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ib: more detailed comments on wait-for-quote-task todo

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Tyler Goodlet 2023-10-02 17:57:47 -04:00
parent 543c11f377
commit 9165515811
1 changed files with 27 additions and 9 deletions
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36
piker/brokers/ib/feed.py
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@ -816,7 +816,10 @@ async def stream_quotes(
proxy: MethodProxy proxy: MethodProxy
mkt: MktPair mkt: MktPair
details: ibis.ContractDetails details: ibis.ContractDetails
async with open_data_client() as proxy: async with (
open_data_client() as proxy,
trio.open_nursery() as tn,
):
mkt, details = await get_mkt_info( mkt, details = await get_mkt_info(
sym, sym,
proxy=proxy, # passed to avoid implicit client load proxy=proxy, # passed to avoid implicit client load
@ -844,18 +847,32 @@ async def stream_quotes(
f'{pformat(first_quote)}' f'{pformat(first_quote)}'
) )
# TODO: we should instead spawn a task that waits on a feed to start # TODO: we should instead spawn a task that waits on a feed
# and let it wait indefinitely..instead of this hard coded stuff. # to start and let it wait indefinitely..instead of this
# hard coded stuff.
# async def wait_for_first_quote():
# with trio.CancelScope() as cs:
with trio.move_on_after(1): with trio.move_on_after(1):
first_ticker = await proxy.get_quote( first_ticker = await proxy.get_quote(
contract=con, contract=con,
raise_on_timeout=True, raise_on_timeout=True,
) )
# it might be outside regular trading hours so see if we can at # NOTE: it might be outside regular trading hours for
# least grab history. # assets with "standard venue operating hours" so we
# only "pretend the feed is live" when the dst asset
# type is NOT within the NON-NORMAL-venue set: aka not
# commodities, forex or crypto currencies which CAN
# always return a NaN on a snap quote request during
# normal venue hours. In the case of a closed venue
# (equitiies, futes, bonds etc.) we at least try to
# grab the OHLC history.
if ( if (
isnan(first_ticker.last) # last quote price value is nan isnan(first_ticker.last)
# SO, if the last quote price value is NaN we ONLY
# "pretend to do" `feed_is_live.set()` if it's a known
# dst asset venue with a lot of closed operating hours.
and mkt.dst.atype not in { and mkt.dst.atype not in {
'commodity', 'commodity',
'fiat', 'fiat',
@ -895,7 +912,7 @@ async def stream_quotes(
# only on first entry at feed boot up # only on first entry at feed boot up
if startup: if startup:
startup = False startup: bool = False
task_status.started(( task_status.started((
init_msgs, init_msgs,
first_quote, first_quote,
@ -923,7 +940,7 @@ async def stream_quotes(
# generally speaking these feeds don't # generally speaking these feeds don't
# include vlm data. # include vlm data.
atype = mkt.dst.atype atype: str = mkt.dst.atype
log.info( log.info(
f'No-vlm {mkt.fqme}@{atype}, skipping quote poll' f'No-vlm {mkt.fqme}@{atype}, skipping quote poll'
) )
@ -959,7 +976,8 @@ async def stream_quotes(
quote = normalize(ticker) quote = normalize(ticker)
log.debug(f"First ticker received {quote}") log.debug(f"First ticker received {quote}")
# tell caller quotes are now coming in live # tell data-layer spawner-caller that live
# quotes are now streaming.
feed_is_live.set() feed_is_live.set()
# last = time.time() # last = time.time()