Task lock bus loading, always close feed stream on disconnect
Tyler Goodlet
parent
8069bbe105
commit
100e27ac12
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@ -96,6 +96,7 @@ class _FeedsBus(BaseModel):
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nursery: trio.Nursery
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feeds: Dict[str, trio.CancelScope] = {}
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subscribers: Dict[str, List[tractor.Context]] = {}
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task_lock: trio.StrictFIFOLock = trio.StrictFIFOLock()
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class Config:
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arbitrary_types_allowed = True
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@ -115,7 +116,7 @@ def get_feed_bus(
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) -> _FeedsBus:
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"""
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Retreive broker-daemon-local data feeds bus from process global
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scope.
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scope. Serialize task access to lock.
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"""
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@ -152,6 +153,7 @@ async def _setup_persistent_brokerd(brokername: str) -> None:
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# parent actor decides to tear it down
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await trio.sleep_forever()
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finally:
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# TODO: this needs to be shielded?
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await bus.cancel_all()
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@ -187,7 +189,7 @@ async def allocate_persistent_feed(
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# if not opened:
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# raise RuntimeError("Persistent shm for sym was already open?!")
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send, quote_stream = trio.open_memory_channel(2**8)
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send, quote_stream = trio.open_memory_channel(10)
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feed_is_live = trio.Event()
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# establish broker backend quote stream
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@ -204,119 +206,120 @@ async def allocate_persistent_feed(
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)
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init_msg[symbol]['shm_token'] = shm.token
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cs = trio.CancelScope()
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cs = bus.nursery.cancel_scope
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# TODO: make this into a composed type which also
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# contains the backfiller cs for individual super-based
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# resspawns when needed.
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bus.feeds[symbol] = (cs, init_msg, first_quote)
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with cs:
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if opened:
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if opened:
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# start history backfill task ``backfill_bars()`` is
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# a required backend func this must block until shm is
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# filled with first set of ohlc bars
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await bus.nursery.start(mod.backfill_bars, symbol, shm)
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# start history backfill task ``backfill_bars()`` is
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# a required backend func this must block until shm is
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# filled with first set of ohlc bars
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await bus.nursery.start(mod.backfill_bars, symbol, shm)
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times = shm.array['time']
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delay_s = times[-1] - times[times != times[-1]][-1]
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times = shm.array['time']
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delay_s = times[-1] - times[times != times[-1]][-1]
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# pass OHLC sample rate in seconds
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init_msg[symbol]['sample_rate'] = delay_s
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# pass OHLC sample rate in seconds
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init_msg[symbol]['sample_rate'] = delay_s
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# yield back control to starting nursery
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task_status.started((init_msg, first_quote))
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# yield back control to starting nursery
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task_status.started((init_msg, first_quote))
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await feed_is_live.wait()
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await feed_is_live.wait()
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# # tell incrementer task it can start
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# shm_incrementing(shm.token['shm_name']).set()
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if opened:
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_shms.setdefault(delay_s, []).append(shm)
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# start shm incrementingn for OHLC sampling
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# subscribe_ohlc_for_increment(shm, delay_s)
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# start shm incrementing for OHLC sampling
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if _incrementers.get(delay_s) is None:
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cs = await bus.nursery.start(increment_ohlc_buffer, delay_s)
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if opened:
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_shms.setdefault(delay_s, []).append(shm)
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sum_tick_vlm: bool = init_msg.get(
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'shm_write_opts', {}
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).get('sum_tick_vlm', True)
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if _incrementers.get(delay_s) is None:
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cs = await bus.nursery.start(increment_ohlc_buffer, delay_s)
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log.info("Started shared mem bar writer")
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sum_tick_vlm: bool = init_msg.get(
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'shm_write_opts', {}
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).get('sum_tick_vlm', True)
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# iterate stream delivered by broker
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async for quotes in quote_stream:
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for sym, quote in quotes.items():
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# begin shm write loop and broadcast to subscribers
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async with quote_stream:
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# TODO: in theory you can send the IPC msg *before*
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# writing to the sharedmem array to decrease latency,
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# however, that will require `tractor.msg.pub` support
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# here or at least some way to prevent task switching
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# at the yield such that the array write isn't delayed
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# while another consumer is serviced..
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log.info("Started shared mem bar writer")
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# start writing the shm buffer with appropriate
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# trade data
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for tick in quote['ticks']:
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# iterate stream delivered by broker
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async for quotes in quote_stream:
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for sym, quote in quotes.items():
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# if tick['type'] in ('utrade',):
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# print(tick)
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# TODO: in theory you can send the IPC msg *before*
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# writing to the sharedmem array to decrease latency,
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# however, that will require `tractor.msg.pub` support
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# here or at least some way to prevent task switching
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# at the yield such that the array write isn't delayed
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# while another consumer is serviced..
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# write trade events to shm last OHLC sample
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if tick['type'] in ('trade', 'utrade'):
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# start writing the shm buffer with appropriate trade data
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for tick in quote['ticks']:
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last = tick['price']
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# if tick['type'] in ('utrade',):
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# print(tick)
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# update last entry
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# benchmarked in the 4-5 us range
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o, high, low, v = shm.array[-1][
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['open', 'high', 'low', 'volume']
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]
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# write trade events to shm last OHLC sample
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if tick['type'] in ('trade', 'utrade'):
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new_v = tick.get('size', 0)
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last = tick['price']
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if v == 0 and new_v:
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# no trades for this bar yet so the open
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# is also the close/last trade price
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o = last
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# update last entry
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# benchmarked in the 4-5 us range
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o, high, low, v = shm.array[-1][
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['open', 'high', 'low', 'volume']
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]
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if sum_tick_vlm:
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volume = v + new_v
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else:
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# presume backend takes care of summing
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# it's own vlm
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volume = quote['volume']
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new_v = tick.get('size', 0)
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shm.array[[
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'open',
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'high',
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'low',
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'close',
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'bar_wap', # can be optionally provided
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'volume',
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]][-1] = (
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o,
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max(high, last),
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min(low, last),
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last,
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quote.get('bar_wap', 0),
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volume,
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)
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if v == 0 and new_v:
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# no trades for this bar yet so the open
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# is also the close/last trade price
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o = last
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if sum_tick_vlm:
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volume = v + new_v
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else:
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# presume backend takes care of summing
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# it's own vlm
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volume = quote['volume']
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shm.array[[
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'open',
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'high',
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'low',
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'close',
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'bar_wap', # can be optionally provided
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'volume',
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]][-1] = (
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o,
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max(high, last),
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min(low, last),
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last,
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quote.get('bar_wap', 0),
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volume,
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)
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for ctx in bus.subscribers[sym]:
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try:
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await ctx.send_yield({sym: quote})
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except (
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trio.BrokenResourceError,
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trio.ClosedResourceError
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):
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log.error(f'{ctx.chan.uid} dropped connection')
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# XXX: we need to be very cautious here that no
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# context-channel is left lingering which doesn't have
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# a far end receiver actor-task. In such a case you can
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# end up triggering backpressure which which will
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# eventually block this producer end of the feed and
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# thus other consumers still attached.
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subs = bus.subscribers[sym]
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for ctx in subs:
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# print(f'sub is {ctx.chan.uid}')
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try:
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await ctx.send_yield({sym: quote})
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except (
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trio.BrokenResourceError,
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trio.ClosedResourceError
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):
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subs.remove(ctx)
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log.error(f'{ctx.chan.uid} dropped connection')
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@tractor.stream
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@ -327,6 +330,7 @@ async def attach_feed_bus(
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loglevel: str,
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):
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# try:
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if loglevel is None:
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loglevel = tractor.current_actor().loglevel
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@ -337,35 +341,42 @@ async def attach_feed_bus(
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assert 'brokerd' in tractor.current_actor().name
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bus = get_feed_bus(brokername)
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task_cs = bus.feeds.get(symbol)
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bus.subscribers.setdefault(symbol, []).append(ctx)
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# if no cached feed for this symbol has been created for this
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# brokerd yet, start persistent stream and shm writer task in
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# service nursery
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if task_cs is None:
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init_msg, first_quote = await bus.nursery.start(
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partial(
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allocate_persistent_feed,
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ctx=ctx,
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bus=bus,
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brokername=brokername,
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symbol=symbol,
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loglevel=loglevel,
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async with bus.task_lock:
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task_cs = bus.feeds.get(symbol)
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sub_only: bool = False
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# if no cached feed for this symbol has been created for this
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# brokerd yet, start persistent stream and shm writer task in
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# service nursery
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if task_cs is None:
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init_msg, first_quote = await bus.nursery.start(
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partial(
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allocate_persistent_feed,
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ctx=ctx,
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bus=bus,
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brokername=brokername,
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symbol=symbol,
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loglevel=loglevel,
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)
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)
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)
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bus.subscribers.setdefault(symbol, []).append(ctx)
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else:
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sub_only = True
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# XXX: ``first_quote`` may be outdated here if this is secondary subscriber
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# XXX: ``first_quote`` may be outdated here if this is secondary
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# subscriber
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cs, init_msg, first_quote = bus.feeds[symbol]
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# send this even to subscribers to existing feed?
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await ctx.send_yield(init_msg)
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await ctx.send_yield(first_quote)
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try:
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# just block while the stream pumps
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await trio.sleep_forever()
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if sub_only:
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bus.subscribers[symbol].append(ctx)
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try:
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await trio.sleep_forever()
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finally:
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bus.subscribers[symbol].remove(ctx)
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@ -484,11 +495,10 @@ async def open_feed(
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# https://github.com/goodboy/tractor/issues/53
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init_msg = await stream.receive()
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# we can only read from shm
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shm = attach_shm_array(
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token=init_msg[sym]['shm_token'],
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# we are the buffer writer
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readonly=False,
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readonly=True,
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)
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feed = Feed(
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@ -522,4 +532,10 @@ async def open_feed(
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feed._max_sample_rate = max(ohlc_sample_rates)
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yield feed
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try:
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yield feed
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finally:
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# always cancel the far end producer task
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with trio.CancelScope(shield=True):
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await stream.aclose()
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