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 2018-06-26 17:55:52 -04:00
parent c0d8d4fd99
commit 8019296c67
1 changed files with 142 additions and 118 deletions

View File

@ -10,9 +10,12 @@ from typing import Coroutine, Callable
import trio import trio
from .. import tractor
from ..log import get_logger from ..log import get_logger
from ..ipc import StreamQueue, Channel from ..ipc import Channel
from . import get_brokermod from . import get_brokermod
log = get_logger('broker.core') log = get_logger('broker.core')
@ -138,8 +141,8 @@ async def stream_quotes(
ConnectionRefusedError, ConnectionRefusedError,
): ):
log.warn(f"{chan.raddr} went down?") log.warn(f"{chan.raddr} went down?")
for qset in tickers2chans.values(): for chanset in tickers2chans.values():
qset.discard(chan) chanset.discard(chan)
req_time = round(postquote_start - prequote_start, 3) req_time = round(postquote_start - prequote_start, 3)
proc_time = round(time.time() - postquote_start, 3) proc_time = round(time.time() - postquote_start, 3)
@ -155,56 +158,53 @@ async def stream_quotes(
await trio.sleep(delay) await trio.sleep(delay)
async def start_quoter( async def get_cached_client(broker, tickers):
broker2tickersubs: dict, """Get the current actor's cached broker client if available or create a
clients: dict, new one.
dtasks: set, # daemon task registry
nursery: 'Nursery',
stream: trio.SocketStream,
) -> None:
"""Handle per-broker quote stream subscriptions.
Spawns new quoter tasks for each broker backend on-demand.
Since most brokers seems to support batch quote requests we
limit to one task per process for now.
""" """
chan = Channel(stream=stream) # check if a cached client is in the local actor's statespace
log.info(f"Accepted new connection from {chan.raddr}") clients = tractor.current_actor().statespace.setdefault('clients', {})
async with chan.squeue.stream: if clients:
async for broker, tickers in chan: return clients[broker]
tickers = list(tickers) else:
log.info( log.info(f"Creating new client for broker {broker}")
f"{chan.raddr} subscribed to {broker} for tickers {tickers}")
if broker not in broker2tickersubs:
brokermod = get_brokermod(broker) brokermod = get_brokermod(broker)
# TODO: move to AsyncExitStack in 3.7 # TODO: move to AsyncExitStack in 3.7
client_cntxmng = brokermod.get_client() client_cntxmng = brokermod.get_client()
client = await client_cntxmng.__aenter__() client = await client_cntxmng.__aenter__()
get_quotes = await brokermod.quoter(client, tickers) get_quotes = await brokermod.quoter(client, tickers)
clients[broker] = ( clients[broker] = (
brokermod, client, client_cntxmng, get_quotes) brokermod, client, client_cntxmng, get_quotes)
tickers2chans = broker2tickersubs.setdefault(broker, {})
else:
log.info(f"Subscribing with existing `{broker}` daemon")
brokermod, client, _, get_quotes = clients[broker]
tickers2chans = broker2tickersubs[broker]
# beginning of section to be trimmed out with #37 return brokermod, client, client_cntxmng, get_quotes
async def symbol_data(broker, tickers):
"""Retrieve baseline symbol info from broker.
"""
_, client, _, get_quotes = await get_cached_client(broker, tickers)
return await client.symbol_data(tickers)
async def smoke_quote(get_quotes, tickers, broker):
"""Do an initial "smoke" request for symbols in ``tickers`` filtering
oout any symbols not supported by the broker queried in the call to
``get_quotes()``.
"""
# TODO: trim out with #37
################################################# #################################################
# get a single quote filtering out any bad tickers # get a single quote filtering out any bad tickers
# NOTE: this code is always run for every new client # NOTE: this code is always run for every new client
# subscription even when a broker quoter task is already running # subscription even when a broker quoter task is already running
# since the new client needs to know what symbols are accepted # since the new client needs to know what symbols are accepted
log.warn(f"Retrieving smoke quote for {chan.raddr}") log.warn(f"Retrieving smoke quote for symbols {tickers}")
quotes = await get_quotes(tickers) quotes = await get_quotes(tickers)
# report any tickers that aren't returned in the first quote # report any tickers that aren't returned in the first quote
invalid_tickers = set(tickers) - set(quotes) invalid_tickers = set(tickers) - set(quotes)
for symbol in invalid_tickers: for symbol in invalid_tickers:
tickers.remove(symbol) tickers.remove(symbol)
log.warn( log.warn(
f"Symbol `{symbol}` not found by broker `{brokermod.name}`" f"Symbol `{symbol}` not found by broker `{broker}`"
) )
# pop any tickers that return "empty" quotes # pop any tickers that return "empty" quotes
@ -213,42 +213,89 @@ async def start_quoter(
if quote is None: if quote is None:
log.warn( log.warn(
f"Symbol `{symbol}` not found by broker" f"Symbol `{symbol}` not found by broker"
f" `{brokermod.name}`") f" `{broker}`")
# XXX: not this mutates the input list (for now)
tickers.remove(symbol) tickers.remove(symbol)
continue continue
payload[symbol] = quote payload[symbol] = quote
return payload
# end of section to be trimmed out with #37 # end of section to be trimmed out with #37
########################################### ###########################################
# first respond with symbol data for all tickers (allows
# clients to receive broker specific setup info)
sd = await client.symbol_data(tickers)
assert sd, "No symbol data could be found?"
await chan.send(sd)
def modify_quote_stream(broker, tickers, chan=None, cid=None):
"""Absolute symbol subscription list for each quote stream.
"""
log.info(f"{chan} changed symbol subscription to {tickers}")
ss = tractor.current_actor().statespace
broker2tickersubs = ss['broker2tickersubs']
tickers2chans = broker2tickersubs.get(broker)
# update map from each symbol to requesting client's chan # update map from each symbol to requesting client's chan
for ticker in tickers: for ticker in tickers:
tickers2chans.setdefault(ticker, set()).add(chan) chanset = tickers2chans.setdefault(ticker, set())
if chan not in chanset:
chanset.add(chan)
# push initial quotes response for client initialization for ticker in filter(lambda ticker: ticker not in tickers, tickers2chans):
await chan.send(payload) chanset = tickers2chans.get(ticker)
if chanset and chan in chanset:
chanset.discard(chan)
async def start_quote_stream(
broker: str,
tickers: [str],
chan: 'Channel' = None,
cid: str = None,
) -> None:
"""Handle per-broker quote stream subscriptions.
Spawns new quoter tasks for each broker backend on-demand.
Since most brokers seems to support batch quote requests we
limit to one task per process for now.
"""
# pull global vars from local actor
ss = tractor.current_actor().statespace
broker2tickersubs = ss['broker2tickersubs']
clients = ss['clients']
dtasks = ss['dtasks']
tickers = list(tickers)
log.info(
f"{chan.uid} subscribed to {broker} for tickers {tickers}")
brokermod, client, _, get_quotes = await get_cached_client(broker, tickers)
if broker not in broker2tickersubs:
tickers2chans = broker2tickersubs.setdefault(broker, {})
else:
log.info(f"Subscribing with existing `{broker}` daemon")
tickers2chans = broker2tickersubs[broker]
# do a smoke quote (not this mutates the input list and filters out bad
# symbols for now)
payload = await smoke_quote(get_quotes, tickers, broker)
# push initial smoke quote response for client initialization
await chan.send({'yield': payload, 'cid': cid})
# update map from each symbol to requesting client's chan
modify_quote_stream(broker, tickers, chan=chan, cid=cid)
if broker not in dtasks: # no quoter task yet if broker not in dtasks: # no quoter task yet
# task should begin on the next checkpoint/iteration # task should begin on the next checkpoint/iteration
log.info(f"Spawning quoter task for {brokermod.name}") log.info(f"Spawning quoter task for {brokermod.name}")
nursery.start_soon( async with trio.open_nursery() as nursery:
stream_quotes, brokermod, get_quotes, tickers2chans) nursery.start_soon(partial(
stream_quotes, brokermod, get_quotes, tickers2chans,
cid=cid)
)
dtasks.add(broker) dtasks.add(broker)
# unblocks when no more symbols subscriptions exist and the
# quote streamer task terminates (usually because another call
# was made to `modify_quoter` to unsubscribe from streaming
# symbols)
log.debug("Waiting on subscription request") # if there are truly no more subscriptions with this broker
else:
log.info(f"client @ {chan.raddr} disconnected")
# drop any lingering subscriptions
for ticker, qset in tickers2chans.items():
qset.discard(chan)
# if there are no more subscriptions with this broker
# drop from broker subs dict # drop from broker subs dict
if not any(tickers2chans.values()): if not any(tickers2chans.values()):
log.info(f"No more subscriptions for {broker}") log.info(f"No more subscriptions for {broker}")
@ -257,33 +304,10 @@ async def start_quoter(
# TODO: move to AsyncExitStack in 3.7 # TODO: move to AsyncExitStack in 3.7
for _, _, cntxmng, _ in clients.values(): for _, _, cntxmng, _ in clients.values():
# FIXME: yes I know it's totally wrong... # FIXME: yes I know there's no error handling..
await cntxmng.__aexit__(None, None, None) await cntxmng.__aexit__(None, None, None)
async def _brokerd_main(host) -> None:
"""Entry point for the broker daemon which waits for connections
before spawning micro-services.
"""
# global space for broker-daemon subscriptions
broker2tickersubs = {}
clients = {}
dtasks = set()
async with trio.open_nursery() as nursery:
listeners = await nursery.start(
partial(
trio.serve_tcp,
partial(
start_quoter, broker2tickersubs, clients,
dtasks, nursery
),
1617, host=host,
)
)
log.debug(f"Spawned {listeners}")
async def _test_price_stream(broker, symbols, *, chan=None, cid=None): async def _test_price_stream(broker, symbols, *, chan=None, cid=None):
"""Test function for initial tractor draft. """Test function for initial tractor draft.
""" """