`.clearing`: broad rename of `fqsn` -> `fqme`
Tyler Goodlet
parent
d7c1e5e188
commit
76fe9018cf
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@ -27,7 +27,7 @@ import trio
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import tractor
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from tractor.trionics import broadcast_receiver
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from ..accounting._mktinfo import unpack_fqsn
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from ..accounting._mktinfo import unpack_fqme
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from ..log import get_logger
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from ..data.types import Struct
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from ..service import maybe_open_emsd
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@ -177,7 +177,7 @@ async def relay_order_cmds_from_sync_code(
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@acm
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async def open_ems(
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fqsn: str,
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fqme: str,
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mode: str = 'live',
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loglevel: str = 'error',
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@ -229,7 +229,7 @@ async def open_ems(
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# ready for order commands
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book = get_orders()
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broker, symbol, suffix = unpack_fqsn(fqsn)
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broker, symbol, suffix = unpack_fqme(fqme)
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async with maybe_open_emsd(broker) as portal:
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@ -246,7 +246,7 @@ async def open_ems(
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portal.open_context(
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_emsd_main,
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fqsn=fqsn,
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fqme=fqme,
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exec_mode=mode,
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loglevel=loglevel,
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@ -266,7 +266,7 @@ async def open_ems(
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async with trio.open_nursery() as n:
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n.start_soon(
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relay_order_cmds_from_sync_code,
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fqsn,
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fqme,
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trades_stream
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)
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@ -44,7 +44,7 @@ import tractor
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from ..log import get_logger
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from ..data._normalize import iterticks
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from ..accounting._mktinfo import (
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unpack_fqsn,
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unpack_fqme,
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float_digits,
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)
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from ..data.feed import (
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@ -156,7 +156,7 @@ async def clear_dark_triggers(
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brokerd_orders_stream: tractor.MsgStream,
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quote_stream: tractor.ReceiveMsgStream, # noqa
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broker: str,
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fqsn: str,
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fqme: str,
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book: DarkBook,
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@ -231,7 +231,7 @@ async def clear_dark_triggers(
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account=account,
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size=size,
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):
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bfqsn: str = symbol.replace(f'.{broker}', '')
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bfqme: str = symbol.replace(f'.{broker}', '')
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submit_price = price + abs_diff_away
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resp = 'triggered' # hidden on client-side
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@ -244,7 +244,7 @@ async def clear_dark_triggers(
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oid=oid,
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account=account,
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time_ns=time.time_ns(),
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symbol=bfqsn,
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symbol=bfqme,
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price=submit_price,
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size=size,
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)
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@ -287,14 +287,14 @@ async def clear_dark_triggers(
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# send response to client-side
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await router.client_broadcast(
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fqsn,
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fqme,
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status,
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)
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else: # condition scan loop complete
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log.debug(f'execs are {execs}')
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if execs:
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book.triggers[fqsn] = execs
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book.triggers[fqme] = execs
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# print(f'execs scan took: {time.time() - start}')
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@ -335,7 +335,7 @@ class Router(Struct):
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# sets of clients mapped from subscription keys
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subscribers: defaultdict[
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str, # sub key, default fqsn
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str, # sub key, default fqme
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set[tractor.MsgStream], # unique client streams
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] = defaultdict(set)
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@ -424,7 +424,7 @@ class Router(Struct):
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# actor to simulate the real IPC load it'll have when also
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# pulling data from feeds
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open_trades_endpoint = paper.open_paperboi(
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fqsn='.'.join([symbol, broker]),
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fqme='.'.join([symbol, broker]),
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loglevel=loglevel,
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)
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@ -506,7 +506,7 @@ class Router(Struct):
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async def open_trade_relays(
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self,
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fqsn: str,
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fqme: str,
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exec_mode: str,
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loglevel: str,
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@ -520,24 +520,24 @@ class Router(Struct):
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none already exists.
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'''
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broker, symbol, suffix = unpack_fqsn(fqsn)
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broker, symbol, suffix = unpack_fqme(fqme)
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async with (
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maybe_open_feed(
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[fqsn],
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[fqme],
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loglevel=loglevel,
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) as feed,
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):
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brokername, _, _ = unpack_fqsn(fqsn)
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brokername, _, _ = unpack_fqme(fqme)
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brokermod = feed.mods[brokername]
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broker = brokermod.name
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portal = feed.portals[brokermod]
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# XXX: this should be initial price quote from target provider
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flume = feed.flumes[fqsn]
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flume = feed.flumes[fqme]
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first_quote: dict = flume.first_quote
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book: DarkBook = self.get_dark_book(broker)
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book.lasts[fqsn]: float = first_quote['last']
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book.lasts[fqme]: float = first_quote['last']
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async with self.maybe_open_brokerd_dialog(
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brokermod=brokermod,
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@ -556,7 +556,7 @@ class Router(Struct):
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relay.brokerd_stream,
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flume.stream,
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broker,
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fqsn, # form: <name>.<venue>.<suffix>.<broker>
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fqme, # form: <name>.<venue>.<suffix>.<broker>
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book
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)
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@ -945,7 +945,7 @@ async def translate_and_relay_brokerd_events(
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# may end up with collisions?
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status_msg = Status(**brokerd_msg)
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# NOTE: be sure to pack an fqsn for the client side!
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# NOTE: be sure to pack an fqme for the client side!
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order = Order(**status_msg.req)
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order.symbol = f'{order.symbol}.{broker}'
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@ -1022,7 +1022,7 @@ async def process_client_order_cmds(
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client_order_stream: tractor.MsgStream,
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brokerd_order_stream: tractor.MsgStream,
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fqsn: str,
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fqme: str,
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flume: Flume,
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dark_book: DarkBook,
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router: Router,
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@ -1049,11 +1049,11 @@ async def process_client_order_cmds(
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# backend can be routed and relayed to subscribed clients.
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subs = router.dialogs[oid]
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# add all subscribed clients for this fqsn (should eventually be
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# add all subscribed clients for this fqme (should eventually be
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# a more generalize subscription system) to received order msg
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# updates (and thus show stuff in the UI).
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subs.add(client_order_stream)
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subs.update(router.subscribers[fqsn])
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subs.update(router.subscribers[fqme])
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reqid = dark_book._ems2brokerd_ids.inverse.get(oid)
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@ -1111,7 +1111,7 @@ async def process_client_order_cmds(
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and status.resp == 'dark_open'
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):
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# remove from dark book clearing
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entry = dark_book.triggers[fqsn].pop(oid, None)
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entry = dark_book.triggers[fqme].pop(oid, None)
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if entry:
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(
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pred,
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@ -1127,7 +1127,7 @@ async def process_client_order_cmds(
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status.req = cmd
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await router.client_broadcast(
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fqsn,
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fqme,
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status,
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)
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@ -1137,7 +1137,7 @@ async def process_client_order_cmds(
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dark_book._active.pop(oid)
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else:
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log.exception(f'No dark order for {fqsn}?')
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log.exception(f'No dark order for {fqme}?')
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# TODO: eventually we should be receiving
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# this struct on the wire unpacked in a scoped protocol
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@ -1146,7 +1146,7 @@ async def process_client_order_cmds(
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# LIVE order REQUEST
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case {
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'oid': oid,
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'symbol': fqsn,
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'symbol': fqme,
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'price': trigger_price,
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'size': size,
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'action': ('buy' | 'sell') as action,
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@ -1159,7 +1159,7 @@ async def process_client_order_cmds(
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# remove the broker part before creating a message
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# to send to the specific broker since they probably
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# aren't expectig their own name, but should they?
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sym = fqsn.replace(f'.{broker}', '')
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sym = fqme.replace(f'.{broker}', '')
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if status is not None:
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# if we already had a broker order id then
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@ -1216,7 +1216,7 @@ async def process_client_order_cmds(
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# DARK-order / alert REQUEST
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case {
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'oid': oid,
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'symbol': fqsn,
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'symbol': fqme,
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'price': trigger_price,
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'size': size,
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'exec_mode': exec_mode,
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@ -1238,7 +1238,7 @@ async def process_client_order_cmds(
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# price received from the feed, instead of being
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# like every other shitty tina platform that makes
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# the user choose the predicate operator.
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last = dark_book.lasts[fqsn]
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last = dark_book.lasts[fqme]
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# sometimes the real-time feed hasn't come up
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# so just pull from the latest history.
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@ -1280,7 +1280,7 @@ async def process_client_order_cmds(
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# NOTE: this may result in an override of an existing
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# dark book entry if the order id already exists
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dark_book.triggers.setdefault(
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fqsn, {}
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fqme, {}
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)[oid] = (
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pred,
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tickfilter,
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@ -1305,7 +1305,7 @@ async def process_client_order_cmds(
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# broadcast status to all subscribed clients
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await router.client_broadcast(
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fqsn,
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fqme,
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status,
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)
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@ -1316,35 +1316,36 @@ async def process_client_order_cmds(
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@acm
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async def maybe_open_trade_relays(
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router: Router,
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fqsn: str,
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fqme: str,
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exec_mode: str, # ('paper', 'live')
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loglevel: str = 'info',
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) -> tuple:
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def cache_on_fqsn_unless_paper(
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def cache_on_fqme_unless_paper(
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router: Router,
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fqsn: str,
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fqme: str,
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exec_mode: str, # ('paper', 'live')
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loglevel: str = 'info',
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) -> Hashable:
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if exec_mode == 'paper':
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return f'paper_{fqsn}'
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return f'paper_{fqme}'
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else:
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return fqsn
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return fqme
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# XXX: closure to enable below use of
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# ``tractor.trionics.maybe_open_context()``
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@acm
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async def cached_mngr(
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router: Router,
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fqsn: str,
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fqme: str,
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exec_mode: str, # ('paper', 'live')
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loglevel: str = 'info',
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):
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relay, feed, client_ready = await _router.nursery.start(
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_router.open_trade_relays,
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fqsn,
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fqme,
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exec_mode,
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loglevel,
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)
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@ -1354,11 +1355,11 @@ async def maybe_open_trade_relays(
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acm_func=cached_mngr,
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kwargs={
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'router': _router,
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'fqsn': fqsn,
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'fqme': fqme,
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'exec_mode': exec_mode,
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'loglevel': loglevel,
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},
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key=cache_on_fqsn_unless_paper,
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key=cache_on_fqme_unless_paper,
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) as (
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cache_hit,
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(relay, feed, client_ready)
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@ -1369,7 +1370,7 @@ async def maybe_open_trade_relays(
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@tractor.context
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async def _emsd_main(
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ctx: tractor.Context,
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fqsn: str,
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fqme: str,
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exec_mode: str, # ('paper', 'live')
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loglevel: str = 'info',
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@ -1426,7 +1427,7 @@ async def _emsd_main(
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global _router
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assert _router
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broker, symbol, suffix = unpack_fqsn(fqsn)
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broker, symbol, suffix = unpack_fqme(fqme)
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# TODO: would be nice if in tractor we can require either a ctx arg,
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# or a named arg with ctx in it and a type annotation of
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@ -1443,7 +1444,7 @@ async def _emsd_main(
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# few duplicate streams as necessary per ems actor.
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async with maybe_open_trade_relays(
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_router,
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fqsn,
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fqme,
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exec_mode,
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loglevel,
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) as (relay, feed, client_ready):
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@ -1466,28 +1467,28 @@ async def _emsd_main(
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# register the client side before starting the
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# brokerd-side relay task to ensure the client is
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# delivered all exisiting open orders on startup.
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# TODO: instead of by fqsn we need a subscription
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# TODO: instead of by fqme we need a subscription
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# system/schema here to limit what each new client is
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# allowed to see in terms of broadcasted order flow
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# updates per dialog.
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_router.subscribers[fqsn].add(client_stream)
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_router.subscribers[fqme].add(client_stream)
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client_ready.set()
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# start inbound (from attached client) order request processing
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# main entrypoint, run here until cancelled.
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try:
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flume = feed.flumes[fqsn]
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flume = feed.flumes[fqme]
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await process_client_order_cmds(
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client_stream,
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brokerd_stream,
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fqsn,
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fqme,
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flume,
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dark_book,
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_router,
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)
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finally:
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# try to remove client from subscription registry
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_router.subscribers[fqsn].remove(client_stream)
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_router.subscribers[fqme].remove(client_stream)
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for oid, client_streams in _router.dialogs.items():
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client_streams.discard(client_stream)
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