Drop throttled rate margin to 100us

piker/data/_sampling.py

@@ -172,7 +172,6 @@ async def sample_and_broadcast(
 
     # iterate stream delivered by broker
     async for quotes in quote_stream:
-
         # TODO: ``numba`` this!
         for sym, quote in quotes.items():
 
@@ -185,8 +184,12 @@ async def sample_and_broadcast(
 
             # start writing the shm buffer with appropriate
             # trade data
-            for tick in quote['ticks']:
 
+            # TODO: we should probably not write every single
+            # value to an OHLC sample stream XD
+            # for a tick stream sure.. but this is excessive..
+            ticks = quote['ticks']
+            for tick in ticks:
                 ticktype = tick['type']
 
                 # write trade events to shm last OHLC sample
@@ -258,7 +261,8 @@ async def sample_and_broadcast(
 
                 except (
                     trio.BrokenResourceError,
-                    trio.ClosedResourceError
+                    trio.ClosedResourceError,
+                    trio.EndOfChannel,
                 ):
                     # XXX: do we need to deregister here
                     # if it's done in the fee bus code?
@@ -268,6 +272,10 @@ async def sample_and_broadcast(
                         f'{stream._ctx.chan.uid} dropped  '
                         '`brokerd`-quotes-feed connection'
                     )
+                    if tick_throttle:
+                        assert stream.closed()
+                        # await stream.aclose()
+
                     subs.remove((stream, tick_throttle))
 
 
@@ -283,12 +291,8 @@ async def uniform_rate_send(
 
 ) -> None:
 
-    sleep_period = 1/rate - 0.000616
+    sleep_period = 1/rate - 0.0001  # 100us
     last_send = time.time()
-    aname = stream._ctx.chan.uid[0]
-    fsp = False
-    if 'fsp' in aname:
-        fsp = True
 
     while True:
 
@@ -308,20 +312,33 @@ async def uniform_rate_send(
                 sym, next_quote = quote_stream.receive_nowait()
                 ticks = next_quote.get('ticks')
 
+                # XXX: idea for frame type data structure we could use on the
+                # wire instead of a simple list?
+                # frames = {
+                #     'index': ['type_a', 'type_c', 'type_n', 'type_n'],
+
+                #     'type_a': [tick0, tick1, tick2, .., tickn],
+                #     'type_b': [tick0, tick1, tick2, .., tickn],
+                #     'type_c': [tick0, tick1, tick2, .., tickn],
+                #     ...
+                #     'type_n': [tick0, tick1, tick2, .., tickn],
+                # }
                 if ticks:
                     first_quote['ticks'].extend(ticks)
 
             except trio.WouldBlock:
                 now = time.time()
                 rate = 1 / (now - last_send)
-                last_send = now
 
-                # log.info(f'{rate} Hz sending quotes')  # \n{first_quote}')
+                log.debug(
+                    f'`{sym}` throttled send hz: {round(rate, ndigits=1)}'
+                )
 
                 # TODO: now if only we could sync this to the display
                 # rate timing exactly lul
                 try:
                     await stream.send({sym: first_quote})
+                    last_send = now
                     break
                 except trio.ClosedResourceError:
                     # if the feed consumer goes down then drop