From e57a2649d13745a86bb436a72c9311cb930f86db Mon Sep 17 00:00:00 2001
From: Tyler Goodlet <jgbt@protonmail.com>
Date: Fri, 13 Jan 2023 18:57:20 -0500
Subject: [PATCH] Only handle hist discrepancies when market is open

We obviously don't want to be debugging a sample-index issue if/when the
market for the asset is closed (since we'll be guaranteed to have
a mismatch, lul). Pass in the `feed_is_live: trio.Event` throughout the
backfilling routines to allow first checking for the live feed being active
so as to avoid breakpointing on false +ves. Also, add a detailed warning
log message for when *actually* investigating a mismatch.
---
 piker/data/feed.py | 43 +++++++++++++++++++++++++++++++++++++++----
 1 file changed, 39 insertions(+), 4 deletions(-)

diff --git a/piker/data/feed.py b/piker/data/feed.py
index 56a0391e..0287eff0 100644
--- a/piker/data/feed.py
+++ b/piker/data/feed.py
@@ -207,7 +207,7 @@ def get_feed_bus(
 
 ) -> _FeedsBus:
     '''
-    Retreive broker-daemon-local data feeds bus from process global
+    Retrieve broker-daemon-local data feeds bus from process global
     scope. Serialize task access to lock.
 
     '''
@@ -250,6 +250,7 @@ async def start_backfill(
     shm: ShmArray,
     timeframe: float,
     sampler_stream: tractor.MsgStream,
+    feed_is_live: trio.Event,
 
     last_tsdb_dt: Optional[datetime] = None,
     storage: Optional[Storage] = None,
@@ -281,9 +282,30 @@ async def start_backfill(
             - pendulum.from_timestamp(times[-2])
         ).seconds
 
-        if step_size_s == 60:
+        # if the market is open (aka we have a live feed) but the
+        # history sample step index seems off we report the surrounding
+        # data and drop into a bp. this case shouldn't really ever
+        # happen if we're doing history retrieval correctly.
+        if (
+            step_size_s == 60
+            and feed_is_live.is_set()
+        ):
             inow = round(time.time())
-            if (inow - times[-1]) > 60:
+            diff = inow - times[-1]
+            if abs(diff) > 60:
+                surr = array[-6:]
+                diff_in_mins = round(diff/60., ndigits=2)
+                log.warning(
+                    f'STEP ERROR `{bfqsn}` for period {step_size_s}s:\n'
+                    f'Off by `{diff}` seconds (or `{diff_in_mins}` mins)\n'
+                    'Surrounding 6 time stamps:\n'
+                    f'{list(surr["time"])}\n'
+                    'Here is surrounding 6 samples:\n'
+                    f'{surr}\nn'
+                )
+
+                # for now we expect a hacker to investigate this case
+                # manually..
                 await tractor.breakpoint()
 
         # frame's worth of sample-period-steps, in seconds
@@ -485,6 +507,7 @@ async def basic_backfill(
     bfqsn: str,
     shms: dict[int, ShmArray],
     sampler_stream: tractor.MsgStream,
+    feed_is_live: trio.Event,
 
 ) -> None:
 
@@ -504,6 +527,7 @@ async def basic_backfill(
                     shm,
                     timeframe,
                     sampler_stream,
+                    feed_is_live,
                 )
             )
         except DataUnavailable:
@@ -520,6 +544,7 @@ async def tsdb_backfill(
     bfqsn: str,
     shms: dict[int, ShmArray],
     sampler_stream: tractor.MsgStream,
+    feed_is_live: trio.Event,
 
     task_status: TaskStatus[
         tuple[ShmArray, ShmArray]
@@ -554,6 +579,8 @@ async def tsdb_backfill(
                     shm,
                     timeframe,
                     sampler_stream,
+                    feed_is_live,
+
                     last_tsdb_dt=last_tsdb_dt,
                     tsdb_is_up=True,
                     storage=storage,
@@ -856,6 +883,7 @@ async def manage_history(
                         60: hist_shm,
                     },
                     sample_stream,
+                    feed_is_live,
                 )
 
                 # yield back after client connect with filled shm
@@ -890,6 +918,7 @@ async def manage_history(
                     60: hist_shm,
                 },
                 sample_stream,
+                feed_is_live,
             )
             task_status.started((
                 hist_zero_index,
@@ -1051,7 +1080,10 @@ async def allocate_persistent_feed(
     # seed the buffer with a history datum - this is most handy
     # for many backends which don't sample @ 1s OHLC but do have
     # slower data such as 1m OHLC.
-    if not len(rt_shm.array):
+    if (
+        not len(rt_shm.array)
+        and hist_shm.array.size
+    ):
         rt_shm.push(hist_shm.array[-3:-1])
         ohlckeys = ['open', 'high', 'low', 'close']
         rt_shm.array[ohlckeys][-2:] = hist_shm.array['close'][-1]
@@ -1062,6 +1094,9 @@ async def allocate_persistent_feed(
         rt_shm.array['time'][0] = ts
         rt_shm.array['time'][1] = ts + 1
 
+    elif hist_shm.array.size == 0:
+        await tractor.breakpoint()
+
     # wait the spawning parent task to register its subscriber
     # send-stream entry before we start the sample loop.
     await sub_registered.wait()