Always transmit index event even when no shm is registered

piker/data/_sampling.py

@@ -20,7 +20,6 @@ financial data flows.
 
 """
 import time
-from typing import Dict, List
 
 import tractor
 import trio
@@ -35,15 +34,17 @@ log = get_logger(__name__)
 
 # TODO: we could stick these in a composed type to avoid
 # angering the "i hate module scoped variables crowd" (yawn).
-_shms: Dict[int, List[ShmArray]] = {}
-_start_increment: Dict[str, trio.Event] = {}
-_incrementers: Dict[int, trio.CancelScope] = {}
-_subscribers: Dict[str, tractor.Context] = {}
+_ohlcv_shms: dict[int, list[ShmArray]] = {}
 
+# holds one-task-per-sample-period tasks which are spawned as-needed by
+# data feed requests with a given detected time step usually from
+# history loading.
+_incrementers: dict[int, trio.CancelScope] = {}
 
-def shm_incrementing(shm_token_name: str) -> trio.Event:
-    global _start_increment
-    return _start_increment.setdefault(shm_token_name, trio.Event())
+# holds all the ``tractor.Context`` remote subscriptions for
+# a particular sample period increment event: all subscribers are
+# notified on a step.
+_subscribers: dict[int, tractor.Context] = {}
 
 
 async def increment_ohlc_buffer(
@@ -72,13 +73,13 @@ async def increment_ohlc_buffer(
     # to solve this is to make this task aware of the instrument's
     # tradable hours?
 
-    global _incrementers
+    global _incrementers, _ohlcv_shms, _subscribers
 
     # adjust delay to compensate for trio processing time
-    ad = min(_shms.keys()) - 0.001
+    ad = min(_ohlcv_shms.keys()) - 0.001
 
     total_s = 0  # total seconds counted
-    lowest = min(_shms.keys())
+    lowest = min(_ohlcv_shms.keys())
     ad = lowest - 0.001
 
     with trio.CancelScope() as cs:
@@ -94,8 +95,10 @@ async def increment_ohlc_buffer(
             total_s += lowest
 
             # increment all subscribed shm arrays
-            # TODO: this in ``numba``
-            for delay_s, shms in _shms.items():
+            # TODO:
+            # - this in ``numba``
+            # - just lookup shms for this step instead of iterating?
+            for delay_s, shms in _ohlcv_shms.items():
                 if total_s % delay_s != 0:
                     continue
 
@@ -120,18 +123,19 @@ async def increment_ohlc_buffer(
                     # write to the buffer
                     shm.push(last)
 
-                # broadcast the buffer index step
-                subs = _subscribers.get(delay_s, ())
+            # broadcast the buffer index step to any subscribers for
+            # a given sample period.
+            subs = _subscribers.get(delay_s, ())
 
-                for ctx in subs:
-                    try:
-                        await ctx.send_yield({'index': shm._last.value})
-                    except (
-                        trio.BrokenResourceError,
-                        trio.ClosedResourceError
-                    ):
-                        log.error(f'{ctx.chan.uid} dropped connection')
-                        subs.remove(ctx)
+            for ctx in subs:
+                try:
+                    await ctx.send_yield({'index': shm._last.value})
+                except (
+                    trio.BrokenResourceError,
+                    trio.ClosedResourceError
+                ):
+                    log.error(f'{ctx.chan.uid} dropped connection')
+                    subs.remove(ctx)
 
 
 @tractor.stream