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Attempt to better handle history throttles using flag

mkts_backup
Tyler Goodlet 2022-03-22 13:14:22 -04:00
parent 48ed07aa99
commit 7f350569df
1 changed files with 24 additions and 16 deletions
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18
piker/brokers/ib.py
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@ -1340,8 +1340,7 @@ async def get_bars(
fails = 0 fails = 0
bars: Optional[list] = None bars: Optional[list] = None
for _ in range(3): async def get():
try:
bars, bars_array = await proxy.bars( bars, bars_array = await proxy.bars(
fqsn=fqsn, fqsn=fqsn,
@ -1351,10 +1350,16 @@ async def get_bars(
raise SymbolNotFound(fqsn) raise SymbolNotFound(fqsn)
next_dt = bars[0].date next_dt = bars[0].date
print(f'ib datetime {next_dt}') log.info(f'ib datetime {next_dt}')
return (bars, bars_array, next_dt), fails return (bars, bars_array, next_dt), fails
in_throttle: bool = False
for _ in range(10):
try:
return await get()
except RequestError as err: except RequestError as err:
_err = err _err = err
@ -1382,7 +1387,7 @@ async def get_bars(
# try to decrement start point and look further back # try to decrement start point and look further back
next_dt = bars[0].date next_dt = bars[0].date
print(f'ib datetime {next_dt}') log.info(f'ib datetime {next_dt}')
continue continue
elif 'No market data permissions for' in err.message: elif 'No market data permissions for' in err.message:
@ -1401,7 +1406,10 @@ async def get_bars(
# TODO: should probably create some alert on screen # TODO: should probably create some alert on screen
# and then somehow get that to trigger an event here # and then somehow get that to trigger an event here
# that restarts/resumes this task? # that restarts/resumes this task?
if not in_throttle:
await tractor.breakpoint() await tractor.breakpoint()
in_throttle = True
fails += 1 fails += 1
continue continue
@ -1455,7 +1463,7 @@ async def backfill_bars(
# on that until we have the `marketstore` daemon in place in which # on that until we have the `marketstore` daemon in place in which
# case the shm size will be driven by user config and available sys # case the shm size will be driven by user config and available sys
# memory. # memory.
count: int = 16, count: int = 22,
task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED, task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,