Of course I missed this first try but, we need to use the ws market pair
symbology set (since apparently kraken loves redundancy at least 3 times
XD) when processing transactions that arrive from live clears since it's
an entirely different `LTC/EUR` style key then the `XLTCEUR` style
delivered from the ReST eps..
As part of this:
- add `Client._altnames`, `._wsnames` as `dict[str, Pair]` tables,
leaving the `._AssetPairs` table as is keyed by the "xname"s.
- Change `Pair.respname: str` -> `.xname` since these keys all just seem
to have a weird 'X' prefix.
- do the appropriately keyed pair table lookup via a new `api_name_set:
str` to `norm_trade_records()` and set is correctly in the ws live txn
handler task.
Since it's depended on by `.data` stuff as well as pretty much
everything else, makes more sense to expose it as a top level module
(and maybe eventually as a subpkg as we add to it).
We don't need it in `detect_time_gaps()` since doing straight up
datetime diffs in `polars` already has a humanized `str` representation
but with higher precision like '2d 1h 24m 1s' B)
Since there's a growing list of top level mods which are more or less
utils/tools for working with the runtime; begin to move them into a new
subpkg starting with a new `.toolz.debug`.
Start with,
- a new `open_crash_handller()` for doing breakpoints around blocks that
might error.
- move in what was `piker._profile` into `.toolz.profile` and adjust all
importing appropriately.
Some backends like `ib` don't have an obvious (nor practical) way to
easily download the entire symbology set available from all its mkt
venues. For such backends loading might require a non-std approach (like
using the contract search from some input mkt-key set) and can't be
expected to necessarily be supported out of the box. As such, allow
annotating a broker sub-pkg module with a `_no_symcache: bool = True`
attr which will make `open_symcache()` yield early with an empty
`SymbologyCache` instance for use by the caller to fill in the mkt and
assets tables in whatever ad-hoc way desired.
The list is `open_symcache()`, `get_symcache()`, `SymbologyCache`, and
`Stuct` which seems more or less fine to make part of the public
namespace. Also, make `._timeseries.t_unit` an instance of literal to make
`ruff` happy?
Since some backends have multiple venues keyed by the same
symbol-pair-name, AND often the market/symbol info for those different
market-venues is entirely different (cough binance), we will have to
(sometimes) save the struct namespace-path as str for lookup when
deserializing a symcache to object form.
NOTE: this change is reliant on the following `tractor` dev commit which
improves support for constructing a path from object-instance:
bee2c36072
Add a backend(-wide) default struct path stored as a (TOML top level)
field `pair_ns_path: str` in the serialized `dict`-table as well as
allow for a per pair-`Struct` value optionally defined on each type def;
the global is only used if none was defined per struct via a `ns_path:
str`.
Further deats:
- don't write non-struct-member fields to dict for TOML file cache.
- always keep object forms, well as objects (in tables).. XD
- factor cache loading from `dict` (and thus from TOML or presumably any
other interchange form) into a `@classmethod` constructor method B)
- all choosing the subtable for `.search()` by name.
Turns in order to make things much cleaner from inside-the-runtime usage
we do probably want to just make the manager async so that we can
generate the cache on demand from async UI inits as well as daemon
actors.. So change to that and instead make `get_symcache()` the helper
that should ONLY be called from sync funcs / offline ledger processing
utils!
So you can do a `Struct1` - `Struct2` and we dump a little diff `list`
of tuples for anal on the REPL B)
Prolly can be broken out into it's own micro-patch?
Since we now fully support interchange-as-dict-msg, use the msg codec
API and drop manual `Asset` unpacking. Also, wrap `get_symcache()` in
a `pdbp` crash handler block for now B)
As part of loading the cache we can now fill the asset sub-tables:
`.mktmaps` and `.assets` with their deserialized struct instances!
In theory this might be possible for the backend defined `Pair` structs
as well but we need to figure out probably an endpoint to offer
the conversion?
Also, add a `SymbologyCache.search()` which allows sync code to scan the
existing (known via cache) symbol set just like how async code can use the
(much slower) `open_symbol_search()` ctx endpoint 💥
For starters rename the cache type to `SymbologyCache` and fill out its
interface to include an (async) `.reload()` which can be used to populate
the in-mem asset-table sets such that any tractor-runtime task can
actually directly call it. Use a symcache file name schema of
`_cache/<backend>.symcache.toml`.
Dirtier deatz:
- make `.open_symcache()` a `@cm` such that it can be used from sync code
and will actually call `trio.run()` in the case where it needs to do a
full (re)load; also don't write on exit only on reloads.
- add `.get_symcache()` a simple non-ctx-mngr reader which again can
mostly be called willy-nilly from sync code without the full runtime
being up (but likely will only work if symcache files already exist
for the backend).
New mod is `.data._symcache` and it needs backend clients to declare
`Client.get_assets()` and `.get_mkt_pairs()` to generate the cache files
which now go in the config dir under `_cache/`.
Since it may be handy to get the latest ticks first, add a `reverse:
bool` to `iterticks()` and add some cleaner logic and a proper doc
string to `frame_ticks()`.
Also adjust sizing such that the history buffer will backfill the last
six years by default (in 1m OHLC) and the hft buffer will do only 3 days
worth. Also ensure the fsp layer passes the src shm's buffer size when
allocating since the size is now required by allocators in the shm apis.
Avoid unnecessarily re-rendering the wrong (1min OHLC history) chart
and/or other such charts with update tasks listening to the sampler
stream. Instead only redraw in tasks which are updating vizs which match
the actual details of the backfill event.
We can probably also eventually match against a range tuple (emitted in
the msg) and then have the task further only update the formatter layer
unless the range is actually in view?
For now, just detect and fill in gaps (via fresh backend queries)
*in the shm buffer* but eventually i'm pretty sure we can just write
these direct to the parquet file as well.
Use the new `.data._timeseries.detect_null_time_gap()` to find and fill
in the `ShmArray` index range, re-check it and enter a prompt if it
didn't totally fill.
Also,
- do a massive cleanup and removal of all unused/commented code.
- drop the duplicate frames tracking, don't think we need it after
removing multi-frame concurrent queries.
- change backfill loop variable `end_dt` -> `last_start_dt` which is
more semantically correct.
- fix logic to backfill any missing sub-sequence portion for any frame
query that overruns the shm buffer prependable space by detecting
the available rows left to insert and only push those.
- add a new `shm_push_in_between()` helper to match.
It took a little while (and a lot of commenting out of old no longer
needed code) but, this gets tsdb (from parquet file) loading *before*
final backfilling from the most recent history frame until the most
recent tsdb time stamp!
More or less all the convoluted concurrency shit we had for coping with
`marketstore` IPC junk is no longer needed, particularly all the query
size limits and accompanying load loops.. The recent frame loading
technique/order *has* now changed though since we'd like to show charts
asap once tsdb history loads.
The new load sequence is as follows:
- load mr (most recent) frame from backend.
- load existing history (one shot) from the "tsdb" aka parquet files
with `polars`.
- backfill the gap part from the mr frame back to the tsdb start
incrementally by making (hacky) `ShmArray.push(start=<blah>)` calls
and *not* updating the `._first.value` while doing it XD
Dirtier deatz:
- make `tsdb_backfill()` run per timeframe in a separate task.
- drop all the loop through timeframes and insert `dts_per_tf` crap.
- only spawn a subtask for the `start_backfill()` call which in turn
only does the gap backfilling as mentioned above.
- mask out all the code related to being limited to certain query sizes
(over gRPC) as was restricted by marketstore.. not gonna go through
what all of that was since it's probably getting deleted in a follow
up commit.
- buncha off-by-one tweaks to do with backfilling the gap from mr frame
to tsdb start.. mostly tinkered it to get it all right but seems to be
working correctly B)
- still use the `broadcast_all()` msg stuff when doing the gap backfill
though don't have it really working yet on the UI side (since
previously we were relying on the shm first/last values.. so this will
be "coming soon" :)
Tyler Goodlet