pikers
/
piker
3
0
Fork 0
Code Issues 5 Pull Requests 7 Packages Projects Releases Wiki Activity

Merge pull request #64 from pikers/data_feed_reorg 

Data feed reorg
kivy_mainline_and_py3.8
goodboy 2019-01-12 11:47:21 -05:00 committed by GitHub
parent e69f0b286c 36d0c2ed68
commit 78dced3091
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
3 changed files with 103 additions and 100 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

100
piker/brokers/data.py
View File

@ -112,11 +112,14 @@ async def stream_quotes(
# TODO: at this point probably just just make this a class and
# a lot of these functions should be methods. It will definitely
# make stateful UI apps easier to implement
class DataFeed(typing.NamedTuple):
"""A per broker "data feed" container.
class BrokerFeed(typing.NamedTuple):
"""A per broker "client feed" container.
A structure to keep track of components used by
real-time data daemons.
real-time data daemons. This is a backend "client" which pulls
data from broker specific data lakes:
``DataFeed`` <- tractor -> ``BrokerFeed`` <- broker IPC -> broker API
"""
mod: ModuleType
client: object
@ -129,7 +132,7 @@ class DataFeed(typing.NamedTuple):
async def fan_out_to_chans(
feed: DataFeed,
feed: BrokerFeed,
get_quotes: Coroutine,
symbols2chans: Dict[str, tractor.Channel],
rate: int = 5, # delay between quote requests
@ -275,8 +278,8 @@ def modify_quote_stream(broker, feed_type, symbols, chan, cid):
async def get_cached_feed(
brokername: str,
) -> DataFeed:
"""Get/create a ``DataFeed`` from/in the current actor.
) -> BrokerFeed:
"""Get/create a ``BrokerFeed`` from/in the current actor.
"""
# check if a cached client is in the local actor's statespace
ss = tractor.current_actor().statespace
@ -293,7 +296,7 @@ async def get_cached_feed(
exit_stack = contextlib.AsyncExitStack()
client = await exit_stack.enter_async_context(
brokermod.get_client())
feed = DataFeed(
feed = BrokerFeed(
mod=brokermod,
client=client,
exit_stack=exit_stack,
@ -422,6 +425,89 @@ async def start_quote_stream(
await feed.exit_stack.aclose()
class DataFeed(object):
"""Data feed client for streaming symbol data from a (remote)
``brokerd`` data daemon.
"""
_allowed = ('stock', 'option')
def __init__(self, portal, brokermod):
self.portal = portal
self.brokermod = brokermod
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):
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(
f"Stopping existing subscription for {self._symbols}")
await self.quote_gen.aclose()
self._symbols = symbols
if feed_type == 'stock' and not (
all(symbol in self._symbol_data_cache
for symbol in symbols)
):
# subscribe for tickers (this performs a possible filtering
# where invalid symbols are discarded)
sd = await self.portal.run(
"piker.brokers.data", 'symbol_data',
broker=self.brokermod.name, tickers=symbols)
self._symbol_data_cache.update(sd)
if test:
# stream from a local test file
quote_gen = await self.portal.run(
"piker.brokers.data", 'stream_from_file',
filename=test
)
else:
log.info(f"Starting new stream for {self._symbols}")
# start live streaming from broker daemon
quote_gen = await self.portal.run(
"piker.brokers.data",
'start_quote_stream',
broker=self.brokermod.name,
symbols=symbols,
feed_type=feed_type,
rate=rate,
)
# get first quotes response
log.debug(f"Waiting on first quote for {symbols}...")
quotes = {}
# with trio.move_on_after(5):
quotes = await quote_gen.__anext__()
self.quote_gen = quote_gen
self.first_quotes = quotes
return quote_gen, quotes
except Exception:
if self.quote_gen:
await self.quote_gen.aclose()
self.quote_gen = None
raise
def format_quotes(self, quotes, symbol_data={}):
self._symbol_data_cache.update(symbol_data)
formatter = getattr(self.brokermod, f'format_{self._quote_type}_quote')
records, displayables = zip(*[
formatter(quote, self._symbol_data_cache)
for quote in quotes.values()
])
return records, displayables
async def stream_to_file(
watchlist_name: str,
filename: str,

36
piker/ui/monitor.py
View File

@ -15,6 +15,7 @@ from kivy.lang import Builder
from kivy.app import async_runTouchApp
from kivy.core.window import Window
from ..brokers.data import DataFeed
from .tabular import (
Row, TickerTable, _kv, _black_rgba, colorcode,
)
@ -170,37 +171,12 @@ async def _async_main(
This is started with cli cmd `piker monitor`.
'''
if test:
# stream from a local test file
quote_gen = await portal.run(
"piker.brokers.data", 'stream_from_file',
filename=test
)
# TODO: need a set of test packets to make this work
# seriously fu QT
# sd = {}
else:
# start live streaming from broker daemon
quote_gen = await portal.run(
"piker.brokers.data",
'start_quote_stream',
broker=brokermod.name,
symbols=tickers,
rate=3,
)
feed = DataFeed(portal, brokermod)
# subscribe for tickers (this performs a possible filtering
# where invalid symbols are discarded)
sd = await portal.run(
"piker.brokers.data", 'symbol_data',
broker=brokermod.name, tickers=tickers)
quote_gen, quotes = await feed.open_stream(
tickers, 'stock', rate=rate)
# get first quotes response
log.debug("Waiting on first quote...")
quotes = await quote_gen.__anext__()
first_quotes = [
brokermod.format_stock_quote(quote, symbol_data=sd)[0]
for quote in quotes.values()]
first_quotes, _ = feed.format_quotes(quotes)
if first_quotes[0].get('last') is None:
log.error("Broker API is down temporarily")
@ -274,7 +250,7 @@ async def _async_main(
brokermod.format_stock_quote,
widgets,
quote_gen,
sd,
feed._symbol_data_cache,
quotes
)

67
piker/ui/option_chain.py
View File

@ -18,6 +18,7 @@ from kivy.uix.label import Label
from ..log import get_logger
from ..brokers.core import contracts
from ..brokers.data import DataFeed
from .pager import PagerView
from .tabular import Row, HeaderCell, Cell, TickerTable
@ -146,67 +147,6 @@ class ExpiryButton(Cell):
self.chain.start_displaying(self.chain.symbol, self.key)
class DataFeed(object):
"""Data feed client for streaming symbol data from a (remote)
``brokerd`` data daemon.
"""
def __init__(self, portal, brokermod):
self.portal = portal
self.brokermod = brokermod
self._symbols = None
self.quote_gen = None
self._mutex = trio.StrictFIFOLock()
async def open_stream(self, symbols, rate=1, test=None):
async with self._mutex:
try:
if self.quote_gen is not None and symbols != self._symbols:
log.info(
f"Stopping existing subscription for {self._symbols}")
await self.quote_gen.aclose()
self._symbols = symbols
if test:
# stream from a local test file
quote_gen = await self.portal.run(
"piker.brokers.data", 'stream_from_file',
filename=test
)
else:
log.info(f"Starting new stream for {self._symbols}")
# start live streaming from broker daemon
quote_gen = await self.portal.run(
"piker.brokers.data",
'start_quote_stream',
broker=self.brokermod.name,
symbols=symbols,
feed_type='option',
rate=rate,
)
# get first quotes response
log.debug(f"Waiting on first quote for {symbols}...")
quotes = {}
# with trio.move_on_after(5):
quotes = await quote_gen.__anext__()
self.quote_gen = quote_gen
self.first_quotes = quotes
return quote_gen, quotes
except Exception:
if self.quote_gen:
await self.quote_gen.aclose()
self.quote_gen = None
raise
def format_quotes(self, quotes):
records, displayables = zip(*[
self.brokermod.format_option_quote(quote, {})
for quote in quotes.values()
])
return records, displayables
@asynccontextmanager
async def find_local_monitor():
"""Establish a portal to a local monitor for triggering
@ -276,7 +216,7 @@ class OptionChain(object):
self._parent_nursery = nursery
async with trio.open_nursery() as n:
self._nursery = n
# fill out and start updatingn strike table
# fill out and start updating strike table
n.start_soon(
partial(self._start_displaying, symbol, expiry=expiry)
)
@ -450,7 +390,8 @@ class OptionChain(object):
log.debug(f"Waiting on first_quotes for {symbol}:{expiry}")
self._quote_gen, first_quotes = await self.feed.open_stream(
[(symbol, expiry)]
[(symbol, expiry)],
'option',
)
log.debug(f"Got first_quotes for {symbol}:{expiry}")
records, displayables = self.feed.format_quotes(first_quotes)