Make `get_cached_feed()` an asynccontextmanager
Adjust feed locking around internal manager `yields` to make this work. Also, change quote publisher to deliver a list of quotes for each retrieved batch. This was actually broken for option streaming since each quote was being overwritten due to a common `key` value for all expiries. Asjust the `packetizer` function accordingly to work for both options and stocks.kivy_mainline_and_py3.8
Tyler Goodlet
parent
9b37607b04
commit
e91a50a1ba
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@ -15,6 +15,7 @@ from operator import itemgetter
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import trio
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import tractor
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from async_generator import asynccontextmanager
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from ..log import get_logger, get_console_log
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from . import get_brokermod
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@ -127,11 +128,16 @@ 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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new_quotes[quote['key']] = quote
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# XXX: we append to a list for the options case where the
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# subscription topic (key) is the same for all
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# expiries even though this is uncessary for the
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# stock case (different topic [i.e. symbol] for each
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# quote).
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new_quotes.setdefault(quote['key'], []).append(quote)
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else:
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log.info(f"Delivering quotes:\n{quotes}")
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for quote in quotes:
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new_quotes[quote['symbol']] = quote
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new_quotes.setdefault(quote['key'], []).append(quote)
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yield new_quotes
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@ -153,8 +159,8 @@ async def stream_quotes(
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async def symbol_data(broker: str, tickers: List[str]):
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"""Retrieve baseline symbol info from broker.
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"""
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feed = await get_cached_feed(broker)
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return await feed.client.symbol_data(tickers)
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async with get_cached_feed(broker) as feed:
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return await feed.client.symbol_data(tickers)
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async def smoke_quote(get_quotes, tickers, broker):
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@ -193,7 +199,7 @@ async def smoke_quote(get_quotes, tickers, broker):
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# report any unknown/invalid symbols (QT specific)
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if quote.get('low52w', False) is None:
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log.warn(
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log.error(
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f"{symbol} seems to be defunct")
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payload[symbol] = quote
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@ -204,6 +210,7 @@ async def smoke_quote(get_quotes, tickers, broker):
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###########################################
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@asynccontextmanager
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async def get_cached_feed(
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brokername: str,
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) -> BrokerFeed:
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@ -213,24 +220,29 @@ async def get_cached_feed(
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ss = tractor.current_actor().statespace
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feeds = ss.setdefault('feeds', {'_lock': trio.Lock()})
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lock = feeds['_lock']
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async with lock:
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try:
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try:
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feed = feeds[brokername]
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log.info(f"Subscribing with existing `{brokername}` daemon")
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return feed
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async with lock:
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feed = feeds[brokername]
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log.info(f"Subscribing with existing `{brokername}` daemon")
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yield feed
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except KeyError:
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log.info(f"Creating new client for broker {brokername}")
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brokermod = get_brokermod(brokername)
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exit_stack = contextlib.AsyncExitStack()
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client = await exit_stack.enter_async_context(
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brokermod.get_client())
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feed = BrokerFeed(
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mod=brokermod,
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client=client,
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exit_stack=exit_stack,
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)
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feeds[brokername] = feed
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return feed
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async with lock:
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log.info(f"Creating new client for broker {brokername}")
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brokermod = get_brokermod(brokername)
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exit_stack = contextlib.AsyncExitStack()
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client = await exit_stack.enter_async_context(
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brokermod.get_client())
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feed = BrokerFeed(
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mod=brokermod,
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client=client,
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exit_stack=exit_stack,
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)
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feeds[brokername] = feed
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yield feed
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finally:
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# destroy the API client
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await feed.exit_stack.aclose()
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async def start_quote_stream(
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@ -256,40 +268,39 @@ async def start_quote_stream(
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log.info(
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f"{ctx.chan.uid} subscribed to {broker} for symbols {symbols}")
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# another actor task may have already created it
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feed = await get_cached_feed(broker)
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symbols2ctxs = feed.subscriptions[feed_type]
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packetizer = None
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async with get_cached_feed(broker) as feed:
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# function to format packets delivered to subscribers
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packetizer = None
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if feed_type == 'stock':
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get_quotes = feed.quoters.setdefault(
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'stock',
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await feed.mod.stock_quoter(feed.client, symbols)
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)
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# do a smoke quote (note this mutates the input list and filters
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# out bad symbols for now)
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payload = await smoke_quote(get_quotes, symbols, broker)
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if feed_type == 'stock':
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get_quotes = feed.quoters.setdefault(
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'stock',
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await feed.mod.stock_quoter(feed.client, symbols)
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)
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# do a smoke quote (note this mutates the input list and filters
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# out bad symbols for now)
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payload = await smoke_quote(get_quotes, symbols, broker)
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elif feed_type == 'option':
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# FIXME: yeah we need maybe a more general way to specify
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# the arg signature for the option feed beasides a symbol
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# + expiry date.
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get_quotes = feed.quoters.setdefault(
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'option',
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await feed.mod.option_quoter(feed.client, symbols)
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)
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# packetize
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payload = {
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quote['symbol']: quote
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for quote in await get_quotes(symbols)
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}
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elif feed_type == 'option':
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# FIXME: yeah we need maybe a more general way to specify
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# the arg signature for the option feed beasides a symbol
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# + expiry date.
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get_quotes = feed.quoters.setdefault(
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'option',
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await feed.mod.option_quoter(feed.client, symbols)
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)
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# packetize
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payload = {
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quote['symbol']: quote
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for quote in await get_quotes(symbols)
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}
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def packetizer(topic, quote):
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return {quote['symbol']: quote}
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def packetizer(topic, quotes):
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return {quote['symbol']: quote for quote in quotes}
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# push initial smoke quote response for client initialization
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await ctx.send_yield(payload)
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# push initial smoke quote response for client initialization
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await ctx.send_yield(payload)
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try:
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await stream_quotes(
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# pub required kwargs
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@ -306,14 +317,6 @@ async def start_quote_stream(
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)
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log.info(
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f"Terminating stream quoter task for {feed.mod.name}")
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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(symbols2ctxs.values()):
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log.info(f"No more subscriptions for broker {broker}")
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# destroy the API client
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await feed.exit_stack.aclose()
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class DataFeed:
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@ -377,7 +380,6 @@ class DataFeed:
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# get first quotes response
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log.debug(f"Waiting on first quote for {symbols}...")
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quotes = {}
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# with trio.move_on_after(5):
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quotes = await quote_gen.__anext__()
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self.quote_gen = quote_gen
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