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`.brokers.ib.feed`: better `tractor.to_asyncio` typing and var naming throughout!

brokers_refinery
Tyler Goodlet 2025-02-13 12:32:43 -05:00
parent 5e371f1d73
commit 7de20ebe42
1 changed files with 29 additions and 15 deletions
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44
piker/brokers/ib/feed.py
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@ -587,7 +587,7 @@ async def get_bars(
data_cs.cancel() data_cs.cancel()
# spawn new data reset task # spawn new data reset task
data_cs, reset_done = await nurse.start( data_cs, reset_done = await tn.start(
partial( partial(
wait_on_data_reset, wait_on_data_reset,
proxy, proxy,
@ -607,11 +607,11 @@ async def get_bars(
# such that simultaneous symbol queries don't try data resettingn # such that simultaneous symbol queries don't try data resettingn
# too fast.. # too fast..
unset_resetter: bool = False unset_resetter: bool = False
async with trio.open_nursery() as nurse: async with trio.open_nursery() as tn:
# start history request that we allow # start history request that we allow
# to run indefinitely until a result is acquired # to run indefinitely until a result is acquired
nurse.start_soon(query) tn.start_soon(query)
# start history reset loop which waits up to the timeout # start history reset loop which waits up to the timeout
# for a result before triggering a data feed reset. # for a result before triggering a data feed reset.
@ -631,7 +631,7 @@ async def get_bars(
unset_resetter: bool = True unset_resetter: bool = True
# spawn new data reset task # spawn new data reset task
data_cs, reset_done = await nurse.start( data_cs, reset_done = await tn.start(
partial( partial(
wait_on_data_reset, wait_on_data_reset,
proxy, proxy,
@ -705,7 +705,9 @@ async def _setup_quote_stream(
# to_trio, from_aio = trio.open_memory_channel(2**8) # type: ignore # to_trio, from_aio = trio.open_memory_channel(2**8) # type: ignore
def teardown(): def teardown():
ticker.updateEvent.disconnect(push) ticker.updateEvent.disconnect(push)
log.error(f"Disconnected stream for `{symbol}`") log.error(
f'Disconnected stream for `{symbol}`'
)
client.ib.cancelMktData(contract) client.ib.cancelMktData(contract)
# decouple broadcast mem chan # decouple broadcast mem chan
@ -761,7 +763,10 @@ async def open_aio_quote_stream(
symbol: str, symbol: str,
contract: Contract | None = None, contract: Contract | None = None,
) -> trio.abc.ReceiveStream: ) -> (
trio.abc.Channel| # iface
tractor.to_asyncio.LinkedTaskChannel # actually
):
from tractor.trionics import broadcast_receiver from tractor.trionics import broadcast_receiver
global _quote_streams global _quote_streams
@ -778,6 +783,7 @@ async def open_aio_quote_stream(
yield from_aio yield from_aio
return return
from_aio: tractor.to_asyncio.LinkedTaskChannel
async with tractor.to_asyncio.open_channel_from( async with tractor.to_asyncio.open_channel_from(
_setup_quote_stream, _setup_quote_stream,
symbol=symbol, symbol=symbol,
@ -983,17 +989,18 @@ async def stream_quotes(
) )
cs: trio.CancelScope | None = None cs: trio.CancelScope | None = None
startup: bool = True startup: bool = True
iter_quotes: trio.abc.Channel
while ( while (
startup startup
or cs.cancel_called or cs.cancel_called
): ):
with trio.CancelScope() as cs: with trio.CancelScope() as cs:
async with ( async with (
trio.open_nursery() as nurse, trio.open_nursery() as tn,
open_aio_quote_stream( open_aio_quote_stream(
symbol=sym, symbol=sym,
contract=con, contract=con,
) as stream, ) as iter_quotes,
): ):
# ugh, clear ticks since we've consumed them # ugh, clear ticks since we've consumed them
# (ahem, ib_insync is stateful trash) # (ahem, ib_insync is stateful trash)
@ -1021,9 +1028,9 @@ async def stream_quotes(
await rt_ev.wait() await rt_ev.wait()
cs.cancel() # cancel called should now be set cs.cancel() # cancel called should now be set
nurse.start_soon(reset_on_feed) tn.start_soon(reset_on_feed)
async with aclosing(stream): async with aclosing(iter_quotes):
# if syminfo.get('no_vlm', False): # if syminfo.get('no_vlm', False):
if not init_msg.shm_write_opts['has_vlm']: if not init_msg.shm_write_opts['has_vlm']:
@ -1038,19 +1045,21 @@ async def stream_quotes(
# wait for real volume on feed (trading might be # wait for real volume on feed (trading might be
# closed) # closed)
while True: while True:
ticker = await stream.receive() ticker = await iter_quotes.receive()
# for a real volume contract we rait for # for a real volume contract we rait for
# the first "real" trade to take place # the first "real" trade to take place
if ( if (
# not calc_price # not calc_price
# and not ticker.rtTime # and not ticker.rtTime
not ticker.rtTime False
# not ticker.rtTime
): ):
# spin consuming tickers until we # spin consuming tickers until we
# get a real market datum # get a real market datum
log.debug(f"New unsent ticker: {ticker}") log.debug(f"New unsent ticker: {ticker}")
continue continue
else: else:
log.debug("Received first volume tick") log.debug("Received first volume tick")
# ugh, clear ticks since we've # ugh, clear ticks since we've
@ -1066,13 +1075,18 @@ async def stream_quotes(
log.debug(f"First ticker received {quote}") log.debug(f"First ticker received {quote}")
# tell data-layer spawner-caller that live # tell data-layer spawner-caller that live
# quotes are now streaming. # quotes are now active desptie not having
# necessarily received a first vlm/clearing
# tick.
ticker = await iter_quotes.receive()
feed_is_live.set() feed_is_live.set()
fqme: str = quote['fqme']
await send_chan.send({fqme: quote})
# last = time.time() # last = time.time()
async for ticker in stream: async for ticker in iter_quotes:
quote = normalize(ticker) quote = normalize(ticker)
fqme = quote['fqme'] fqme: str = quote['fqme']
await send_chan.send({fqme: quote}) await send_chan.send({fqme: quote})
# ugh, clear ticks since we've consumed them # ugh, clear ticks since we've consumed them