Decode cached mkts and assets back to structs B)

As part of loading the cache we can now fill the asset sub-tables:
`.mktmaps` and `.assets` with their deserialized struct instances!
In theory this might be possible for the backend defined `Pair` structs
as well but we need to figure out probably an endpoint to offer
the conversion?

Also, add a `SymbologyCache.search()` which allows sync code to scan the
existing (known via cache) symbol set just like how async code can use the
(much slower) `open_symbol_search()` ctx endpoint 💥
account_tests
Tyler Goodlet 2023-07-07 13:47:24 -04:00
parent 309b91676d
commit 13f231b926
1 changed files with 83 additions and 12 deletions

View File

@ -29,9 +29,14 @@ from contextlib import (
contextmanager as cm, contextmanager as cm,
) )
from pathlib import Path from pathlib import Path
from typing import Any from pprint import pformat
from typing import (
Any,
TYPE_CHECKING,
)
from types import ModuleType from types import ModuleType
from fuzzywuzzy import process as fuzzy
import tomli_w # for fast symbol cache writing import tomli_w # for fast symbol cache writing
try: try:
import tomllib import tomllib
@ -43,10 +48,12 @@ from ..log import get_logger
from .. import config from .. import config
from ..brokers import open_cached_client from ..brokers import open_cached_client
from .types import Struct from .types import Struct
from ..accounting import (
Asset, if TYPE_CHECKING:
MktPair, from ..accounting import (
) Asset,
MktPair,
)
log = get_logger('data.cache') log = get_logger('data.cache')
@ -79,7 +86,6 @@ class SymbologyCache(Struct):
for key, attr in { for key, attr in {
'assets': self.assets, 'assets': self.assets,
'pairs': self.pairs, 'pairs': self.pairs,
# 'mktmaps': self.mktmaps,
}.items(): }.items():
if not attr: if not attr:
log.warning( log.warning(
@ -89,6 +95,11 @@ class SymbologyCache(Struct):
cachedict[key] = attr cachedict[key] = attr
# serialize mkts
mktmapsdict = cachedict['mktmaps'] = {}
for fqme, mkt in self.mktmaps.items():
mktmapsdict[fqme] = mkt.to_dict()
try: try:
with self.fp.open(mode='wb') as fp: with self.fp.open(mode='wb') as fp:
tomli_w.dump(cachedict, fp) tomli_w.dump(cachedict, fp)
@ -132,6 +143,24 @@ class SymbologyCache(Struct):
return self return self
def search(
self,
pattern: str,
) -> dict[str, Struct]:
matches = fuzzy.extractBests(
pattern,
self.mktmaps,
score_cutoff=50,
)
# repack in dict[fqme, MktPair] form
return {
item[0].fqme: item[0]
for item in matches
}
# actor-process-local in-mem-cache of symcaches (by backend). # actor-process-local in-mem-cache of symcaches (by backend).
_caches: dict[str, SymbologyCache] = {} _caches: dict[str, SymbologyCache] = {}
@ -200,18 +229,60 @@ def open_symcache(
f'> {cache.fp}' f'> {cache.fp}'
) )
import time import time
from ..accounting import (
Asset,
MktPair,
)
now = time.time() now = time.time()
with cachefile.open('rb') as existing_fp: with cachefile.open('rb') as existing_fp:
data: dict[str, dict] = tomllib.load(existing_fp) data: dict[str, dict] = tomllib.load(existing_fp)
log.runtime(f'SYMCACHE TOML LOAD TIME: {time.time() - now}') log.runtime(f'SYMCACHE TOML LOAD TIME: {time.time() - now}')
for key, table in data.items(): # load `dict` -> `Asset`
attr: dict[str, Any] = getattr(cache, key) assettable = data.pop('assets')
assert not attr for name, asdict in assettable.items():
# if attr != table: cache.assets[name] = Asset.from_msg(asdict)
# log.info(f'OUT-OF-SYNC symbology cache: {key}')
setattr(cache, key, table) # load `dict` -> `MktPair`
dne: list[str] = []
mkttable = data.pop('mktmaps')
for fqme, mktdict in mkttable.items():
# pull asset refs from (presumably) now previously
# loaded asset set above B)
src_k: str = mktdict.pop('src')
dst_k: str = mktdict.pop('dst')
src: Asset = cache.assets[src_k]
dst: Asset
if not (dst := cache.assets.get(dst_k)):
dne.append(dst_k)
continue
mkt = MktPair(
src=src,
dst=dst,
**mktdict,
)
assert mkt.fqme == fqme
cache.mktmaps[fqme] = mkt
log.warning(
f'These `MktPair.dst: Asset`s DNE says `{mod.name}` ?\n'
f'{pformat(dne)}'
)
# copy in backend specific pairs table directly without
# struct loading for now..
pairtable = data.pop('pairs')
cache.pairs = pairtable
# TODO: some kinda way to allow the backend
# to provide a struct-loader per entry?
# for key, pairtable in pairtable.items():
# pair: Struct = cache.mod.load_pair(pairtable)
# cache.pairs[key] = pair
# TODO: use a real profiling sys.. # TODO: use a real profiling sys..
# https://github.com/pikers/piker/issues/337 # https://github.com/pikers/piker/issues/337