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Code Issues 5 Pull Requests 7 Packages Projects Releases Wiki Activity

Attempt to better handle history throttles using flag

broker_bumpz
Tyler Goodlet 2022-03-22 13:14:22 -04:00
parent 8395a1fcfe
commit 3e125625b1
1 changed files with 24 additions and 16 deletions
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40
piker/brokers/ib.py
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@ -1340,20 +1340,25 @@ async def get_bars(
fails = 0
bars: Optional[list] = None
for _ in range(3):
async def get():
bars, bars_array = await proxy.bars(
fqsn=fqsn,
end_dt=end_dt,
)
if bars_array is None:
raise SymbolNotFound(fqsn)
next_dt = bars[0].date
log.info(f'ib datetime {next_dt}')
return (bars, bars_array, next_dt), fails
in_throttle: bool = False
for _ in range(10):
try:
bars, bars_array = await proxy.bars(
fqsn=fqsn,
end_dt=end_dt,
)
if bars_array is None:
raise SymbolNotFound(fqsn)
next_dt = bars[0].date
print(f'ib datetime {next_dt}')
return (bars, bars_array, next_dt), fails
return await get()
except RequestError as err:
_err = err
@ -1382,7 +1387,7 @@ async def get_bars(
# try to decrement start point and look further back
next_dt = bars[0].date
print(f'ib datetime {next_dt}')
log.info(f'ib datetime {next_dt}')
continue
elif 'No market data permissions for' in err.message:
@ -1401,7 +1406,10 @@ async def get_bars(
# TODO: should probably create some alert on screen
# and then somehow get that to trigger an event here
# that restarts/resumes this task?
await tractor.breakpoint()
if not in_throttle:
await tractor.breakpoint()
in_throttle = True
fails += 1
continue
@ -1455,7 +1463,7 @@ async def backfill_bars(
# on that until we have the `marketstore` daemon in place in which
# case the shm size will be driven by user config and available sys
# memory.
count: int = 16,
count: int = 22,
task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,