Cache EMS trade relay tasks on feed fqsn
Except for paper accounts (in which case we need a trades dialog and paper engine per symbol to enable simulated clearing) we can rely on the instrument feed (symbol name) to be the caching key. Utilize `tractor.trionics.maybe_open_context()` and the new key-as-callable support in the paper case to ensure we have separate paper clearing loops per symbol. Requires https://github.com/goodboy/tractor/pull/329offline_dark_clearing
parent
2bc25e3593
commit
94f81587ab
|
@ -31,6 +31,7 @@ from typing import (
|
||||||
AsyncIterator,
|
AsyncIterator,
|
||||||
Any,
|
Any,
|
||||||
Callable,
|
Callable,
|
||||||
|
Hashable,
|
||||||
Optional,
|
Optional,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
@ -1265,6 +1266,24 @@ async def process_client_order_cmds(
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
|
@acm
|
||||||
|
async def maybe_open_trade_relays(
|
||||||
|
router: Router,
|
||||||
|
fqsn: str,
|
||||||
|
exec_mode: str, # ('paper', 'live')
|
||||||
|
loglevel: str = 'info',
|
||||||
|
|
||||||
|
) -> tuple:
|
||||||
|
|
||||||
|
relay, feed, client_ready = await _router.nursery.start(
|
||||||
|
_router.open_trade_relays,
|
||||||
|
fqsn,
|
||||||
|
exec_mode,
|
||||||
|
loglevel,
|
||||||
|
)
|
||||||
|
yield relay, feed, client_ready
|
||||||
|
|
||||||
|
|
||||||
@tractor.context
|
@tractor.context
|
||||||
async def _emsd_main(
|
async def _emsd_main(
|
||||||
ctx: tractor.Context,
|
ctx: tractor.Context,
|
||||||
|
@ -1329,17 +1348,34 @@ async def _emsd_main(
|
||||||
feed: Feed
|
feed: Feed
|
||||||
client_ready: trio.Event
|
client_ready: trio.Event
|
||||||
|
|
||||||
# open a stream with the brokerd backend for order flow dialogue
|
# NOTE: open a stream with the brokerd backend for order flow
|
||||||
# only open if one isn't already up: we try to keep as few duplicate
|
# dialogue and dark clearing but only open one: we try to keep as
|
||||||
# streams as necessary.
|
# few duplicate streams as necessary per ems actor.
|
||||||
# TODO: should we try using `tractor.trionics.maybe_open_context()`
|
def cache_on_fqsn_unless_paper(
|
||||||
# here?
|
router: Router,
|
||||||
relay, feed, client_ready = await _router.nursery.start(
|
fqsn: str,
|
||||||
_router.open_trade_relays,
|
exec_mode: str, # ('paper', 'live')
|
||||||
fqsn,
|
loglevel: str = 'info',
|
||||||
exec_mode,
|
) -> Hashable:
|
||||||
loglevel,
|
if exec_mode == 'paper':
|
||||||
)
|
return f'paper_{fqsn}'
|
||||||
|
else:
|
||||||
|
return fqsn
|
||||||
|
|
||||||
|
async with tractor.trionics.maybe_open_context(
|
||||||
|
acm_func=maybe_open_trade_relays,
|
||||||
|
kwargs={
|
||||||
|
'router': _router,
|
||||||
|
'fqsn': fqsn,
|
||||||
|
'exec_mode': exec_mode,
|
||||||
|
'loglevel': loglevel,
|
||||||
|
},
|
||||||
|
key=cache_on_fqsn_unless_paper,
|
||||||
|
|
||||||
|
) as (
|
||||||
|
cache_hit,
|
||||||
|
(relay, feed, client_ready)
|
||||||
|
):
|
||||||
brokerd_stream = relay.brokerd_stream
|
brokerd_stream = relay.brokerd_stream
|
||||||
dark_book = _router.get_dark_book(broker)
|
dark_book = _router.get_dark_book(broker)
|
||||||
|
|
||||||
|
|
Loading…
Reference in New Issue