Seems that by default their history indexing rounds down/back to the
previous time step, so make sure we add a minute inside `Client.bars()`
when the `end_dt=None`, indicating "get the latest bar". Add
a breakpoint block that should trigger whenever the latest bar vs. the
latest epoch time is mismatched; we'll remove this after some testing
verifying the history bars issue is resolved.
Further this drops the legacy `backfill_bars()` endpoint which has been
deprecated and unused for a while.
Trying to send a message in the `NoBsWs.fixture()` exit when the ws is
not currently disconnected causes a double `._stack.close()` call which
will corrupt `trio`'s coro stack. Instead only do the unsub if we detect
the ws is still up.
Also drops the legacy `backfill_bars()` module endpoint.
Fixes#437
Seems that by default their history indexing rounds down/back to the
previous time step, so make sure we add a minute inside `Client.bars()`
when the `end_dt=None`, indicating "get the latest bar". Add
a breakpoint block that should trigger whenever the latest bar vs. the
latest epoch time is mismatched; we'll remove this after some testing
verifying the history bars issue is resolved.
Further this drops the legacy `backfill_bars()` endpoint which has been
deprecated and unused for a while.
Instead of requiring any `-b` try to import all built-in broker backend
python modules by default and only load those detected from the input symbol
list's fqsn values. In other words the `piker chart` cmd can be run sin
`-b` now and that flag is only required if you only want to load
a subset of the built-ins or are trying to load a specific
not-yet-builtin backend.
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.
Set each quote-stream by matching the provider for each `Flume` and thus
results in some flumes mapping to the same (multiplexed) stream.
Monkey-patch the equivalent `tractor.MsgStream._ctx: tractor.Context` on
each broadcast-receiver subscription to allow use by feed bus methods as
well as other internals which need to reference IPC channel/portal info.
Start a `_FeedsBus` subscription management API:
- add `.get_subs()` which returns the list of tuples registered for the
given key (normally the fqsn).
- add `.remove_sub()` which allows removing by key and tuple value and
provides encapsulation for sampler task(s) which deal with dropped
connections/subscribers.
Adds provider-list-filtered (quote) stream multiplexing support allowing
for merged real-time `tractor.MsgStream`s using an `@acm` interface.
Behind the scenes we are just doing a classic multi-task push to common
mem chan approach.
Details to make it work on `Feed`:
- add `Feed.mods: dict[str, Moduletype]` and
`Feed.portals[ModuleType, tractor.Portal]` which are both populated
during init in `open_feed()`
- drop `Feed.portal` and `Feed.name`
Also fix a final lingering tsdb history loading loop termination bug.
A slight facepalm but, the main issue was a simple indexing logic error:
we need to slice with `tsdb_history[-shm._first.value:]` to push most
recent history not oldest.. This allows cleanup of tsdb backfill loop as
well.
Further, greatly simply `diff_history()` time slicing by using the
classic `numpy` conditional slice on the epoch field.
This had a bug prior where the end of a frame (a partial) wasn't being
sliced correctly and we'd get odd gaps showing up in the backfilled from
`brokerd` vs. tsdb end index. Repair this by doing timeframe aware index
diffing in `diff_history()` which seems to resolve it. Also, use the
frame-result's `end_dt: datetime` for the loop exit condition.
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.
Tyler Goodlet
goodboy