Port broker daemon to tractor
Drop all channel/connection handling from the core and break up all the start up steps into compact and useful functions. The main difference is the daemon now only needs to worry about spawning per broker streaming tasks and handling symbol list subscription requests.kivy_mainline_and_py3.8
Tyler Goodlet
parent
c0d8d4fd99
commit
8019296c67
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@ -10,9 +10,12 @@ from typing import Coroutine, Callable
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import trio
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from .. import tractor
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from ..log import get_logger
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from ..ipc import StreamQueue, Channel
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from ..ipc import Channel
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from . import get_brokermod
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log = get_logger('broker.core')
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@ -138,8 +141,8 @@ async def stream_quotes(
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ConnectionRefusedError,
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):
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log.warn(f"{chan.raddr} went down?")
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for qset in tickers2chans.values():
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qset.discard(chan)
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for chanset in tickers2chans.values():
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chanset.discard(chan)
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req_time = round(postquote_start - prequote_start, 3)
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proc_time = round(time.time() - postquote_start, 3)
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@ -155,12 +158,97 @@ async def stream_quotes(
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await trio.sleep(delay)
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async def start_quoter(
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broker2tickersubs: dict,
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clients: dict,
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dtasks: set, # daemon task registry
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nursery: 'Nursery',
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stream: trio.SocketStream,
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async def get_cached_client(broker, tickers):
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"""Get the current actor's cached broker client if available or create a
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new one.
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"""
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# check if a cached client is in the local actor's statespace
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clients = tractor.current_actor().statespace.setdefault('clients', {})
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if clients:
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return clients[broker]
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else:
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log.info(f"Creating new client for broker {broker}")
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brokermod = get_brokermod(broker)
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# TODO: move to AsyncExitStack in 3.7
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client_cntxmng = brokermod.get_client()
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client = await client_cntxmng.__aenter__()
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get_quotes = await brokermod.quoter(client, tickers)
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clients[broker] = (
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brokermod, client, client_cntxmng, get_quotes)
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return brokermod, client, client_cntxmng, get_quotes
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async def symbol_data(broker, tickers):
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"""Retrieve baseline symbol info from broker.
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"""
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_, client, _, get_quotes = await get_cached_client(broker, tickers)
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return await client.symbol_data(tickers)
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async def smoke_quote(get_quotes, tickers, broker):
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"""Do an initial "smoke" request for symbols in ``tickers`` filtering
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oout any symbols not supported by the broker queried in the call to
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``get_quotes()``.
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"""
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# TODO: trim out with #37
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#################################################
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# get a single quote filtering out any bad tickers
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# NOTE: this code is always run for every new client
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# subscription even when a broker quoter task is already running
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# since the new client needs to know what symbols are accepted
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log.warn(f"Retrieving smoke quote for symbols {tickers}")
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quotes = await get_quotes(tickers)
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# report any tickers that aren't returned in the first quote
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invalid_tickers = set(tickers) - set(quotes)
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for symbol in invalid_tickers:
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tickers.remove(symbol)
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log.warn(
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f"Symbol `{symbol}` not found by broker `{broker}`"
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)
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# pop any tickers that return "empty" quotes
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payload = {}
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for symbol, quote in quotes.items():
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if quote is None:
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log.warn(
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f"Symbol `{symbol}` not found by broker"
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f" `{broker}`")
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# XXX: not this mutates the input list (for now)
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tickers.remove(symbol)
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continue
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payload[symbol] = quote
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return payload
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# end of section to be trimmed out with #37
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###########################################
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def modify_quote_stream(broker, tickers, chan=None, cid=None):
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"""Absolute symbol subscription list for each quote stream.
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"""
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log.info(f"{chan} changed symbol subscription to {tickers}")
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ss = tractor.current_actor().statespace
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broker2tickersubs = ss['broker2tickersubs']
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tickers2chans = broker2tickersubs.get(broker)
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# update map from each symbol to requesting client's chan
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for ticker in tickers:
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chanset = tickers2chans.setdefault(ticker, set())
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if chan not in chanset:
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chanset.add(chan)
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for ticker in filter(lambda ticker: ticker not in tickers, tickers2chans):
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chanset = tickers2chans.get(ticker)
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if chanset and chan in chanset:
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chanset.discard(chan)
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async def start_quote_stream(
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broker: str,
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tickers: [str],
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chan: 'Channel' = None,
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cid: str = None,
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) -> None:
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"""Handle per-broker quote stream subscriptions.
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@ -168,120 +256,56 @@ async def start_quoter(
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Since most brokers seems to support batch quote requests we
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limit to one task per process for now.
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"""
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chan = Channel(stream=stream)
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log.info(f"Accepted new connection from {chan.raddr}")
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async with chan.squeue.stream:
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async for broker, tickers in chan:
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tickers = list(tickers)
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log.info(
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f"{chan.raddr} subscribed to {broker} for tickers {tickers}")
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# pull global vars from local actor
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ss = tractor.current_actor().statespace
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broker2tickersubs = ss['broker2tickersubs']
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clients = ss['clients']
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dtasks = ss['dtasks']
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tickers = list(tickers)
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log.info(
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f"{chan.uid} subscribed to {broker} for tickers {tickers}")
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if broker not in broker2tickersubs:
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brokermod = get_brokermod(broker)
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brokermod, client, _, get_quotes = await get_cached_client(broker, tickers)
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if broker not in broker2tickersubs:
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tickers2chans = broker2tickersubs.setdefault(broker, {})
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else:
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log.info(f"Subscribing with existing `{broker}` daemon")
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tickers2chans = broker2tickersubs[broker]
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# TODO: move to AsyncExitStack in 3.7
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client_cntxmng = brokermod.get_client()
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client = await client_cntxmng.__aenter__()
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get_quotes = await brokermod.quoter(client, tickers)
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clients[broker] = (
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brokermod, client, client_cntxmng, get_quotes)
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tickers2chans = broker2tickersubs.setdefault(broker, {})
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else:
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log.info(f"Subscribing with existing `{broker}` daemon")
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brokermod, client, _, get_quotes = clients[broker]
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tickers2chans = broker2tickersubs[broker]
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# do a smoke quote (not this mutates the input list and filters out bad
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# symbols for now)
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payload = await smoke_quote(get_quotes, tickers, broker)
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# push initial smoke quote response for client initialization
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await chan.send({'yield': payload, 'cid': cid})
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# beginning of section to be trimmed out with #37
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#################################################
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# get a single quote filtering out any bad tickers
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# NOTE: this code is always run for every new client
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# subscription even when a broker quoter task is already running
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# since the new client needs to know what symbols are accepted
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log.warn(f"Retrieving smoke quote for {chan.raddr}")
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quotes = await get_quotes(tickers)
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# report any tickers that aren't returned in the first quote
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invalid_tickers = set(tickers) - set(quotes)
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for symbol in invalid_tickers:
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tickers.remove(symbol)
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log.warn(
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f"Symbol `{symbol}` not found by broker `{brokermod.name}`"
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)
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# update map from each symbol to requesting client's chan
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modify_quote_stream(broker, tickers, chan=chan, cid=cid)
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# pop any tickers that return "empty" quotes
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payload = {}
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for symbol, quote in quotes.items():
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if quote is None:
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log.warn(
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f"Symbol `{symbol}` not found by broker"
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f" `{brokermod.name}`")
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tickers.remove(symbol)
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continue
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payload[symbol] = quote
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# end of section to be trimmed out with #37
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###########################################
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# first respond with symbol data for all tickers (allows
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# clients to receive broker specific setup info)
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sd = await client.symbol_data(tickers)
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assert sd, "No symbol data could be found?"
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await chan.send(sd)
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# update map from each symbol to requesting client's chan
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for ticker in tickers:
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tickers2chans.setdefault(ticker, set()).add(chan)
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# push initial quotes response for client initialization
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await chan.send(payload)
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if broker not in dtasks: # no quoter task yet
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# task should begin on the next checkpoint/iteration
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log.info(f"Spawning quoter task for {brokermod.name}")
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nursery.start_soon(
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stream_quotes, brokermod, get_quotes, tickers2chans)
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dtasks.add(broker)
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log.debug("Waiting on subscription request")
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else:
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log.info(f"client @ {chan.raddr} disconnected")
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# drop any lingering subscriptions
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for ticker, qset in tickers2chans.items():
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qset.discard(chan)
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# if there are no more subscriptions with this broker
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# drop from broker subs dict
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if not any(tickers2chans.values()):
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log.info(f"No more subscriptions for {broker}")
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broker2tickersubs.pop(broker, None)
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dtasks.discard(broker)
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# TODO: move to AsyncExitStack in 3.7
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for _, _, cntxmng, _ in clients.values():
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# FIXME: yes I know it's totally wrong...
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await cntxmng.__aexit__(None, None, None)
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async def _brokerd_main(host) -> None:
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"""Entry point for the broker daemon which waits for connections
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before spawning micro-services.
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"""
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# global space for broker-daemon subscriptions
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broker2tickersubs = {}
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clients = {}
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dtasks = set()
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async with trio.open_nursery() as nursery:
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listeners = await nursery.start(
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partial(
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trio.serve_tcp,
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partial(
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start_quoter, broker2tickersubs, clients,
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dtasks, nursery
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),
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1617, host=host,
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if broker not in dtasks: # no quoter task yet
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# task should begin on the next checkpoint/iteration
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log.info(f"Spawning quoter task for {brokermod.name}")
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async with trio.open_nursery() as nursery:
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nursery.start_soon(partial(
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stream_quotes, brokermod, get_quotes, tickers2chans,
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cid=cid)
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)
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)
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log.debug(f"Spawned {listeners}")
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dtasks.add(broker)
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# unblocks when no more symbols subscriptions exist and the
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# quote streamer task terminates (usually because another call
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# was made to `modify_quoter` to unsubscribe from streaming
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# symbols)
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# if there are truly no more subscriptions with this broker
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# drop from broker subs dict
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if not any(tickers2chans.values()):
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log.info(f"No more subscriptions for {broker}")
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broker2tickersubs.pop(broker, None)
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dtasks.discard(broker)
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# TODO: move to AsyncExitStack in 3.7
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for _, _, cntxmng, _ in clients.values():
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# FIXME: yes I know there's no error handling..
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await cntxmng.__aexit__(None, None, None)
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async def _test_price_stream(broker, symbols, *, chan=None, cid=None):
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