WIP - ensure `asyncio` pumps the event loop each send
Tyler Goodlet
parent
f830a776ab
commit
dc02c115ba
|
|
@ -1,3 +1,6 @@
|
|||
# piker: trading gear for hackers
|
||||
# Copyright (C) Jared Goldman (in stewardship for pikers)
|
||||
|
||||
# This program is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU Affero General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
|
|
|
|||
|
|
@ -1,5 +1,5 @@
|
|||
# piker: trading gear for hackers
|
||||
# Copyright (C) Jared Goldman (in stewardship for piker0)
|
||||
# Copyright (C) Jared Goldman (in stewardship for pikers)
|
||||
|
||||
# This program is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU Affero General Public License as published by
|
||||
|
|
@ -102,14 +102,17 @@ async def mk_stream_quotes(
|
|||
sym = symbols[0]
|
||||
|
||||
async with (
|
||||
open_cached_client(exchange.lower()) as client,
|
||||
send_chan as send_chan
|
||||
open_cached_client(exchange.lower()) as client,
|
||||
# send_chan as send_chan,
|
||||
):
|
||||
pairs = await client.cache_pairs()
|
||||
|
||||
pair_data = pairs[sym]
|
||||
|
||||
async with maybe_open_price_feed(pair_data, exchange, channels) as stream:
|
||||
async with maybe_open_price_feed(
|
||||
pair_data,
|
||||
exchange,
|
||||
channels,
|
||||
) as stream:
|
||||
|
||||
init_msgs = {
|
||||
sym: {
|
||||
|
|
@ -121,30 +124,41 @@ async def mk_stream_quotes(
|
|||
quote_msg = {"symbol": pair_data["name"], "last": 0, "ticks": []}
|
||||
|
||||
task_status.started((init_msgs, quote_msg))
|
||||
|
||||
feed_is_live.set()
|
||||
|
||||
async for typ, quote in stream:
|
||||
topic = quote["symbol"]
|
||||
await send_chan.send({topic: quote})
|
||||
log.info(
|
||||
f'sending {typ} quote:\n'
|
||||
f'{quote}'
|
||||
)
|
||||
# try:
|
||||
# async for typ, quote in stream:
|
||||
# print(f'streaming {typ} quote: {quote}')
|
||||
# topic = quote["symbobl"]
|
||||
# await send_chan.send({topic: quote})
|
||||
# finally:
|
||||
# breakpoint()
|
||||
|
||||
while True:
|
||||
with trio.move_on_after(4) as cancel_scope:
|
||||
log.warning(f'WAITING FOR MESSAGE')
|
||||
msg = await stream.receive()
|
||||
log.warning(f'RECEIVED MSG: {msg}')
|
||||
topic = msg["symbol"]
|
||||
await send_chan.send({topic: msg})
|
||||
log.warning(f'SENT TO CHAN')
|
||||
if cancel_scope.cancelled_caught:
|
||||
await tractor.breakpoint()
|
||||
|
||||
# while True:
|
||||
# with trio.move_on_after(16) as cancel_scope:
|
||||
|
||||
# log.warning(f'WAITING FOR MESSAGE')
|
||||
# typ, quote = await stream.receive()
|
||||
|
||||
# log.warning(f'RECEIVED MSG: {quote}')
|
||||
|
||||
# topic = quote["symbol"]
|
||||
# await send_chan.send({topic: quote})
|
||||
|
||||
# log.warning(f'SENT TO CHAN')
|
||||
|
||||
# if cancel_scope.cancelled_caught:
|
||||
# await tractor.breakpoint()
|
||||
|
||||
@acm
|
||||
async def maybe_open_price_feed(
|
||||
pair_data: Symbol, exchange: str, channels
|
||||
pair_data: Symbol,
|
||||
exchange: str,
|
||||
channels,
|
||||
|
||||
) -> trio.abc.ReceiveStream:
|
||||
# TODO: add a predicate to maybe_open_context
|
||||
# TODO: ensure we can dynamically pass down args here
|
||||
|
|
@ -166,7 +180,13 @@ async def open_price_feed(
|
|||
) -> trio.abc.ReceiveStream:
|
||||
async with maybe_open_feed_handler(exchange) as fh:
|
||||
async with to_asyncio.open_channel_from(
|
||||
partial(aio_price_feed_relay, pair_data, exchange, channels, fh)
|
||||
partial(
|
||||
aio_price_feed_relay,
|
||||
pair_data,
|
||||
exchange,
|
||||
channels,
|
||||
fh,
|
||||
)
|
||||
) as (first, chan):
|
||||
yield chan
|
||||
|
||||
|
|
@ -195,9 +215,15 @@ async def aio_price_feed_relay(
|
|||
exchange: str,
|
||||
channels: list[str],
|
||||
fh: FeedHandler,
|
||||
|
||||
from_trio: asyncio.Queue,
|
||||
to_trio: trio.abc.SendChannel,
|
||||
|
||||
) -> None:
|
||||
|
||||
# sync with trio
|
||||
to_trio.send_nowait(None)
|
||||
|
||||
async def _trade(data: dict, receipt_timestamp):
|
||||
data = data.to_dict()
|
||||
message = (
|
||||
|
|
@ -214,18 +240,28 @@ async def aio_price_feed_relay(
|
|||
}],
|
||||
},
|
||||
)
|
||||
print(f'trade message: {message}')
|
||||
# try:
|
||||
to_trio.send_nowait(message)
|
||||
# except trio.WouldBlock as e:
|
||||
#breakpoint()
|
||||
try:
|
||||
to_trio.send_nowait(message)
|
||||
await asyncio.sleep(0.001)
|
||||
except trio.WouldBlock as e:
|
||||
log.exception(
|
||||
'l1: OVERRUN ASYNCIO -> TRIO\n'
|
||||
f'TO_TRIO.stats -> {to_trio.statistics()}'
|
||||
|
||||
)
|
||||
await asyncio.sleep(0)
|
||||
|
||||
async def _l1(
|
||||
data: dict,
|
||||
receipt_timestamp: str | None,
|
||||
) -> None:
|
||||
log.info(f'RECV L1 {receipt_timestamp}')
|
||||
|
||||
async def _l1(data: dict, receipt_timestamp):
|
||||
bid = data.book.to_dict()['bid']
|
||||
ask = data.book.to_dict()['ask']
|
||||
l1_ask_price, l1_ask_size = next(iter(ask.items()))
|
||||
l1_bid_price, l1_bid_size = next(iter(bid.items()))
|
||||
message = (
|
||||
message = (
|
||||
"l1",
|
||||
{
|
||||
"symbol": cf_sym_to_fqsn(data.symbol),
|
||||
|
|
@ -256,8 +292,16 @@ async def aio_price_feed_relay(
|
|||
)
|
||||
try:
|
||||
to_trio.send_nowait(message)
|
||||
await asyncio.sleep(0.001)
|
||||
except trio.WouldBlock as e:
|
||||
print(e)
|
||||
log.exception(
|
||||
'l1: OVERRUN ASYNCIO -> TRIO\n'
|
||||
f'TO_TRIO.stats -> {to_trio.statistics()}'
|
||||
|
||||
)
|
||||
await asyncio.sleep(0)
|
||||
# breakpoint()
|
||||
# raise
|
||||
|
||||
fh.add_feed(
|
||||
exchange,
|
||||
|
|
@ -268,8 +312,5 @@ async def aio_price_feed_relay(
|
|||
|
||||
if not fh.running:
|
||||
fh.run(start_loop=False, install_signal_handlers=False)
|
||||
|
||||
# sync with trio
|
||||
to_trio.send_nowait(None)
|
||||
|
||||
await asyncio.sleep(float("inf"))
|
||||
|
|
|
|||
Loading…
Reference in New Issue