pikers
/
piker
3
0
Fork 0
Code Issues 5 Pull Requests 7 Packages Projects Releases Wiki Activity

Factor out QT quoting specifics into the backend

kivy_mainline_and_py3.8
Tyler Goodlet 2018-03-20 15:39:49 -04:00
parent 42e9296b36
commit 04fa3c7ca4
2 changed files with 60 additions and 46 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

83
piker/brokers/core.py
View File

@ -4,6 +4,7 @@ Core broker-daemon tasks and API.
import time
import inspect
from types import ModuleType
from typing import AsyncContextManager
import trio
@ -41,6 +42,7 @@ async def quote(brokermod: ModuleType, tickers: [str]) -> dict:
async def poll_tickers(
client: 'Client',
quoter: AsyncContextManager,
tickers: [str],
q: trio.Queue,
rate: int = 3, # delay between quote requests
@ -49,56 +51,45 @@ async def poll_tickers(
"""Stream quotes for a sequence of tickers at the given ``rate``
per second.
"""
t2ids = await client.tickers2ids(tickers)
ids = ','.join(map(str, t2ids.values()))
sleeptime = round(1. / rate, 3)
_cache = {}
while True: # use an event here to trigger exit?
prequote_start = time.time()
try:
quotes_resp = await client.api.quotes(ids=ids)
except QuestradeError as qterr:
if "Access token is invalid" in str(qterr.args[0]):
# out-of-process piker may have renewed already
client._reload_config()
quotes_resp = await client.api.quotes(ids=ids)
else:
raise
async with quoter(client, tickers) as get_quotes:
while True: # use an event here to trigger exit?
prequote_start = time.time()
quotes = await get_quotes(tickers)
postquote_start = time.time()
payload = []
for quote in quotes:
postquote_start = time.time()
quotes = quotes_resp['quotes']
payload = []
for quote in quotes:
if quote['delay'] > 0:
log.warning(f"Delayed quote:\n{quote}")
if quote['delay'] > 0:
log.warning(f"Delayed quote:\n{quote}")
if diff_cached:
# if cache is enabled then only deliver "new" changes
symbol = quote['symbol']
last = _cache.setdefault(symbol, {})
new = set(quote.items()) - set(last.items())
if new:
log.info(
f"New quote {quote['symbol']}:\n{new}")
_cache[symbol] = quote
if diff_cached:
# if cache is enabled then only deliver "new" changes
symbol = quote['symbol']
last = _cache.setdefault(symbol, {})
new = set(quote.items()) - set(last.items())
if new:
log.info(
f"New quote {quote['symbol']}:\n{new}")
_cache[symbol] = quote
payload.append(quote)
else:
payload.append(quote)
if payload:
q.put_nowait(payload)
req_time = round(postquote_start - prequote_start, 3)
proc_time = round(time.time() - postquote_start, 3)
tot = req_time + proc_time
log.debug(f"Request + processing took {req_time + proc_time}")
delay = sleeptime - (req_time + proc_time)
if delay <= 0:
log.warn(
f"Took {req_time} (request) + {proc_time} (processing) = {tot}"
f" secs (> {sleeptime}) for processing quotes?")
else:
payload.append(quote)
if payload:
q.put_nowait(payload)
req_time = round(postquote_start - prequote_start, 3)
proc_time = round(time.time() - postquote_start, 3)
tot = req_time + proc_time
log.debug(f"Request + processing took {req_time + proc_time}")
delay = sleeptime - (req_time + proc_time)
if delay <= 0:
log.warn(
f"Took {req_time} (request) + {proc_time} (processing) = {tot}"
f" secs (> {sleeptime}) for processing quotes?")
else:
log.debug(f"Sleeping for {delay}")
await trio.sleep(delay)
log.debug(f"Sleeping for {delay}")
await trio.sleep(delay)

23
piker/brokers/questrade.py
View File

@ -271,3 +271,26 @@ async def get_client() -> Client:
yield client
finally:
write_conf(client)
@asynccontextmanager
async def quoter(client: Client, tickers: [str]):
t2ids = await client.tickers2ids(tickers)
ids = ','.join(map(str, t2ids.values()))
async def get_quote(tickers):
"""Query for quotes using cached symbol ids.
"""
try:
quotes_resp = await client.api.quotes(ids=ids)
except QuestradeError as qterr:
if "Access token is invalid" in str(qterr.args[0]):
# out-of-process piker may have renewed already
client._reload_config()
quotes_resp = await client.api.quotes(ids=ids)
else:
raise
return quotes_resp['quotes']
yield get_quote