Port clearing systems to new tractor context api

This avoids somewhat convoluted "hackery" making 2 one-way streams
between the order client and the EMS and instead uses the new
bi-directional streaming and context API from `tractor`. Add a router
type to the EMS that gets setup by the initial service tree and which
we'll eventually use to work toward multi-provider executions and
order-trigger monitoring. Move to py3.9 style where possible throughout.

piker/_daemon.py

@@ -102,7 +102,9 @@ async def open_pikerd(
     assert _services is None
 
     # XXX: this may open a root actor as well
-    async with tractor.open_root_actor(
+    async with (
+        tractor.open_root_actor(
+
             # passed through to ``open_root_actor``
             arbiter_addr=_tractor_kwargs['arbiter_addr'],
             name=_root_dname,
@@ -113,10 +115,10 @@ async def open_pikerd(
             # TODO: eventually we should be able to avoid
             # having the root have more then permissions to
             # spawn other specialized daemons I think?
-            # enable_modules=[__name__],
             enable_modules=_root_modules,
-
+        ) as _,
-    ) as _, tractor.open_nursery() as actor_nursery:
+        tractor.open_nursery() as actor_nursery,
+    ):
         async with trio.open_nursery() as service_nursery:
 
             # setup service mngr singleton instance
@@ -137,6 +139,7 @@ async def open_pikerd(
 async def maybe_open_runtime(
     loglevel: Optional[str] = None,
     **kwargs,
+
 ) -> None:
     """
     Start the ``tractor`` runtime (a root actor) if none exists.
@@ -159,6 +162,7 @@ async def maybe_open_runtime(
 async def maybe_open_pikerd(
     loglevel: Optional[str] = None,
     **kwargs,
+
 ) -> Union[tractor._portal.Portal, Services]:
     """If no ``pikerd`` daemon-root-actor can be found start it and
     yield up (we should probably figure out returning a portal to self
@@ -207,7 +211,6 @@ async def maybe_spawn_daemon(
     service_name: str,
     spawn_func: Callable,
     spawn_args: dict[str, Any],
-    # brokername: str,
     loglevel: Optional[str] = None,
     **kwargs,
 
@@ -236,8 +239,10 @@ async def maybe_spawn_daemon(
     # pikerd is not live we now become the root of the
     # process tree
     async with maybe_open_pikerd(
+
         loglevel=loglevel,
         **kwargs,
+
     ) as pikerd_portal:
 
         if pikerd_portal is None:
@@ -265,8 +270,6 @@ async def spawn_brokerd(
 
 ) -> tractor._portal.Portal:
 
-    from .data import _setup_persistent_brokerd
-
     log.info(f'Spawning {brokername} broker daemon')
 
     brokermod = get_brokermod(brokername)
@@ -286,13 +289,9 @@ async def spawn_brokerd(
         **tractor_kwargs
     )
 
-    # TODO: so i think this is the perfect use case for supporting
-    # a cross-actor async context manager api instead of this
-    # shoort-and-forget task spawned in the root nursery, we'd have an
-    # async exit stack that we'd register the `portal.open_context()`
-    # call with and then have the ability to unwind the call whenevs.
-
     # non-blocking setup of brokerd service nursery
+    from .data import _setup_persistent_brokerd
+
     await _services.open_remote_ctx(
         portal,
         _setup_persistent_brokerd,
@@ -327,7 +326,6 @@ async def maybe_spawn_brokerd(
 
 async def spawn_emsd(
 
-    brokername: str,
     loglevel: Optional[str] = None,
     **extra_tractor_kwargs
 
@@ -338,10 +336,10 @@ async def spawn_emsd(
     """
     log.info('Spawning emsd')
 
-    # TODO: raise exception when _services == None?
     global _services
+    assert _services
 
-    await _services.actor_n.start_actor(
+    portal = await _services.actor_n.start_actor(
         'emsd',
         enable_modules=[
             'piker.clearing._ems',
@@ -351,6 +349,15 @@ async def spawn_emsd(
         debug_mode=_services.debug_mode,  # set by pikerd flag
         **extra_tractor_kwargs
     )
+
+    # non-blocking setup of clearing service
+    from .clearing._ems import _setup_persistent_emsd
+
+    await _services.open_remote_ctx(
+        portal,
+        _setup_persistent_emsd,
+    )
+
     return 'emsd'
 
 
@@ -367,7 +374,7 @@ async def maybe_open_emsd(
 
         'emsd',
         spawn_func=spawn_emsd,
-        spawn_args={'brokername': brokername, 'loglevel': loglevel},
+        spawn_args={'loglevel': loglevel},
         loglevel=loglevel,
         **kwargs,
 

piker/clearing/_client.py

@@ -36,6 +36,7 @@ from .._daemon import maybe_open_emsd
 log = get_logger(__name__)
 
 
+# TODO: some kinda validation like this
 # class Order(msgspec.Struct):
 #     action: str
 #     price: float
@@ -137,7 +138,11 @@ def get_orders(
     return _orders
 
 
-async def send_order_cmds(symbol_key: str):
+async def relay_order_cmds_from_sync_code(
+    symbol_key: str,
+    to_ems_stream: tractor.MsgStream,
+
+) -> None:
     """
     Order streaming task: deliver orders transmitted from UI
     to downstream consumers.
@@ -157,16 +162,15 @@ async def send_order_cmds(symbol_key: str):
     book = get_orders()
     orders_stream = book._from_order_book
 
-    # signal that ems connection is up and ready
-    book._ready_to_receive.set()
-
     async for cmd in orders_stream:
+
         print(cmd)
         if cmd['symbol'] == symbol_key:
 
             # send msg over IPC / wire
             log.info(f'Send order cmd:\n{pformat(cmd)}')
-            yield cmd
+            await to_ems_stream.send(cmd)
+
         else:
             # XXX BRUTAL HACKZORZES !!!
             # re-insert for another consumer
@@ -213,32 +217,32 @@ async def open_ems(
     - 'broker_filled'
 
     """
-    actor = tractor.current_actor()
-
     # wait for service to connect back to us signalling
     # ready for order commands
     book = get_orders()
 
     async with maybe_open_emsd(broker) as portal:
 
-        async with portal.open_stream_from(
+        async with (
 
+            # connect to emsd
+            portal.open_context(
                 _emsd_main,
-            client_actor_name=actor.name,
                 broker=broker,
                 symbol=symbol.key,
 
-        ) as trades_stream:
+            # TODO: ``first`` here should be the active orders/execs
-            with trio.fail_after(10):
+            # persistent on the ems so that loca UI's can be populated.
-                await book._ready_to_receive.wait()
+            ) as (ctx, first),
+
+            # open 2-way trade command stream
+            ctx.open_stream() as trades_stream,
+        ):
+            async with trio.open_nursery() as n:
+                n.start_soon(
+                    relay_order_cmds_from_sync_code,
+                    symbol.key,
+                    trades_stream
+                )
 
-            try:
                 yield book, trades_stream
-
-            finally:
-                # TODO: we want to eventually keep this up (by having
-                # the exec loop keep running in the pikerd tree) but for
-                # now we have to kill the context to avoid backpressure
-                # build-up on the shm write loop.
-                with trio.CancelScope(shield=True):
-                    await trades_stream.aclose()

piker/clearing/_ems.py

@@ -21,11 +21,10 @@ In da suit parlances: "Execution management systems"
 from pprint import pformat
 import time
 from dataclasses import dataclass, field
-from typing import (
+from typing import AsyncIterator, Callable
-    AsyncIterator, Dict, Callable, Tuple,
-)
 
 from bidict import bidict
+from pydantic import BaseModel
 import trio
 from trio_typing import TaskStatus
 import tractor
@@ -89,11 +88,11 @@ class _DarkBook:
     broker: str
 
     # levels which have an executable action (eg. alert, order, signal)
-    orders: Dict[
+    orders: dict[
         str,  # symbol
-        Dict[
+        dict[
             str,  # uuid
-            Tuple[
+            tuple[
                 Callable[[float], bool],  # predicate
                 str,  # name
                 dict,  # cmd / msg type
@@ -102,22 +101,13 @@ class _DarkBook:
     ] = field(default_factory=dict)
 
     # tracks most recent values per symbol each from data feed
-    lasts: Dict[
+    lasts: dict[
-        Tuple[str, str],
+        tuple[str, str],
         float
     ] = field(default_factory=dict)
 
     # mapping of broker order ids to piker ems ids
-    _broker2ems_ids: Dict[str, str] = field(default_factory=bidict)
+    _broker2ems_ids: dict[str, str] = field(default_factory=bidict)
-
-
-_books: Dict[str, _DarkBook] = {}
-
-
-def get_dark_book(broker: str) -> _DarkBook:
-
-    global _books
-    return _books.setdefault(broker, _DarkBook(broker))
 
 
 # XXX: this is in place to prevent accidental positions that are too
@@ -255,10 +245,12 @@ async def exec_loop(
     to brokers.
 
     """
+    global _router
+
     # XXX: this should be initial price quote from target provider
     first_quote = await feed.receive()
 
-    book = get_dark_book(broker)
+    book = _router.get_dark_book(broker)
     book.lasts[(broker, symbol)] = first_quote[symbol]['last']
 
     # TODO: wrap this in a more re-usable general api
@@ -478,12 +470,14 @@ async def process_broker_trades(
 
 
 async def process_order_cmds(
+
     ctx: tractor.Context,
     cmd_stream: 'tractor.ReceiveStream',  # noqa
     symbol: str,
     feed: 'Feed',  # noqa
     client: 'Client',  # noqa
     dark_book: _DarkBook,
+
 ) -> None:
 
     async for cmd in cmd_stream:
@@ -509,6 +503,7 @@ async def process_order_cmds(
                 try:
                     dark_book.orders[symbol].pop(oid, None)
 
+                    # TODO: move these to `tractor.MsgStream`
                     await ctx.send_yield({
                         'resp': 'dark_cancelled',
                         'oid': oid
@@ -616,13 +611,15 @@ async def process_order_cmds(
                 })
 
 
-@tractor.stream
+@tractor.context
 async def _emsd_main(
+
     ctx: tractor.Context,
-    client_actor_name: str,
+    # client_actor_name: str,
     broker: str,
     symbol: str,
     _mode: str = 'dark',  # ('paper', 'dark', 'live')
+
 ) -> None:
     """EMS (sub)actor entrypoint providing the
     execution management (micro)service which conducts broker
@@ -649,9 +646,10 @@ async def _emsd_main(
       accept normalized trades responses, process and relay to ems client(s)
 
     """
-    from ._client import send_order_cmds
+    # from ._client import send_order_cmds
 
-    dark_book = get_dark_book(broker)
+    global _router
+    dark_book = _router.get_dark_book(broker)
 
     # spawn one task per broker feed
     async with trio.open_nursery() as n:
@@ -664,16 +662,12 @@ async def _emsd_main(
         ) as feed:
 
             # get a portal back to the client
-            async with tractor.wait_for_actor(client_actor_name) as portal:
+            # async with tractor.wait_for_actor(client_actor_name) as portal:
 
-                # connect back to the calling actor (the one that is
+            await ctx.started()
-                # acting as an EMS client and will submit orders) to
+
-                # receive requests pushed over a tractor stream
+            # establish 2-way stream with requesting order-client
-                # using (for now) an async generator.
+            async with ctx.open_stream() as order_stream:
-                async with portal.open_stream_from(
-                    send_order_cmds,
-                    symbol_key=symbol,
-                ) as order_stream:
 
                 # start the condition scan loop
                 quote, feed, client = await n.start(
@@ -685,6 +679,7 @@ async def _emsd_main(
                     _mode,
                 )
 
+                # begin processing order events from the target brokerd backend
                 await n.start(
                     process_broker_trades,
                     ctx,
@@ -692,7 +687,7 @@ async def _emsd_main(
                     dark_book,
                 )
 
-                    # start inbound order request processing
+                # start inbound (from attached client) order request processing
                 await process_order_cmds(
                     ctx,
                     order_stream,
@@ -701,3 +696,50 @@ async def _emsd_main(
                     client,
                     dark_book,
                 )
+
+
+class _Router(BaseModel):
+    '''Order router which manages per-broker dark books, alerts,
+    and clearing related data feed management.
+
+    '''
+    nursery: trio.Nursery
+
+    feeds: dict[str, tuple[trio.CancelScope, float]] = {}
+    books: dict[str, _DarkBook] = {}
+
+    class Config:
+        arbitrary_types_allowed = True
+        underscore_attrs_are_private = False
+
+    def get_dark_book(
+        self,
+        brokername: str,
+
+    ) -> _DarkBook:
+
+        return self.books.setdefault(brokername, _DarkBook(brokername))
+
+
+_router: _Router = None
+
+
+@tractor.context
+async def _setup_persistent_emsd(
+
+    ctx: tractor.Context,
+
+) -> None:
+
+    global _router
+
+    # spawn one task per broker feed
+    async with trio.open_nursery() as service_nursery:
+        _router = _Router(nursery=service_nursery)
+
+        # TODO: send back the full set of persistent orders/execs persistent
+        await ctx.started()
+
+        # we pin this task to keep the feeds manager active until the
+        # parent actor decides to tear it down
+        await trio.sleep_forever()