Oh boy where to start.
- Handle broken streams in the `StreamQueue` gracefully; terminate the
async generator.
- When a stream queue connection is unwritable discard its subscriptions
inside the quoter task
- If all subscriptions are discarded for a broker then tear down its
quoter task
- Use listener parent nursery for spawning quoter tasks
- Make broker subs data structures global/shared between conn
handler tasks
- Register the `tickers2qs` entry *after* instantiating broker client(s)
(avoids race condition when mulitple client connections are coming
online simultaneously)
- Push smoke quotes to every client not just the first that connects
- Track quoter tasks in a cross-task set
- Handle unsubscriptions more correctly
In order to start working toward a HA distributed
architecture make apps use a `Client` type to talk to daemons.
The `Client` provides fault-tolerance for connection failures such
that the app will continue running until a connection to the original
service can be made or the process is killed. This will make it easier
to simply spawn up new daemon child processes when faults are detected.
Filter out bad symbols by processing an initial batch quote and
pushing to the subscribing client before spawning a quoter task.
This also avoids exposing the quoter task to anything but the
broker module and a `get_quotes()` routine.
Allow client connections to subscribe for quote streams from specific
brokers and spawn broker-client quoter tasks on-demand according
to client connection demands. Support multiple subscribers to a
single daemon process.
Async generators are faster and less code. Handle segmented packets
which can happen during periods of high quote volume. Move per-broker
rate limit logic into daemon task.
Quote queries will hang indefinitely when the network goes down.
Instead poll for network reestablishment such that roaming on
wifi is supported and real-time feeds will resume once the network is
back.
Push all ticker quotes to the queue regardless of duplicate
content. That is, don't worry about only pushing new quote changes
(turns out it is useful when coloring a watchlist where multiple
of the same quote may indicate multiple similar trades and we only
want to quickly "pulse" color changes on value changes).
If it is desired to only push new changes, the ``cache`` flag enables
the old behaviour.
Also add `Client.symbols()` for returning symbol data from a sequence of
tickers.
Add `piker quote <tickerA> <tickerB> <tickerC>` command for easily
dumping quote data to the console. With `-df` will dump as a pandas data
frame. Add key filtering to `piker api` calls.
- Extend the qt api to include candles (not working yet), balances, positions.
- Add a `quote()` method to the `Client` for batch ticker quotes and expose
it through a CLI subcommand.
- Make `poll_tickers` push new quotes to a `trio.Queue`
Add a ``poll_tickers`` coro which can be used to "stream" quotes at
a requested rate. Expose through a cli subcommand `piker stream`.
Drop the `pikerd` command for now.
- colorize json response data in logs
- support ``refresh_token`` retrieval from user if the token for some
reason expires while the client is live
- extend api method support for markets, search, symbols, and quotes
- support "proxying" through api calls via an ``api`` coro for one off
client queries (useful for cli testing)
Store tokens in a local config file avoiding any refresh delay
unless necessary when the current access token expires.
Summary:
- move draft main routine into the `brokers` package mod
- start an api wrapper type
- always write the current access tokens to the config on teardown
Tyler Goodlet
K0nstantine