Remove stream opening lock on `DataFeed`

Fixes to `tractor` that resolve issues with async generators being
non-task safe make the need for the mutex lock in
`DataFeed.open_stream()` unnecessary. Also, don't bother pushing empty
quotes from the publisher; avoids hitting the network when possible.
kivy_mainline_and_py3.8
Tyler Goodlet 2019-02-20 21:39:57 -05:00
parent b2322d885c
commit 435b2a56e8
1 changed files with 64 additions and 54 deletions

View File

@ -1,5 +1,5 @@
"""
Live data feed machinery
Real-time data feed machinery
"""
import time
from functools import partial
@ -9,7 +9,11 @@ import socket
import json
from types import ModuleType
import typing
from typing import Coroutine, Callable, Dict, List, Any, Tuple
from typing import (
Coroutine, Callable, Dict,
List, Any, Tuple, AsyncGenerator,
Sequence,
)
import contextlib
from operator import itemgetter
@ -77,7 +81,7 @@ async def stream_quotes(
get_topics: typing.Callable,
get_quotes: Coroutine,
feed: BrokerFeed,
rate: int = 5, # delay between quote requests
rate: int = 3, # delay between quote requests
diff_cached: bool = True, # only deliver "new" quotes to the queue
) -> None:
"""Stream quotes for a sequence of tickers at the given ``rate``
@ -135,10 +139,11 @@ async def stream_quotes(
# quote).
new_quotes.setdefault(quote['key'], []).append(quote)
else:
log.info(f"Delivering quotes:\n{quotes}")
# log.debug(f"Delivering quotes:\n{quotes}")
for quote in quotes:
new_quotes.setdefault(quote['key'], []).append(quote)
if new_quotes:
yield new_quotes
# latency monitoring
@ -341,16 +346,20 @@ class DataFeed:
self._quote_type = None
self._symbols = None
self.quote_gen = None
self._mutex = trio.StrictFIFOLock()
self._symbol_data_cache: Dict[str, Any] = {}
async def open_stream(self, symbols, feed_type, rate=1, test=None):
async def open_stream(
self,
symbols: Sequence[str],
feed_type: str,
rate: int = 1,
diff_cached: bool = True,
test: bool = None,
) -> (AsyncGenerator, dict):
if feed_type not in self._allowed:
raise ValueError(f"Only feed types {self._allowed} are supported")
self._quote_type = feed_type
async with self._mutex:
try:
if self.quote_gen is not None and symbols != self._symbols:
log.info(
@ -384,6 +393,7 @@ class DataFeed:
broker=self.brokermod.name,
symbols=symbols,
feed_type=feed_type,
diff_cached=diff_cached,
rate=rate,
)