Support multiple client dialogues active on one brokerd trades dialogue
Tyler Goodlet
parent
d6d7c24320
commit
1edccf37d9
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@ -282,6 +282,7 @@ class _Router(BaseModel):
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books: dict[str, _DarkBook] = {}
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# order id to client stream map
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clients: set[tractor.MsgStream] = set()
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dialogues: dict[str, list[tractor.MsgStream]] = {}
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# brokername to trades-dialogues streams with ``brokerd`` actors
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@ -425,8 +426,6 @@ async def open_brokerd_trades_dialogue(
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# normalizing them to EMS messages and relaying back to
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# the piker order client set.
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# with brokerd_trades_stream.shield():
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relay = TradesRelay(
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brokerd_dialogue=brokerd_trades_stream,
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positions=positions,
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@ -450,12 +449,8 @@ async def open_brokerd_trades_dialogue(
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# the ``brokerd`` task either dies or is cancelled
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finally:
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# context must have been closed
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# parent context must have been closed
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# remove from cache so next client will respawn if needed
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# print('BROKERD DIALOGUE KILLED!!?!?!')
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# with trio.CancelScope(shield=True):
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# await tractor.breakpoint()
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# raise
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_router.relays.pop(broker)
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@ -521,13 +516,12 @@ async def translate_and_relay_brokerd_events(
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pos_msg = BrokerdPosition(**brokerd_msg).dict()
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# keep up to date locally in ``emsd``
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relay.positions.update(pos_msg)
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relay.positions.setdefault(pos_msg['symbol'], {}).update(pos_msg)
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# relay through position msgs immediately by
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# broadcasting updates on all client streams
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for oid, ems_client_order_stream in router.dialogues.items():
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await ems_client_order_stream.send(pos_msg)
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for client_stream in router.clients:
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await client_stream.send(pos_msg)
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continue
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@ -682,16 +676,20 @@ async def translate_and_relay_brokerd_events(
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# Create and relay response status message
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# to requesting EMS client
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ems_client_order_stream = router.dialogues[oid]
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await ems_client_order_stream.send(
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Status(
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oid=oid,
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resp=resp,
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time_ns=time.time_ns(),
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broker_reqid=reqid,
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brokerd_msg=broker_details,
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).dict()
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)
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try:
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ems_client_order_stream = router.dialogues[oid]
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await ems_client_order_stream.send(
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Status(
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oid=oid,
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resp=resp,
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time_ns=time.time_ns(),
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broker_reqid=reqid,
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brokerd_msg=broker_details,
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).dict()
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)
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except KeyError:
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log.error(
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f'Received `brokerd` msg for unknown client with oid: {oid}')
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# TODO: do we want this to keep things cleaned up?
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# it might require a special status from brokerd to affirm the
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@ -712,6 +710,8 @@ async def process_client_order_cmds(
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) -> None:
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client_dialogues = router.dialogues
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# cmd: dict
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async for cmd in client_order_stream:
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@ -720,14 +720,16 @@ async def process_client_order_cmds(
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action = cmd['action']
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oid = cmd['oid']
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# TODO: make ``tractor.MsgStream`` a frozen type again such that it
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# can be stored in sets like the old context was.
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# wait, maybe this **is** already working thanks to our parent
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# `trio` type?
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# register this stream as an active dialogue for this order id
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# such that translated message from the brokerd backend can be
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# routed (relayed) to **just** that client stream (and in theory
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# others who are registered for such order affiliated msgs).
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# TODO: make ``tractor.MsgStream`` a frozen type again such that it
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# can be stored in sets like the old context was.
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router.dialogues[oid] = client_order_stream
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client_dialogues[oid] = client_order_stream
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reqid = dark_book._ems2brokerd_ids.inverse.get(oid)
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live_entry = dark_book._ems_entries.get(oid)
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@ -1000,7 +1002,7 @@ async def _emsd_main(
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trio.open_nursery() as n,
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):
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brokerd_stream = relay.brokerd_dialogue #.clone()
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brokerd_stream = relay.brokerd_dialogue # .clone()
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# signal to client that we're started
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# TODO: we could eventually send back **all** brokerd
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@ -1027,6 +1029,8 @@ async def _emsd_main(
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# start inbound (from attached client) order request processing
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try:
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_router.clients.add(ems_client_order_stream)
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await process_client_order_cmds(
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ems_client_order_stream,
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@ -1039,12 +1043,26 @@ async def _emsd_main(
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dark_book,
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_router,
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)
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finally:
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pass
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# for oid, client_stream in _router.dialogs.copy().items():
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# if client_stream is ems_client_order_stream:
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# # TODO: we need a placeholder for sending
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# # the updates to an alert system inside
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# # ``emsd`` ??
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# print(f'popping order for stream {oid}')
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# _router.dialogs.pop(oid)
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# remove client from "registry"
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_router.clients.remove(ems_client_order_stream)
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dialogues = _router.dialogues
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for oid, client_stream in dialogues.items():
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if client_stream == ems_client_order_stream:
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log.warning(
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f'client dialogue is being abandoned:\n'
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f'{oid} ->\n{client_stream._ctx.chan.uid}'
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)
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dialogues.pop(oid)
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# TODO: for order dialogues left "alive" in
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# the ems this is where we should allow some
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# system to take over management. Likely we
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# want to allow the user to choose what kind
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# of policy to use (eg. cancel all orders
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# from client, run some algo, etc.).
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