed in kwargs for line spacing.
+
+    '''
+    x, y, c = path_arrays_from_ohlc(
+        data,
+        start,
+        bar_gap=w,
+    )
+    return x, y, c
+
+
+def ohlc_to_line(
+    ohlc_shm: ShmArray,
+    data_field: str,
+    fields: list[str] = ['open', 'high', 'low', 'close']
+
+) -> tuple[
+    np.ndarray,
+    np.ndarray,
+]:
+    '''
+    Convert an input struct-array holding OHLC samples into a pair of
+    flattened x, y arrays with the same size (datums wise) as the source
+    data.
+
+    '''
+    y_out = ohlc_shm.ustruct(fields)
+    first = ohlc_shm._first.value
+    last = ohlc_shm._last.value
+
+    # write pushed data to flattened copy
+    y_out[first:last] = rfn.structured_to_unstructured(
+        ohlc_shm.array[fields]
+    )
+
+    # generate an flat-interpolated x-domain
+    x_out = (
+        np.broadcast_to(
+            ohlc_shm._array['index'][:, None],
+            (
+                ohlc_shm._array.size,
+                # 4,  # only ohlc
+                y_out.shape[1],
+            ),
+        ) + np.array([-0.5, 0, 0, 0.5])
+    )
+    assert y_out.any()
+
+    return (
+        x_out,
+        y_out,
+    )
+
+
+def to_step_format(
+    shm: ShmArray,
+    data_field: str,
+    index_field: str = 'index',
+
+) -> tuple[int, np.ndarray, np.ndarray]:
+    '''
+    Convert an input 1d shm array to a "step array" format
+    for use by path graphics generation.
+
+    '''
+    i = shm._array['index'].copy()
+    out = shm._array[data_field].copy()
+
+    x_out = np.broadcast_to(
+        i[:, None],
+        (i.size, 2),
+    ) + np.array([-0.5, 0.5])
+
+    y_out = np.empty((len(out), 2), dtype=out.dtype)
+    y_out[:] = out[:, np.newaxis]
+
+    # start y at origin level
+    y_out[0, 0] = 0
+    return x_out, y_out

piker/ui/_position.py

@@ -71,10 +71,10 @@ async def update_pnl_from_feed(
     log.info(f'Starting pnl display for {pp.alloc.account}')
 
     if live.size < 0:
-        types = ('ask', 'last', 'last', 'utrade')
+        types = ('ask', 'last', 'last', 'dark_trade')
 
     elif live.size > 0:
-        types = ('bid', 'last', 'last', 'utrade')
+        types = ('bid', 'last', 'last', 'dark_trade')
 
     else:
         log.info(f'No position (yet) for {tracker.alloc.account}@{key}')
@@ -119,7 +119,8 @@ async def update_pnl_from_feed(
 
 @dataclass
 class SettingsPane:
-    '''Composite set of widgets plus an allocator model for configuring
+    '''
+    Composite set of widgets plus an allocator model for configuring
     order entry sizes and position limits per tradable instrument.
 
     '''
@@ -151,7 +152,8 @@ class SettingsPane:
         key: str,
 
     ) -> None:
-        '''Called on any order pane drop down selection change.
+        '''
+        Called on any order pane drop down selection change.
 
         '''
         log.info(f'selection input {key}:{text}')
@@ -164,7 +166,8 @@ class SettingsPane:
         value: str,
 
     ) -> bool:
-        '''Called on any order pane edit field value change.
+        '''
+        Called on any order pane edit field value change.
 
         '''
         mode = self.order_mode
@@ -219,16 +222,36 @@ class SettingsPane:
             else:
                 value = puterize(value)
                 if key == 'limit':
+                    pp = mode.current_pp.live_pp
+
                     if size_unit == 'currency':
+                        dsize = pp.dsize
+                        if dsize > value:
+                            log.error(
+                                f'limit must > then current pp: {dsize}'
+                            )
+                            raise ValueError
+
                         alloc.currency_limit = value
+
                     else:
+                        size = pp.size
+                        if size > value:
+                            log.error(
+                                f'limit must > then current pp: {size}'
+                            )
+                            raise ValueError
+
                         alloc.units_limit = value
 
                 elif key == 'slots':
+                    if value <= 0:
+                        raise ValueError('slots must be > 0')
                     alloc.slots = int(value)
 
                 else:
-                    raise ValueError(f'Unknown setting {key}')
+                    log.error(f'Unknown setting {key}')
+                    raise ValueError
 
             log.info(f'settings change: {key}: {value}')
 
@@ -363,7 +386,8 @@ def position_line(
     marker: Optional[LevelMarker] = None,
 
 ) -> LevelLine:
-    '''Convenience routine to create a line graphic representing a "pp"
+    '''
+    Convenience routine to create a line graphic representing a "pp"
     aka the acro for a,
     "{piker, private, personal, puny, <place your p-word here>} position".
 
@@ -417,7 +441,8 @@ def position_line(
 
 
 class PositionTracker:
-    '''Track and display real-time positions for a single symbol
+    '''
+    Track and display real-time positions for a single symbol
     over multiple accounts on a single chart.
 
     Graphically composed of a level line and marker as well as labels
@@ -497,7 +522,8 @@ class PositionTracker:
 
     @property
     def pane(self) -> FieldsForm:
-        '''Return handle to pp side pane form.
+        '''
+        Return handle to pp side pane form.
 
         '''
         return self.chart.linked.godwidget.pp_pane
@@ -507,7 +533,8 @@ class PositionTracker:
         marker: LevelMarker
 
     ) -> None:
-        '''Update all labels.
+        '''
+        Update all labels.
 
         Meant to be called from the maker ``.paint()``
         for immediate, lag free label draws.

piker/ui/_style.py

@@ -14,9 +14,10 @@
 # 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/>.
 
-"""
+'''
 Qt UI styling.
-"""
+
+'''
 from typing import Optional, Dict
 import math
 
@@ -202,8 +203,6 @@ _xaxis_at = 'bottom'
 # charting config
 CHART_MARGINS = (0, 0, 2, 2)
 _min_points_to_show = 6
-_bars_to_left_in_follow_mode = int(61*6)
-_bars_from_right_in_follow_mode = round(0.16 * _bars_to_left_in_follow_mode)
 _tina_mode = False
 
 

piker/ui/_window.py

@@ -287,7 +287,6 @@ class MainWindow(QtGui.QMainWindow):
             app = QtGui.QApplication.instance()
             geo = self.current_screen().geometry()
             h, w = geo.height(), geo.width()
-            self.setMaximumSize(w, h)
             # use approx 1/3 of the area of the screen by default
             self._size = round(w * .666), round(h * .666)
 

piker/ui/cli.py

@@ -122,7 +122,8 @@ def optschain(config, symbol, date, rate, test):
 @cli.command()
 @click.option(
     '--profile',
-    is_flag=True,
+    '-p',
+    default=None,
     help='Enable pyqtgraph profiling'
 )
 @click.option(
@@ -133,9 +134,16 @@ def optschain(config, symbol, date, rate, test):
 @click.argument('symbol', required=True)
 @click.pass_obj
 def chart(config, symbol, profile, pdb):
-    """Start a real-time chartng UI
+    '''
-    """
+    Start a real-time chartng UI
+
+    '''
+    # eg. ``--profile 3`` reports profiling for anything slower then 3 ms.
+    if profile is not None:
         from .. import _profile
+        _profile._pg_profile = True
+        _profile.ms_slower_then = float(profile)
+
     from ._app import _main
 
     if '.' not in symbol:
@@ -145,8 +153,6 @@ def chart(config, symbol, profile, pdb):
         ))
         return
 
-    # toggle to enable profiling
-    _profile._pg_profile = profile
 
     # global opts
     brokernames = config['brokers']

piker/ui/order_mode.py

@@ -30,6 +30,7 @@ import uuid
 from pydantic import BaseModel
 import tractor
 import trio
+from PyQt5.QtCore import Qt
 
 from .. import config
 from ..clearing._client import open_ems, OrderBook
@@ -37,6 +38,7 @@ from ..clearing._allocate import (
     mk_allocator,
     Position,
 )
+from ._style import _font
 from ..data._source import Symbol
 from ..data.feed import Feed
 from ..log import get_logger
@@ -46,7 +48,8 @@ from ._position import (
     PositionTracker,
     SettingsPane,
 )
-from ._label import FormatLabel
+from ._forms import FieldsForm
+# from ._label import FormatLabel
 from ._window import MultiStatus
 from ..clearing._messages import Order, BrokerdPosition
 from ._forms import open_form_input_handling
@@ -107,7 +110,8 @@ def on_level_change_update_next_order_info(
 
 @dataclass
 class OrderMode:
-    '''Major UX mode for placing orders on a chart view providing so
+    '''
+    Major UX mode for placing orders on a chart view providing so
     called, "chart trading".
 
     This is the other "main" mode that pairs with "view mode" (when
@@ -267,13 +271,14 @@ class OrderMode:
 
         '''
         staged = self._staged_order
-        symbol = staged.symbol
+        symbol: Symbol = staged.symbol
         oid = str(uuid.uuid4())
 
         # format order data for ems
+        fqsn = symbol.front_fqsn()
         order = staged.copy(
             update={
-                'symbol': symbol.key,
+                'symbol': fqsn,
                 'oid': oid,
             }
         )
@@ -518,8 +523,7 @@ async def open_order_mode(
 
     feed: Feed,
     chart: 'ChartPlotWidget',  # noqa
-    symbol: Symbol,
+    fqsn: str,
-    brokername: str,
     started: trio.Event,
 
 ) -> None:
@@ -545,8 +549,7 @@ async def open_order_mode(
 
     # spawn EMS actor-service
     async with (
-
+        open_ems(fqsn) as (
-        open_ems(brokername, symbol) as (
             book,
             trades_stream,
             position_msgs,
@@ -555,8 +558,7 @@ async def open_order_mode(
         trio.open_nursery() as tn,
 
     ):
-        log.info(f'Opening order mode for {brokername}.{symbol.key}')
+        log.info(f'Opening order mode for {fqsn}')
-
         view = chart.view
 
         # annotations editors
@@ -565,7 +567,7 @@ async def open_order_mode(
 
         # symbol id
         symbol = chart.linked.symbol
-        symkey = symbol.key
+        symkey = symbol.front_fqsn()
 
         # map of per-provider account keys to position tracker instances
         trackers: dict[str, PositionTracker] = {}
@@ -609,7 +611,7 @@ async def open_order_mode(
                 log.info(f'Loading pp for {symkey}:\n{pformat(msg)}')
                 startup_pp.update_from_msg(msg)
 
-            # allocator
+            # allocator config
             alloc = mk_allocator(
                 symbol=symbol,
                 account=account_name,
@@ -640,63 +642,21 @@ async def open_order_mode(
                 pp_tracker.hide_info()
 
         # setup order mode sidepane widgets
-        form = chart.sidepane
+        form: FieldsForm = chart.sidepane
-        vbox = form.vbox
+        form.vbox.setSpacing(
-
-        from textwrap import dedent
-
-        from PyQt5.QtCore import Qt
-
-        from ._style import _font, _font_small
-        from ..calc import humanize
-
-        feed_label = FormatLabel(
-            fmt_str=dedent("""
-            actor: **{actor_name}**\n
-            |_ @**{host}:{port}**\n
-            |_ throttle_hz: **{throttle_rate}**\n
-            |_ streams: **{symbols}**\n
-            |_ shm: **{shm}**\n
-            """),
-            font=_font.font,
-            font_size=_font_small.px_size,
-            font_color='default_lightest',
-        )
-
-        form.feed_label = feed_label
-
-        # add feed info label to top
-        vbox.insertWidget(
-            0,
-            feed_label,
-            alignment=Qt.AlignBottom,
-        )
-        # vbox.setAlignment(feed_label, Qt.AlignBottom)
-        # vbox.setAlignment(Qt.AlignBottom)
-        _ = chart.height() - (
-            form.height() +
-            form.fill_bar.height()
-            # feed_label.height()
-        )
-        vbox.setSpacing(
             int((1 + 5/8)*_font.px_size)
         )
 
-        # fill in brokerd feed info
+        from ._feedstatus import mk_feed_label
-        host, port = feed.portal.channel.raddr
+
-        if host == '127.0.0.1':
+        feed_label = mk_feed_label(
-            host = 'localhost'
+            form,
-        mpshm = feed.shm._shm
+            feed,
-        shmstr = f'{humanize(mpshm.size)}'
+            chart,
-        form.feed_label.format(
-            actor_name=feed.portal.channel.uid[0],
-            host=host,
-            port=port,
-            symbols=len(feed.symbols),
-            shm=shmstr,
-            throttle_rate=feed.throttle_rate,
         )
 
+        # XXX: we set this because?
+        form.feed_label = feed_label
         order_pane = SettingsPane(
             form=form,
             # XXX: ugh, so hideous...
@@ -707,6 +667,11 @@ async def open_order_mode(
         )
         order_pane.set_accounts(list(trackers.keys()))
 
+        form.vbox.addWidget(
+            feed_label,
+            alignment=Qt.AlignBottom,
+        )
+
         # update pp icons
         for name, tracker in trackers.items():
             order_pane.update_account_icons({name: tracker.live_pp})
@@ -817,8 +782,18 @@ async def process_trades_and_update_ui(
             'position',
         ):
             sym = mode.chart.linked.symbol
-            if msg['symbol'].lower() in sym.key:
+            pp_msg_symbol = msg['symbol'].lower()
+            fqsn = sym.front_fqsn()
+            broker, key = sym.front_feed()
+            # print(
+            #     f'pp msg symbol: {pp_msg_symbol}\n',
+            #     f'fqsn: {fqsn}\n',
+            #     f'front key: {key}\n',
+            # )
 
+            if (
+                pp_msg_symbol == fqsn.replace(f'.{broker}', '')
+            ):
                 tracker = mode.trackers[msg['account']]
                 tracker.live_pp.update_from_msg(msg)
                 # update order pane widgets
@@ -898,7 +873,9 @@ async def process_trades_and_update_ui(
                 mode.lines.remove_line(uuid=oid)
 
         # each clearing tick is responded individually
-        elif resp in ('broker_filled',):
+        elif resp in (
+            'broker_filled',
+        ):
 
             known_order = book._sent_orders.get(oid)
             if not known_order:

requirements.txt

@@ -1,9 +1,21 @@
 # we require a pinned dev branch to get some edge features that
 # are often untested in tractor's CI and/or being tested by us
 # first before committing as core features in tractor's base.
--e git+git://github.com/goodboy/tractor.git@master#egg=tractor
+-e git+https://github.com/goodboy/tractor.git@master#egg=tractor
 
 # `pyqtgraph` peeps keep breaking, fixing, improving so might as well
 # pin this to a dev branch that we have more control over especially
 # as more graphics stuff gets hashed out.
--e git+git://github.com/pikers/pyqtgraph.git@piker_pin#egg=pyqtgraph
+-e git+https://github.com/pikers/pyqtgraph.git@piker_pin#egg=pyqtgraph
+
+
+# our async client for ``marketstore`` (the tsdb)
+-e git+https://github.com/pikers/anyio-marketstore.git@master#egg=anyio-marketstore
+
+
+# ``trimeter`` for asysnc history fetching
+-e git+https://github.com/python-trio/trimeter.git@master#egg=trimeter
+
+
+# ``asyncvnc`` for sending interactions to ib-gw inside docker
+-e git+https://github.com/pikers/asyncvnc.git@vid_passthrough#egg=asyncvnc

scripts/ib_data_reset.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
@@ -30,11 +30,13 @@ orig_win_id = t.find_focused().window
 # for tws
 win_names: list[str] = [
     'Interactive Brokers',  # tws running in i3
-    'IB Gateway.',  # gw running in i3
+    'IB Gateway',  # gw running in i3
+    # 'IB',  # gw running in i3 (newer version?)
 ]
 
 for name in win_names:
-    results = t.find_named(name)
+    results = t.find_titled(name)
+    print(f'results for {name}: {results}')
     if results:
         con = results[0]
         print(f'Resetting data feed for {name}')
@@ -47,6 +49,15 @@ for name in win_names:
         # https://github.com/rr-/pyxdotool
         # https://github.com/ShaneHutter/pyxdotool
         # https://github.com/cphyc/pyxdotool
+
+        # TODO: only run the reconnect (2nd) kc on a detected
+        # disconnect?
+        for key_combo, timeout in [
+            # only required if we need a connection reset.
+            # ('ctrl+alt+r', 12),
+            # data feed reset.
+            ('ctrl+alt+f', 6)
+        ]:
             subprocess.call([
                 'xdotool',
                 'windowactivate', '--sync', win_id,
@@ -56,12 +67,13 @@ for name in win_names:
                 'mousemove_relative', '--sync', str(w-4), str(h-4),
 
                 # NOTE: we may need to stick a `--retry 3` in here..
-            'click', '--window', win_id, '--repeat', '3', '1',
+                'click', '--window', win_id,
+                '--repeat', '3', '1',
 
                 # hackzorzes
-            'key', 'ctrl+alt+f',
+                'key', key_combo,
                 ],
-            timeout=1,
+                timeout=timeout,
             )
 
 # re-activate and focus original window

setup.py

@@ -51,43 +51,55 @@ setup(
         # async
         'trio',
         'trio-websocket',
-        # 'tractor',  # from github currently
         'msgspec',  # performant IPC messaging
         'async_generator',
 
+        # from github currently (see requirements.txt)
+        # 'trimeter',  # not released yet..
+        # 'tractor',
+        # asyncvnc,
+
         # brokers
         'asks==2.4.8',
         'ib_insync',
 
         # numerics
-        'arrow',  # better datetimes
+        'pendulum', # easier datetimes
         'bidict',  # 2 way map
         'cython',
         'numpy',
         'numba',
-        'pandas',
-        'msgpack-numpy',
 
         # UI
         'PyQt5',
-        'pyqtgraph',
+        # 'pyqtgraph',  from our fork see reqs.txt
-        'qdarkstyle >= 3.0.2',
+        'qdarkstyle >= 3.0.2',  # themeing
-        # fuzzy search
+        'fuzzywuzzy[speedup]',  # fuzzy search
-        'fuzzywuzzy[speedup]',
 
         # tsdbs
-        'pymarketstore',
+        # anyio-marketstore  # from gh see reqs.txt
     ],
+    extras_require={
+        'tsdb': [
+            'docker',
+        ],
+
+    },
     tests_require=['pytest'],
-    python_requires=">=3.9",  # literally for ``datetime.datetime.fromisoformat``...
+    python_requires=">=3.10",
-    keywords=["async", "trading", "finance", "quant", "charting"],
+    keywords=[
+        "async",
+        "trading",
+        "finance",
+        "quant",
+        "charting",
+    ],
     classifiers=[
         'Development Status :: 3 - Alpha',
         'License :: OSI Approved :: ',
         'Operating System :: POSIX :: Linux',
         "Programming Language :: Python :: Implementation :: CPython",
         "Programming Language :: Python :: 3 :: Only",
-        "Programming Language :: Python :: 3.9",
         "Programming Language :: Python :: 3.10",
         'Intended Audience :: Financial and Insurance Industry',
         'Intended Audience :: Science/Research',