piker/tests/test_feeds.py

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'''
Data feed layer APIs, performance, msg throttling.
'''
from pprint import pprint
import pytest
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import tractor
import trio
from piker import (
open_piker_runtime,
open_feed,
)
from piker.data import ShmArray
@pytest.mark.parametrize(
'fqsns',
[
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['btcusdt.binance', 'ethusdt.binance']
],
ids=lambda param: f'fqsns={param}',
)
def test_basic_rt_feed(
fqsns: list[str],
):
'''
Start a real-time data feed for provided fqsn and pull
a few quotes then simply shut down.
'''
async def main():
async with (
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open_piker_runtime(
'test_basic_rt_feed',
# XXX tractor BUG: this doesn't translate through to the
# ``tractor._state._runtimevars``...
registry_addr=('127.0.0.1', 6666),
debug_mode=True,
),
open_feed(
fqsns,
loglevel='info',
# TODO: ensure throttle rate is applied
# limit to at least display's FPS
# avoiding needless Qt-in-guest-mode context switches
# tick_throttle=_quote_throttle_rate,
) as feed
):
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# verify shm buffers exist
for fqin in fqsns:
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flume = feed.flumes[fqin]
ohlcv: ShmArray = flume.rt_shm
hist_ohlcv: ShmArray = flume.hist_shm
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quote_count: int = 0
stream = feed.streams['binance']
async for quotes in stream:
for fqsn, quote in quotes.items():
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# await tractor.breakpoint()
flume = feed.flumes[fqsn]
ohlcv: ShmArray = flume.rt_shm
hist_ohlcv: ShmArray = flume.hist_shm
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# print quote msg, rt and history
# buffer values on console.
rt_row = ohlcv.array[-1]
hist_row = hist_ohlcv.array[-1]
# last = quote['last']
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# assert last == rt_row['close']
# assert last == hist_row['close']
pprint(
f'{fqsn}: {quote}\n'
f'rt_ohlc: {rt_row}\n'
f'hist_ohlc: {hist_row}\n'
)
quote_count += 1
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if quote_count >= 100:
break
trio.run(main)