Every ticker-chan subscription must include a caller id
Tyler Goodlet
parent
5383dd6446
commit
e395845ddb
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@ -86,7 +86,6 @@ async def stream_quotes(
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A broker-client ``quoter`` async context manager must be provided which
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returns an async quote function.
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"""
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packet = {'yield': {}, 'cid': cid}
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broker_limit = getattr(brokermod, '_rate_limit', float('inf'))
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if broker_limit < rate:
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rate = broker_limit
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@ -123,13 +122,18 @@ async def stream_quotes(
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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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for chan in tickers2chans[symbol]:
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for chan, cid in tickers2chans.get(symbol, set()):
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chan_payloads.setdefault(
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chan, packet.copy())['yield'][symbol] = quote
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chan,
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{'yield': {}, 'cid': cid}
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)['yield'][symbol] = quote
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else:
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for chan in tickers2chans[symbol]:
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for chan, cid in tickers2chans[symbol]:
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chan_payloads.setdefault(
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chan, packet.copy())['yield'][symbol] = quote
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chan,
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{'yield': {}, 'cid': cid}
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)['yield'][symbol] = quote
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# deliver to each subscriber
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if chan_payloads:
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for chan, payload in chan_payloads.items():
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@ -140,9 +144,9 @@ async def stream_quotes(
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trio.ClosedStreamError, ConnectionResetError,
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ConnectionRefusedError,
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):
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log.warn(f"{chan.raddr} went down?")
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log.warn(f"{chan} went down?")
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for chanset in tickers2chans.values():
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chanset.discard(chan)
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chanset.discard((chan, cid))
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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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@ -157,6 +161,8 @@ async def stream_quotes(
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log.debug(f"Sleeping for {delay}")
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await trio.sleep(delay)
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log.info(f"Terminating stream quoter task for {brokermod.name}")
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async def get_cached_client(broker, tickers):
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"""Get the current actor's cached broker client if available or create a
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@ -164,9 +170,9 @@ async def get_cached_client(broker, tickers):
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"""
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# check if a cached client is in the local actor's statespace
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clients = tractor.current_actor().statespace.setdefault('clients', {})
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if clients:
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try:
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return clients[broker]
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else:
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except KeyError:
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log.info(f"Creating new client for broker {broker}")
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brokermod = get_brokermod(broker)
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# TODO: move to AsyncExitStack in 3.7
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@ -188,7 +194,7 @@ async def symbol_data(broker, tickers):
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async def smoke_quote(get_quotes, tickers, broker):
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"""Do an initial "smoke" request for symbols in ``tickers`` filtering
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oout any symbols not supported by the broker queried in the call to
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out any symbols not supported by the broker queried in the call to
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``get_quotes()``.
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"""
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# TODO: trim out with #37
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@ -234,14 +240,18 @@ def modify_quote_stream(broker, tickers, chan=None, cid=None):
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tickers2chans = broker2tickersubs.get(broker)
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# update map from each symbol to requesting client's chan
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for ticker in tickers:
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chanset = tickers2chans.setdefault(ticker, set())
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if chan not in chanset:
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chanset.add(chan)
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tickers2chans.setdefault(ticker, set()).add((chan, cid))
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for ticker in filter(lambda ticker: ticker not in tickers, tickers2chans):
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for ticker in filter(
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lambda ticker: ticker not in tickers, tickers2chans.copy()
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):
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chanset = tickers2chans.get(ticker)
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if chanset and chan in chanset:
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chanset.discard(chan)
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if chanset:
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chanset.discard((chan, cid))
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if not chanset:
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# pop empty sets which will trigger bg quoter task termination
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tickers2chans.pop(ticker)
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async def start_quote_stream(
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@ -281,31 +291,36 @@ async def start_quote_stream(
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# update map from each symbol to requesting client's chan
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modify_quote_stream(broker, tickers, chan=chan, cid=cid)
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if broker not in dtasks: # no quoter task yet
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# task should begin on the next checkpoint/iteration
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log.info(f"Spawning quoter task for {brokermod.name}")
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async with trio.open_nursery() as nursery:
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nursery.start_soon(partial(
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stream_quotes, brokermod, get_quotes, tickers2chans,
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cid=cid)
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)
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dtasks.add(broker)
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# unblocks when no more symbols subscriptions exist and the
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# quote streamer task terminates (usually because another call
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# was made to `modify_quoter` to unsubscribe from streaming
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# symbols)
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try:
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if broker not in dtasks: # no quoter task yet
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# task should begin on the next checkpoint/iteration
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# with trio.open_cancel_scope(shield=True):
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log.info(f"Spawning quoter task for {brokermod.name}")
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# await actor._root_nursery.start(partial(
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async with trio.open_nursery() as nursery:
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nursery.start_soon(partial(
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stream_quotes, brokermod, get_quotes, tickers2chans,
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cid=cid)
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)
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dtasks.add(broker)
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# if there are truly no more subscriptions with this broker
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# drop from broker subs dict
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if not any(tickers2chans.values()):
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log.info(f"No more subscriptions for {broker}")
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broker2tickersubs.pop(broker, None)
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dtasks.discard(broker)
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# unblocks when no more symbols subscriptions exist and the
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# quote streamer task terminates (usually because another call
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# was made to `modify_quoter` to unsubscribe from streaming
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# symbols)
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log.info(f"Terminated quoter task for {brokermod.name}")
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# TODO: move to AsyncExitStack in 3.7
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for _, _, cntxmng, _ in clients.values():
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# FIXME: yes I know there's no error handling..
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await cntxmng.__aexit__(None, None, None)
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# TODO: move to AsyncExitStack in 3.7
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for _, _, cntxmng, _ in clients.values():
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# FIXME: yes I know there's no error handling..
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await cntxmng.__aexit__(None, None, None)
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finally:
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# if there are truly no more subscriptions with this broker
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# drop from broker subs dict
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if not any(tickers2chans.values()):
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log.info(f"No more subscriptions for {broker}")
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broker2tickersubs.pop(broker, None)
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dtasks.discard(broker)
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async def _test_price_stream(broker, symbols, *, chan=None, cid=None):
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@ -317,7 +332,7 @@ async def _test_price_stream(broker, symbols, *, chan=None, cid=None):
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get_quotes = await brokermod.quoter(client, symbols)
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log.info(f"Spawning quoter task for {brokermod.name}")
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assert chan
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tickers2chans = {}.fromkeys(symbols, {chan, })
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tickers2chans = {}.fromkeys(symbols, {(chan, cid), })
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async with trio.open_nursery() as nursery:
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nursery.start_soon(
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