Create and "EMS" module for order execution/routing actor(s)
Tyler Goodlet
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# piker: trading gear for hackers
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# Copyright (C) 2018-present Tyler Goodlet (in stewardship for piker0)
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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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# (at your option) any later version.
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# This program is distributed in the hope that it will be useful,
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# but WITHOUT ANY WARRANTY; without even the implied warranty of
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# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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# GNU Affero General Public License for more details.
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# You should have received a copy of the GNU Affero General Public License
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# along with this program. If not, see <https://www.gnu.org/licenses/>.
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"""
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In suit parlance: "Execution management systems"
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"""
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import trio
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from trio_typing import TaskStatus
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import tractor
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_to_router: trio.abc.SendChannel = None
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_from_ui: trio.abc.ReceiveChannel = None
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# TODO: make this a ``tractor.msg.pub``
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async def stream_orders():
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"""Order streaming task: deliver orders transmitted from UI
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to downstream consumers.
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This is run in the UI actor (usually the one running Qt).
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The UI simply delivers order messages to the above ``_to_router``
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send channel (from sync code using ``.send_nowait()``), these values
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are pulled from the channel here and send to any consumer(s).
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"""
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global _from_ui
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async for order in _from_ui:
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yield order
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async def stream_and_route(ui_name):
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"""Order router (sub)actor entrypoint.
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"""
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actor = tractor.current_actor()
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# new router entry point
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async with tractor.wait_for_actor(ui_name) as portal:
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async for order in await portal.run(stream_orders):
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print(f'order {order} received in {actor.uid}')
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# push order back to parent as an "alert"
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# (mocking for eg. a "fill")
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yield order
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async def spawn_router_stream_alerts(
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ident: str,
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task_status: TaskStatus[str] = trio.TASK_STATUS_IGNORED,
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) -> None:
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# setup local ui event streaming channels
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global _from_ui, _to_router
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_to_router, _from_ui = trio.open_memory_channel(100)
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actor = tractor.current_actor()
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subactor_name = ident + '.router'
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async with tractor.open_nursery() as n:
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portal = await n.start_actor(
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subactor_name,
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rpc_module_paths=[__name__],
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)
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stream = await portal.run(
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stream_and_route,
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ui_name=actor.name
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)
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async with tractor.wait_for_actor(subactor_name):
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# let parent task continue
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task_status.started(_to_router)
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async for alert in stream:
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print(f'alert {alert} received in {actor.uid}')
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@ -16,6 +16,7 @@
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"""
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High level Qt chart widgets.
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"""
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from typing import Tuple, Dict, Any, Optional, Callable
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from functools import partial
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@ -25,7 +26,6 @@ import numpy as np
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import pyqtgraph as pg
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import tractor
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import trio
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from trio_typing import TaskStatus
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from ._axes import (
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DynamicDateAxis,
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@ -59,6 +59,7 @@ from ..log import get_logger
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from ._exec import run_qtractor, current_screen
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from ._interaction import ChartView
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from .. import fsp
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from .._ems import spawn_router_stream_alerts, _to_router
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log = get_logger(__name__)
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@ -818,73 +819,6 @@ class ChartPlotWidget(pg.PlotWidget):
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self.scene().leaveEvent(ev)
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_to_router: trio.abc.SendChannel = None
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_from_ui: trio.abc.ReceiveChannel = None
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# TODO: make this a ``tractor.msg.pub``
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async def stream_orders():
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"""Order streaming task: deliver orders transmitted from UI
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to downstream consumers.
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This is run in the UI actor (usually the one running Qt).
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The UI simply delivers order messages to the above ``_to_router``
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send channel (from sync code using ``.send_nowait()``), these values
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are pulled from the channel here and send to any consumer(s).
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"""
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global _from_ui
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async for order in _from_ui:
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yield order
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async def stream_and_route(ui_name):
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"""Order router actor entrypoint.
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"""
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actor = tractor.current_actor()
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# new router entry point
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async with tractor.wait_for_actor(ui_name) as portal:
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async for order in await portal.run(stream_orders):
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print(f'order {order} received in {actor.uid}')
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# push order back to parent as an "alert"
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# (mocking for eg. a "fill")
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yield order
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async def spawn_router_stream_alerts(
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ident: str,
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task_status: TaskStatus[str] = trio.TASK_STATUS_IGNORED,
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) -> None:
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# setup local ui event streaming channels
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global _from_ui, _to_router
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_to_router, _from_ui = trio.open_memory_channel(100)
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actor = tractor.current_actor()
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subactor_name = ident + '.router'
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async with tractor.open_nursery() as n:
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portal = await n.start_actor(
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subactor_name,
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rpc_module_paths=[__name__],
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)
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stream = await portal.run(
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stream_and_route,
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ui_name=actor.name
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)
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# let parent task continue
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task_status.started(subactor_name)
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async for alert in stream:
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print(f'alert {alert} received in {actor.uid}')
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async def _async_main(
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sym: str,
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brokername: str,
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@ -970,16 +904,6 @@ async def _async_main(
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async with trio.open_nursery() as n:
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router_name = await n.start(
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spawn_router_stream_alerts,
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sym,
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)
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# wait for router to come up before setting
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# enabling send channel on chart
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async with tractor.wait_for_actor(router_name):
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global _to_router
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linked_charts._to_router = _to_router
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# load initial fsp chain (otherwise known as "indicators")
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n.start_soon(
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@ -1001,8 +925,18 @@ async def _async_main(
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wap_in_history,
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)
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router_send_chan = await n.start(
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spawn_router_stream_alerts,
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sym,
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)
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# wait for router to come up before setting
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# enabling send channel on chart
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linked_charts._to_router = router_send_chan
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# wait for a first quote before we start any update tasks
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quote = await feed.receive()
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log.info(f'Received first quote {quote}')
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n.start_soon(
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@ -150,6 +150,6 @@ def chart(config, symbol, date, rate, test, profile):
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tractor_kwargs={
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'debug_mode': True,
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'loglevel': tractorloglevel,
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'rpc_module_paths': ['piker.ui._chart'],
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'rpc_module_paths': ['piker._ems'],
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},
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)
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