Add actor wide client ignore set, increase history retreival to 24 requests
Tyler Goodlet
parent
eca9b14cd6
commit
1416d4e6ac
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@ -34,6 +34,7 @@ import asyncio
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from pprint import pformat
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import inspect
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import logging
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import platform
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from random import randint
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import time
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@ -684,7 +685,8 @@ _try_ports = [
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# TODO: remove the randint stuff and use proper error checking in client
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# factor below..
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_client_ids = itertools.count(randint(1, 100))
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_client_cache = {}
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_client_cache: dict[tuple[str, int], Client] = {}
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_scan_ignore: set[tuple[str, int]] = set()
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def get_config() -> dict[str, Any]:
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@ -718,8 +720,7 @@ async def load_aio_clients(
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TODO: consider doing this with a ctx mngr eventually?
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'''
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global _accounts2clients
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global _client_cache
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global _accounts2clients, _client_cache, _scan_ignore
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conf = get_config()
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ib = None
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@ -750,12 +751,14 @@ async def load_aio_clients(
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)
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order = ports.pop('order', None)
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if order:
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log.warning(f'`ports.order` section in `brokers.toml` is deprecated')
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log.warning('`ports.order` section in `brokers.toml` is deprecated')
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accounts_def = config.load_accounts(['ib'])
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try_ports = list(ports.values())
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ports = try_ports if port is None else [port]
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we_connected = []
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connect_timeout = 0.5 if platform.system() != 'Windows' else 1
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combos = list(itertools.product(hosts, ports))
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# allocate new and/or reload disconnected but cached clients
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try:
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@ -767,72 +770,86 @@ async def load_aio_clients(
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# (re)load any and all clients that can be found
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# from connection details in ``brokers.toml``.
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combos = list(itertools.product(hosts, ports))
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for host, port in combos:
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client = _client_cache.get((host, port))
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sockaddr = (host, port)
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client = _client_cache.get(sockaddr)
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accounts_found: dict[str, Client] = {}
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if not client or not client.ib.isConnected():
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try:
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ib = NonShittyIB()
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# if this is a persistent brokerd, try to allocate
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# a new id for each client
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client_id = next(_client_ids)
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if (
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client and client.ib.isConnected() or
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sockaddr in _scan_ignore
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):
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continue
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log.info(f"Connecting to the EYEBEE on port {port}!")
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await ib.connectAsync(
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host,
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port,
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clientId=client_id,
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timeout=0.5,
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)
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try:
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ib = NonShittyIB()
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# create and cache client
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client = Client(ib)
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# if this is a persistent brokerd, try to allocate
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# a new id for each client
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client_id = next(_client_ids)
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# Pre-collect all accounts available for this
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# connection and map account names to this client
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# instance.
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pps = ib.positions()
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if pps:
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for pp in pps:
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accounts_found[
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accounts_def.inverse[pp.account]
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] = client
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await ib.connectAsync(
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host,
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port,
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clientId=client_id,
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# if there are no positions or accounts
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# without positions we should still register
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# them for this client
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for value in ib.accountValues():
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acct = value.account
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if acct not in accounts_found:
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accounts_found[
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accounts_def.inverse[acct]
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] = client
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# this timeout is sensative on windows and will
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# fail without a good "timeout error" so be
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# careful.
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timeout=connect_timeout,
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)
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log.info(
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f'Loaded accounts for client @ {host}:{port}\n'
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f'{pformat(accounts_found)}'
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)
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# create and cache client
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client = Client(ib)
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# update all actor-global caches
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log.info(f"Caching client for {(host, port)}")
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_client_cache[(host, port)] = client
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we_connected.append(client)
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_accounts2clients.update(accounts_found)
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# Pre-collect all accounts available for this
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# connection and map account names to this client
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# instance.
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pps = ib.positions()
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if pps:
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for pp in pps:
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accounts_found[
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accounts_def.inverse[pp.account]
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] = client
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except (
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ConnectionRefusedError,
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# if there are no positions or accounts
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# without positions we should still register
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# them for this client
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for value in ib.accountValues():
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acct = value.account
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if acct not in accounts_found:
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accounts_found[
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accounts_def.inverse[acct]
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] = client
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# TODO: if trying to scan for remote api clients
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# pretty sure we need to catch this, though it
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# definitely needs a shorter timeout since it hangs
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# for like 5s..
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asyncio.exceptions.TimeoutError,
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OSError,
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) as ce:
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_err = ce
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log.warning(f'Failed to connect on {port}')
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log.info(
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f'Loaded accounts for client @ {host}:{port}\n'
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f'{pformat(accounts_found)}'
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)
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# update all actor-global caches
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log.info(f"Caching client for {(host, port)}")
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_client_cache[(host, port)] = client
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we_connected.append(client)
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_accounts2clients.update(accounts_found)
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except (
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ConnectionRefusedError,
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# TODO: if trying to scan for remote api clients
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# pretty sure we need to catch this, though it
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# definitely needs a shorter timeout since it hangs
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# for like 5s..
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asyncio.exceptions.TimeoutError,
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OSError,
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) as ce:
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_err = ce
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log.warning(f'Failed to connect on {port}')
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# cache logic to avoid rescanning if we already have all
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# clients loaded.
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_scan_ignore.add(sockaddr)
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else:
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if not _client_cache:
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raise ConnectionError(
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@ -1082,10 +1099,16 @@ async def get_bars(
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async def backfill_bars(
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sym: str,
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shm: ShmArray, # type: ignore # noqa
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# count: int = 20, # NOTE: any more and we'll overrun underlying buffer
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count: int = 6, # NOTE: any more and we'll overrun the underlying buffer
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# TODO: we want to avoid overrunning the underlying shm array buffer
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# and we should probably calc the number of calls to make depending
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# on that until we have the `marketstore` daemon in place in which
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# case the shm size will be driven by user config and available sys
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# memory.
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count: int = 24,
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task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
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@ -1121,6 +1144,17 @@ async def backfill_bars(
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continue
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bars, bars_array, next_dt = out
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# volume cleaning since there's -ve entries,
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# wood luv to know what crookery that is..
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vlm = bars_array['volume']
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vlm[vlm < 0] = 0
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# TODO we should probably dig into forums to see what peeps
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# think this data "means" and then use it as an indicator of
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# sorts? dinkus has mentioned that $vlms for the day dont'
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# match other platforms nor the summary stat tws shows in
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# the monitor - it's probably worth investigating.
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shm.push(bars_array, prepend=True)
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i += 1
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