Add draft order actor architecture
parent
5fddb581ab
commit
bd85214017
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@ -25,6 +25,7 @@ import numpy as np
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import pyqtgraph as pg
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import pyqtgraph as pg
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import tractor
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import tractor
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import trio
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import trio
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from trio_typing import TaskStatus
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from ._axes import (
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from ._axes import (
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DynamicDateAxis,
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DynamicDateAxis,
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@ -407,10 +408,6 @@ class ChartPlotWidget(pg.PlotWidget):
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self.default_view()
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self.default_view()
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# TODO: stick in config
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# use cross-hair for cursor?
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# self.setCursor(QtCore.Qt.CrossCursor)
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# Assign callback for rescaling y-axis automatically
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# Assign callback for rescaling y-axis automatically
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# based on data contents and ``ViewBox`` state.
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# based on data contents and ``ViewBox`` state.
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self.sigXRangeChanged.connect(self._set_yrange)
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self.sigXRangeChanged.connect(self._set_yrange)
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@ -821,6 +818,73 @@ class ChartPlotWidget(pg.PlotWidget):
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self.scene().leaveEvent(ev)
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self.scene().leaveEvent(ev)
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_to_router: trio.abc.SendChannel = None
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_from_ui: trio.abc.ReceiveChannel = None
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# TODO: make this a ``tractor.msg.pub``
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async def stream_orders():
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"""Order streaming task: deliver orders transmitted from UI
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to downstream consumers.
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This is run in the UI actor (usually the one running Qt).
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The UI simply delivers order messages to the above ``_to_router``
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send channel (from sync code using ``.send_nowait()``), these values
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are pulled from the channel here and send to any consumer(s).
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"""
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global _from_ui
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async for order in _from_ui:
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yield order
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async def stream_and_route(ui_name):
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"""Order router actor entrypoint.
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"""
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actor = tractor.current_actor()
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# new router entry point
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async with tractor.wait_for_actor(ui_name) as portal:
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async for order in await portal.run(stream_orders):
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print(f'order {order} received in {actor.uid}')
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# push order back to parent as an "alert"
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# (mocking for eg. a "fill")
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yield order
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async def spawn_router_stream_alerts(
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ident: str,
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task_status: TaskStatus[str] = trio.TASK_STATUS_IGNORED,
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) -> None:
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# setup local ui event streaming channels
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global _from_ui, _to_router
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_to_router, _from_ui = trio.open_memory_channel(100)
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actor = tractor.current_actor()
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subactor_name = ident + '.router'
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async with tractor.open_nursery() as n:
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portal = await n.start_actor(
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subactor_name,
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rpc_module_paths=[__name__],
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)
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stream = await portal.run(
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stream_and_route,
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ui_name=actor.name
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)
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# let parent task continue
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task_status.started(subactor_name)
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async for alert in stream:
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print(f'alert {alert} received in {actor.uid}')
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async def _async_main(
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async def _async_main(
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sym: str,
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sym: str,
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brokername: str,
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brokername: str,
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@ -906,6 +970,17 @@ async def _async_main(
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async with trio.open_nursery() as n:
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async with trio.open_nursery() as n:
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router_name = await n.start(
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spawn_router_stream_alerts,
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sym,
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)
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# wait for router to come up before setting
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# enabling send channel on chart
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async with tractor.wait_for_actor(router_name):
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global _to_router
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linked_charts._to_router = _to_router
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# load initial fsp chain (otherwise known as "indicators")
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# load initial fsp chain (otherwise known as "indicators")
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n.start_soon(
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n.start_soon(
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spawn_fsps,
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spawn_fsps,
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@ -150,5 +150,6 @@ def chart(config, symbol, date, rate, test, profile):
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tractor_kwargs={
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tractor_kwargs={
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'debug_mode': True,
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'debug_mode': True,
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'loglevel': tractorloglevel,
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'loglevel': tractorloglevel,
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'rpc_module_paths': ['piker.ui._chart'],
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},
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},
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)
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)
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