Lol, a cheeky unforeseen bug due to TOML's lack of a null type and
thinking i can render an `Optional` field on a `msgspec.Struct`
(defaulted to `None`) the `binance.symcache.toml` cache file..
I didn't catch this when i first updated to the 3.1 API in f7caa75228
because i never did a cache-files flush.. lesson learned and we **really
need tests for this**!!
Such that the next time i inevitably must debug the some order-request
error status or precision discrepancy, i have the mkt-symbol branch
ready to go. Also, switch to `'action': 'buy'|'sell' as action,` style
`case` matching instead of the post-`if` predicate style.
For example in the paper-eng, if you have a backend that doesn't fully
support a symcache (yet) it's handy to be able to ignore processing
other paper-eng txns when all you care about at the moment is the
simulated symbol.
NOTE, that currently this will still result in a key-error when you load
more then one mkt with the paper engine (for which the backend does not
have the symcache implemented) since no fqme ad-hoc query was made for
the 2nd symbol (and i'm not sure we should support that kinda hackery
over just encouraging the sym-cache being added?). Def needs a little
more thought depending on how many backends are never going to be able
to (easily) support caching..
Instead just check for the field (which i'm not huge on the key-name for
anyway) and if not found get the "last price" from the real-time shm
buffer's latest 'close' sample.
Unrelatedly, use a `subs.copy()` in the `Router.client_broadcast()` loop
such that if a `client_stream` is popped on connection failure, we don't
RTE for the "size changed on iteration".
A new class var `tuple[Exception]` such that the err set can be reffed
externally as needed for catching other similar pub-sub/IPC failures in
other (related) real-time sub-systems.
Also added some now-masked logging for debugging live-feed stream reading
issues that should ONLY be used for debugging since they'll greatly
degrade HFT perf. Used the new `log.mk_repr()` stuff (that one day we
should prolly pull from `modden` as a dep) for pretty console emissions.
Since now `tractor` will raise this native `trio`-exc translated from
a `Stop` msg when the peer gracefully terminates a `tractor.MsgStream`.
Just `info()` log in such cases versus continuing to warn for the
others.
Since currently we're only using this IPC subsys for `deribit`, and
generally speaking we're primarly supporting options markets (which are
fairly "slow moving"), flip to a default of NOT resetting the `NoBsWs`
on timeout since doing so normally breaks the jsron-rpc IPC session.
Without a proper `fixture` passed to `open_autorecon_ws()` (which we
should eventually implement!!) relying on a timeout-to-reset more or
less will just cause breakage issues - a proper reconnect sequence must
be implemented before using that feature.
Deats,
- expose and proxy through the `msg_recv_timeout` from
`open_jsonrpc_session()` into the underlying `open_autorecon_ws()`
call.
Add a doc-string reflecting recent refinements, drop all the old hook
params, rename `n: trio.Nursery` -> `tn` for "task nursery" fitting with
code base's naming style.
Namely handling backends which do not provide a default "frame
size-duration" in their init-config by making the backfiller guess the
value based on the first frame received.
Deats,
- adjust `start_backfill()` to take a more explicit
`def_frame_duration: Duration` expected to be unpacked from any
backend hist init-config by the `tsdb_backfill()` caller which now
also computes a value from the first received frame when the config
section isn't provided.
- in `start_backfill()` we now always expect the `def_frame_duration`
input and always decrement the query range by this value whenever
a `NoData` is raised by the provider-backend paired with an explicit
`log.warning()` about the handling.
- also relay any `DataUnavailable.args[0]` message from the provider
in the handler.
- repair "gap reporting" which checks for expected frame duration vs.
that received with much better humanized logging on the missing
segment using `pendulum.Interval/Duration.in_words()` output.
The `open_history_client()` provider endpoint can *optionally*
deliver a `frame_types: dict[int, pendulum.Duration]` subsection in its
`config: dict[str, dict]` (as was implemented with the `ib` backend).
This allows the `tsp` backfilling machinery to use this "recommended
frame duration" to subtract from the `last_start_dt` any time a `NoData`
gap is signalled by the `get_hist()` call allowing gaps to be ignored
safely without missing history by knowing the next earliest dt we can
query from using the `end_dt`. However, currently all crypto$ providers
haven't implemented this feat yet..
As such only try to use the `frame_types` feature if provided when
handling `NoData` conditions inside `tsp.start_backfill()` and otherwise
raise as normal.
Was orig for debugging an issue with `kucoin` i think but definitely
shouldn't be left in XD
Also add `'perpetual_future'` to the `.start_backfill()` input literal
set since we don't expect the 'btc/usd.perp.binance' for now.
Seems to be some kinda super weird env bug since we moved to using
`uv`? When it triggers it also seems to cause a pretty fundamental crash
that not only breaks `tractor.devx._debug` stuff but also seems to get
us in a perma-hang state where no SIGINT or other sys sig will be able
to kill the root proc!?!?
TODO, a `gitea` issue to track so we can fix the fundamental problem as
well as transitive fault in `tractor`'s core which seems to be due to
the error taking place during a sub-actor's module import phase which
prevents the runtime from booting fully and then the proc getting stuck
in a real gnarly SIG-state..
This must have broke at some point during the new `MktPair` and thus
`.fqme: str` updates; mas-o-menos the symbol key in the quote-msg-`dict`
was NOT set to the `MktPair.bs_fqme: str` value and thus wasn't being
processed by the downstream sampling and feed subsys.
So fix that as well as a few other refinements,
- set the `topic: mkt.bs_fqme` in quote msgs obvi.
- drop the "wait for first clearing vlm" quote poll loop; going to fix
the sampler to handle a `first_quote` without a `'last'` key.
- add some typing around calls to `get_mkt_info()`.
- rename `stream_messages()` -> `iter_normed_quotes()`.
In line with our move to `uv` and recent `nix` support update a bunch of
the summary content and factor out the order-control section to a new
`.piker.clearing` readme file with embedded todos therein.
Like other backends use the `AsyncClient` for all venue specific
client-sessions but change to allocating them inside `get_client()`
using an `AsyncExitStack` and inserting directly in the
`Client.venue_sesh: dict` table during init.
Supporting impl tweaks:
- remove most of the API client session building logic and instead make
`Client.__init__()` take in a `venue_sessions: dict` (set it to
`.venue_sesh`) and `conf: dict`, instead opting to do the http client
configuration inside `get_client()` since all that code only needs to
be run once.
|_load config inside `get_client()` once.
|_move session token creation into a new util func `init_api_keys()` and
also call it from `get_client()` factory; toss in an ex. toml section
config to the doc string.
- define `_venue_urls: dict[str, str]` (content taken from old static
`.venue_sesh` dict) at module level and feed them as `base_url: str`
inputs to the client create loop.
- adjust all call sigs in httpx-sesh-using methods, namely just
`._api()`.
- do a `.exch_info()` call in `get_client()` to cache the symbology
set.
Unrelated changes for various other outstanding buggers:
- to get futures feeds correctly loading when selected
from search (like 'XMRUSDT.USDTM.PERP'), expect a `MktPair` input to
`Client.bars()` such that the exact venue-key can be looked up (via
a new `.pair2venuekey()` meth) and then passed to `._api()`.
- adjust `.broker.open_trade_dialog()` to failover to paper engine when
there's no `api_key` key set for the `subconf` venue-key.
Like we do with other history backends to indicate lack of a data set.
This avoids any raise that will will bring down the backloader task with
some downstream error.
Raise a `ValueError` on no time index for now.
Tyler Goodlet
Gud Boi
Nelson Torres