Only drop throttle feeds if channel disconnects?
parent
fc24f5efd1
commit
363ba8f9ae
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@ -22,7 +22,7 @@ financial data flows.
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from __future__ import annotations
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from collections import Counter
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import time
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from typing import TYPE_CHECKING, Optional
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from typing import TYPE_CHECKING, Optional, Union
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import tractor
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import trio
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@ -32,6 +32,7 @@ from ..log import get_logger
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if TYPE_CHECKING:
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from ._sharedmem import ShmArray
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from .feed import _FeedsBus
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log = get_logger(__name__)
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@ -219,7 +220,7 @@ async def iter_ohlc_periods(
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async def sample_and_broadcast(
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bus: '_FeedsBus', # noqa
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bus: _FeedsBus, # noqa
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shm: ShmArray,
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quote_stream: trio.abc.ReceiveChannel,
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brokername: str,
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@ -298,7 +299,13 @@ async def sample_and_broadcast(
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# end up triggering backpressure which which will
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# eventually block this producer end of the feed and
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# thus other consumers still attached.
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subs = bus._subscribers[broker_symbol.lower()]
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subs: list[
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tuple[
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Union[tractor.MsgStream, trio.MemorySendChannel],
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tractor.Context,
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Optional[float], # tick throttle in Hz
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]
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] = bus._subscribers[broker_symbol.lower()]
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# NOTE: by default the broker backend doesn't append
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# it's own "name" into the fqsn schema (but maybe it
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@ -307,7 +314,7 @@ async def sample_and_broadcast(
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bsym = f'{broker_symbol}.{brokername}'
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lags: int = 0
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for (stream, tick_throttle) in subs:
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for (stream, ctx, tick_throttle) in subs:
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try:
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with trio.move_on_after(0.2) as cs:
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@ -319,11 +326,11 @@ async def sample_and_broadcast(
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(bsym, quote)
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)
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except trio.WouldBlock:
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ctx = getattr(stream, '_ctx', None)
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chan = ctx.chan
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if ctx:
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log.warning(
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f'Feed overrun {bus.brokername} ->'
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f'{ctx.channel.uid} !!!'
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f'{chan.uid} !!!'
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)
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else:
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key = id(stream)
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@ -333,11 +340,26 @@ async def sample_and_broadcast(
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f'feed @ {tick_throttle} Hz'
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)
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if overruns[key] > 6:
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# TODO: should we check for the
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# context being cancelled? this
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# could happen but the
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# channel-ipc-pipe is still up.
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if not chan.connected():
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log.warning(
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f'Dropping consumer {stream}'
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'Dropping broken consumer:\n'
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f'{broker_symbol}:'
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f'{ctx.cid}@{chan.uid}'
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)
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await stream.aclose()
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raise trio.BrokenResourceError
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else:
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log.warning(
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'Feed getting overrun bro!\n'
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f'{broker_symbol}:'
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f'{ctx.cid}@{chan.uid}'
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)
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continue
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else:
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await stream.send(
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{bsym: quote}
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@ -482,6 +504,7 @@ async def uniform_rate_send(
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# if the feed consumer goes down then drop
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# out of this rate limiter
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log.warning(f'{stream} closed')
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await stream.aclose()
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return
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# reset send cycle state
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@ -33,6 +33,7 @@ from typing import (
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Generator,
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Awaitable,
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TYPE_CHECKING,
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Union,
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)
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import trio
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@ -117,7 +118,13 @@ class _FeedsBus(BaseModel):
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# https://github.com/samuelcolvin/pydantic/issues/2816
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_subscribers: dict[
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str,
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list[tuple[tractor.MsgStream, Optional[float]]]
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list[
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tuple[
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Union[tractor.MsgStream, trio.MemorySendChannel],
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tractor.Context,
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Optional[float], # tick throttle in Hz
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]
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]
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] = {}
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async def start_task(
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@ -1118,10 +1125,10 @@ async def open_feed_bus(
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recv,
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stream,
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)
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sub = (send, tick_throttle)
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sub = (send, ctx, tick_throttle)
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else:
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sub = (stream, tick_throttle)
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sub = (stream, ctx, tick_throttle)
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subs = bus._subscribers[bfqsn]
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subs.append(sub)
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