Add basic tsdb history loading

If `marketstore` is detected try to only load most recent missing data
from the data provider (broker) and the rest from the tsdb and push it
all to shm for display in the UI. If the provider/broker doesn't have
the history client endpoint, just use the old one for now so we can
start to incrementally add support. Don't start the ohlc step
incrementer task until the backend signals that the feed is live.

piker/data/feed.py

@@ -22,7 +22,6 @@ This module is enabled for ``brokerd`` daemons.
 """
 from __future__ import annotations
 from dataclasses import dataclass, field
-from datetime import datetime
 from contextlib import asynccontextmanager
 from functools import partial
 from types import ModuleType
@@ -32,6 +31,8 @@ from typing import (
     Awaitable,
 )
 
+
+import pendulum
 import trio
 from trio.abc import ReceiveChannel
 from trio_typing import TaskStatus
@@ -49,7 +50,6 @@ from ._sharedmem import (
     maybe_open_shm_array,
     attach_shm_array,
     ShmArray,
-    _secs_in_day,
 )
 from .ingest import get_ingestormod
 from ._source import (
@@ -236,119 +236,137 @@ async def manage_history(
         # we expect the sub-actor to write
         readonly=False,
     )
+    # TODO: history validation
+    if not opened:
+        raise RuntimeError(
+            "Persistent shm for sym was already open?!"
+        )
 
     log.info('Scanning for existing `marketstored`')
 
     is_up = await check_for_service('marketstored')
 
     # for now only do backfilling if no tsdb can be found
-    do_backfill = not is_up and opened
+    do_legacy_backfill = not is_up and opened
+
+    open_history_client = getattr(mod, 'open_history_client', None)
+
+    if is_up and opened and open_history_client:
 
-    if is_up and opened:
         log.info('Found existing `marketstored`')
         from . import marketstore
 
         async with marketstore.open_storage_client(
             fqsn,
-        ) as (storage, tsdb_arrays):
+        ) as storage:
 
-            # TODO: get this shit workin
+            tsdb_arrays = await storage.read_ohlcv(fqsn)
-            from tractor.trionics import ipython_embed
-            await ipython_embed()
-            # await ipython_embed(ns=locals())
 
-            # TODO: history validation
+            if not tsdb_arrays:
-            # assert opened, f'Persistent shm for {symbol} was already open?!'
+                do_legacy_backfill = True
-            # if not opened:
-            #     raise RuntimeError(
-            #         "Persistent shm for sym was already open?!"
-            #     )
 
-            if tsdb_arrays:
+            else:
                 log.info(f'Loaded tsdb history {tsdb_arrays}')
-                fastest = list(tsdb_arrays[fqsn].values())[0]
-                last_s = fastest['Epoch'][-1]
 
-                # TODO: see if there's faster multi-field reads:
+                fastest = list(tsdb_arrays.values())[0]
-                # https://numpy.org/doc/stable/user/basics.rec.html#accessing-multiple-fields
+                times = fastest['Epoch']
-
+                first, last = times[0], times[-1]
-                # re-index  with a `time` and index field
+                first_tsdb_dt, last_tsdb_dt = map(
-                shm.push(
+                    pendulum.from_timestamp, [first, last]
-                    fastest[-3 * _secs_in_day:],
-
-                    # insert the history pre a "days worth" of samples
-                    # to leave some real-time buffer space at the end.
-                    prepend=True,
-                    start=shm._len - _secs_in_day,
-                    field_map={
-                        'Epoch': 'time',
-                        'Open': 'open',
-                        'High': 'high',
-                        'Low': 'low',
-                        'Close': 'close',
-                        'Volume': 'volume',
-                    },
                 )
 
+                # TODO: this should be used verbatim for the pure
+                # shm backfiller approach below.
+
                 # start history anal and load missing new data via backend.
-                async with mod.open_history_client(fqsn) as hist:
+                async with open_history_client(fqsn) as hist:
 
-                    # get latest query's worth of history
+                    # get latest query's worth of history all the way
-                    array, next_dt = await hist(end_dt='')
+                    # back to what is recorded in the tsdb
+                    array, start_dt, end_dt = await hist(end_dt='')
+                    shm.push(array)
 
-                    last_dt = datetime.fromtimestamp(last_s)
+                    # let caller unblock and deliver latest history frame
-                    array, next_dt = await hist(end_dt=last_dt)
+                    task_status.started(shm)
-            else:
+                    some_data_ready.set()
-                do_backfill = True
 
-                # await tractor.breakpoint()
+                    # pull new history frames until we hit latest
+                    # already in the tsdb
+                    while start_dt > last_tsdb_dt:
 
-            some_data_ready.set()
+                        array, start_dt, end_dt = await hist(end_dt=start_dt)
+                        s_diff = (last_tsdb_dt - start_dt).seconds
 
-    if do_backfill:
+                        # if we detect a partial frame's worth of data
+                        # that is new, slice out only that history and
+                        # write to shm.
+                        if s_diff > 0:
+                            assert last_tsdb_dt > start_dt
+                            selected = array['time'] > last_tsdb_dt.timestamp()
+                            to_push = array[selected]
+                            log.info(
+                                f'Pushing partial frame {to_push.size} to shm'
+                            )
+                            shm.push(to_push, prepend=True)
+                            break
+
+                        else:
+                            # write to shm
+                            log.info(f'Pushing {array.size} datums to shm')
+                            shm.push(array, prepend=True)
+
+                    # TODO: see if there's faster multi-field reads:
+                    # https://numpy.org/doc/stable/user/basics.rec.html#accessing-multiple-fields
+                    # re-index  with a `time` and index field
+                    # await tractor.breakpoint()
+
+                    shm.push(
+                        fastest[-shm._first.value:],
+
+                        # insert the history pre a "days worth" of samples
+                        # to leave some real-time buffer space at the end.
+                        prepend=True,
+                        # start=shm._len - _secs_in_day,
+                        field_map={
+                            'Epoch': 'time',
+                            'Open': 'open',
+                            'High': 'high',
+                            'Low': 'low',
+                            'Close': 'close',
+                            'Volume': 'volume',
+                        },
+                    )
+
+                    # TODO: write new data to tsdb to be ready to for next
+                    # read.
+
+    if do_legacy_backfill:
+        # do a legacy incremental backfill from the provider.
         log.info('No existing `marketstored` found..')
 
+        bfqsn = fqsn.replace('.' + mod.name, '')
         # start history backfill task ``backfill_bars()`` is
         # a required backend func this must block until shm is
         # filled with first set of ohlc bars
         await bus.nursery.start(
             start_backfill,
             mod,
-            fqsn,
+            bfqsn,
             shm,
         )
 
-        # _ = await bus.nursery.start(mod.backfill_bars, fqsn, shm)
+        # yield back after client connect with filled shm
+        task_status.started(shm)
 
-    # yield back after client connect with filled shm
+        # indicate to caller that feed can be delivered to
-    task_status.started(shm)
+        # remote requesting client since we've loaded history
-
+        # data that can be used.
-    # indicate to caller that feed can be delivered to
+        some_data_ready.set()
-    # remote requesting client since we've loaded history
-    # data that can be used.
-    some_data_ready.set()
-
-    # detect sample step size for sampled historical data
-    times = shm.array['time']
-    delay_s = times[-1] - times[times != times[-1]][-1]
-
-    # begin real-time updates of shm and tsb once the feed
-    # goes live.
-    await feed_is_live.wait()
-
-    if opened:
-        sampler.ohlcv_shms.setdefault(delay_s, []).append(shm)
-
-        # start shm incrementing for OHLC sampling at the current
-        # detected sampling period if one dne.
-        if sampler.incrementers.get(delay_s) is None:
-            await bus.start_task(
-                increment_ohlc_buffer,
-                delay_s,
-            )
 
+    # history retreival loop depending on user interaction and thus
+    # a small RPC-prot for remotely controllinlg what data is loaded
+    # for viewing.
     await trio.sleep_forever()
-    # cs.cancel()
 
 
 async def allocate_persistent_feed(
@@ -416,7 +434,7 @@ async def allocate_persistent_feed(
         manage_history,
         mod,
         bus,
-        bfqsn,
+        '.'.join((bfqsn, brokername)),
         some_data_ready,
         feed_is_live,
     )
@@ -429,7 +447,6 @@ async def allocate_persistent_feed(
 
     # true fqsn
     fqsn = '.'.join((bfqsn, brokername))
-
     # add a fqsn entry that includes the ``.<broker>`` suffix
     init_msg[fqsn] = msg
 
@@ -464,9 +481,22 @@ async def allocate_persistent_feed(
     if not start_stream:
         await trio.sleep_forever()
 
-    # backend will indicate when real-time quotes have begun.
+    # begin real-time updates of shm and tsb once the feed goes live and
+    # the backend will indicate when real-time quotes have begun.
     await feed_is_live.wait()
 
+    # start shm incrementer task for OHLC style sampling
+    # at the current detected step period.
+    times = shm.array['time']
+    delay_s = times[-1] - times[times != times[-1]][-1]
+
+    sampler.ohlcv_shms.setdefault(delay_s, []).append(shm)
+    if sampler.incrementers.get(delay_s) is None:
+        await bus.start_task(
+            increment_ohlc_buffer,
+            delay_s,
+        )
+
     sum_tick_vlm: bool = init_msg.get(
         'shm_write_opts', {}
     ).get('sum_tick_vlm', True)
@@ -545,7 +575,7 @@ async def open_feed_bus(
     init_msg, first_quotes = bus.feeds[symbol]
 
     msg = init_msg[symbol]
-    bfqsn = msg['fqsn']
+    bfqsn = msg['fqsn'].lower()
 
     # true fqsn
     fqsn = '.'.join([bfqsn, brokername])
@@ -864,7 +894,10 @@ async def maybe_open_feed(
 
     **kwargs,
 
-) -> (Feed, ReceiveChannel[dict[str, Any]]):
+) -> (
+    Feed,
+    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
@@ -885,6 +918,7 @@ async def maybe_open_feed(
             'start_stream': kwargs.get('start_stream', True),
         },
         key=fqsn,
+
     ) as (cache_hit, feed):
 
         if cache_hit: