Drop old stream test, rename stock quote func
Tyler Goodlet
parent
c8cb5a2fdc
commit
2b1818ba33
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@ -6,7 +6,7 @@ import inspect
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from functools import partial
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import socket
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from types import ModuleType
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from typing import Coroutine, Callable
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from typing import Coroutine, Callable, List, Dict, Any
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import trio
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import tractor
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@ -19,14 +19,21 @@ log = get_logger('broker.core')
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async def api(brokermod: ModuleType, methname: str, **kwargs) -> dict:
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"""Make (proxy through) an api call by name and return its result.
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"""Make (proxy through) a broker API call by name and return its result.
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"""
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async with brokermod.get_client() as client:
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meth = getattr(client.api, methname, None)
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if meth is None:
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log.warning(
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"Couldn't find API method {methname} looking up on client")
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meth = getattr(client, methname, None)
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if meth is None:
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log.error(f"No api method `{methname}` could be found?")
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return
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elif not kwargs:
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if not kwargs:
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# verify kwargs requirements are met
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sig = inspect.signature(meth)
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if sig.parameters:
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@ -38,7 +45,10 @@ async def api(brokermod: ModuleType, methname: str, **kwargs) -> dict:
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return await meth(**kwargs)
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async def quote(brokermod: ModuleType, tickers: [str]) -> dict:
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async def stocks_quote(
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brokermod: ModuleType,
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tickers: List[str]
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) -> Dict[str, Dict[str, Any]]:
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"""Return quotes dict for ``tickers``.
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"""
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async with brokermod.get_client() as client:
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@ -74,7 +84,7 @@ async def wait_for_network(net_func: Callable, sleep: int = 1) -> dict:
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async def stream_quotes(
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brokermod: ModuleType,
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get_quotes: Coroutine,
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tickers2chans: {str: tractor.Channel},
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tickers2chans: Dict[str, tractor.Channel],
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rate: int = 5, # delay between quote requests
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diff_cached: bool = True, # only deliver "new" quotes to the queue
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cid: str = None,
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@ -82,8 +92,8 @@ async def stream_quotes(
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"""Stream quotes for a sequence of tickers at the given ``rate``
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per second.
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A broker-client ``quoter`` async context manager must be provided which
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returns an async quote function.
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A stock-broker client ``get_quotes()`` async context manager must be
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provided which returns an async quote retrieval function.
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"""
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broker_limit = getattr(brokermod, '_rate_limit', float('inf'))
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if broker_limit < rate:
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@ -133,7 +143,7 @@ async def stream_quotes(
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{'yield': {}, 'cid': cid}
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)['yield'][symbol] = quote
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# deliver to each subscriber
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# deliver to each subscriber (fan out)
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if chan_payloads:
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for chan, payload in chan_payloads.items():
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try:
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@ -147,6 +157,7 @@ async def stream_quotes(
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for chanset in tickers2chans.values():
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chanset.discard((chan, cid))
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# latency monitoring
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req_time = round(postquote_start - prequote_start, 3)
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proc_time = round(time.time() - postquote_start, 3)
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tot = req_time + proc_time
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@ -164,8 +175,7 @@ async def stream_quotes(
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async def get_cached_client(broker, tickers):
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"""Get the current actor's cached broker client if available or create a
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new one.
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"""Get or create the current actor's cached broker client.
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"""
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# check if a cached client is in the local actor's statespace
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clients = tractor.current_actor().statespace.setdefault('clients', {})
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@ -232,6 +242,8 @@ async def smoke_quote(get_quotes, tickers, broker):
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def modify_quote_stream(broker, tickers, chan=None, cid=None):
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"""Absolute symbol subscription list for each quote stream.
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Effectively a consumer subscription api.
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"""
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log.info(f"{chan} changed symbol subscription to {tickers}")
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ss = tractor.current_actor().statespace
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@ -261,7 +273,8 @@ async def start_quote_stream(
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chan: tractor.Channel = None,
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cid: str = None,
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) -> None:
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"""Handle per-broker quote stream subscriptions.
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"""Handle per-broker quote stream subscriptions using a "lazy" pub-sub
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pattern.
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Spawns new quoter tasks for each broker backend on-demand.
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Since most brokers seems to support batch quote requests we
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@ -286,7 +299,7 @@ async def start_quote_stream(
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log.info(f"Subscribing with existing `{broker}` daemon")
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tickers2chans = broker2tickersubs[broker]
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# do a smoke quote (not this mutates the input list and filters out bad
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# do a smoke quote (note this mutates the input list and filters out bad
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# symbols for now)
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payload = await smoke_quote(get_quotes, tickers, broker)
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# push initial smoke quote response for client initialization
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@ -296,11 +309,9 @@ async def start_quote_stream(
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modify_quote_stream(broker, tickers, chan=chan, cid=cid)
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try:
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if broker not in dtasks: # no quoter task yet
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# task should begin on the next checkpoint/iteration
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# with trio.open_cancel_scope(shield=True):
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if broker not in dtasks:
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# no quoter task yet so start a daemon task
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log.info(f"Spawning quoter task for {brokermod.name}")
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# await actor._root_nursery.start(partial(
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async with trio.open_nursery() as nursery:
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nursery.start_soon(partial(
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stream_quotes, brokermod, get_quotes, tickers2chans,
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@ -325,21 +336,3 @@ async def start_quote_stream(
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log.info(f"No more subscriptions for {broker}")
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broker2tickersubs.pop(broker, None)
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dtasks.discard(broker)
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async def _test_price_stream(broker, symbols, *, chan=None, cid=None):
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"""Test function for initial tractor draft.
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"""
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brokermod = get_brokermod(broker)
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client_cntxmng = brokermod.get_client()
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client = await client_cntxmng.__aenter__()
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get_quotes = await brokermod.quoter(client, symbols)
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log.info(f"Spawning quoter task for {brokermod.name}")
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assert chan
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tickers2chans = {}.fromkeys(symbols, {(chan, cid), })
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async with trio.open_nursery() as nursery:
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nursery.start_soon(
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partial(
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stream_quotes, brokermod, get_quotes, tickers2chans, cid=cid)
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)
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@ -90,7 +90,7 @@ def api(meth, kwargs, loglevel, broker, keys):
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help='Broker backend to use')
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@click.option('--loglevel', '-l', default='warning', help='Logging level')
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@click.option('--df-output', '-df', flag_value=True,
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help='Ouput in `pandas.DataFrame` format')
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help='Output in `pandas.DataFrame` format')
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@click.argument('tickers', nargs=-1, required=True)
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def quote(loglevel, broker, tickers, df_output):
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"""Retreive symbol quotes on the console in either json or dataframe
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@ -98,7 +98,7 @@ def quote(loglevel, broker, tickers, df_output):
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"""
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brokermod = get_brokermod(broker)
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get_console_log(loglevel)
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quotes = trio.run(partial(core.quote, brokermod, tickers))
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quotes = trio.run(partial(core.stocks_quote, brokermod, tickers))
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if not quotes:
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log.error(f"No quotes could be found for {tickers}?")
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return
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