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Factor subscription broadcasting into a func

l1_precision_fix
Tyler Goodlet 2022-04-16 18:33:26 -04:00
parent d4e0d4463f
commit 7d8cf3eaf8
1 changed files with 28 additions and 15 deletions
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15
piker/data/_sampling.py
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@ -22,7 +22,7 @@ financial data flows.
from __future__ import annotations from __future__ import annotations
from collections import Counter from collections import Counter
import time import time
from typing import TYPE_CHECKING from typing import TYPE_CHECKING, Optional
import tractor import tractor
import trio import trio
@ -90,6 +90,7 @@ async def increment_ohlc_buffer(
total_s = 0 # total seconds counted total_s = 0 # total seconds counted
lowest = min(sampler.ohlcv_shms.keys()) lowest = min(sampler.ohlcv_shms.keys())
lowest_shm = sampler.ohlcv_shms[lowest][0]
ad = lowest - 0.001 ad = lowest - 0.001
with trio.CancelScope() as cs: with trio.CancelScope() as cs:
@ -133,10 +134,22 @@ async def increment_ohlc_buffer(
# write to the buffer # write to the buffer
shm.push(last) shm.push(last)
await broadcast(delay_s, shm=lowest_shm)
async def broadcast(
delay_s: int,
shm: Optional[ShmArray] = None,
) -> None:
# broadcast the buffer index step to any subscribers for # broadcast the buffer index step to any subscribers for
# a given sample period. # a given sample period.
subs = sampler.subscribers.get(delay_s, ()) subs = sampler.subscribers.get(delay_s, ())
if shm is None:
lowest = min(sampler.ohlcv_shms.keys())
shm = sampler.ohlcv_shms[lowest][0]
for stream in subs: for stream in subs:
try: try:
await stream.send({'index': shm._last.value}) await stream.send({'index': shm._last.value})