Adjust the `data.open_feed()` api to take a shm token so the
broker-daemon can attach a previously created (by the parent actor) mem
buf and push real-time tick data. There's still some sloppiness here in
terms of ensuring only one mem buf per symbol (can be seen in
`stream_quotes()`) which should really managed at the data api level.
Add a bar incrementing stream-task which delivers increment msgs to any
consumers.
Logic in `SharedArray.push()` was totally wrong.
Remove all the `multiprocessing.resource_tracker` crap such that we
aren't loading an extra process at every layer and we don't get tons of
errors when cleaning on in an SC way.
This adds a shared memory "incrementing array" sub-sys interface
for single writer, multi-reader style data passing. The main motivation
is to avoid multiple copies of the same `numpy` array across actors
(plus now we can start being fancy like ray).
There still seems to be some odd issues with the "resource tracker"
complaining at teardown (likely partially to do with SIGINT stuff) so
some further digging in the stdlib code is likely coming.
Pertains to #107 and #98
Since the new FSP system will require time aligned data amongst actors,
it makes sense to share broker data feeds as much as possible on a local
system. There doesn't seem to be downside to this approach either since
if not fanning-out in our code, the broker (server) has to do it anyway
(and who knows how junk their implementation is) though with more
clients, sockets etc. in memory on our end. It also preps the code for
introducing a more "serious" pub-sub systems like zeromq/nanomessage.
Wrap the sync client in an async interface in anticipation of an actual
async client. This starts support for the `open_fee()`/`stream_quotes()`
api though the tick normalization isn't correct yet.
Tyler Goodlet
goodboy