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Poll at 3 r/s and add more detailed timing logs

kivy_mainline_and_py3.8
Tyler Goodlet 2018-03-02 21:24:09 -05:00
parent 13e4389c9f
commit 80ee1bfc19
1 changed files with 15 additions and 8 deletions
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23
piker/brokers/questrade.py
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@ -311,7 +311,7 @@ async def serve_forever(tasks) -> None:
async def poll_tickers( async def poll_tickers(
client: Client, tickers: [str], client: Client, tickers: [str],
q: trio.Queue, q: trio.Queue,
rate: int = 5, # 200ms delay between quotes rate: int = 3, # delay between quote requests
diff_cached: bool = True, # only deliver "new" quotes to the queue diff_cached: bool = True, # only deliver "new" quotes to the queue
) -> None: ) -> None:
"""Stream quotes for a sequence of tickers at the given ``rate`` """Stream quotes for a sequence of tickers at the given ``rate``
@ -319,10 +319,11 @@ async def poll_tickers(
""" """
t2ids = await client.tickers2ids(tickers) t2ids = await client.tickers2ids(tickers)
ids = ','.join(map(str, t2ids.values())) ids = ','.join(map(str, t2ids.values()))
sleeptime = 1. / rate sleeptime = round(1. / rate, 3)
_cache = {} _cache = {}
while True: # use an event here to trigger exit? while True: # use an event here to trigger exit?
prequote_start = time.time()
try: try:
quotes_resp = await client.api.quotes(ids=ids) quotes_resp = await client.api.quotes(ids=ids)
except QuestradeError as qterr: except QuestradeError as qterr:
@ -330,11 +331,11 @@ async def poll_tickers(
# out-of-process piker may have renewed already # out-of-process piker may have renewed already
client._reload_config() client._reload_config()
quotes_resp = await client.api.quotes(ids=ids) quotes_resp = await client.api.quotes(ids=ids)
else:
raise
start = time.time() postquote_start = time.time()
quotes = quotes_resp['quotes'] quotes = quotes_resp['quotes']
# log.trace(quotes)
payload = [] payload = []
for quote in quotes: for quote in quotes:
@ -357,11 +358,17 @@ async def poll_tickers(
if payload: if payload:
q.put_nowait(payload) q.put_nowait(payload)
proc_time = time.time() - start req_time = round(postquote_start - prequote_start, 3)
delay = sleeptime - proc_time proc_time = round(time.time() - postquote_start, 3)
tot = req_time + proc_time
log.debug(f"Request + processing took {req_time + proc_time}")
delay = sleeptime - (req_time + proc_time)
if delay <= 0: if delay <= 0:
log.warn(f"Took {proc_time} seconds for processing quotes?") log.warn(
f"Took {req_time} (request) + {proc_time} (processing) = {tot}"
f" secs (> {sleeptime}) for processing quotes?")
else: else:
log.debug(f"Sleeping for {delay}")
await trio.sleep(delay) await trio.sleep(delay)