commit
b00b872414
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@ -34,6 +34,15 @@ broker quote query ``rate`` with ``-r``::
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piker watch indexes -l info -r 10
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It is also possible to run the broker-client micro service as a daemon::
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pikerd -l info
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Then start the client app as normal::
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piker watch indexes -l info
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.. _trio: https://github.com/python-trio/trio
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.. _pipenv: https://docs.pipenv.org/
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@ -13,7 +13,10 @@ __brokers__ = [
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def get_brokermod(brokername: str) -> ModuleType:
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"""Return the imported broker module by name.
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"""
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return import_module('.' + brokername, 'piker.brokers')
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module = import_module('.' + brokername, 'piker.brokers')
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# we only allows monkeys because it's for internal keying
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module.name = module.__name__.split('.')[-1]
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return module
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def iter_brokermods():
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@ -6,11 +6,13 @@ import inspect
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from functools import partial
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import socket
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from types import ModuleType
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from typing import AsyncContextManager
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from typing import Coroutine, Callable
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import msgpack
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import trio
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from ..log import get_logger
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from . import get_brokermod
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log = get_logger('broker.core')
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@ -46,14 +48,14 @@ async def quote(brokermod: ModuleType, tickers: [str]) -> dict:
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return results
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async def wait_for_network(get_quotes, sleep=1):
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async def wait_for_network(net_func: Callable, sleep: int = 1) -> dict:
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"""Wait until the network comes back up.
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"""
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down = False
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while True:
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try:
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with trio.move_on_after(1) as cancel_scope:
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quotes = await get_quotes()
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quotes = await net_func()
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if down:
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log.warn("Network is back up")
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return quotes
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@ -67,11 +69,135 @@ async def wait_for_network(get_quotes, sleep=1):
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await trio.sleep(sleep)
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async def poll_tickers(
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client: 'Client',
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quoter: AsyncContextManager,
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tickers: [str],
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q: trio.Queue,
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class StreamQueue:
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"""Stream wrapped as a queue that delivers ``msgpack`` serialized objects.
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"""
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def __init__(self, stream):
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self.stream = stream
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self.peer = stream.socket.getpeername()
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self._agen = self._iter_packets()
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async def _iter_packets(self):
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"""Yield packets from the underlying stream.
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"""
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unpacker = msgpack.Unpacker(raw=False)
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while True:
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try:
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data = await self.stream.receive_some(2**10)
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log.trace(f"Data is {data}")
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except trio.BrokenStreamError:
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log.error(f"Stream connection {self.peer} broke")
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return
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if data == b'':
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log.debug("Stream connection was closed")
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return
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unpacker.feed(data)
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for packet in unpacker:
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yield packet
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async def put(self, data):
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return await self.stream.send_all(
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msgpack.dumps(data, use_bin_type=True))
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async def get(self):
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return await self._agen.asend(None)
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async def __aiter__(self):
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return self._agen
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class Client:
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"""The most basic client.
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Use this to talk to any micro-service daemon or other client(s) over a
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TCP socket managed by ``trio``.
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"""
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def __init__(
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self, sockaddr: tuple,
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startup_seq: Coroutine,
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auto_reconnect: bool = True,
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):
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self.sockaddr = sockaddr
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self._startup_seq = startup_seq
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self._autorecon = auto_reconnect
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self.squeue = None
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async def connect(self, sockaddr: tuple = None, **kwargs):
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sockaddr = sockaddr or self.sockaddr
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stream = await trio.open_tcp_stream(*sockaddr, **kwargs)
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self.squeue = StreamQueue(stream)
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await self._startup_seq(self)
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return stream
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async def send(self, item):
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await self.squeue.put(item)
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async def recv(self):
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try:
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return await self.squeue.get()
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except trio.BrokenStreamError as err:
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if self._autorecon:
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await self._reconnect()
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return await self.recv()
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async def aclose(self, *args):
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await self.squeue.stream.aclose()
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async def __aenter__(self):
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await self.connect(self.sockaddr)
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return self
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async def __aexit__(self, *args):
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await self.aclose(*args)
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async def _reconnect(self):
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"""Handle connection failures by polling until a reconnect can be
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established.
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"""
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down = False
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while True:
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try:
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with trio.move_on_after(3) as cancel_scope:
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await self.connect()
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cancelled = cancel_scope.cancelled_caught
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if cancelled:
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log.warn(
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"Reconnect timed out after 3 seconds, retrying...")
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continue
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else:
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log.warn("Stream connection re-established!")
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break
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except (OSError, ConnectionRefusedError):
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if not down:
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down = True
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log.warn(
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f"Connection to {self.sockaddr} went down, waiting"
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" for re-establishment")
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await trio.sleep(1)
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async def aiter_recv(self):
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"""Async iterate items from underlying stream.
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"""
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while True:
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try:
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async for item in self.squeue:
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yield item
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except trio.BrokenStreamError as err:
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if not self._autorecon:
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raise
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if self._autorecon: # attempt reconnect
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await self._reconnect()
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continue
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else:
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return
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async def stream_quotes(
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brokermod: ModuleType,
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get_quotes: Coroutine,
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tickers2qs: {str: StreamQueue},
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rate: int = 5, # delay between quote requests
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diff_cached: bool = True, # only deliver "new" quotes to the queue
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) -> None:
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@ -81,13 +207,22 @@ async def poll_tickers(
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A broker-client ``quoter`` async context manager must be provided which
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returns an async quote function.
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"""
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broker_limit = getattr(brokermod, '_rate_limit', float('inf'))
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if broker_limit < rate:
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rate = broker_limit
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log.warn(f"Limiting {brokermod.__name__} query rate to {rate}/sec")
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sleeptime = round(1. / rate, 3)
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_cache = {} # ticker to quote caching
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async with quoter(client, tickers) as get_quotes:
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while True: # use an event here to trigger exit?
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prequote_start = time.time()
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if not any(tickers2qs.values()):
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log.warn(f"No subs left for broker {brokermod.name}, exiting task")
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break
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tickers = list(tickers2qs.keys())
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with trio.move_on_after(3) as cancel_scope:
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quotes = await get_quotes(tickers)
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@ -98,13 +233,8 @@ async def poll_tickers(
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quotes = await wait_for_network(partial(get_quotes, tickers))
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postquote_start = time.time()
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payload = {}
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q_payloads = {}
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for symbol, quote in quotes.items():
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# FIXME: None is returned if a symbol can't be found.
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# Consider filtering out such symbols before starting poll loop
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if quote is None:
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continue
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if diff_cached:
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# if cache is enabled then only deliver "new" changes
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last = _cache.setdefault(symbol, {})
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log.info(
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f"New quote {quote['symbol']}:\n{new}")
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_cache[symbol] = quote
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payload[symbol] = quote
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for queue in tickers2qs[symbol]:
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q_payloads.setdefault(queue, {})[symbol] = quote
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else:
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payload[symbol] = quote
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for queue in tickers2qs[symbol]:
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q_payloads.setdefault(queue, {})[symbol] = quote
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if payload:
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q.put_nowait(payload)
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# deliver to each subscriber
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if q_payloads:
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for queue, payload in q_payloads.items():
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try:
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await queue.put(payload)
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except (
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# That's right, anything you can think of...
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trio.ClosedStreamError, ConnectionResetError,
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ConnectionRefusedError,
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):
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log.warn(f"{queue.peer} went down?")
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for qset in tickers2qs.values():
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qset.discard(queue)
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req_time = round(postquote_start - prequote_start, 3)
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proc_time = round(time.time() - postquote_start, 3)
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@ -132,3 +275,125 @@ async def poll_tickers(
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else:
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log.debug(f"Sleeping for {delay}")
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await trio.sleep(delay)
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async def start_quoter(
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broker2tickersubs: dict,
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clients: dict,
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dtasks: set, # daemon task registry
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nursery: "Nusery",
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stream: trio.SocketStream,
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) -> None:
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"""Handle per-broker quote stream subscriptions.
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Spawns new quoter tasks for each broker backend on-demand.
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Since most brokers seems to support batch quote requests we
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limit to one task per process for now.
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"""
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queue = StreamQueue(stream) # wrap in a shabby queue-like api
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log.info(f"Accepted new connection from {queue.peer}")
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async with queue.stream:
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async for broker, tickers in queue:
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log.info(
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f"{queue.peer} subscribed to {broker} for tickers {tickers}")
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if broker not in broker2tickersubs:
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brokermod = get_brokermod(broker)
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# TODO: move to AsyncExitStack in 3.7
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client_cntxmng = brokermod.get_client()
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client = await client_cntxmng.__aenter__()
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get_quotes = await brokermod.quoter(client, tickers)
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clients[broker] = (
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brokermod, client, client_cntxmng, get_quotes)
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tickers2qs = broker2tickersubs.setdefault(
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broker, {}.fromkeys(tickers, {queue, }))
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else:
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log.info(f"Subscribing with existing `{broker}` daemon")
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brokermod, client, _, get_quotes = clients[broker]
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tickers2qs = broker2tickersubs[broker]
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# update map from each symbol to requesting client's queue
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for ticker in tickers:
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tickers2qs.setdefault(ticker, set()).add(queue)
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# beginning of section to be trimmed out with #37
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#################################################
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# get a single quote filtering out any bad tickers
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# NOTE: this code is always run for every new client
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# subscription even when a broker quoter task is already running
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# since the new client needs to know what symbols are accepted
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log.warn(f"Retrieving smoke quote for {queue.peer}")
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quotes = await get_quotes(tickers)
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# pop any tickers that aren't returned in the first quote
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tickers = set(tickers) - set(quotes)
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for ticker in tickers:
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log.warn(
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f"Symbol `{ticker}` not found by broker `{brokermod.name}`"
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)
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tickers2qs.pop(ticker, None)
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# pop any tickers that return "empty" quotes
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payload = {}
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for symbol, quote in quotes.items():
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if quote is None:
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log.warn(
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f"Symbol `{symbol}` not found by broker"
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f" `{brokermod.name}`")
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tickers2qs.pop(symbol, None)
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continue
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payload[symbol] = quote
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# push initial quotes response for client initialization
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await queue.put(payload)
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# end of section to be trimmed out with #37
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###########################################
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if broker not in dtasks: # no quoter task yet
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# task should begin on the next checkpoint/iteration
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log.info(f"Spawning quoter task for {brokermod.name}")
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nursery.start_soon(
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stream_quotes, brokermod, get_quotes, tickers2qs)
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dtasks.add(broker)
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log.debug("Waiting on subscription request")
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else:
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log.info(f"client @ {queue.peer} disconnected")
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# drop any lingering subscriptions
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for ticker, qset in tickers2qs.items():
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qset.discard(queue)
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# if there are no more subscriptions with this broker
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# drop from broker subs dict
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if not any(tickers2qs.values()):
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log.info(f"No more subscriptions for {broker}")
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broker2tickersubs.pop(broker, None)
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dtasks.discard(broker)
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# TODO: move to AsyncExitStack in 3.7
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for _, _, cntxmng, _ in clients.values():
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# FIXME: yes I know it's totally wrong...
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await cntxmng.__aexit__(None, None, None)
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async def _daemon_main() -> None:
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"""Entry point for the broker daemon which waits for connections
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before spawning micro-services.
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"""
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# global space for broker-daemon subscriptions
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broker2tickersubs = {}
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clients = {}
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dtasks = set()
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async with trio.open_nursery() as nursery:
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listeners = await nursery.start(
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partial(
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trio.serve_tcp,
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partial(
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start_quoter, broker2tickersubs, clients,
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dtasks, nursery
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),
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1616, host='127.0.0.1'
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)
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)
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log.debug(f"Spawned {listeners}")
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|
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@ -284,16 +284,33 @@ async def get_client() -> Client:
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write_conf(client)
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@asynccontextmanager
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async def quoter(client: Client, tickers: [str]):
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"""Quoter context.
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"""
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t2ids = await client.tickers2ids(tickers)
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ids = ','.join(map(str, t2ids.values()))
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t2ids = {}
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ids = ''
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def filter_symbols(quotes_dict):
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nonlocal t2ids
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for symbol, quote in quotes_dict.items():
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if quote['low52w'] is None:
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log.warn(
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f"{symbol} seems to be defunct discarding from tickers")
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t2ids.pop(symbol)
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async def get_quote(tickers):
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"""Query for quotes using cached symbol ids.
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"""
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if not tickers:
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return {}
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nonlocal ids, t2ids
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new, current = set(tickers), set(t2ids.keys())
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if new != current:
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# update ticker ids cache
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log.debug(f"Tickers set changed {new - current}")
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t2ids = await client.tickers2ids(tickers)
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ids = ','.join(map(str, t2ids.values()))
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try:
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quotes_resp = await client.api.quotes(ids=ids)
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except QuestradeError as qterr:
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|
@ -310,20 +327,17 @@ async def quoter(client: Client, tickers: [str]):
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quotes[quote['symbol']] = quote
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if quote.get('delay', 0) > 0:
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log.warning(f"Delayed quote:\n{quote}")
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log.warn(f"Delayed quote:\n{quote}")
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return quotes
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first_quotes_dict = await get_quote(tickers)
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for symbol, quote in first_quotes_dict.items():
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if quote['low52w'] is None:
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log.warn(f"{symbol} seems to be defunct discarding from tickers")
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t2ids.pop(symbol)
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filter_symbols(first_quotes_dict)
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# re-save symbol ids cache
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ids = ','.join(map(str, t2ids.values()))
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|
||||
yield get_quote
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return get_quote
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||||
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||||
|
||||
# Questrade key conversion / column order
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|
|
|
@ -72,11 +72,10 @@ async def get_client() -> Client:
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|||
yield Client()
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||||
|
||||
|
||||
@asynccontextmanager
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||||
async def quoter(client: Client, tickers: [str]):
|
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"""Quoter context.
|
||||
"""
|
||||
yield client.quote
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||||
return client.quote
|
||||
|
||||
|
||||
# Robinhood key conversion / column order
|
||||
|
|
63
piker/cli.py
63
piker/cli.py
|
@ -2,19 +2,18 @@
|
|||
Console interface to broker client/daemons.
|
||||
"""
|
||||
from functools import partial
|
||||
from importlib import import_module
|
||||
import os
|
||||
from collections import defaultdict
|
||||
from multiprocessing import Process
|
||||
import json
|
||||
import os
|
||||
|
||||
import click
|
||||
import trio
|
||||
import pandas as pd
|
||||
import trio
|
||||
|
||||
|
||||
from .log import get_console_log, colorize_json, get_logger
|
||||
from . import watchlists as wl
|
||||
from .brokers import core, get_brokermod
|
||||
from .brokers.core import _daemon_main, Client
|
||||
from .log import get_console_log, colorize_json, get_logger
|
||||
|
||||
log = get_logger('cli')
|
||||
DEFAULT_BROKER = 'robinhood'
|
||||
|
@ -35,6 +34,14 @@ def run(main, loglevel='info'):
|
|||
log.debug("Exiting piker")
|
||||
|
||||
|
||||
@click.command()
|
||||
@click.option('--loglevel', '-l', default='warning', help='Logging level')
|
||||
def pikerd(loglevel):
|
||||
"""Spawn the piker daemon.
|
||||
"""
|
||||
run(_daemon_main, loglevel)
|
||||
|
||||
|
||||
@click.group()
|
||||
def cli():
|
||||
pass
|
||||
|
@ -115,20 +122,52 @@ def quote(loglevel, broker, tickers, df_output):
|
|||
@click.option('--rate', '-r', default=5, help='Logging level')
|
||||
@click.argument('name', nargs=1, required=True)
|
||||
def watch(loglevel, broker, rate, name):
|
||||
"""Spawn a watchlist.
|
||||
"""Spawn a real-time watchlist.
|
||||
"""
|
||||
from .ui.watchlist import _async_main
|
||||
log = get_console_log(loglevel) # activate console logging
|
||||
brokermod = get_brokermod(broker)
|
||||
watchlist_from_file = wl.ensure_watchlists(_watchlists_data_path)
|
||||
watchlists = wl.merge_watchlist(watchlist_from_file, wl._builtins)
|
||||
broker_limit = getattr(brokermod, '_rate_limit', float('inf'))
|
||||
tickers = watchlists[name]
|
||||
|
||||
if broker_limit < rate:
|
||||
rate = broker_limit
|
||||
log.warn(f"Limiting {brokermod.__name__} query rate to {rate}/sec")
|
||||
async def main(timeout=1):
|
||||
|
||||
trio.run(_async_main, name, watchlists[name], brokermod, rate)
|
||||
async def subscribe(client):
|
||||
# initial request for symbols price streams
|
||||
await client.send((brokermod.name, tickers))
|
||||
|
||||
client = Client(('127.0.0.1', 1616), subscribe)
|
||||
try:
|
||||
await client.connect()
|
||||
except OSError as oserr:
|
||||
await trio.sleep(0.5)
|
||||
# will raise indicating child proc should be spawned
|
||||
await client.connect()
|
||||
|
||||
async with trio.open_nursery() as nursery:
|
||||
nursery.start_soon(
|
||||
_async_main, name, client, tickers,
|
||||
brokermod, rate
|
||||
)
|
||||
|
||||
# signal exit of stream handler task
|
||||
await client.aclose()
|
||||
|
||||
try:
|
||||
trio.run(main)
|
||||
except OSError as oserr:
|
||||
log.warn("No broker daemon could be found")
|
||||
log.warn(oserr)
|
||||
log.warning("Spawning local broker-daemon...")
|
||||
child = Process(
|
||||
target=run,
|
||||
args=(_daemon_main, loglevel),
|
||||
daemon=True,
|
||||
)
|
||||
child.start()
|
||||
trio.run(main, 5)
|
||||
child.join()
|
||||
|
||||
|
||||
@cli.group()
|
||||
|
|
|
@ -7,7 +7,6 @@ Launch with ``piker watch <watchlist name>``.
|
|||
"""
|
||||
from itertools import chain
|
||||
from types import ModuleType
|
||||
from functools import partial
|
||||
|
||||
import trio
|
||||
from kivy.uix.boxlayout import BoxLayout
|
||||
|
@ -21,7 +20,6 @@ from kivy.core.window import Window
|
|||
|
||||
from ..log import get_logger
|
||||
from .pager import PagerView
|
||||
from ..brokers.core import poll_tickers
|
||||
|
||||
log = get_logger('watchlist')
|
||||
|
||||
|
@ -49,7 +47,7 @@ _kv = (f'''
|
|||
#:kivy 1.10.0
|
||||
|
||||
<Cell>
|
||||
font_size: 18
|
||||
font_size: 20
|
||||
# text_size: self.size
|
||||
size: self.texture_size
|
||||
color: {colorcode('gray')}
|
||||
|
@ -318,9 +316,10 @@ class TickerTable(GridLayout):
|
|||
|
||||
|
||||
async def update_quotes(
|
||||
nursery: 'Nursery',
|
||||
brokermod: ModuleType,
|
||||
widgets: dict,
|
||||
queue: trio.Queue,
|
||||
client: 'Client',
|
||||
symbol_data: dict,
|
||||
first_quotes: dict
|
||||
):
|
||||
|
@ -360,9 +359,7 @@ async def update_quotes(
|
|||
grid.render_rows(cache)
|
||||
|
||||
# core cell update loop
|
||||
while True:
|
||||
log.debug("Waiting on quotes")
|
||||
quotes = await queue.get() # new quotes data only
|
||||
async for quotes in client.aiter_recv(): # new quotes data only
|
||||
for symbol, quote in quotes.items():
|
||||
record, displayable = brokermod.format_quote(
|
||||
quote, symbol_data=symbol_data)
|
||||
|
@ -372,6 +369,10 @@ async def update_quotes(
|
|||
color_row(row, record)
|
||||
|
||||
grid.render_rows(cache)
|
||||
log.debug("Waiting on quotes")
|
||||
|
||||
log.warn("Server connection dropped")
|
||||
nursery.cancel_scope.cancel()
|
||||
|
||||
|
||||
async def run_kivy(root, nursery):
|
||||
|
@ -381,24 +382,20 @@ async def run_kivy(root, nursery):
|
|||
nursery.cancel_scope.cancel() # cancel all other tasks that may be running
|
||||
|
||||
|
||||
async def _async_main(name, tickers, brokermod, rate):
|
||||
async def _async_main(name, client, tickers, brokermod, rate):
|
||||
'''Launch kivy app + all other related tasks.
|
||||
|
||||
This is started with cli command `piker watch`.
|
||||
'''
|
||||
queue = trio.Queue(1000)
|
||||
async with brokermod.get_client() as client:
|
||||
async with trio.open_nursery() as nursery:
|
||||
# get initial symbol data
|
||||
async with brokermod.get_client() as bclient:
|
||||
# get long term data including last days close price
|
||||
sd = await client.symbol_data(tickers)
|
||||
|
||||
nursery.start_soon(
|
||||
partial(poll_tickers, client, brokermod.quoter, tickers, queue,
|
||||
rate=rate)
|
||||
)
|
||||
sd = await bclient.symbol_data(tickers)
|
||||
|
||||
async with trio.open_nursery() as nursery:
|
||||
# get first quotes response
|
||||
quotes = await queue.get()
|
||||
log.debug("Waiting on first quote...")
|
||||
quotes = await client.recv()
|
||||
first_quotes = [
|
||||
brokermod.format_quote(quote, symbol_data=sd)[0]
|
||||
for quote in quotes.values()]
|
||||
|
@ -459,4 +456,4 @@ async def _async_main(name, tickers, brokermod, rate):
|
|||
}
|
||||
nursery.start_soon(run_kivy, widgets['root'], nursery)
|
||||
nursery.start_soon(
|
||||
update_quotes, brokermod, widgets, queue, sd, quotes)
|
||||
update_quotes, nursery, brokermod, widgets, client, sd, quotes)
|
||||
|
|
3
setup.py
3
setup.py
|
@ -31,11 +31,12 @@ setup(
|
|||
entry_points={
|
||||
'console_scripts': [
|
||||
'piker = piker.cli:cli',
|
||||
'pikerd = piker.cli:pikerd',
|
||||
]
|
||||
},
|
||||
install_requires=[
|
||||
'click', 'colorlog', 'trio', 'attrs', 'async_generator',
|
||||
'pygments', 'cython', 'asks', 'pandas',
|
||||
'pygments', 'cython', 'asks', 'pandas', 'msgpack',
|
||||
#'kivy', see requirement.txt; using a custom branch atm
|
||||
],
|
||||
extras_require={
|
||||
|
|
Loading…
Reference in New Issue