Such that the `get_hist()` query func raises `DataUnavailable` with an
explicit message regarding the start of the (option) contract's
lifetime.
Other,
- mask some unused imports (for now?)
- drop a duplicate `tractor.get_console_log()` call which was causing
duplicate console emits (it's already setup by brokerd init now).
- comment various unused code bits i found.
- add a info log around live quotes so we can see for the moment when
they actually occur.. XD
There were some imports missing or unused as well as a variety of spots
that had grokability issues due to missing type hints.
Other tweaks as part some more thorough manual testing:
- always raise when not `brokers.toml` section since the API can never
work (no free data without keys).
- inline the `Asset.atype='crypto_currency` field despite it maybe not
being the best value for `OptionPair` instruments..
- tossed in a now-masked pause block for debugging history queries in
`Client.bars()`.
- commented out all the live order ctl (internal) endpoints for now
since they're unused.
Since currently we're only using this IPC subsys for `deribit`, and
generally speaking we're primarly supporting options markets (which are
fairly "slow moving"), flip to a default of NOT resetting the `NoBsWs`
on timeout since doing so normally breaks the jsron-rpc IPC session.
Without a proper `fixture` passed to `open_autorecon_ws()` (which we
should eventually implement!!) relying on a timeout-to-reset more or
less will just cause breakage issues - a proper reconnect sequence must
be implemented before using that feature.
Deats,
- expose and proxy through the `msg_recv_timeout` from
`open_jsonrpc_session()` into the underlying `open_autorecon_ws()`
call.
Namely handling backends which do not provide a default "frame
size-duration" in their init-config by making the backfiller guess the
value based on the first frame received.
Deats,
- adjust `start_backfill()` to take a more explicit
`def_frame_duration: Duration` expected to be unpacked from any
backend hist init-config by the `tsdb_backfill()` caller which now
also computes a value from the first received frame when the config
section isn't provided.
- in `start_backfill()` we now always expect the `def_frame_duration`
input and always decrement the query range by this value whenever
a `NoData` is raised by the provider-backend paired with an explicit
`log.warning()` about the handling.
- also relay any `DataUnavailable.args[0]` message from the provider
in the handler.
- repair "gap reporting" which checks for expected frame duration vs.
that received with much better humanized logging on the missing
segment using `pendulum.Interval/Duration.in_words()` output.
The `open_history_client()` provider endpoint can *optionally*
deliver a `frame_types: dict[int, pendulum.Duration]` subsection in its
`config: dict[str, dict]` (as was implemented with the `ib` backend).
This allows the `tsp` backfilling machinery to use this "recommended
frame duration" to subtract from the `last_start_dt` any time a `NoData`
gap is signalled by the `get_hist()` call allowing gaps to be ignored
safely without missing history by knowing the next earliest dt we can
query from using the `end_dt`. However, currently all crypto$ providers
haven't implemented this feat yet..
As such only try to use the `frame_types` feature if provided when
handling `NoData` conditions inside `tsp.start_backfill()` and otherwise
raise as normal.
Instead just check for the field (which i'm not huge on the key-name for
anyway) and if not found get the "last price" from the real-time shm
buffer's latest 'close' sample.
Unrelatedly, use a `subs.copy()` in the `Router.client_broadcast()` loop
such that if a `client_stream` is popped on connection failure, we don't
RTE for the "size changed on iteration".
This must have broke at some point during the new `MktPair` and thus
`.fqme: str` updates; mas-o-menos the symbol key in the quote-msg-`dict`
was NOT set to the `MktPair.bs_fqme: str` value and thus wasn't being
processed by the downstream sampling and feed subsys.
So fix that as well as a few other refinements,
- set the `topic: mkt.bs_fqme` in quote msgs obvi.
- drop the "wait for first clearing vlm" quote poll loop; going to fix
the sampler to handle a `first_quote` without a `'last'` key.
- add some typing around calls to `get_mkt_info()`.
- rename `stream_messages()` -> `iter_normed_quotes()`.
Since `tractor`'s new and improved inter-actor cancellation semantics
are much more pedantic, AND bc we use the `ServiceMngr` for spawning
service actors on-demand, the caller of `maybe_spawn_daemon()` should
NEVER conduct a so called "out of band" `Actor`-runtime cancel request
since this is precisely the job of our `ServiceMngr` XD
Add a super in depth note explaining the underlying issue and adding
a todo list of how we should prolly augment `tractor` to make such cases
easier to grok and fix in the future!
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).
Tyler Goodlet
Nelson Torres