First draft aggregate feedz support
Orient shm-flow-arrays around the new idea of a `Flume` which provides access, mgmt and basic measure of real-time data flow sets (see water flow management semantics). - We discard the previous idea of a "init message" which contained all the shm attachment info and instead send a startup message full of `Flume.to_msg()`s which are symmetrically loaded on the caller actor side. - Create data-flows "entries" for every passed in fqsn such that the consumer gets back streams and shm for each, now all wrapped in `Flume` types. For now we allocate `brokermod.stream_quotes()` tasks 1-to-1 for each fqsn (instead of expecting each backend to do multi-plexing, though we might want that eventually) as well a `_FeedsBus._subscriber` entry for each. The pause/resume management loop is adjusted to match. Previously `Feed`s were allocated 1-to-1 with each fqsn. - Make `Feed` a `Struct` subtype instead of a `@dataclass` and move all flow specific attrs to the new `Flume`: - move `.index_stream()`, `.get_ds_info()` to `Flume`. - drop `.receive()`: each fqsn entry will now require knowledge of separate streams by feed users. - add multi-fqsn tables: `.flumes`, `.streams` which point to the appropriate per-symbol entries. - Async load all `Flume`s from all contexts and all quote streams using `tractor.trionics.gather_contexts()` on the client `open_feed()` side. - Update feeds test to include streaming 2 symbols on the same (binance) backend.agg_feedz
parent
5bf3cb8e4b
commit
18dc8b08e4
1182
piker/data/feed.py
1182
piker/data/feed.py
File diff suppressed because it is too large
Load Diff
|
@ -5,6 +5,7 @@ Data feed layer APIs, performance, msg throttling.
|
||||||
from pprint import pprint
|
from pprint import pprint
|
||||||
|
|
||||||
import pytest
|
import pytest
|
||||||
|
import tractor
|
||||||
import trio
|
import trio
|
||||||
from piker import (
|
from piker import (
|
||||||
open_piker_runtime,
|
open_piker_runtime,
|
||||||
|
@ -16,7 +17,7 @@ from piker.data import ShmArray
|
||||||
@pytest.mark.parametrize(
|
@pytest.mark.parametrize(
|
||||||
'fqsns',
|
'fqsns',
|
||||||
[
|
[
|
||||||
['btcusdt.binance']
|
['btcusdt.binance', 'ethusdt.binance']
|
||||||
],
|
],
|
||||||
ids=lambda param: f'fqsns={param}',
|
ids=lambda param: f'fqsns={param}',
|
||||||
)
|
)
|
||||||
|
@ -30,7 +31,13 @@ def test_basic_rt_feed(
|
||||||
'''
|
'''
|
||||||
async def main():
|
async def main():
|
||||||
async with (
|
async with (
|
||||||
open_piker_runtime('test_basic_rt_feed'),
|
open_piker_runtime(
|
||||||
|
'test_basic_rt_feed',
|
||||||
|
# XXX tractor BUG: this doesn't translate through to the
|
||||||
|
# ``tractor._state._runtimevars``...
|
||||||
|
registry_addr=('127.0.0.1', 6666),
|
||||||
|
debug_mode=True,
|
||||||
|
),
|
||||||
open_feed(
|
open_feed(
|
||||||
fqsns,
|
fqsns,
|
||||||
loglevel='info',
|
loglevel='info',
|
||||||
|
@ -42,24 +49,38 @@ def test_basic_rt_feed(
|
||||||
|
|
||||||
) as feed
|
) as feed
|
||||||
):
|
):
|
||||||
|
# verify shm buffers exist
|
||||||
for fqin in fqsns:
|
for fqin in fqsns:
|
||||||
assert feed.symbols[fqin]
|
flume = feed.flumes[fqin]
|
||||||
|
ohlcv: ShmArray = flume.rt_shm
|
||||||
|
hist_ohlcv: ShmArray = flume.hist_shm
|
||||||
|
|
||||||
ohlcv: ShmArray = feed.rt_shm
|
quote_count: int = 0
|
||||||
hist_ohlcv: ShmArray = feed.hist_shm
|
stream = feed.streams['binance']
|
||||||
|
async for quotes in stream:
|
||||||
|
for fqsn, quote in quotes.items():
|
||||||
|
|
||||||
count: int = 0
|
# await tractor.breakpoint()
|
||||||
async for quotes in feed.stream:
|
flume = feed.flumes[fqsn]
|
||||||
|
ohlcv: ShmArray = flume.rt_shm
|
||||||
|
hist_ohlcv: ShmArray = flume.hist_shm
|
||||||
|
|
||||||
# print quote msg, rt and history
|
# print quote msg, rt and history
|
||||||
# buffer values on console.
|
# buffer values on console.
|
||||||
pprint(quotes)
|
rt_row = ohlcv.array[-1]
|
||||||
pprint(ohlcv.array[-1])
|
hist_row = hist_ohlcv.array[-1]
|
||||||
pprint(hist_ohlcv.array[-1])
|
# last = quote['last']
|
||||||
|
|
||||||
if count >= 100:
|
# assert last == rt_row['close']
|
||||||
|
# assert last == hist_row['close']
|
||||||
|
pprint(
|
||||||
|
f'{fqsn}: {quote}\n'
|
||||||
|
f'rt_ohlc: {rt_row}\n'
|
||||||
|
f'hist_ohlc: {hist_row}\n'
|
||||||
|
)
|
||||||
|
quote_count += 1
|
||||||
|
|
||||||
|
if quote_count >= 100:
|
||||||
break
|
break
|
||||||
|
|
||||||
count += 1
|
|
||||||
|
|
||||||
trio.run(main)
|
trio.run(main)
|
||||||
|
|
Loading…
Reference in New Issue