Port feed layer to use new `samplerd` APIs
Always use `open_sample_stream()` to register fast and slow quote feed buffers and get a sampler stream which we use to trigger `Sampler.broadcast_all()` calls on the service side after backfill events.samplerd_service
Tyler Goodlet
parent
5ec1a72a3d
commit
b3d1b1aa63
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@ -74,10 +74,9 @@ from ._source import (
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)
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from ..ui import _search
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from ._sampling import (
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Sampler,
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open_sample_stream,
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sample_and_broadcast,
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uniform_rate_send,
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_default_delay_s,
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)
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from ..brokers._util import (
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DataUnavailable,
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@ -277,6 +276,7 @@ async def start_backfill(
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bfqsn: str,
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shm: ShmArray,
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timeframe: float,
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sampler_stream: tractor.MsgStream,
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last_tsdb_dt: Optional[datetime] = None,
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storage: Optional[Storage] = None,
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@ -325,7 +325,7 @@ async def start_backfill(
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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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# otherwise all fsps get reset on every chart..
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await Sampler.broadcast_all()
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await sampler_stream.send('broadcast_all')
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# signal that backfilling to tsdb's end datum is complete
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bf_done = trio.Event()
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@ -493,7 +493,7 @@ async def start_backfill(
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# in the block above to avoid entering new ``frames``
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# values while we're pipelining the current ones to
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# memory...
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await Sampler.broadcast_all()
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await sampler_stream.send('broadcast_all')
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# short-circuit (for now)
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bf_done.set()
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@ -504,6 +504,7 @@ async def basic_backfill(
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mod: ModuleType,
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bfqsn: str,
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shms: dict[int, ShmArray],
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sampler_stream: tractor.MsgStream,
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) -> None:
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@ -521,7 +522,8 @@ async def basic_backfill(
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mod,
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bfqsn,
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shm,
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timeframe=timeframe,
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timeframe,
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sampler_stream,
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)
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)
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except DataUnavailable:
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@ -537,6 +539,7 @@ async def tsdb_backfill(
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fqsn: str,
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bfqsn: str,
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shms: dict[int, ShmArray],
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sampler_stream: tractor.MsgStream,
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task_status: TaskStatus[
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tuple[ShmArray, ShmArray]
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@ -569,7 +572,8 @@ async def tsdb_backfill(
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mod,
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bfqsn,
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shm,
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timeframe=timeframe,
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timeframe,
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sampler_stream,
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last_tsdb_dt=last_tsdb_dt,
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tsdb_is_up=True,
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storage=storage,
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@ -734,7 +738,7 @@ async def tsdb_backfill(
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# (usually a chart showing graphics for said fsp)
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# which tells the chart to conduct a manual full
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# graphics loop cycle.
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await Sampler.broadcast_all()
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await sampler_stream.send('broadcast_all')
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# TODO: write new data to tsdb to be ready to for next read.
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@ -823,79 +827,96 @@ async def manage_history(
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"Persistent shm for sym was already open?!"
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)
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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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# register 1s and 1m buffers with the global incrementer task
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async with open_sample_stream(
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period_s=1,
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cache_key=fqsn,
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shms_by_period={
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1.: rt_shm.token,
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60.: hist_shm.token,
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},
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open_index_stream=True,
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) as sample_stream:
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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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assert open_history_client
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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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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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):
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log.info('Found existing `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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assert open_history_client
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from . import marketstore
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async with (
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marketstore.open_storage_client(fqsn)as storage,
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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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):
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hist_shm, rt_shm = await bus.nursery.start(
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tsdb_backfill,
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mod,
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marketstore,
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log.info('Found existing `marketstored`')
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from . import marketstore
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async with (
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marketstore.open_storage_client(fqsn)as storage,
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):
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# TODO: drop returning the output that we pass in?
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(
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hist_shm,
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rt_shm,
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) = await bus.nursery.start(
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tsdb_backfill,
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mod,
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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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{
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1: rt_shm,
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60: hist_shm,
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},
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sample_stream,
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)
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# yield back after client connect with filled shm
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task_status.started((
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hist_zero_index,
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hist_shm,
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rt_zero_index,
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rt_shm,
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))
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# indicate to caller that feed can be delivered to
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# remote requesting client since we've loaded history
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# data that can be used.
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some_data_ready.set()
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# history retreival loop depending on user interaction
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# and thus a small RPC-prot for remotely controllinlg
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# what data is loaded for viewing.
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await trio.sleep_forever()
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# load less history if no tsdb can be found
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elif (
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not tsdb_is_up
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and opened
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):
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await basic_backfill(
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bus,
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storage,
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fqsn,
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mod,
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bfqsn,
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{
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1: rt_shm,
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60: hist_shm,
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},
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sample_stream,
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)
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# yield back after client connect with filled shm
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task_status.started((
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hist_zero_index,
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hist_shm,
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rt_zero_index,
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rt_shm,
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))
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# indicate to caller that feed can be delivered to
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# remote requesting client since we've loaded history
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# data that can be used.
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some_data_ready.set()
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# history retreival loop depending on user interaction and thus
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# a small RPC-prot for remotely controllinlg what data is loaded
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# for viewing.
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await trio.sleep_forever()
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# load less history if no tsdb can be found
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elif (
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not tsdb_is_up
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and opened
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):
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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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shms={
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1: rt_shm,
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60: hist_shm,
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},
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)
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task_status.started((
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hist_zero_index,
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hist_shm,
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rt_zero_index,
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rt_shm,
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))
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some_data_ready.set()
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await trio.sleep_forever()
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async def allocate_persistent_feed(
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bus: _FeedsBus,
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@ -997,6 +1018,7 @@ async def allocate_persistent_feed(
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# https://github.com/python-trio/trio/issues/2258
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# bus.nursery.start_soon(
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# await bus.start_task(
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(
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izero_hist,
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hist_shm,
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@ -1030,13 +1052,6 @@ async def allocate_persistent_feed(
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# feed to that name (for now).
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bus.feeds[symstr] = bus.feeds[bfqsn] = flume
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# insert 1s ohlc into the increment buffer set
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# to update and shift every second
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Sampler.ohlcv_shms.setdefault(
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1,
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[]
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).append(rt_shm)
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task_status.started()
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if not start_stream:
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@ -1046,18 +1061,6 @@ async def allocate_persistent_feed(
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# the backend will indicate when real-time quotes have begun.
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await feed_is_live.wait()
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# insert 1m ohlc into the increment buffer set
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# to shift every 60s.
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Sampler.ohlcv_shms.setdefault(60, []).append(hist_shm)
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# create buffer a single incrementer task broker backend
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# (aka `brokerd`) using the lowest sampler period.
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if Sampler.incrementers.get(_default_delay_s) is None:
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await bus.start_task(
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Sampler.increment_ohlc_buffer,
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_default_delay_s,
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)
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sum_tick_vlm: bool = init_msg.get(
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'shm_write_opts', {}
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).get('sum_tick_vlm', True)
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