piker/brokers/binance/feed.py

@@ -102,12 +102,12 @@ class AggTrade(Struct, frozen=True):
     a: int  # Aggregate trade ID
     p: float  # Price
     q: float  # Quantity with all the market trades
+    nq: float # Normal quantity without the trades involving RPI orders
     f: int  # First trade ID
     l: int  # noqa Last trade ID
     T: int  # Trade time
     m: bool  # Is the buyer the market maker?
-    M: bool|None = None  # Ignore
+    M: bool | None = None  # Ignore
-    nq: float|None = None # Normal quantity without the trades involving RPI orders
 
 
 async def stream_messages(

piker/brokers/ib/api.py

@@ -1187,7 +1187,7 @@ async def load_aio_clients(
     # the API TCP in `ib_insync` connection can be flaky af so instead
     # retry a few times to get the client going..
     connect_retries: int = 3,
-    connect_timeout: float = 30,  # in case a remote-host
+    connect_timeout: float = 10,
     disconnect_on_exit: bool = True,
 
 ) -> dict[str, Client]:

piker/storage/cli.py

@@ -242,7 +242,6 @@ def anal(
     trio.run(main)
 
 
-# TODO, move to `.tsp._annotate`
 async def markup_gaps(
     fqme: str,
     timeframe: float,
@@ -289,38 +288,18 @@ async def markup_gaps(
         )
         # XXX: probably a gap in the (newly sorted or de-duplicated)
         # dt-df, so we might need to re-index first..
-        dt: pl.Series = row['dt']
-        dt_prev: pl.Series = row['dt_prev']
         if prev_r.is_empty():
-
+            await tractor.pause()
-            # XXX, filter out any special ignore cases,
-            # - UNIX-epoch stamped datums
-            # - first row
-            if (
-                dt_prev.dt.epoch()[0] == 0
-                or
-                dt.dt.epoch()[0] == 0
-            ):
-                log.warning('Skipping row with UNIX epoch timestamp ??')
-                continue
-
-            if wdts[0]['index'][0] == iend:  # first row
-                log.warning('Skipping first-row (has no previous obvi) !!')
-                continue
-
-            # XXX, if the previous-row by shm-index is missing,
-            # meaning there is a missing sample (set), get the prior
-            # row by df index and attempt to use it?
-            i_wdts: pl.DataFrame = wdts.with_row_index(name='i')
-            i_row: int = i_wdts.filter(pl.col('index') == iend)['i'][0]
-            prev_row_by_i = wdts[i_row]
-            prev_r: pl.DataFrame = prev_row_by_i
-
-            # debug any missing pre-row
-            if tractor._state.is_debug_mode():
-                await tractor.pause()
 
         istart: int = prev_r['index'][0]
+        # dt_start_t: float = dt_prev.timestamp()
+
+        # start_t: float = prev_r['time']
+        # assert (
+        #     dt_start_t
+        #     ==
+        #     start_t
+        # )
 
         # TODO: implement px-col width measure
         # and ensure at least as many px-cols
@@ -379,7 +358,6 @@ def ldshm(
     fqme: str,
     write_parquet: bool = True,
     reload_parquet_to_shm: bool = True,
-    pdb: bool = False,  # --pdb passed?
 
 ) -> None:
     '''
@@ -399,7 +377,7 @@ def ldshm(
             open_piker_runtime(
                 'polars_boi',
                 enable_modules=['piker.data._sharedmem'],
-                debug_mode=pdb,
+                debug_mode=True,
             ),
             open_storage_client() as (
                 mod,
@@ -419,19 +397,17 @@ def ldshm(
 
                 times: np.ndarray = shm.array['time']
                 d1: float = float(times[-1] - times[-2])
-                d2: float = 0
+                d2: float = float(times[-2] - times[-3])
-                # XXX, take a median sample rate if sufficient data
+                med: float = np.median(np.diff(times))
-                if times.size > 2:
+                if (
-                    d2: float = float(times[-2] - times[-3])
+                    d1 < 1.
-                    med: float = np.median(np.diff(times))
+                    and d2 < 1.
-                    if (
+                    and med < 1.
-                        d1 < 1.
+                ):
-                        and d2 < 1.
+                    raise ValueError(
-                        and med < 1.
+                        f'Something is wrong with time period for {shm}:\n{times}'
-                    ):
+                    )
-                        raise ValueError(
+
-                            f'Something is wrong with time period for {shm}:\n{times}'
-                        )
                 period_s: float = float(max(d1, d2, med))
 
                 null_segs: tuple = tsp.get_null_segs(
@@ -441,9 +417,7 @@ def ldshm(
 
                 # TODO: call null-seg fixer somehow?
                 if null_segs:
-
+                    await tractor.pause()
-                    if tractor._state.is_debug_mode():
-                        await tractor.pause()
                 #     async with (
                 #         trio.open_nursery() as tn,
                 #         mod.open_history_client(
@@ -524,11 +498,8 @@ def ldshm(
                 if (
                     not venue_gaps.is_empty()
                     or (
-                        not step_gaps.is_empty()
+                        period_s < 60
-                        # XXX, i presume i put this bc i was guarding
+                        and not step_gaps.is_empty()
-                        # for ib venue gaps?
-                        # and
-                        # period_s < 60
                     )
                 ):
                     # write repaired ts to parquet-file?

piker/ui/_l1.py

@@ -237,8 +237,8 @@ class LevelLabel(YAxisLabel):
 class L1Label(LevelLabel):
 
     text_flags = (
-        QtCore.Qt.TextFlag.TextDontClip
+        QtCore.Qt.TextDontClip
-        | QtCore.Qt.AlignmentFlag.AlignLeft
+        | QtCore.Qt.AlignLeft
     )
 
     def set_label_str(