Add a `maybe_open_feed()` which uses new broadcast chans
Try out he new broadcast channels from `tractor` for data feeds we already have cached. Any time there's a cache hit we load the cached feed and just slap a broadcast receiver on it for the local consumer task.ordermodepps_backup
parent
cab1cf4a00
commit
6f30ae448a
|
@ -146,9 +146,8 @@ async def maybe_open_ctx(
|
|||
|
||||
key: Hashable,
|
||||
mngr: AsyncContextManager[T],
|
||||
loglevel: str,
|
||||
|
||||
) -> T:
|
||||
) -> (bool, T):
|
||||
'''Maybe open a context manager if there is not already a cached
|
||||
version for the provided ``key``. Return the cached instance on
|
||||
a cache hit.
|
||||
|
@ -161,7 +160,7 @@ async def maybe_open_ctx(
|
|||
log.info(f'Reusing cached feed for {key}')
|
||||
try:
|
||||
cache.users += 1
|
||||
yield feed
|
||||
yield True, feed
|
||||
finally:
|
||||
cache.users -= 1
|
||||
if cache.users == 0:
|
||||
|
@ -170,7 +169,7 @@ async def maybe_open_ctx(
|
|||
|
||||
try:
|
||||
with get_and_use() as feed:
|
||||
yield feed
|
||||
yield True, feed
|
||||
except KeyError:
|
||||
# lock feed acquisition around task racing / ``trio``'s
|
||||
# scheduler protocol
|
||||
|
@ -193,7 +192,7 @@ async def maybe_open_ctx(
|
|||
cache.ctxs[key] = value
|
||||
cache.lock.release()
|
||||
try:
|
||||
yield value
|
||||
yield True, value
|
||||
finally:
|
||||
# don't tear down the feed until there are zero
|
||||
# users of it left.
|
||||
|
|
|
@ -31,11 +31,14 @@ from typing import (
|
|||
)
|
||||
|
||||
import trio
|
||||
from trio.abc import ReceiveChannel
|
||||
from trio_typing import TaskStatus
|
||||
import tractor
|
||||
from tractor import _broadcast
|
||||
from pydantic import BaseModel
|
||||
|
||||
from ..brokers import get_brokermod
|
||||
from .._cacheables import maybe_open_ctx
|
||||
from ..log import get_logger, get_console_log
|
||||
from .._daemon import (
|
||||
maybe_spawn_brokerd,
|
||||
|
@ -345,10 +348,10 @@ class Feed:
|
|||
memory buffer orchestration.
|
||||
"""
|
||||
name: str
|
||||
stream: AsyncIterator[dict[str, Any]]
|
||||
shm: ShmArray
|
||||
mod: ModuleType
|
||||
first_quote: dict
|
||||
stream: trio.abc.ReceiveChannel[dict[str, Any]]
|
||||
|
||||
_brokerd_portal: tractor._portal.Portal
|
||||
_index_stream: Optional[AsyncIterator[int]] = None
|
||||
|
@ -362,7 +365,7 @@ class Feed:
|
|||
symbols: dict[str, Symbol] = field(default_factory=dict)
|
||||
|
||||
async def receive(self) -> dict:
|
||||
return await self.stream.__anext__()
|
||||
return await self.stream.receive()
|
||||
|
||||
@asynccontextmanager
|
||||
async def index_stream(
|
||||
|
@ -376,8 +379,10 @@ class Feed:
|
|||
# a lone broker-daemon per provider should be
|
||||
# created for all practical purposes
|
||||
async with self._brokerd_portal.open_stream_from(
|
||||
|
||||
iter_ohlc_periods,
|
||||
delay_s=delay_s or self._max_sample_rate,
|
||||
|
||||
) as self._index_stream:
|
||||
|
||||
yield self._index_stream
|
||||
|
@ -395,7 +400,7 @@ def sym_to_shm_key(
|
|||
@asynccontextmanager
|
||||
async def install_brokerd_search(
|
||||
|
||||
portal: tractor._portal.Portal,
|
||||
portal: tractor.Portal,
|
||||
brokermod: ModuleType,
|
||||
|
||||
) -> None:
|
||||
|
@ -434,34 +439,21 @@ async def open_feed(
|
|||
loglevel: Optional[str] = None,
|
||||
|
||||
tick_throttle: Optional[float] = None, # Hz
|
||||
shielded_stream: bool = False,
|
||||
|
||||
) -> AsyncIterator[dict[str, Any]]:
|
||||
) -> ReceiveChannel[dict[str, Any]]:
|
||||
'''
|
||||
Open a "data feed" which provides streamed real-time quotes.
|
||||
|
||||
'''
|
||||
sym = symbols[0].lower()
|
||||
|
||||
# TODO: feed cache locking, right now this is causing
|
||||
# issues when reconnecting to a long running emsd?
|
||||
# global _searcher_cache
|
||||
|
||||
# async with _cache_lock:
|
||||
# feed = _searcher_cache.get((brokername, sym))
|
||||
|
||||
# # if feed is not None and sym in feed.symbols:
|
||||
# if feed is not None:
|
||||
# yield feed
|
||||
# # short circuit
|
||||
# return
|
||||
|
||||
try:
|
||||
mod = get_brokermod(brokername)
|
||||
except ImportError:
|
||||
mod = get_ingestormod(brokername)
|
||||
|
||||
# no feed for broker exists so maybe spawn a data brokerd
|
||||
|
||||
async with (
|
||||
|
||||
maybe_spawn_brokerd(
|
||||
|
@ -480,21 +472,25 @@ async def open_feed(
|
|||
|
||||
) as (ctx, (init_msg, first_quote)),
|
||||
|
||||
ctx.open_stream() as stream,
|
||||
):
|
||||
ctx.open_stream(shield=shielded_stream) as stream,
|
||||
|
||||
):
|
||||
# we can only read from shm
|
||||
shm = attach_shm_array(
|
||||
token=init_msg[sym]['shm_token'],
|
||||
readonly=True,
|
||||
)
|
||||
|
||||
bstream = _broadcast.broadcast_receiver(
|
||||
stream,
|
||||
2**10,
|
||||
)
|
||||
feed = Feed(
|
||||
name=brokername,
|
||||
stream=stream,
|
||||
shm=shm,
|
||||
mod=mod,
|
||||
first_quote=first_quote,
|
||||
stream=bstream, #brx_stream,
|
||||
_brokerd_portal=portal,
|
||||
)
|
||||
ohlc_sample_rates = []
|
||||
|
@ -526,7 +522,43 @@ async def open_feed(
|
|||
feed._max_sample_rate = max(ohlc_sample_rates)
|
||||
|
||||
try:
|
||||
yield feed
|
||||
yield feed, bstream
|
||||
finally:
|
||||
# drop the infinite stream connection
|
||||
await ctx.cancel()
|
||||
|
||||
|
||||
@asynccontextmanager
|
||||
async def maybe_open_feed(
|
||||
|
||||
brokername: str,
|
||||
symbols: Sequence[str],
|
||||
loglevel: Optional[str] = None,
|
||||
|
||||
tick_throttle: Optional[float] = None, # Hz
|
||||
shielded_stream: bool = False,
|
||||
|
||||
) -> ReceiveChannel[dict[str, Any]]:
|
||||
'''Maybe open a data to a ``brokerd`` daemon only if there is no
|
||||
local one for the broker-symbol pair, if one is cached use it wrapped
|
||||
in a tractor broadcast receiver.
|
||||
|
||||
'''
|
||||
sym = symbols[0].lower()
|
||||
|
||||
async with maybe_open_ctx(
|
||||
key=(brokername, sym),
|
||||
mngr=open_feed(
|
||||
brokername,
|
||||
[sym],
|
||||
loglevel=loglevel,
|
||||
),
|
||||
) as (cache_hit, (feed, stream)):
|
||||
|
||||
if cache_hit:
|
||||
# add a new broadcast subscription for the quote stream
|
||||
# if this feed is likely already in use
|
||||
async with stream.subscribe() as bstream:
|
||||
yield feed, bstream
|
||||
else:
|
||||
yield feed, stream
|
||||
|
|
Loading…
Reference in New Issue