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Mask no-data pause, add perps to no-`/src`-in-fqme asset set 

Was orig for debugging an issue with `kucoin` i think but definitely
shouldn't be left in XD

Also add `'perpetual_future'` to the `.start_backfill()` input literal
set since we don't expect the 'btc/usd.perp.binance' for now.
tsp_gaps
Tyler Goodlet 2024-08-14 17:59:09 -04:00
parent 1e3942fdc2
commit 3caaa30b03
1 changed files with 16 additions and 10 deletions
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26
piker/tsp/__init__.py
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@ -458,13 +458,15 @@ async def start_backfill(
'bf_until <- last_start_dt:\n' 'bf_until <- last_start_dt:\n'
f'{backfill_until_dt} <- {last_start_dt}\n' f'{backfill_until_dt} <- {last_start_dt}\n'
) )
# UGH: what's a better way?
# ugh, what's a better way? # TODO: backends are responsible for being correct on
# TODO: fwiw, we probably want a way to signal a throttle # this right!?
# condition (eg. with ib) so that we can halt the # -[ ] in the `ib` case we could maybe offer some way
# request loop until the condition is resolved? # to halt the request loop until the condition is
if timeframe > 1: # resolved or should the backend be entirely in
await tractor.pause() # charge of solving such faults? yes, right?
# if timeframe > 1:
# await tractor.pause()
return return
assert ( assert (
@ -572,15 +574,19 @@ async def start_backfill(
f'{next_start_dt} -> {last_start_dt}' f'{next_start_dt} -> {last_start_dt}'
) )
# always drop the src asset token for # NOTE, always drop the src asset token for
# non-currency-pair like market types (for now) # non-currency-pair like market types (for now)
#
# THAT IS, for now our table key schema is NOT
# including the dst[/src] source asset token. SO,
# 'tsla.nasdaq.ib' over 'tsla/usd.nasdaq.ib' for
# historical reasons ONLY.
if mkt.dst.atype not in { if mkt.dst.atype not in {
'crypto', 'crypto',
'crypto_currency', 'crypto_currency',
'fiat', # a "forex pair" 'fiat', # a "forex pair"
'perpetual_future', # stupid "perps" from cex land
}: }:
# for now, our table key schema is not including
# the dst[/src] source asset token.
col_sym_key: str = mkt.get_fqme( col_sym_key: str = mkt.get_fqme(
delim_char='', delim_char='',
without_src=True, without_src=True,