Port feed bus endpoint to a `@tractor.context`
Tyler Goodlet
parent
8cde68fedb
commit
57a35a3c6c
|
|
@ -724,7 +724,7 @@ async def _emsd_main(
|
|||
_router.feeds[(broker, symbol)] = feed
|
||||
|
||||
# XXX: this should be initial price quote from target provider
|
||||
first_quote = await feed.receive()
|
||||
first_quote = feed.first_quote
|
||||
|
||||
# open a stream with the brokerd backend for order
|
||||
# flow dialogue
|
||||
|
|
|
|||
|
|
@ -229,10 +229,10 @@ async def sample_and_broadcast(
|
|||
# thus other consumers still attached.
|
||||
subs = bus._subscribers[sym.lower()]
|
||||
|
||||
for ctx in subs:
|
||||
for stream in subs:
|
||||
# print(f'sub is {ctx.chan.uid}')
|
||||
try:
|
||||
await ctx.send_yield({sym: quote})
|
||||
await stream.send({sym: quote})
|
||||
except (
|
||||
trio.BrokenResourceError,
|
||||
trio.ClosedResourceError
|
||||
|
|
@ -241,4 +241,4 @@ async def sample_and_broadcast(
|
|||
# if it's done in the fee bus code?
|
||||
# so far seems like no since this should all
|
||||
# be single-threaded.
|
||||
log.error(f'{ctx.chan.uid} dropped connection')
|
||||
log.error(f'{stream._ctx.chan.uid} dropped connection')
|
||||
|
|
|
|||
|
|
@ -149,7 +149,6 @@ async def _setup_persistent_brokerd(
|
|||
|
||||
async def allocate_persistent_feed(
|
||||
|
||||
ctx: tractor.Context,
|
||||
bus: _FeedsBus,
|
||||
brokername: str,
|
||||
symbol: str,
|
||||
|
|
@ -240,7 +239,7 @@ async def allocate_persistent_feed(
|
|||
await sample_and_broadcast(bus, shm, quote_stream, sum_tick_vlm)
|
||||
|
||||
|
||||
@tractor.stream
|
||||
@tractor.context
|
||||
async def attach_feed_bus(
|
||||
|
||||
ctx: tractor.Context,
|
||||
|
|
@ -260,10 +259,11 @@ async def attach_feed_bus(
|
|||
assert 'brokerd' in tractor.current_actor().name
|
||||
|
||||
bus = get_feed_bus(brokername)
|
||||
sub_only: bool = False
|
||||
|
||||
entry = bus.feeds.get(symbol)
|
||||
|
||||
bus._subscribers.setdefault(symbol, [])
|
||||
|
||||
# if no cached feed for this symbol has been created for this
|
||||
# brokerd yet, start persistent stream and shm writer task in
|
||||
# service nursery
|
||||
|
|
@ -272,7 +272,7 @@ async def attach_feed_bus(
|
|||
init_msg, first_quote = await bus.nursery.start(
|
||||
partial(
|
||||
allocate_persistent_feed,
|
||||
ctx=ctx,
|
||||
|
||||
bus=bus,
|
||||
brokername=brokername,
|
||||
|
||||
|
|
@ -284,29 +284,24 @@ async def attach_feed_bus(
|
|||
loglevel=loglevel,
|
||||
)
|
||||
)
|
||||
bus._subscribers.setdefault(symbol, []).append(ctx)
|
||||
assert isinstance(bus.feeds[symbol], tuple)
|
||||
|
||||
else:
|
||||
sub_only = True
|
||||
|
||||
# XXX: ``first_quote`` may be outdated here if this is secondary
|
||||
# subscriber
|
||||
cs, init_msg, first_quote = bus.feeds[symbol]
|
||||
|
||||
# send this even to subscribers to existing feed?
|
||||
await ctx.send_yield(init_msg)
|
||||
# deliver initial info message a first quote asap
|
||||
await ctx.started((init_msg, first_quote))
|
||||
|
||||
# deliver a first quote asap
|
||||
await ctx.send_yield(first_quote)
|
||||
async with ctx.open_stream() as stream:
|
||||
|
||||
if sub_only:
|
||||
bus._subscribers[symbol].append(ctx)
|
||||
bus._subscribers[symbol].append(stream)
|
||||
|
||||
try:
|
||||
await trio.sleep_forever()
|
||||
finally:
|
||||
bus._subscribers[symbol].remove(ctx)
|
||||
try:
|
||||
await trio.sleep_forever()
|
||||
finally:
|
||||
bus._subscribers[symbol].remove(stream)
|
||||
|
||||
|
||||
@dataclass
|
||||
|
|
@ -322,6 +317,7 @@ class Feed:
|
|||
stream: AsyncIterator[Dict[str, Any]]
|
||||
shm: ShmArray
|
||||
mod: ModuleType
|
||||
first_quote: dict
|
||||
|
||||
_brokerd_portal: tractor._portal.Portal
|
||||
_index_stream: Optional[AsyncIterator[int]] = None
|
||||
|
|
@ -357,36 +353,6 @@ class Feed:
|
|||
else:
|
||||
yield self._index_stream
|
||||
|
||||
@asynccontextmanager
|
||||
async def receive_trades_data(self) -> AsyncIterator[dict]:
|
||||
|
||||
if not getattr(self.mod, 'stream_trades', False):
|
||||
log.warning(
|
||||
f"{self.mod.name} doesn't have trade data support yet :(")
|
||||
|
||||
if not self._trade_stream:
|
||||
raise RuntimeError(
|
||||
f'Can not stream trade data from {self.mod.name}')
|
||||
|
||||
# NOTE: this can be faked by setting a rx chan
|
||||
# using the ``_.set_fake_trades_stream()`` method
|
||||
if self._trade_stream is None:
|
||||
|
||||
async with self._brokerd_portal.open_stream_from(
|
||||
|
||||
self.mod.stream_trades,
|
||||
|
||||
# do we need this? -> yes
|
||||
# the broker side must declare this key
|
||||
# in messages, though we could probably use
|
||||
# more then one?
|
||||
topics=['local_trades'],
|
||||
) as self._trade_stream:
|
||||
|
||||
yield self._trade_stream
|
||||
else:
|
||||
yield self._trade_stream
|
||||
|
||||
|
||||
def sym_to_shm_key(
|
||||
broker: str,
|
||||
|
|
@ -463,63 +429,70 @@ async def open_feed(
|
|||
|
||||
# no feed for broker exists so maybe spawn a data brokerd
|
||||
|
||||
async with maybe_spawn_brokerd(
|
||||
brokername,
|
||||
loglevel=loglevel
|
||||
) as portal:
|
||||
async with (
|
||||
|
||||
async with portal.open_stream_from(
|
||||
maybe_spawn_brokerd(
|
||||
brokername,
|
||||
loglevel=loglevel
|
||||
) as portal,
|
||||
|
||||
portal.open_context(
|
||||
|
||||
attach_feed_bus,
|
||||
brokername=brokername,
|
||||
symbol=sym,
|
||||
loglevel=loglevel
|
||||
|
||||
) as stream:
|
||||
) as (ctx, (init_msg, first_quote)),
|
||||
|
||||
# TODO: can we make this work better with the proposed
|
||||
# context based bidirectional streaming style api proposed in:
|
||||
# https://github.com/goodboy/tractor/issues/53
|
||||
init_msg = await stream.receive()
|
||||
ctx.open_stream() as stream,
|
||||
):
|
||||
|
||||
# we can only read from shm
|
||||
shm = attach_shm_array(
|
||||
token=init_msg[sym]['shm_token'],
|
||||
readonly=True,
|
||||
# TODO: can we make this work better with the proposed
|
||||
# context based bidirectional streaming style api proposed in:
|
||||
# https://github.com/goodboy/tractor/issues/53
|
||||
# init_msg = await stream.receive()
|
||||
|
||||
# we can only read from shm
|
||||
shm = attach_shm_array(
|
||||
token=init_msg[sym]['shm_token'],
|
||||
readonly=True,
|
||||
)
|
||||
|
||||
feed = Feed(
|
||||
name=brokername,
|
||||
stream=stream,
|
||||
shm=shm,
|
||||
mod=mod,
|
||||
first_quote=first_quote,
|
||||
_brokerd_portal=portal,
|
||||
)
|
||||
ohlc_sample_rates = []
|
||||
|
||||
for sym, data in init_msg.items():
|
||||
|
||||
si = data['symbol_info']
|
||||
ohlc_sample_rates.append(data['sample_rate'])
|
||||
|
||||
symbol = Symbol(
|
||||
key=sym,
|
||||
type_key=si.get('asset_type', 'forex'),
|
||||
tick_size=si.get('price_tick_size', 0.01),
|
||||
lot_tick_size=si.get('lot_tick_size', 0.0),
|
||||
)
|
||||
symbol.broker_info[brokername] = si
|
||||
|
||||
feed = Feed(
|
||||
name=brokername,
|
||||
stream=stream,
|
||||
shm=shm,
|
||||
mod=mod,
|
||||
_brokerd_portal=portal,
|
||||
)
|
||||
ohlc_sample_rates = []
|
||||
feed.symbols[sym] = symbol
|
||||
|
||||
for sym, data in init_msg.items():
|
||||
# cast shm dtype to list... can't member why we need this
|
||||
shm_token = data['shm_token']
|
||||
|
||||
si = data['symbol_info']
|
||||
ohlc_sample_rates.append(data['sample_rate'])
|
||||
# XXX: msgspec won't relay through the tuples XD
|
||||
shm_token['dtype_descr'] = list(
|
||||
map(tuple, shm_token['dtype_descr']))
|
||||
|
||||
symbol = Symbol(
|
||||
key=sym,
|
||||
type_key=si.get('asset_type', 'forex'),
|
||||
tick_size=si.get('price_tick_size', 0.01),
|
||||
lot_tick_size=si.get('lot_tick_size', 0.0),
|
||||
)
|
||||
symbol.broker_info[brokername] = si
|
||||
assert shm_token == shm.token # sanity
|
||||
|
||||
feed.symbols[sym] = symbol
|
||||
feed._max_sample_rate = max(ohlc_sample_rates)
|
||||
|
||||
# cast shm dtype to list... can't member why we need this
|
||||
shm_token = data['shm_token']
|
||||
|
||||
# XXX: msgspec won't relay through the tuples XD
|
||||
shm_token['dtype_descr'] = list(map(tuple, shm_token['dtype_descr']))
|
||||
|
||||
assert shm_token == shm.token # sanity
|
||||
|
||||
feed._max_sample_rate = max(ohlc_sample_rates)
|
||||
|
||||
yield feed
|
||||
yield feed
|
||||
|
|
|
|||
Loading…
Reference in New Issue