Move core tasks to separate module
Begin abstracting out broker backends by moving core data query tasks into a module which requires and calls a broker backend API.kivy_mainline_and_py3.8
parent
56f38263be
commit
bd7eb16ab2
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@ -0,0 +1,34 @@
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"""
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Handy utils.
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"""
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import json
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import asks
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import logging
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from ..log import colorize_json
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class BrokerError(Exception):
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"Generic broker issue"
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def resproc(
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resp: asks.response_objects.Response,
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log: logging.Logger,
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return_json: bool = True
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) -> asks.response_objects.Response:
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"""Process response and return its json content.
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Raise the appropriate error on non-200 OK responses.
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"""
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if not resp.status_code == 200:
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raise BrokerError(resp.body)
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try:
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data = resp.json()
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except json.decoder.JSONDecodeError:
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log.exception(f"Failed to process {resp}:\n{resp.text}")
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raise BrokerError(resp.text)
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else:
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log.trace(f"Received json contents:\n{colorize_json(data)}")
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return data if return_json else resp
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@ -0,0 +1,104 @@
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"""
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Core broker-daemon tasks and API.
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"""
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import time
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import inspect
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from types import ModuleType
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import trio
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from .questrade import QuestradeError
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from ..log import get_logger
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log = get_logger('broker.core')
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async def api(brokermod: ModuleType, methname: str, **kwargs) -> dict:
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"""Make (proxy through) an api call by name and return its result.
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"""
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async with brokermod.get_client() as client:
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meth = getattr(client.api, methname, None)
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if meth is None:
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log.error(f"No api method `{methname}` could be found?")
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return
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elif not kwargs:
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# verify kwargs requirements are met
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sig = inspect.signature(meth)
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if sig.parameters:
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log.error(
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f"Argument(s) are required by the `{methname}` method: "
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f"{tuple(sig.parameters.keys())}")
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return
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return await meth(**kwargs)
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async def quote(brokermod: ModuleType, tickers: [str]) -> dict:
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"""Return quotes dict for ``tickers``.
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"""
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async with brokermod.get_client() as client:
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return await client.quote(tickers)
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async def poll_tickers(
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client: 'Client',
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tickers: [str],
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q: trio.Queue,
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rate: int = 3, # 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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"""Stream quotes for a sequence of tickers at the given ``rate``
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per second.
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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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sleeptime = round(1. / rate, 3)
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_cache = {}
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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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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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if "Access token is invalid" in str(qterr.args[0]):
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# out-of-process piker may have renewed already
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client._reload_config()
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quotes_resp = await client.api.quotes(ids=ids)
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else:
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raise
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postquote_start = time.time()
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quotes = quotes_resp['quotes']
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payload = []
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for quote in quotes:
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if quote['delay'] > 0:
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log.warning(f"Delayed quote:\n{quote}")
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if diff_cached:
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# if cache is enabled then only deliver "new" changes
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symbol = quote['symbol']
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last = _cache.setdefault(symbol, {})
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new = set(quote.items()) - set(last.items())
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if new:
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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.append(quote)
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else:
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payload.append(quote)
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if payload:
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q.put_nowait(payload)
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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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tot = req_time + proc_time
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log.debug(f"Request + processing took {req_time + proc_time}")
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delay = sleeptime - (req_time + proc_time)
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if delay <= 0:
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log.warn(
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f"Took {req_time} (request) + {proc_time} (processing) = {tot}"
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f" secs (> {sleeptime}) for processing quotes?")
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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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@ -1,8 +1,6 @@
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"""
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"""
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Questrade API backend.
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Questrade API backend.
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"""
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"""
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import inspect
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import json
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import time
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import time
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import datetime
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import datetime
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@ -10,6 +8,7 @@ import trio
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from async_generator import asynccontextmanager
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from async_generator import asynccontextmanager
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from . import config
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from . import config
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from ._util import resproc, BrokerError
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from ..log import get_logger, colorize_json
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from ..log import get_logger, colorize_json
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# TODO: move to urllib3/requests once supported
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# TODO: move to urllib3/requests once supported
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@ -26,28 +25,6 @@ class QuestradeError(Exception):
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"Non-200 OK response code"
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"Non-200 OK response code"
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def resproc(
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resp: asks.response_objects.Response,
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return_json: bool = True
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) -> asks.response_objects.Response:
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"""Process response and return its json content.
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Raise the appropriate error on non-200 OK responses.
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"""
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if not resp.status_code == 200:
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raise QuestradeError(resp.body)
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try:
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data = resp.json()
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except json.decoder.JSONDecodeError:
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log.exception(f"Failed to process {resp}:\n{resp.text}")
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raise QuestradeError(resp.text)
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else:
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log.trace(f"Received json contents:\n{colorize_json(data)}")
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return data if return_json else resp
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class Client:
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class Client:
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"""API client suitable for use as a long running broker daemon or
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"""API client suitable for use as a long running broker daemon or
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single api requests.
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single api requests.
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@ -80,7 +57,7 @@ class Client:
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params={'grant_type': 'refresh_token',
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params={'grant_type': 'refresh_token',
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'refresh_token': self.access_data['refresh_token']}
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'refresh_token': self.access_data['refresh_token']}
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)
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)
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data = resproc(resp)
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data = resproc(resp, log)
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self.access_data.update(data)
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self.access_data.update(data)
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return data
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return data
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@ -121,11 +98,12 @@ class Client:
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expires_stamp = datetime.datetime.fromtimestamp(
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expires_stamp = datetime.datetime.fromtimestamp(
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expires).strftime('%Y-%m-%d %H:%M:%S')
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expires).strftime('%Y-%m-%d %H:%M:%S')
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if not access_token or (expires < time.time()) or force_refresh:
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if not access_token or (expires < time.time()) or force_refresh:
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log.info(f"Refreshing access token {access_token} which expired at"
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log.debug(
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f"Refreshing access token {access_token} which expired at"
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f" {expires_stamp}")
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f" {expires_stamp}")
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try:
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try:
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data = await self._new_auth_token()
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data = await self._new_auth_token()
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except QuestradeError as qterr:
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except BrokerError as qterr:
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if "We're making some changes" in str(qterr.args[0]):
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if "We're making some changes" in str(qterr.args[0]):
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# API service is down
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# API service is down
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raise QuestradeError("API is down for maintenance")
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raise QuestradeError("API is down for maintenance")
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self._reload_config()
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self._reload_config()
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try:
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try:
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data = await self._new_auth_token()
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data = await self._new_auth_token()
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except QuestradeError as qterr:
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except BrokerError as qterr:
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if qterr.args[0].decode() == 'Bad Request':
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if qterr.args[0].decode() == 'Bad Request':
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# actually expired; get new from user
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# actually expired; get new from user
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self._reload_config(force_from_user=True)
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self._reload_config(force_from_user=True)
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data = await self._new_auth_token()
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data = await self._new_auth_token()
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else:
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else:
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raise qterr
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raise QuestradeError(qterr)
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else:
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else:
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raise qterr
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raise qterr
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@ -151,7 +129,7 @@ class Client:
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# write to config on disk
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# write to config on disk
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write_conf(self)
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write_conf(self)
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else:
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else:
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log.info(f"\nCurrent access token {access_token} expires at"
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log.debug(f"\nCurrent access token {access_token} expires at"
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f" {expires_stamp}\n")
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f" {expires_stamp}\n")
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self._prep_sess()
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self._prep_sess()
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@ -168,12 +146,13 @@ class Client:
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return symbols2ids
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return symbols2ids
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async def quote(self, tickers):
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async def quote(self, tickers: [str]):
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"""Return quotes for each ticker in ``tickers``.
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"""Return quotes for each ticker in ``tickers``.
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"""
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"""
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t2ids = await self.tickers2ids(tickers)
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t2ids = await self.tickers2ids(tickers)
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ids = ','.join(map(str, t2ids.values()))
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ids = ','.join(map(str, t2ids.values()))
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return (await self.api.quotes(ids=ids))['quotes']
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results = (await self.api.quotes(ids=ids))['quotes']
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return {sym: quote for sym, quote in zip(tickers, results)}
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async def symbols(self, tickers):
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async def symbols(self, tickers):
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"""Return quotes for each ticker in ``tickers``.
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"""Return quotes for each ticker in ``tickers``.
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@ -196,7 +175,7 @@ class _API:
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async def _request(self, path: str, params=None) -> dict:
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async def _request(self, path: str, params=None) -> dict:
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resp = await self._sess.get(path=f'/{path}', params=params)
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resp = await self._sess.get(path=f'/{path}', params=params)
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return resproc(resp)
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return resproc(resp, log)
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async def accounts(self) -> dict:
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async def accounts(self) -> dict:
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return await self._request('accounts')
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return await self._request('accounts')
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@ -268,6 +247,8 @@ def write_conf(client):
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@asynccontextmanager
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@asynccontextmanager
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async def get_client() -> Client:
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async def get_client() -> Client:
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"""Spawn a broker client.
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"""Spawn a broker client.
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A client must adhere to the method calls in ``piker.broker.core``.
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"""
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"""
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conf = get_config()
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conf = get_config()
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log.debug(f"Loaded config:\n{colorize_json(dict(conf['questrade']))}")
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log.debug(f"Loaded config:\n{colorize_json(dict(conf['questrade']))}")
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@ -290,110 +271,3 @@ async def get_client() -> Client:
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yield client
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yield client
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finally:
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finally:
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write_conf(client)
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write_conf(client)
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async def serve_forever(tasks) -> None:
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"""Start up a client and serve until terminated.
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"""
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async with get_client() as client:
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# pretty sure this doesn't work
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# await client._revoke_auth_token()
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async with trio.open_nursery() as nursery:
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# launch token manager
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nursery.start_soon(token_refresher, client)
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# launch children
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for task in tasks:
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nursery.start_soon(task, client)
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async def poll_tickers(
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client: Client, tickers: [str],
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q: trio.Queue,
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rate: int = 3, # 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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"""Stream quotes for a sequence of tickers at the given ``rate``
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per second.
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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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sleeptime = round(1. / rate, 3)
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_cache = {}
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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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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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if "Access token is invalid" in str(qterr.args[0]):
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# out-of-process piker may have renewed already
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client._reload_config()
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quotes_resp = await client.api.quotes(ids=ids)
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else:
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raise
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postquote_start = time.time()
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quotes = quotes_resp['quotes']
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payload = []
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for quote in quotes:
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if quote['delay'] > 0:
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log.warning(f"Delayed quote:\n{quote}")
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if diff_cached:
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# if cache is enabled then only deliver "new" changes
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symbol = quote['symbol']
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last = _cache.setdefault(symbol, {})
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new = set(quote.items()) - set(last.items())
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if new:
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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.append(quote)
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else:
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payload.append(quote)
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if payload:
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q.put_nowait(payload)
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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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tot = req_time + proc_time
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log.debug(f"Request + processing took {req_time + proc_time}")
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delay = sleeptime - (req_time + proc_time)
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if delay <= 0:
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log.warn(
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f"Took {req_time} (request) + {proc_time} (processing) = {tot}"
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f" secs (> {sleeptime}) for processing quotes?")
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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 api(methname: str, **kwargs) -> dict:
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"""Make (proxy through) an api call by name and return its result.
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"""
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async with get_client() as client:
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meth = getattr(client.api, methname, None)
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if meth is None:
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log.error(f"No api method `{methname}` could be found?")
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return
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elif not kwargs:
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# verify kwargs requirements are met
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sig = inspect.signature(meth)
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if sig.parameters:
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log.error(
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f"Argument(s) are required by the `{methname}` method: "
|
|
||||||
f"{tuple(sig.parameters.keys())}")
|
|
||||||
return
|
|
||||||
|
|
||||||
return await meth(**kwargs)
|
|
||||||
|
|
||||||
|
|
||||||
async def quote(tickers: [str]) -> dict:
|
|
||||||
"""Return quotes dict for ``tickers``.
|
|
||||||
"""
|
|
||||||
async with get_client() as client:
|
|
||||||
return await client.quote(tickers)
|
|
||||||
|
|
Loading…
Reference in New Issue