Apply `brokerd` quote rate throttling when requested in `open_feed()`

piker/data/feed.py

@@ -25,9 +25,9 @@ from contextlib import asynccontextmanager
 from functools import partial
 from types import ModuleType
 from typing import (
-    Dict, Any, Sequence,
+    Any, Sequence,
     AsyncIterator, Optional,
-    List, Awaitable, Callable,
+    Awaitable, Callable,
 )
 
 import trio
@@ -54,6 +54,7 @@ from ._sampling import (
     increment_ohlc_buffer,
     iter_ohlc_periods,
     sample_and_broadcast,
+    uniform_rate_send,
 )
 
 
@@ -69,7 +70,7 @@ class _FeedsBus(BaseModel):
     """
     brokername: str
     nursery: trio.Nursery
-    feeds: Dict[str, trio.CancelScope] = {}
+    feeds: dict[str, trio.CancelScope] = {}
 
     task_lock: trio.StrictFIFOLock = trio.StrictFIFOLock()
 
@@ -78,7 +79,10 @@ class _FeedsBus(BaseModel):
     # vars (namely `._portal` and `._cancel_scope`) at import time.
     # Reported this bug:
     # https://github.com/samuelcolvin/pydantic/issues/2816
-    _subscribers: Dict[str, List[tractor.Context]] = {}
+    _subscribers: dict[
+        str,
+        list[tuple[tractor.MsgStream, Optional[float]]]
+    ] = {}
 
     class Config:
         arbitrary_types_allowed = True
@@ -246,6 +250,7 @@ async def attach_feed_bus(
     brokername: str,
     symbol: str,
     loglevel: str,
+    tick_throttle:  Optional[float] = None,
 
 ) -> None:
 
@@ -294,14 +299,30 @@ async def attach_feed_bus(
     # deliver initial info message a first quote asap
     await ctx.started((init_msg, first_quote))
 
-    async with ctx.open_stream() as stream:
+    async with (
+        ctx.open_stream() as stream,
+        trio.open_nursery() as n,
+    ):
 
-        bus._subscribers[symbol].append(stream)
+        if tick_throttle:
+            send, recv = trio.open_memory_channel(2**10)
+            n.start_soon(
+                uniform_rate_send,
+                tick_throttle,
+                recv,
+                stream,
+            )
+            sub = (send, tick_throttle)
+
+        else:
+            sub = (stream, tick_throttle)
+
+        bus._subscribers[symbol].append(sub)
 
         try:
             await trio.sleep_forever()
         finally:
-            bus._subscribers[symbol].remove(stream)
+            bus._subscribers[symbol].remove(sub)
 
 
 @dataclass
@@ -314,21 +335,21 @@ class Feed:
     memory buffer orchestration.
     """
     name: str
-    stream: AsyncIterator[Dict[str, Any]]
+    stream: AsyncIterator[dict[str, Any]]
     shm: ShmArray
     mod: ModuleType
     first_quote: dict
 
     _brokerd_portal: tractor._portal.Portal
     _index_stream: Optional[AsyncIterator[int]] = None
-    _trade_stream: Optional[AsyncIterator[Dict[str, Any]]] = None
+    _trade_stream: Optional[AsyncIterator[dict[str, Any]]] = None
     _max_sample_rate: int = 0
 
     search: Callable[..., Awaitable] = None
 
     # cache of symbol info messages received as first message when
     # a stream startsc.
-    symbols: Dict[str, Symbol] = field(default_factory=dict)
+    symbols: dict[str, Symbol] = field(default_factory=dict)
 
     async def receive(self) -> dict:
         return await self.stream.__anext__()
@@ -377,7 +398,7 @@ async def install_brokerd_search(
         # cancellable by the user as they see fit.
         async with ctx.open_stream() as stream:
 
-            async def search(text: str) -> Dict[str, Any]:
+            async def search(text: str) -> dict[str, Any]:
                 await stream.send(text)
                 return await stream.receive()
 
@@ -402,7 +423,9 @@ async def open_feed(
     symbols: Sequence[str],
     loglevel: Optional[str] = None,
 
-) -> AsyncIterator[Dict[str, Any]]:
+    tick_throttle: Optional[float] = None,  # Hz
+
+) -> AsyncIterator[dict[str, Any]]:
     '''
     Open a "data feed" which provides streamed real-time quotes.
 
@@ -441,7 +464,9 @@ async def open_feed(
             attach_feed_bus,
             brokername=brokername,
             symbol=sym,
-            loglevel=loglevel
+            loglevel=loglevel,
+
+            tick_throttle=tick_throttle,
 
         ) as (ctx, (init_msg, first_quote)),
 

piker/ui/_chart.py

@@ -1515,9 +1515,14 @@ async def chart_symbol(
     brokermod = brokers.get_brokermod(provider)
 
     async with data.open_feed(
+
         provider,
         [sym],
         loglevel=loglevel,
+
+        # 60 FPS to limit context switches
+        tick_throttle=_clear_throttle_rate,
+
     ) as feed:
 
         ohlcv: ShmArray = feed.shm