A bit hacky but, broadcast index streams on each history prepend
parent
7d8cf3eaf8
commit
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@ -22,6 +22,7 @@ This module is enabled for ``brokerd`` daemons.
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"""
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from __future__ import annotations
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from dataclasses import dataclass, field
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from datetime import datetime
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from contextlib import asynccontextmanager
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from functools import partial
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from types import ModuleType
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@ -31,6 +32,7 @@ from typing import (
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Awaitable,
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)
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import pendulum
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import trio
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from trio.abc import ReceiveChannel
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from trio_typing import TaskStatus
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@ -59,6 +61,7 @@ from ._source import (
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from ..ui import _search
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from ._sampling import (
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sampler,
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broadcast,
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increment_ohlc_buffer,
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iter_ohlc_periods,
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sample_and_broadcast,
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@ -250,6 +253,8 @@ async def manage_history(
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open_history_client = getattr(mod, 'open_history_client', None)
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bfqsn = fqsn.replace('.' + mod.name, '')
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if is_up and opened and open_history_client:
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log.info('Found existing `marketstored`')
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@ -281,9 +286,11 @@ async def manage_history(
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array,
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start_dt,
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end_dt,
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last_tsdb_dt: Optional[datetime] = None
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) -> np.ndarray:
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if last_tsdb_dt:
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s_diff = (last_tsdb_dt - start_dt).seconds
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# if we detect a partial frame's worth of data
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@ -298,28 +305,50 @@ async def manage_history(
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)
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return to_push
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else:
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return array
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# start history anal and load missing new data via backend.
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async with open_history_client(fqsn) as hist:
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broker, symbol, expiry = unpack_fqsn(fqsn)
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async with open_history_client(bfqsn) as hist:
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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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array, start_dt, end_dt = await hist(end_dt='')
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to_push = diff_history(array, start_dt, end_dt)
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array, start_dt, end_dt = await hist(end_dt=None)
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to_push = diff_history(
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array,
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start_dt,
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end_dt,
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last_tsdb_dt=last_tsdb_dt,
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)
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log.info(f'Pushing {to_push.size} to shm!')
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shm.push(to_push)
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for delay_s in sampler.subscribers:
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await broadcast(delay_s)
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# let caller unblock and deliver latest history frame
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task_status.started(shm)
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some_data_ready.set()
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# pull new history frames until we hit latest
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# already in the tsdb
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while start_dt > last_tsdb_dt:
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# while start_dt > last_tsdb_dt:
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while True:
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array, start_dt, end_dt = await hist(end_dt=start_dt)
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to_push = diff_history(array, start_dt, end_dt)
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to_push = diff_history(
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array,
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start_dt,
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end_dt,
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# last_tsdb_dt=last_tsdb_dt,
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# just run indefinitely
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last_tsdb_dt=None,
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)
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log.info(f'Pushing {to_push.size} to shm!')
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shm.push(to_push, prepend=True)
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for delay_s in sampler.subscribers:
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await broadcast(delay_s)
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# TODO: see if there's faster multi-field reads:
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# https://numpy.org/doc/stable/user/basics.rec.html#accessing-multiple-fields
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@ -348,7 +377,6 @@ async def manage_history(
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# do a legacy incremental backfill from the provider.
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log.info('No existing `marketstored` found..')
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bfqsn = fqsn.replace('.' + mod.name, '')
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# start history backfill task ``backfill_bars()`` is
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# a required backend func this must block until shm is
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# filled with first set of ohlc bars
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