Factor subscription broadcasting into a func
parent
4a383795bf
commit
16f2f6ff94
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@ -22,7 +22,7 @@ financial data flows.
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from __future__ import annotations
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from __future__ import annotations
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from collections import Counter
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from collections import Counter
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import time
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import time
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from typing import TYPE_CHECKING
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from typing import TYPE_CHECKING, Optional
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import tractor
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import tractor
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import trio
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import trio
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@ -90,6 +90,7 @@ async def increment_ohlc_buffer(
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total_s = 0 # total seconds counted
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total_s = 0 # total seconds counted
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lowest = min(sampler.ohlcv_shms.keys())
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lowest = min(sampler.ohlcv_shms.keys())
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lowest_shm = sampler.ohlcv_shms[lowest][0]
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ad = lowest - 0.001
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ad = lowest - 0.001
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with trio.CancelScope() as cs:
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with trio.CancelScope() as cs:
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@ -133,10 +134,22 @@ async def increment_ohlc_buffer(
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# write to the buffer
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# write to the buffer
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shm.push(last)
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shm.push(last)
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await broadcast(delay_s, shm=lowest_shm)
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async def broadcast(
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delay_s: int,
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shm: Optional[ShmArray] = None,
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) -> None:
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# broadcast the buffer index step to any subscribers for
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# broadcast the buffer index step to any subscribers for
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# a given sample period.
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# a given sample period.
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subs = sampler.subscribers.get(delay_s, ())
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subs = sampler.subscribers.get(delay_s, ())
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if shm is None:
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lowest = min(sampler.ohlcv_shms.keys())
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shm = sampler.ohlcv_shms[lowest][0]
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for stream in subs:
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for stream in subs:
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try:
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try:
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await stream.send({'index': shm._last.value})
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await stream.send({'index': shm._last.value})
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