WIP - ensure `asyncio` pumps the event loop each send
Tyler Goodlet
parent
c751c36a8b
commit
8e91e215b3
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@ -1,3 +1,6 @@
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# piker: trading gear for hackers
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# Copyright (C) Jared Goldman (in stewardship for pikers)
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# This program is free software: you can redistribute it and/or modify
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# it under the terms of the GNU Affero General Public License as published by
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# the Free Software Foundation, either version 3 of the License, or
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@ -1,5 +1,5 @@
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# piker: trading gear for hackers
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# Copyright (C) Jared Goldman (in stewardship for piker0)
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# Copyright (C) Jared Goldman (in stewardship for pikers)
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# This program is free software: you can redistribute it and/or modify
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# it under the terms of the GNU Affero General Public License as published by
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@ -102,14 +102,17 @@ async def mk_stream_quotes(
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sym = symbols[0]
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async with (
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open_cached_client(exchange.lower()) as client,
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send_chan as send_chan
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open_cached_client(exchange.lower()) as client,
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# send_chan as send_chan,
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):
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pairs = await client.cache_pairs()
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pair_data = pairs[sym]
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async with maybe_open_price_feed(pair_data, exchange, channels) as stream:
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async with maybe_open_price_feed(
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pair_data,
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exchange,
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channels,
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) as stream:
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init_msgs = {
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sym: {
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@ -121,30 +124,41 @@ async def mk_stream_quotes(
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quote_msg = {"symbol": pair_data["name"], "last": 0, "ticks": []}
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task_status.started((init_msgs, quote_msg))
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feed_is_live.set()
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async for typ, quote in stream:
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topic = quote["symbol"]
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await send_chan.send({topic: quote})
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log.info(
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f'sending {typ} quote:\n'
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f'{quote}'
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)
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# try:
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# async for typ, quote in stream:
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# print(f'streaming {typ} quote: {quote}')
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# topic = quote["symbobl"]
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# await send_chan.send({topic: quote})
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# finally:
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# breakpoint()
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while True:
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with trio.move_on_after(4) as cancel_scope:
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log.warning(f'WAITING FOR MESSAGE')
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msg = await stream.receive()
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log.warning(f'RECEIVED MSG: {msg}')
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topic = msg["symbol"]
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await send_chan.send({topic: msg})
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log.warning(f'SENT TO CHAN')
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if cancel_scope.cancelled_caught:
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await tractor.breakpoint()
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# while True:
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# with trio.move_on_after(16) as cancel_scope:
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# log.warning(f'WAITING FOR MESSAGE')
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# typ, quote = await stream.receive()
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# log.warning(f'RECEIVED MSG: {quote}')
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# topic = quote["symbol"]
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# await send_chan.send({topic: quote})
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# log.warning(f'SENT TO CHAN')
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# if cancel_scope.cancelled_caught:
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# await tractor.breakpoint()
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@acm
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async def maybe_open_price_feed(
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pair_data: Symbol, exchange: str, channels
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pair_data: Symbol,
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exchange: str,
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channels,
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) -> trio.abc.ReceiveStream:
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# TODO: add a predicate to maybe_open_context
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# TODO: ensure we can dynamically pass down args here
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@ -166,7 +180,13 @@ async def open_price_feed(
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) -> trio.abc.ReceiveStream:
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async with maybe_open_feed_handler(exchange) as fh:
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async with to_asyncio.open_channel_from(
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partial(aio_price_feed_relay, pair_data, exchange, channels, fh)
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partial(
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aio_price_feed_relay,
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pair_data,
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exchange,
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channels,
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fh,
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)
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) as (first, chan):
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yield chan
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@ -195,9 +215,15 @@ async def aio_price_feed_relay(
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exchange: str,
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channels: list[str],
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fh: FeedHandler,
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from_trio: asyncio.Queue,
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to_trio: trio.abc.SendChannel,
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) -> None:
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# sync with trio
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to_trio.send_nowait(None)
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async def _trade(data: dict, receipt_timestamp):
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data = data.to_dict()
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message = (
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@ -214,18 +240,28 @@ async def aio_price_feed_relay(
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}],
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},
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)
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print(f'trade message: {message}')
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# try:
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to_trio.send_nowait(message)
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# except trio.WouldBlock as e:
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#breakpoint()
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try:
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to_trio.send_nowait(message)
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await asyncio.sleep(0.001)
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except trio.WouldBlock as e:
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log.exception(
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'l1: OVERRUN ASYNCIO -> TRIO\n'
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f'TO_TRIO.stats -> {to_trio.statistics()}'
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)
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await asyncio.sleep(0)
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async def _l1(
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data: dict,
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receipt_timestamp: str | None,
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) -> None:
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log.info(f'RECV L1 {receipt_timestamp}')
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async def _l1(data: dict, receipt_timestamp):
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bid = data.book.to_dict()['bid']
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ask = data.book.to_dict()['ask']
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l1_ask_price, l1_ask_size = next(iter(ask.items()))
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l1_bid_price, l1_bid_size = next(iter(bid.items()))
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message = (
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message = (
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"l1",
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{
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"symbol": cf_sym_to_fqsn(data.symbol),
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@ -256,8 +292,16 @@ async def aio_price_feed_relay(
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)
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try:
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to_trio.send_nowait(message)
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await asyncio.sleep(0.001)
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except trio.WouldBlock as e:
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print(e)
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log.exception(
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'l1: OVERRUN ASYNCIO -> TRIO\n'
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f'TO_TRIO.stats -> {to_trio.statistics()}'
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)
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await asyncio.sleep(0)
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# breakpoint()
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# raise
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fh.add_feed(
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exchange,
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@ -268,8 +312,5 @@ async def aio_price_feed_relay(
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if not fh.running:
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fh.run(start_loop=False, install_signal_handlers=False)
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# sync with trio
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to_trio.send_nowait(None)
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await asyncio.sleep(float("inf"))
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