Given it's a fairly simple yet useful abstraction, it makes sense to
offer this sub-sys alongside the core `tractor` runtime lib.
Without going into extreme detail on the impl changes (it'll come in
the commit that moves to the other repo) here is the high level summary:
------ - ------
- rename `Services` -> `ServiceMngr` and use an factory `@acm`
to guarantee a single-instance-per-actor using a niche approach for a
singleton object using a default keyword-arg B)
- the mod level `open_service_mngr()` and `get_service_mngr()` are the
new allocation/access API.
- add a `ServiceMngr.start_service()` method which does the work of both
spawning a new subactor (for the daemon) and uses its portal to start
the mngr side supervision task.
- open actor/task nurseries inside the `@acm` allocator.
Adjust other dependent subsystems to match:
------ - ------
- use `open_service_mngr()` when first allocated in `open_pikerd()`.
- use `get_service_mngr()` instead of importing the class ref inside
`.service.maybe_spawn_daemon()`, `.brokers._daemon.spawn_brokerd()`
and `.data._sampling.spawn_samplerd()` using a `partial` to pack in
the endpoint ctx kwargs (unpacked inside `.start_service()` XD).
In prep for supporting reverse-ipc connect-back to UI actors from
middle-ware systems (for the purposes of triggering data-view canvas
re-renders and built-in tsp annotations), add a new struct type to
better generalize the management of remote feed subscriptions. Include
a `Sub.rc_ui: bool` for now (with nearby todo-comment) and expose an
`allow_remote_ctl_ui: bool` through the feed endpoints to help drive
/ prep for all that ^
Rework all the sampler tasks to expect the `Sub`'s new iface:
- split up the `Sub.ipc: MsgStream` and `.send_chan` as separate fields
since we're handling the throttle case in separate
`sample_and_broadcast()` logic blocks anyway and avoids needing to
monkey-patch on the `._ctx` malarky..
- explicitly provide the optional handle to the `_throttle_cs:
CancelScope` again for the case where throttling/event-downsampling is
requested.
- add `_FeedsBus.subs_items()` as a public iterator.
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?
Turns out no backend (including kraken) requires it and really this
kinda of measure should be implemented and recorded from our fsp layer
instead of (hackily) sometimes expecting it to be in "source data".
In `.feed` and `._sampling` move to using the new
`tractor.Context.open_stream(allow_overruns: bool)` (cough, A BREAKING
CHANGE).
Also set `Flume.mkt` during construction in `.feed.open_feed()`.
Not sure how i missed this (and left in handling of `list.remove()` and
it ever worked for that?) after the `samplerd` impl in 5ec1a72 but, this
adjusts the remove-broken-subscriber loop to catch the correct
`set.remove()` exception type on a missing (likely already removed)
subscription entry.
In situations where clients are (dynamically) subscribing *while*
broadcasts are starting to taking place we need to handle the
`set`-modified-during-iteration case. This scenario seems to be more
common during races on concurrent startup of multiple symbols. The
solution here is to use another set to take note of subscribers which
are successfully sent-to and then skipping them on re-try.
This also contains an attempt to exception-handle throttled stream
overruns caused by higher frequency feeds (like binance) pushing more
quotes then can be handled during (UI) client startup.
Now spawned under the `pikerd` tree as a singleton-daemon-actor we offer
a slew of new routines in support of this micro-service:
- `maybe_open_samplerd()` and `spawn_samplerd()` which provide the
`._daemon.Services` integration to conduct service spawning.
- `open_sample_stream()` which is a client-side endpoint which does all
the work of (lazily) starting the `samplerd` service (if dne) and
registers shm buffers for update as well as connect a sample-index
stream for iterator by the caller.
- `register_with_sampler()` which is the `samplerd`-side service task
endpoint implementing all the shm buffer and index-stream registry
details as well as logic to ensure a lone service task runs
`Services.increment_ohlc_buffer()`; it increments at the shortest period
registered which, for now, is the default 1s duration.
Further impl notes:
- fixes to `Services.broadcast()` to ensure broken streams get discarded
gracefully.
- we use a `pikerd` side singleton mutex `trio.Lock()` to ensure
one-and-only-one `samplerd` is ever spawned per `pikerd` actor tree.
We're moving toward a single actor managing sampler work and distributed
independently of `brokerd` services such that a user can run samplers on
different hosts then real-time data feed infra. Most of the
implementation details include aggregating `.data._sampling` routines
into a new `Sampler` singleton type.
Move the following methods to class methods:
- `.increment_ohlc_buffer()` to allow a single task to increment all
registered shm buffers.
- `.broadcast()` for IPC relay to all registered clients/shms.
Further add a new `maybe_open_global_sampler()` which allocates
a service nursery and assigns it to the `Sampler.service_nursery`; this
is prep for putting the step incrementer in a singleton service task
higher up the data-layer actor tree.
Wow, turns out tick framing was totally borked since we weren't framing
on "greater then throttle period long waits" XD
This moves all the framing logic into a common func and calls it in
every case:
- every (normal) "pre throttle period expires" quote receive
- each "no new quote before throttle period expires" (slow case)
- each "no clearing tick yet received" / only burst on clears case
This has been an outstanding idea for a while and changes the framing
format of tick events into a `dict[str, list[dict]]` wherein for each
tick "type" (eg. 'bid', 'ask', 'trade', 'asize'..etc) we create an FIFO
ordered `list` of events (data) and then pack this table into each
(throttled) send. This gives an additional implied downsample reduction
(in terms of iteration on the consumer side) from `N` tick-events to
a (max) `T` tick-types presuming the rx side only needs the latest tick
event.
Drop the `types: set` and adjust clearing event test to use the new
`ticks_by_type` map's keys.
Instead of uniformly distributing the msg send rate for a given
aggregate subscription, choose to be more bursty around clearing ticks
so as to avoid saturating the consumer with L1 book updates and vs.
delivering real trade data as-fast-as-possible.
Presuming the consumer is in the "UI land of slow" (eg. modern display
frame rates) such an approach serves more useful for seeing "material
changes" in the market as-bursty-as-possible (i.e. more short lived fast
changes in last clearing price vs. many slower changes in the bid-ask
spread queues). Such an approach also lends better to multi-feed
overlays which in aggregate tend to scale linearly with the number of
feeds/overlays; centralization of bursty arrival rates allows for
a higher overall throttle rate if used cleverly with framing.
Allows using `set` ops for subscription management and guarantees no
duplicates per `brokerd` actor. New API is simpler for dynamic
pause/resume changes per `Feed`:
- `_FeedsBus.add_subs()`, `.get_subs()`, `.remove_subs()` all accept multi-sub
`set` inputs.
- `Feed.pause()` / `.resume()` encapsulates management of *only* sending
a msg on each unique underlying IPC msg stream.
Use new api in sampler task.
Previously we would only detect overruns and drop subscriptions on
non-throttled feed subs, however you can get the same issue with
a wrapping throttler task:
- the intermediate mem chan can be blocked either by the throttler task
being too slow, in which case we still want to warn about it
- the stream's IPC channel actually breaks and we still want to drop
the connection and subscription so it doesn't be come a source of
stale backpressure.
Instead of worrying about the increment period per shm subscription,
just use the value passed as input and presume the caller knows that
only one task is necessary and that the wakeup (sampling) period should
be the shortest that is needed.
It's very unlikely we don't want at least a 1s sampling (both in terms
of task switching cost and general usage) which will eventually ship as
the default "real-time" feed "timeframe". Further, this "fast" increment
sampling task can handle all lower sampling periods (eg. 1m, 5m, 1H)
based on the current implementation just the same.
Also, add a global default sample period as `_defaul_delay_s` for use in
other internal modules.
When the market isn't open the feed layer won't create a subscriber
entry in the sampler broadcast loop and so if a manual call to
``broadcast()`` is made (like when trying to update a chart from
a history prepend) we need to handle that case and just broadcast
a random `-1` for now..BD
Tyler Goodlet