Add actor wide client ignore set, increase history retreival to 24 requests

piker/brokers/ib.py

@@ -34,6 +34,7 @@ import asyncio
 from pprint import pformat
 import inspect
 import logging
+import platform
 from random import randint
 import time
 
@@ -684,7 +685,8 @@ _try_ports = [
 # TODO: remove the randint stuff and use proper error checking in client
 # factor below..
 _client_ids = itertools.count(randint(1, 100))
-_client_cache = {}
+_client_cache: dict[tuple[str, int], Client] = {}
+_scan_ignore: set[tuple[str, int]] = set()
 
 
 def get_config() -> dict[str, Any]:
@@ -718,8 +720,7 @@ async def load_aio_clients(
 
     TODO: consider doing this with a ctx mngr eventually?
     '''
-    global _accounts2clients
+    global _accounts2clients, _client_cache, _scan_ignore
-    global _client_cache
 
     conf = get_config()
     ib = None
@@ -750,12 +751,14 @@ async def load_aio_clients(
     )
     order = ports.pop('order', None)
     if order:
-        log.warning(f'`ports.order` section in `brokers.toml` is deprecated')
+        log.warning('`ports.order` section in `brokers.toml` is deprecated')
 
     accounts_def = config.load_accounts(['ib'])
     try_ports = list(ports.values())
     ports = try_ports if port is None else [port]
     we_connected = []
+    connect_timeout = 0.5 if platform.system() != 'Windows' else 1
+    combos = list(itertools.product(hosts, ports))
 
     # allocate new and/or reload disconnected but cached clients
     try:
@@ -767,11 +770,18 @@ async def load_aio_clients(
 
         # (re)load any and all clients that can be found
         # from connection details in ``brokers.toml``.
-        combos = list(itertools.product(hosts, ports))
         for host, port in combos:
-            client = _client_cache.get((host, port))
+
+            sockaddr = (host, port)
+            client = _client_cache.get(sockaddr)
             accounts_found: dict[str, Client] = {}
-            if not client or not client.ib.isConnected():
+
+            if (
+                client and client.ib.isConnected() or
+                sockaddr in _scan_ignore
+            ):
+                continue
+
             try:
                 ib = NonShittyIB()
 
@@ -779,12 +789,15 @@ async def load_aio_clients(
                 # a new id for each client
                 client_id = next(_client_ids)
 
-                    log.info(f"Connecting to the EYEBEE on port {port}!")
                 await ib.connectAsync(
                     host,
                     port,
                     clientId=client_id,
-                        timeout=0.5,
+
+                    # this timeout is sensative on windows and will
+                    # fail without a good "timeout error" so be
+                    # careful.
+                    timeout=connect_timeout,
                 )
 
                 # create and cache client
@@ -833,6 +846,10 @@ async def load_aio_clients(
             ) as ce:
                 _err = ce
                 log.warning(f'Failed to connect on {port}')
+
+                # cache logic to avoid rescanning if we already have all
+                # clients loaded.
+                _scan_ignore.add(sockaddr)
         else:
             if not _client_cache:
                 raise ConnectionError(
@@ -1082,10 +1099,16 @@ async def get_bars(
 
 
 async def backfill_bars(
+
     sym: str,
     shm: ShmArray,  # type: ignore # noqa
-    # count: int = 20,  # NOTE: any more and we'll overrun underlying buffer
+
-    count: int = 6,  # NOTE: any more and we'll overrun the underlying buffer
+    # TODO: we want to avoid overrunning the underlying shm array buffer
+    # and we should probably calc the number of calls to make depending
+    # on that until we have the `marketstore` daemon in place in which
+    # case the shm size will be driven by user config and available sys
+    # memory.
+    count: int = 24,
 
     task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
 
@@ -1121,6 +1144,17 @@ async def backfill_bars(
                 continue
 
             bars, bars_array, next_dt = out
+
+            # volume cleaning since there's -ve entries,
+            # wood luv to know what crookery that is..
+            vlm = bars_array['volume']
+            vlm[vlm < 0] = 0
+            # TODO we should probably dig into forums to see what peeps
+            # think this data "means" and then use it as an indicator of
+            # sorts? dinkus has mentioned that $vlms for the day dont'
+            # match other platforms nor the summary stat tws shows in
+            # the monitor - it's probably worth investigating.
+
             shm.push(bars_array, prepend=True)
             i += 1