Stop using as much closures
Use a custom tractor branch that fixes a `maybe_open_context` re entrant related bugsize_in_shm_token
parent
34fb497eb4
commit
e97dd1cbdb
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@ -557,69 +557,68 @@ async def maybe_open_feed_handler() -> trio.abc.ReceiveStream:
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yield fh
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async def aio_price_feed_relay(
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fh: FeedHandler,
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instrument: Symbol,
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from_trio: asyncio.Queue,
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to_trio: trio.abc.SendChannel,
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) -> None:
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async def _trade(data: dict, receipt_timestamp):
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to_trio.send_nowait(('trade', {
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'symbol': cb_sym_to_deribit_inst(
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str_to_cb_sym(data.symbol)).lower(),
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'last': data,
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'broker_ts': time.time(),
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'data': data.to_dict(),
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'receipt': receipt_timestamp
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}))
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async def _l1(data: dict, receipt_timestamp):
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to_trio.send_nowait(('l1', {
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'symbol': cb_sym_to_deribit_inst(
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str_to_cb_sym(data.symbol)).lower(),
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'ticks': [
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{'type': 'bid',
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'price': float(data.bid_price), 'size': float(data.bid_size)},
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{'type': 'bsize',
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'price': float(data.bid_price), 'size': float(data.bid_size)},
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{'type': 'ask',
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'price': float(data.ask_price), 'size': float(data.ask_size)},
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{'type': 'asize',
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'price': float(data.ask_price), 'size': float(data.ask_size)}
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]
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}))
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fh.add_feed(
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DERIBIT,
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channels=[TRADES, L1_BOOK],
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symbols=[piker_sym_to_cb_sym(instrument)],
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callbacks={
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TRADES: _trade,
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L1_BOOK: _l1
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})
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if not fh.running:
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fh.run(
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start_loop=False,
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install_signal_handlers=False)
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# sync with trio
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to_trio.send_nowait(None)
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await asyncio.sleep(float('inf'))
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@acm
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async def open_price_feed(
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instrument: str
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) -> trio.abc.ReceiveStream:
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# XXX: hangs when going into this ctx mngr
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instrument: str) -> trio.abc.ReceiveStream:
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async with maybe_open_feed_handler() as fh:
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async def relay(
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from_trio: asyncio.Queue,
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to_trio: trio.abc.SendChannel,
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) -> None:
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async def _trade(data: dict, receipt_timestamp):
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to_trio.send_nowait(('trade', {
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'symbol': cb_sym_to_deribit_inst(
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str_to_cb_sym(data.symbol)).lower(),
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'last': data,
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'broker_ts': time.time(),
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'data': data.to_dict(),
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'receipt': receipt_timestamp
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}))
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async def _l1(data: dict, receipt_timestamp):
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to_trio.send_nowait(('l1', {
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'symbol': cb_sym_to_deribit_inst(
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str_to_cb_sym(data.symbol)).lower(),
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'ticks': [
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{'type': 'bid',
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'price': float(data.bid_price), 'size': float(data.bid_size)},
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{'type': 'bsize',
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'price': float(data.bid_price), 'size': float(data.bid_size)},
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{'type': 'ask',
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'price': float(data.ask_price), 'size': float(data.ask_size)},
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{'type': 'asize',
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'price': float(data.ask_price), 'size': float(data.ask_size)}
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]
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}))
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fh.add_feed(
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DERIBIT,
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channels=[TRADES, L1_BOOK],
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symbols=[instrument],
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callbacks={
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TRADES: _trade,
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L1_BOOK: _l1
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})
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if not fh.running:
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fh.run(
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start_loop=False,
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install_signal_handlers=False)
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# sync with trio
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to_trio.send_nowait(None)
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try:
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await asyncio.sleep(float('inf'))
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except asyncio.exceptions.CancelledError:
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...
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async with to_asyncio.open_channel_from(
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relay
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partial(
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aio_price_feed_relay,
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fh,
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instrument
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)
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) as (first, chan):
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yield chan
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@ -642,51 +641,55 @@ async def maybe_open_price_feed(
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else:
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yield feed
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async def aio_order_feed_relay(
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fh: FeedHandler,
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instrument: Symbol,
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from_trio: asyncio.Queue,
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to_trio: trio.abc.SendChannel,
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) -> None:
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async def _fill(data: dict, receipt_timestamp):
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breakpoint()
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async def _order_info(data: dict, receipt_timestamp):
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breakpoint()
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fh.add_feed(
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DERIBIT,
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channels=[FILLS, ORDER_INFO],
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symbols=[instrument.upper()],
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callbacks={
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FILLS: _fill,
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ORDER_INFO: _order_info,
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})
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if not fh.running:
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fh.run(
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start_loop=False,
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install_signal_handlers=False)
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# sync with trio
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to_trio.send_nowait(None)
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await asyncio.sleep(float('inf'))
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@acm
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async def open_order_feed(
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instrument: List[str]
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) -> trio.abc.ReceiveStream:
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async with maybe_open_feed_handler() as fh:
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async def relay(
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from_trio: asyncio.Queue,
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to_trio: trio.abc.SendChannel,
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) -> None:
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async def _fill(data: dict, receipt_timestamp):
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breakpoint()
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async def _order_info(data: dict, receipt_timestamp):
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breakpoint()
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fh.add_feed(
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DERIBIT,
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channels=[FILLS, ORDER_INFO],
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symbols=[instrument],
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callbacks={
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FILLS: _fill,
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ORDER_INFO: _order_info,
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})
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if not fh.running:
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fh.run(
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start_loop=False,
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install_signal_handlers=False)
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# sync with trio
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to_trio.send_nowait(None)
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try:
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await asyncio.sleep(float('inf'))
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except asyncio.exceptions.CancelledError:
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...
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async with to_asyncio.open_channel_from(
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relay
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partial(
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aio_order_feed_relay,
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fh,
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instrument
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)
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) as (first, chan):
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yield chan
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@acm
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async def maybe_open_order_feed(
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instrument: str
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@ -696,7 +699,8 @@ async def maybe_open_order_feed(
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async with maybe_open_context(
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acm_func=open_order_feed,
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kwargs={
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'instrument': instrument
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'instrument': instrument,
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'fh': fh
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},
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key=f'{instrument}-order',
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) as (cache_hit, feed):
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@ -1,7 +1,7 @@
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# we require a pinned dev branch to get some edge features that
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# are often untested in tractor's CI and/or being tested by us
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# first before committing as core features in tractor's base.
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-e git+https://github.com/goodboy/tractor.git@master#egg=tractor
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-e git+https://github.com/goodboy/tractor.git@reentrant_moc#egg=tractor
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# `pyqtgraph` peeps keep breaking, fixing, improving so might as well
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# pin this to a dev branch that we have more control over especially
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