Pass and use `MktPair` throughout history routines
Previously we were passing the `fqme: str` which isn't as extensive nor were we able to pass `MktPair` direct to backend history manager-loading routines (which should be able to rely on always receiving it since currently `stream_quotes()` is always called first for setup). This also starts a slight bit of configuration oriented tsdb info loading (via a new `conf.toml`) such that a user can decide to host their (marketstore) db on a remote host and our container spawning and client code will do the right startup automatically based on the config. |-> Related to this I've added some comments about doing storage backend module loading which should get actually written out as part of patches coming in #486 (or something related). Don't allow overruns again in history context since it seems it was never a problem?master
parent
5c8a45c64a
commit
ae049eb84f
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@ -333,7 +333,7 @@ async def allocate_persistent_feed(
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manage_history,
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mod,
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bus,
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fqme,
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mkt,
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some_data_ready,
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feed_is_live,
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)
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@ -378,7 +378,12 @@ async def allocate_persistent_feed(
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# NOTE: if not configured otherwise, we always sum tick volume
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# values in the OHLCV sampler.
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sum_tick_vlm: bool = (init.shm_write_opts or {}).get('sum_tick_vlm', True)
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sum_tick_vlm: bool = True
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if init.shm_write_opts:
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sum_tick_vlm: bool = init.shm_write_opts.get(
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'sum_tick_vlm',
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True,
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)
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# NOTE: if no high-freq sampled data has (yet) been loaded,
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# seed the buffer with a history datum - this is most handy
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@ -525,7 +530,7 @@ async def open_feed_bus(
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# NOTE we allow this since it's common to have the live
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# quote feed actor's sampling task push faster then the
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# the local UI-graphics code during startup.
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allow_overruns=True,
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# allow_overruns=True,
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) as stream,
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):
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@ -38,6 +38,11 @@ import tractor
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import pendulum
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import numpy as np
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from .. import config
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from ..accounting._mktinfo import (
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MktPair,
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unpack_fqme,
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)
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from ._util import (
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log,
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)
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@ -84,7 +89,7 @@ def diff_history(
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async def start_backfill(
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mod: ModuleType,
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bfqsn: str,
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mkt: MktPair,
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shm: ShmArray,
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timeframe: float,
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sampler_stream: tractor.MsgStream,
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@ -104,7 +109,11 @@ async def start_backfill(
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tuple[np.ndarray, str]
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]
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config: dict[str, int]
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async with mod.open_history_client(bfqsn) as (hist, config):
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bs_fqme: str = mkt.bs_fqme
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async with mod.open_history_client(
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bs_fqme,
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) as (hist, config):
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# get latest query's worth of history all the way
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# back to what is recorded in the tsdb
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@ -134,7 +143,7 @@ async def start_backfill(
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surr = array[-6:]
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diff_in_mins = round(diff/60., ndigits=2)
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log.warning(
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f'STEP ERROR `{bfqsn}` for period {step_size_s}s:\n'
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f'STEP ERROR `{bs_fqme}` for period {step_size_s}s:\n'
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f'Off by `{diff}` seconds (or `{diff_in_mins}` mins)\n'
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'Surrounding 6 time stamps:\n'
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f'{list(surr["time"])}\n'
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@ -161,7 +170,7 @@ async def start_backfill(
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shm.push(to_push, prepend=True)
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# TODO: *** THIS IS A BUG ***
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# we need to only broadcast to subscribers for this fqsn..
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# we need to only broadcast to subscribers for this fqme..
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# otherwise all fsps get reset on every chart..
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await sampler_stream.send('broadcast_all')
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@ -248,7 +257,7 @@ async def start_backfill(
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):
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start_dt = min(starts)
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log.warning(
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f"{bfqsn}: skipping duplicate frame @ {next_start_dt}"
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f"{bs_fqme}: skipping duplicate frame @ {next_start_dt}"
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)
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starts[start_dt] += 1
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continue
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@ -321,7 +330,7 @@ async def start_backfill(
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f'{start_dt} -> {end_dt}'
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)
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await storage.write_ohlcv(
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f'{bfqsn}.{mod.name}', # lul..
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f'{mkt.fqme}',
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to_push,
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timeframe,
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)
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@ -342,7 +351,7 @@ async def start_backfill(
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async def basic_backfill(
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bus: _FeedsBus,
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mod: ModuleType,
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bfqsn: str,
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mkt: MktPair,
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shms: dict[int, ShmArray],
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sampler_stream: tractor.MsgStream,
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feed_is_live: trio.Event,
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@ -361,7 +370,7 @@ async def basic_backfill(
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partial(
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start_backfill,
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mod,
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bfqsn,
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mkt,
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shm,
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timeframe,
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sampler_stream,
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@ -378,8 +387,7 @@ async def tsdb_backfill(
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marketstore: ModuleType,
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bus: _FeedsBus,
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storage: Storage,
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fqsn: str,
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bfqsn: str,
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mkt: MktPair,
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shms: dict[int, ShmArray],
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sampler_stream: tractor.MsgStream,
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feed_is_live: trio.Event,
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@ -393,17 +401,17 @@ async def tsdb_backfill(
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# TODO: this should be used verbatim for the pure
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# shm backfiller approach below.
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dts_per_tf: dict[int, datetime] = {}
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fqme: str = mkt.fqme
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# start history anal and load missing new data via backend.
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for timeframe, shm in shms.items():
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# loads a (large) frame of data from the tsdb depending
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# on the db's query size limit.
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tsdb_history, first_tsdb_dt, last_tsdb_dt = await storage.load(
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fqsn,
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fqme,
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timeframe=timeframe,
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)
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broker, *_ = unpack_fqme(fqsn)
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try:
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(
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latest_start_dt,
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@ -413,7 +421,7 @@ async def tsdb_backfill(
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partial(
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start_backfill,
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mod,
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bfqsn,
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mkt,
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shm,
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timeframe,
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sampler_stream,
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@ -541,7 +549,7 @@ async def tsdb_backfill(
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while shm._first.value > 0:
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tsdb_history = await storage.read_ohlcv(
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fqsn,
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fqme,
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timeframe=timeframe,
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end=tsdb_last_frame_start,
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)
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@ -599,7 +607,7 @@ async def tsdb_backfill(
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async def manage_history(
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mod: ModuleType,
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bus: _FeedsBus,
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fqsn: str,
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mkt: MktPair,
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some_data_ready: trio.Event,
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feed_is_live: trio.Event,
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timeframe: float = 60, # in seconds
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@ -628,11 +636,12 @@ async def manage_history(
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name, uuid = uid
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service = name.rstrip(f'.{mod.name}')
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fqme: str = mkt.fqme
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# (maybe) allocate shm array for this broker/symbol which will
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# be used for fast near-term history capture and processing.
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hist_shm, opened = maybe_open_shm_array(
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# key=f'{fqsn}_hist_p{port}',
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key=f'piker.{service}[{uuid[:16]}.{fqsn}.hist',
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key=f'piker.{service}[{uuid[:16]}.{fqme}.hist',
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# use any broker defined ohlc dtype:
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dtype=getattr(mod, '_ohlc_dtype', base_iohlc_dtype),
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@ -649,9 +658,7 @@ async def manage_history(
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)
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rt_shm, opened = maybe_open_shm_array(
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# key=f'{fqsn}_rt_p{port}',
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# key=f'piker.{service}.{fqsn}_rt.{uuid}',
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key=f'piker.{service}[{uuid[:16]}.{fqsn}.rt',
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key=f'piker.{service}[{uuid[:16]}.{fqme}.rt',
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# use any broker defined ohlc dtype:
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dtype=getattr(mod, '_ohlc_dtype', base_iohlc_dtype),
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@ -691,23 +698,47 @@ async def manage_history(
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) as sample_stream:
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log.info('Scanning for existing `marketstored`')
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tsdb_is_up = await check_for_service('marketstored')
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bfqsn = fqsn.replace('.' + mod.name, '')
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open_history_client = getattr(mod, 'open_history_client', None)
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open_history_client = getattr(
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mod,
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'open_history_client',
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None,
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)
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assert open_history_client
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conf, path = config.load('conf')
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tsdbconf = conf['network'].get('tsdb')
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# lookup backend tsdb module by name and load any user service
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# settings for connecting to the tsdb service.
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tsdb_backend: str = tsdbconf.pop('backend')
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tsdb_host: str = tsdbconf['host']
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# TODO: import and load storagemod by name
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# mod = get_storagemod(tsdb_backend)
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from ..service import marketstore
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tsdb_is_up: bool = False
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try_remote_tsdb: bool = False
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if tsdb_host == 'localhost':
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log.info('Scanning for existing `{tsbd_backend}`')
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tsdb_is_up: bool = await check_for_service(f'{tsdb_backend}d')
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else:
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try_remote_tsdb: bool = True
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if (
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tsdb_is_up
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and opened
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and open_history_client
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or try_remote_tsdb
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and (
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opened
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and open_history_client
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)
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):
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log.info('Found existing `marketstored`')
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from ..service import marketstore
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async with (
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marketstore.open_storage_client(fqsn)as storage,
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marketstore.open_storage_client(
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**tsdbconf
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) as storage,
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):
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# TODO: drop returning the output that we pass in?
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await bus.nursery.start(
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@ -716,8 +747,7 @@ async def manage_history(
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marketstore,
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bus,
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storage,
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fqsn,
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bfqsn,
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mkt,
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{
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1: rt_shm,
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60: hist_shm,
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@ -752,7 +782,7 @@ async def manage_history(
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await basic_backfill(
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bus,
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mod,
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bfqsn,
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mkt,
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{
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1: rt_shm,
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60: hist_shm,
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Loading…
Reference in New Issue