Decouple symbol search from feed type
parent
e5e9a7c582
commit
f19f4348e0
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@ -34,7 +34,6 @@ import trio
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from trio_typing import TaskStatus
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from trio_typing import TaskStatus
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import tractor
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import tractor
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from pydantic import BaseModel
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from pydantic import BaseModel
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from fuzzywuzzy import process as fuzzy
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from ..brokers import get_brokermod
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from ..brokers import get_brokermod
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from ..log import get_logger, get_console_log
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from ..log import get_logger, get_console_log
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@ -376,38 +375,6 @@ class Feed:
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yield self._trade_stream
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yield self._trade_stream
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@asynccontextmanager
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async def open_symbol_search(self) -> AsyncIterator[dict]:
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open_search = getattr(self.mod, 'open_symbol_search', None)
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if open_search is None:
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# just return a pure pass through searcher
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async def passthru(text: str) -> Dict[str, Any]:
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return text
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self.search = passthru
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yield self.search
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self.search = None
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return
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async with self._brokerd_portal.open_context(
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open_search,
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) as (ctx, cache):
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# shield here since we expect the search rpc to be
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# cancellable by the user as they see fit.
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async with ctx.open_stream(shield=True) as stream:
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async def search(text: str) -> Dict[str, Any]:
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await stream.send(text)
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return await stream.receive()
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# deliver search func to consumer
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self.search = search
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yield search
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self.search = None
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def sym_to_shm_key(
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def sym_to_shm_key(
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broker: str,
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broker: str,
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@ -417,7 +384,7 @@ def sym_to_shm_key(
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# cache of brokernames to feeds
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# cache of brokernames to feeds
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_cache: Dict[str, Feed] = {}
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_cache: Dict[str, Callable] = {}
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_cache_lock: trio.Lock = trio.Lock()
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_cache_lock: trio.Lock = trio.Lock()
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@ -434,21 +401,60 @@ def get_multi_search() -> Callable[..., Awaitable]:
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async def pack_matches(
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async def pack_matches(
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brokername: str,
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brokername: str,
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pattern: str,
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pattern: str,
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search: Callable[..., Awaitable[dict]],
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) -> None:
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) -> None:
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matches[brokername] = await feed.search(pattern)
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log.debug(f'Searching {brokername} for "{pattern}"')
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matches[brokername] = await search(pattern)
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# TODO: make this an async stream?
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# TODO: make this an async stream?
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async with trio.open_nursery() as n:
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async with trio.open_nursery() as n:
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for (brokername, startup_sym), feed in _cache.items():
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for brokername, search in _cache.items():
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if feed.search:
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n.start_soon(pack_matches, brokername, pattern, search)
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n.start_soon(pack_matches, brokername, pattern)
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return matches
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return matches
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return multisearcher
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return multisearcher
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@asynccontextmanager
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async def open_symbol_search(
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brokermod: ModuleType,
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brokerd_portal: tractor._portal.Portal,
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) -> AsyncIterator[dict]:
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global _cache
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open_search = getattr(brokermod, 'open_symbol_search', None)
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if open_search is None:
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# just return a pure pass through searcher
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async def passthru(text: str) -> Dict[str, Any]:
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return text
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yield passthru
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return
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async with brokerd_portal.open_context(
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open_search,
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) as (ctx, cache):
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# shield here since we expect the search rpc to be
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# cancellable by the user as they see fit.
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async with ctx.open_stream() as stream:
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async def search(text: str) -> Dict[str, Any]:
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await stream.send(text)
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return await stream.receive()
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# deliver search func to consumer
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try:
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_cache[brokermod.name] = search
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yield search
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finally:
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_cache.pop(brokermod.name)
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@asynccontextmanager
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@asynccontextmanager
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async def open_feed(
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async def open_feed(
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brokername: str,
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brokername: str,
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@ -536,8 +542,8 @@ async def open_feed(
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feed._max_sample_rate = max(ohlc_sample_rates)
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feed._max_sample_rate = max(ohlc_sample_rates)
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_cache[(brokername, sym)] = feed
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if brokername in _cache:
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async with feed.open_symbol_search():
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yield feed
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yield feed
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else:
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async with open_symbol_search(mod, feed._brokerd_portal):
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yield feed
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