Allow recording data feeds to disk

Add a couple functions for storing and retrieving live json data feed
recordings to disk using a very rudimentary character + newline delimited
format.

Also, split out the pub-sub logic from `stream_quotes()` into a new
func, `fan_out_to_chans()`. Eventually I want to formalize this pattern
into a decorator exposed through `tractor`.

piker/brokers/data.py

@@ -3,9 +3,11 @@ Live data feed machinery
 """
 import time
 from functools import partial
+from itertools import cycle
 import socket
+import json
 from types import ModuleType
-from typing import Coroutine, Callable, Dict
+from typing import Coroutine, Callable, Dict, List
 
 import trio
 import tractor
@@ -14,7 +16,7 @@ from ..log import get_logger, get_console_log
 from . import get_brokermod
 
 
-log = get_logger('broker.core')
+log = get_logger('broker.data')
 
 
 async def wait_for_network(net_func: Callable, sleep: int = 1) -> dict:
@@ -40,11 +42,9 @@ async def wait_for_network(net_func: Callable, sleep: int = 1) -> dict:
 
 async def stream_quotes(
     brokermod: ModuleType,
-    get_quotes: Coroutine,
+    request_quotes: Coroutine,
-    tickers2chans: Dict[str, tractor.Channel],
     rate: int = 5,  # delay between quote requests
     diff_cached: bool = True,  # only deliver "new" quotes to the queue
-    cid: str = None,
 ) -> None:
     """Stream quotes for a sequence of tickers at the given ``rate``
     per second.
@@ -52,49 +52,80 @@ async def stream_quotes(
     A stock-broker client ``get_quotes()`` async context manager must be
     provided which returns an async quote retrieval function.
     """
-    broker_limit = getattr(brokermod, '_rate_limit', float('inf'))
-    if broker_limit < rate:
-        rate = broker_limit
-        log.warn(f"Limiting {brokermod.__name__} query rate to {rate}/sec")
-
     sleeptime = round(1. / rate, 3)
     _cache = {}  # ticker to quote caching
 
     while True:  # use an event here to trigger exit?
         prequote_start = time.time()
 
-        if not any(tickers2chans.values()):
+        # tickers = list(tickers2chans.keys())
-            log.warn(f"No subs left for broker {brokermod.name}, exiting task")
-            break
-
-        tickers = list(tickers2chans.keys())
         with trio.move_on_after(3) as cancel_scope:
-            quotes = await get_quotes(tickers)
+            quotes = await request_quotes()
 
         cancelled = cancel_scope.cancelled_caught
         if cancelled:
             log.warn("Quote query timed out after 3 seconds, retrying...")
             # handle network outages by idling until response is received
-            quotes = await wait_for_network(partial(get_quotes, tickers))
+            # quotes = await wait_for_network(partial(get_quotes, tickers))
+            quotes = await wait_for_network(request_quotes)
 
         postquote_start = time.time()
-        chan_payloads = {}
+        new_quotes = {}
-        for symbol, quote in quotes.items():
         if diff_cached:
             # if cache is enabled then only deliver "new" changes
+            for symbol, quote in quotes.items():
                     last = _cache.setdefault(symbol, {})
                     new = set(quote.items()) - set(last.items())
                     if new:
                         log.info(
                             f"New quote {quote['symbol']}:\n{new}")
                         _cache[symbol] = quote
-                    for chan, cid in tickers2chans.get(symbol, set()):
+                        new_quotes[symbol] = quote
-                        chan_payloads.setdefault(
-                            chan,
-                            {'yield': {}, 'cid': cid}
-                        )['yield'][symbol] = quote
         else:
-                for chan, cid in tickers2chans[symbol]:
+            new_quotes = quotes
+
+        yield new_quotes
+
+        # latency monitoring
+        req_time = round(postquote_start - prequote_start, 3)
+        proc_time = round(time.time() - postquote_start, 3)
+        tot = req_time + proc_time
+        log.debug(f"Request + processing took {tot}")
+        delay = sleeptime - tot
+        if delay <= 0:
+            log.warn(
+                f"Took {req_time} (request) + {proc_time} (processing) "
+                f"= {tot} secs (> {sleeptime}) for processing quotes?")
+        else:
+            log.debug(f"Sleeping for {delay}")
+            await trio.sleep(delay)
+
+
+async def fan_out_to_chans(
+    brokermod: ModuleType,
+    get_quotes: Coroutine,
+    tickers2chans: Dict[str, tractor.Channel],
+    rate: int = 5,  # delay between quote requests
+    diff_cached: bool = True,  # only deliver "new" quotes to the queue
+    cid: str = None,
+) -> None:
+    """Request and fan out quotes to each subscribed actor channel.
+    """
+    broker_limit = getattr(brokermod, '_rate_limit', float('inf'))
+    if broker_limit < rate:
+        rate = broker_limit
+        log.warn(f"Limiting {brokermod.__name__} query rate to {rate}/sec")
+
+    async def request():
+        """Get quotes for current symbol subscription set.
+        """
+        return await get_quotes(list(tickers2chans.keys()))
+
+    async for quotes in stream_quotes(brokermod, request, rate):
+        chan_payloads = {}
+        for symbol, quote in quotes.items():
+            # set symbol quotes for each subscriber
+            for chan, cid in tickers2chans.get(symbol, set()):
                 chan_payloads.setdefault(
                     chan,
                     {'yield': {}, 'cid': cid}
@@ -114,19 +145,9 @@ async def stream_quotes(
                     for chanset in tickers2chans.values():
                         chanset.discard((chan, cid))
 
-        # latency monitoring
+        if not any(tickers2chans.values()):
-        req_time = round(postquote_start - prequote_start, 3)
+            log.warn(f"No subs left for broker {brokermod.name}, exiting task")
-        proc_time = round(time.time() - postquote_start, 3)
+            break
-        tot = req_time + proc_time
-        log.debug(f"Request + processing took {tot}")
-        delay = sleeptime - tot
-        if delay <= 0:
-            log.warn(
-                f"Took {req_time} (request) + {proc_time} (processing) "
-                f"= {tot} secs (> {sleeptime}) for processing quotes?")
-        else:
-            log.debug(f"Sleeping for {delay}")
-            await trio.sleep(delay)
 
     log.info(f"Terminating stream quoter task for {brokermod.name}")
 
@@ -226,7 +247,7 @@ def modify_quote_stream(broker, tickers, chan=None, cid=None):
 
 async def start_quote_stream(
     broker: str,
-    tickers: [str],
+    tickers: List[str],
     chan: tractor.Channel = None,
     cid: str = None,
 ) -> None:
@@ -256,8 +277,8 @@ async def start_quote_stream(
         log.info(f"Subscribing with existing `{broker}` daemon")
         tickers2chans = broker2tickersubs[broker]
 
-    # do a smoke quote (note this mutates the input list and filters out bad
+    # do a smoke quote (note this mutates the input list and filters
-    # symbols for now)
+    # out bad symbols for now)
     payload = await smoke_quote(get_quotes, tickers, broker)
     # push initial smoke quote response for client initialization
     await chan.send({'yield': payload, 'cid': cid})
@@ -271,7 +292,7 @@ async def start_quote_stream(
             log.info(f"Spawning quoter task for {brokermod.name}")
             async with trio.open_nursery() as nursery:
                 nursery.start_soon(partial(
-                    stream_quotes, brokermod, get_quotes, tickers2chans,
+                    fan_out_to_chans, brokermod, get_quotes, tickers2chans,
                     cid=cid)
                 )
                 dtasks.add(broker)
@@ -293,3 +314,40 @@ async def start_quote_stream(
             log.info(f"No more subscriptions for {broker}")
             broker2tickersubs.pop(broker, None)
             dtasks.discard(broker)
+
+
+async def stream_to_file(
+    watchlist_name: str,
+    filename: str,
+    portal: tractor._portal.Portal,
+    tickers: List[str],
+    brokermod: ModuleType,
+    rate: int,
+):
+    """Record client side received quotes to file ``filename``.
+    """
+    # an async generator instance
+    agen = await portal.run(
+        "piker.brokers.data", 'start_quote_stream',
+        broker=brokermod.name, tickers=tickers)
+
+    fname = filename or f'{watchlist_name}.jsonstream'
+    with open(fname, 'a') as f:
+        async for quotes in agen:
+            f.write(json.dumps(quotes))
+            f.write('\n--\n')
+
+    return fname
+
+
+async def stream_from_file(
+    filename: str,
+):
+    with open(filename, 'r') as quotes_file:
+        content = quotes_file.read()
+
+    pkts = content.split('--')[:-1]  # simulate 2 separate quote packets
+    payloads = [json.loads(pkt) for pkt in pkts]
+    for payload in cycle(payloads):
+        yield payload
+        await trio.sleep(0.3)