Attach to order client *after* feed connection to speed up the startup time

piker/clearing/_ems.py

@@ -242,19 +242,20 @@ async def execute_triggers(
 
 
 async def exec_loop(
+
     ctx: tractor.Context,
     feed: 'Feed',  # noqa
     broker: str,
     symbol: str,
     _exec_mode: str,
     task_status: TaskStatus[dict] = trio.TASK_STATUS_IGNORED,
+
 ) -> AsyncIterator[dict]:
     """Main scan loop for order execution conditions and submission
     to brokers.
 
     """
-
-    # TODO: get initial price quote from target broker
+    # XXX: this should be initial price quote from target provider
     first_quote = await feed.receive()
 
     book = get_dark_book(broker)
@@ -351,6 +352,7 @@ async def process_broker_trades(
     # TODO: make this a context
     # in the paper engine case this is just a mem receive channel
     async with feed.receive_trades_data() as trades_stream:
+
         first = await trades_stream.__anext__()
 
         # startup msg expected as first from broker backend
@@ -651,35 +653,18 @@ async def _emsd_main(
 
     dark_book = get_dark_book(broker)
 
-    # get a portal back to the client
-    async with tractor.wait_for_actor(client_actor_name) as portal:
+    # spawn one task per broker feed
+    async with trio.open_nursery() as n:
 
-        # spawn one task per broker feed
-        async with trio.open_nursery() as n:
+        # TODO: eventually support N-brokers
+        async with data.open_feed(
+            broker,
+            [symbol],
+            loglevel='info',
+        ) as feed:
 
-            # TODO: eventually support N-brokers
-            async with data.open_feed(
-                broker,
-                [symbol],
-                loglevel='info',
-            ) as feed:
-
-                # start the condition scan loop
-                quote, feed, client = await n.start(
-                    exec_loop,
-                    ctx,
-                    feed,
-                    broker,
-                    symbol,
-                    _mode,
-                )
-
-                await n.start(
-                    process_broker_trades,
-                    ctx,
-                    feed,
-                    dark_book,
-                )
+            # get a portal back to the client
+            async with tractor.wait_for_actor(client_actor_name) as portal:
 
                 # connect back to the calling actor (the one that is
                 # acting as an EMS client and will submit orders) to
@@ -690,6 +675,23 @@ async def _emsd_main(
                     symbol_key=symbol,
                 ) as order_stream:
 
+                    # start the condition scan loop
+                    quote, feed, client = await n.start(
+                        exec_loop,
+                        ctx,
+                        feed,
+                        broker,
+                        symbol,
+                        _mode,
+                    )
+
+                    await n.start(
+                        process_broker_trades,
+                        ctx,
+                        feed,
+                        dark_book,
+                    )
+
                     # start inbound order request processing
                     await process_order_cmds(
                         ctx,