Commit Graph

69 Commits (92176107348b6add405b871d4a700befa5c91dbe)

Author SHA1 Message Date
Tyler Goodlet 69074f4fa5 Bump up service tree spawn timeout a couple secs 2023-01-26 17:59:25 -05:00
Tyler Goodlet fe4fb37b58 Add service tree tests for data-feeds and the EMS 2023-01-24 15:15:27 -05:00
Tyler Goodlet 7cfd431a2b Yield `Services` in `open_test_pikerd()` fixture 2023-01-24 15:15:27 -05:00
Tyler Goodlet 37e0ec7b7d Assert fixture caller is `pikerd` 2023-01-13 13:21:49 -05:00
Tyler Goodlet 6a1bb13feb Add base `pikerd` service tree custom check test 2023-01-13 13:21:49 -05:00
Tyler Goodlet 593db0ed0d Only run `kraken` feed tests in CI, use `open_test_pikerd()` 2023-01-10 11:09:19 -05:00
Tyler Goodlet 06622105cd Add a `open_test_pikerd()` acm fixture for easy booting of the service stack 2023-01-10 11:09:19 -05:00
Tyler Goodlet f232d6d4ee Add `ci_env` detector fixture 2023-01-10 11:09:19 -05:00
Tyler Goodlet b7e1443618 Use ETH on kraken to ensure enough quotes 2023-01-10 11:09:19 -05:00
Tyler Goodlet 5d021ffb85 Bump up timeout on multi-feed test for CI 2023-01-10 11:09:19 -05:00
Tyler Goodlet e348968113 Add multi-broker streaming test using both `binance` and `kraken` 2023-01-10 11:09:19 -05:00
Tyler Goodlet 36868bb86e Add `kraken` test, ensure single broker-provider for now 2023-01-10 11:09:19 -05:00
Tyler Goodlet bb6452b969 Further feed syncing fixes wrt to `Flumes`
Sync per-symbol sampler loop start to subscription registers such that
the loop can't start until the consumer's stream subscription is added;
the task-sync uses a `trio.Event`. This patch also drops a ton of
commented cruft.

Further adjustments needed to get parity with prior functionality:
- pass init msg 'symbol_info' field to the `Symbol.broker_info: dict`.
- ensure the `_FeedsBus._subscriptions` table uses the broker specific
  (without brokername suffix) as keys for lookup so that the sampler
  loop doesn't have to append in the brokername as a suffix.
- ensure the `open_feed_bus()` flumes-table-msg returned sent by
  `tractor.Context.started()` uses the `.to_msg()` form of all flume
  structs.
- ensure `maybe_open_feed()` uses `tractor.MsgStream.subscribe()` on all
  `Flume.stream`s on cache hits using the
  `tractor.trionics.gather_contexts()` helper.
2023-01-10 11:09:19 -05:00
Tyler Goodlet 32b36aa042 Expect init startup quotes from each symbol 2023-01-10 11:09:19 -05:00
Tyler Goodlet 18dc8b08e4 First draft aggregate feedz support
Orient shm-flow-arrays around the new idea of a `Flume` which provides
access, mgmt and basic measure of real-time data flow sets (see water
flow management semantics).

- We discard the previous idea of a "init message" which contained all
  the shm attachment info and instead send a startup message full of
  `Flume.to_msg()`s which are symmetrically loaded on the caller actor
  side.

- Create data-flows "entries" for every passed in fqsn such that the consumer gets back
  streams and shm for each, now all wrapped in `Flume` types. For now we
  allocate `brokermod.stream_quotes()` tasks 1-to-1 for each fqsn
  (instead of expecting each backend to do multi-plexing, though we
  might want that eventually) as well a `_FeedsBus._subscriber` entry
  for each. The pause/resume management loop is adjusted to match.
  Previously `Feed`s were  allocated 1-to-1 with each fqsn.

- Make `Feed` a `Struct` subtype instead of a `@dataclass` and move all
  flow specific attrs to the new `Flume`:
  - move `.index_stream()`, `.get_ds_info()` to `Flume`.
  - drop `.receive()`: each fqsn entry will now require knowledge of
    separate streams by feed users.
  - add multi-fqsn tables: `.flumes`, `.streams` which point to the
    appropriate per-symbol entries.

- Async load all `Flume`s from all contexts and all quote streams using
  `tractor.trionics.gather_contexts()` on the client `open_feed()` side.

- Update feeds test to include streaming 2 symbols on the same (binance)
  backend.
2023-01-10 11:09:18 -05:00
Tyler Goodlet c7d5db5f90 Start data feed layer test suite
Initial test that starts a `binance` feed and reads the quote messages
alongside shm buffers for 1s and 1m OHLC; just prints to console for
now.

Template out parametrization for multi-symbol quote-multiplexed feeds
which coming soon B)
2023-01-10 11:09:18 -05:00
Tyler Goodlet 1bf1965a8b Drop `tractor.log` level override fixture 2023-01-10 11:09:18 -05:00
Tyler Goodlet 63e9af002d Drop `tractor.testing` import in qt tests 2022-10-28 16:09:55 -04:00
Tyler Goodlet 2312b6aeb2 Fix conftest config mod import 2021-09-11 18:15:42 -04:00
Tyler Goodlet 088ea8c3ec Skip CLI tests due to questrade dependency for now 2021-05-22 15:12:12 -04:00
Tyler Goodlet 0228db7811 Skip questrade tests for now
They need to be run with a local private API key and haven't been ported
to latest data apis anyway. It's also a broker most peeps aren't going
to be using any time soon.
2021-05-20 16:11:49 -04:00
Tyler Goodlet 44eb9aa9ff Create a blank config if none exists 2019-03-18 00:04:34 -04:00
Tyler Goodlet 88bb5b9f05 Handle file not found 2019-03-17 23:22:00 -04:00
Tyler Goodlet b99c5d2abe Use confdir if provided even when in CI 2019-03-17 23:04:04 -04:00
Tyler Goodlet d0b1d0954f Catch multi-errors too? 2019-03-03 11:01:34 -05:00
Tyler Goodlet 6cbea10b83 Forgot an error 2019-02-26 19:15:53 -05:00
Tyler Goodlet 2306799110 Speed bump quoter a slight bit 2019-02-25 22:40:19 -05:00
Tyler Goodlet 1fd033d351 Token should always be from a practice account 2019-02-25 22:12:33 -05:00
Tyler Goodlet 414734f803 Add travisCI specific test suite integration
Questrade is the default broker backend (for now) so the CI
can run using a practice account token handed down through an
env variable. If we add a cached directory to the build then the token
should remain persistent in the brokers config and will only need to be
updated if something goes wrong.

Also, add a `--confdir` flag for pytest much in the same way as for
the `piker` cli.
2019-02-25 20:23:20 -05:00
Tyler Goodlet 1a0427db08 Use `DataFeed` api in streaming tests 2019-02-21 23:10:24 -05:00
Tyler Goodlet 57bef52438 Capture the right logger 2019-02-10 17:29:08 -05:00
Tyler Goodlet 308ceb1772 Use search method for `piker api` test 2019-02-10 17:28:43 -05:00
Tyler Goodlet ea289540b3 Add a test to verify auth endpoint "locking" 2019-02-09 21:58:49 -05:00
Tyler Goodlet 5339f754a1 Add a token refresh test that exhibits an API race issue 2019-02-04 00:16:16 -05:00
Tyler Goodlet 6cc8b4cc2f Test duplicate feed type quoting 2018-12-23 21:27:47 -05:00
Tyler Goodlet 1d1be9dd77 Include option stream subscription change in test 2018-12-11 17:10:36 -05:00
Tyler Goodlet 9c7ca84fef Include strike and expiry in option quotes 2018-12-09 13:40:26 -05:00
Tyler Goodlet 12d5627860 Aggregate streaming tests and test stocks + options together 2018-12-01 16:14:33 -05:00
Tyler Goodlet 2df5c76828 Adjust cli tests for new quotes list output 2018-12-01 16:13:15 -05:00
Tyler Goodlet 15dec65ba1 Add an options streaming test 2018-11-30 08:18:54 -05:00
Tyler Goodlet 48a9c389c5 Add loglevel support to tests 2018-11-30 08:18:13 -05:00
Tyler Goodlet e1d6edb3ee Skip qt tests on missing brokers.ini entry 2018-11-22 19:12:14 -05:00
Tyler Goodlet eaa2a9b05d Port streaming test to new `data` module 2018-11-22 16:31:53 -05:00
Tyler Goodlet 7b2ab504f9 Adjust tests to match 2018-11-22 09:44:47 -05:00
Tyler Goodlet 5961e458cf Add a option quote latency test 2018-11-13 14:59:49 -05:00
Tyler Goodlet 36cf68dc0f Update tests to match 2018-11-13 12:57:46 -05:00
Tyler Goodlet ab8008ad61 Repair quote streaming test 2018-11-11 21:59:41 -05:00
Tyler Goodlet 773457ac91 Drop stale import 2018-11-11 21:45:51 -05:00
Tyler Goodlet c8cb5a2fdc Remove duplicate fixture (now in conftest) 2018-11-11 21:07:34 -05:00
Tyler Goodlet 21eb68148c Add option contract and chain quote test 2018-11-11 21:06:46 -05:00