Commit Graph

124 Commits (c52d63c7623bcbc5acf36c5a620e96802a320ad9)

Author SHA1 Message Date
Tyler Goodlet c52d63c762 De-densify some funcs 2022-01-25 07:57:01 -05:00
Tyler Goodlet 49bdbf29be Add some typing around web bs 2022-01-25 07:57:01 -05:00
Tyler Goodlet 422977d27a Port to new `tractor.trionics.maybe_open_context()` api 2022-01-23 21:01:38 -05:00
Tyler Goodlet 835ad7794c Don't error on sub removal attempts, feeds need backpressure 2022-01-23 19:47:20 -05:00
Tyler Goodlet ca467f45b6 Guard against empty array read in step update task 2022-01-23 19:46:12 -05:00
Tyler Goodlet 8f023cd66f Factor out context cacher to `tractor.trionics` 2022-01-23 19:45:34 -05:00
Tyler Goodlet 21386f6c1f Rename feed bus entrypoint 2022-01-23 12:22:37 -05:00
Tyler Goodlet bcc8d8a0d5 Simplify throttle loop to a single while block
This should in theory result in increased burstiness since we remove
the plain `trio.sleep()` and instead always wait on the receive channel
as much as possible until the `trio.move_on_after()` (+ time diffing
calcs) times out and signals the next throttled send cycle. This also is
slightly easier to grok code-wise instead of the `try, except` and
another tight while loop until a `trio.WouldBlock`. The only simpler
way i can think to do it is with 2 tasks: 1 to collect ticks and the
other to read and send at the throttle rate.

Comment out the log msg for now to avoid latency and add much more
detailed comments. Add an overrun log msg to the main sample loop.
2021-12-09 08:23:59 -05:00
Tyler Goodlet f68671b614 Revert to old shm "last" meaning last row 2021-11-01 13:28:57 -04:00
Tyler Goodlet 2b9fb952a9 Fix shm index update race
There was a lingering issue where the fsp daemon would sync its shm
array with the source data and we'd set the start/end indices to the
same value. Under some races a reader would then read an empty `.array`
which it wasn't expecting. This fixes that as well as tidies up the
`ShmArray.push()` logic and adds a temporary check in `.array` for zero
length if the array hasn't been written yet.

We can now start removing read array length checks in consumer code
and hopefully no more races will show up.
2021-11-01 13:28:57 -04:00
Tyler Goodlet 31f4dbef7d More explicit error on shm push overruns 2021-11-01 13:28:57 -04:00
Tyler Goodlet 92d7ffd332 WIP fsp output throttling - not working yet 2021-11-01 13:28:57 -04:00
Tyler Goodlet fd8be33f10 Add portal getter, store throttle rate 2021-09-21 15:48:40 -04:00
Tyler Goodlet f9e5769b01 Lintn: add missing space 2021-09-10 11:35:00 -04:00
Tyler Goodlet e95589e5b0 Ignore ohlc step stream subs lookup errors 2021-09-06 09:28:11 -04:00
Tyler Goodlet fa88d91b8d Add breakpoint on bcast lag for testing 2021-09-06 09:28:11 -04:00
Tyler Goodlet 03c38a1163 It's a map of symbols to first quote dicts 2021-09-06 09:28:10 -04:00
Tyler Goodlet 0589c3c5b7 Validate symbol inputs using pydantic 2021-09-06 09:28:10 -04:00
Tyler Goodlet dfb9c55944 Compute symbol digits at creation time
Add a new factory func `mk_symbol()` to create the initial
instance at feed creation time.
2021-09-06 09:28:10 -04:00
Tyler Goodlet 7367ed5464 Drop all `ChartPlotWidget._lc` remap to `.linked 2021-09-06 09:28:10 -04:00
Tyler Goodlet 26cb7aa660 Drop tractor stream shielding use 2021-09-01 09:03:55 -04:00
Tyler Goodlet 1184a4d88e Cache sample step streams per actor 2021-08-31 09:28:22 -04:00
Tyler Goodlet bbcce0cab6 Facepalm^2: pass through kwargs 2021-08-30 18:04:19 -04:00
Tyler Goodlet 2a9d24ccac Remove dead OHLC index consumers from subs list on error 2021-08-26 17:04:59 -04:00
Tyler Goodlet 1e42f58478 Add pause/resume feed api, delegate to msg stream for broadcast api 2021-08-26 17:04:59 -04:00
Tyler Goodlet 2f5abaa47a Add njs token bucket gist url 2021-08-26 17:04:59 -04:00
Tyler Goodlet c8e320849a Add super basic support for data feed "pausing" 2021-08-26 17:04:59 -04:00
Tyler Goodlet 2202abc9fb Add (lack of proper) ring buffer note 2021-08-26 17:04:59 -04:00
Tyler Goodlet 7d0f47364c Use `maybe_open_feed()` in ems and fsp daemons 2021-08-26 17:04:59 -04:00
Tyler Goodlet a7d3afc9b1 Add a `maybe_open_feed()` which uses new broadcast chans
Try out he new broadcast channels from `tractor` for data feeds
we already have cached. Any time there's a cache hit we load the
cached feed and just slap a broadcast receiver on it for the local
consumer task.
2021-08-26 17:04:59 -04:00
Tyler Goodlet f4a998655b Feed detach must explicitly unsub throttled streams
If a client attaches to a quotes data feed and requests a throttle rate,
be sure to unsub that side-band memchan + task when it detaches and
especially so on any transport connection error.

Also, use an explicit `tractor.Context.cancel()` on the client feed
block exit since we removed the implicit cancel option from the
`tractor` api.
2021-07-07 07:51:09 -04:00
Tyler Goodlet 8b6fb83257 Pop subscriber streams on connection errors 2021-07-07 07:51:09 -04:00
Tyler Goodlet df2f6487ff Apply `brokerd` quote rate throttling when requested in `open_feed()` 2021-06-14 21:55:51 -04:00
Tyler Goodlet ccf81520cb First attempt data feed side quote throttling
Adding binance's "hft" ws feeds has resulted in a lot of context
switching in our Qt charts, so much so it's chewin CPU and definitely
worth it to throttle to the detected display rate as per discussion in
issue #192.

This is a first very very naive attempt at throttling L1 tick feeds on
the `brokerd` end (producer side) using a constant and uniform delivery
rate by way of a `trio` task + mem chan.  The new func is
`data._sampling.uniform_rate_send()`. Basically if a client request
a feed and provides a throttle rate we just spawn a task and queue up
ticks until approximately the next display rate's worth period of time
has passed before forwarding. It's definitely nothing fancy but does
provide fodder and a start point for an up and coming queueing eng to
start digging into both #107 and #109 ;)
2021-06-14 21:43:19 -04:00
Tyler Goodlet 57a35a3c6c Port feed bus endpoint to a `@tractor.context` 2021-06-14 10:55:01 -04:00
Tyler Goodlet 3455ebc60c Cast back to tuples after msgspec strips them... 2021-06-14 00:03:05 -04:00
Tyler Goodlet f4c9e20f0d Avoid `numpy` type usage on the wire 2021-06-01 10:48:23 -04:00
Tyler Goodlet edf3af9777 Drop waits to half-seconds 2021-06-01 10:48:23 -04:00
Tyler Goodlet 89dc3dde61 Move no bs websocket api into its own data module 2021-05-28 14:11:02 -04:00
Tyler Goodlet 50aff72f8e Don't require map (yet) in backend modules 2021-05-27 13:05:23 -04:00
Tyler Goodlet 59475cfd81 Store lowercase symbols within piker data internals 2021-05-27 13:05:23 -04:00
Tyler Goodlet 9bfc230dde Speedup: load provider searches async at startup 2021-05-27 13:05:23 -04:00
Tyler Goodlet 42fda2a9e6 Drop old code 2021-05-27 13:05:23 -04:00
Tyler Goodlet 1bd0ee8746 Support loading multi-brokerds search at startup 2021-05-27 13:05:23 -04:00
Tyler Goodlet 59377da0ad Load pause configs from backends on feed opens 2021-05-27 13:05:23 -04:00
Tyler Goodlet c9c686c98d Register context-stream with multi-search for each feed 2021-05-27 13:05:23 -04:00
Tyler Goodlet f19f4348e0 Decouple symbol search from feed type 2021-05-27 13:05:22 -04:00
Tyler Goodlet 5766dd518d Enforce lower case symbols across providers 2021-05-27 13:05:22 -04:00
Tyler Goodlet 534553a6f5 Add client side multi-provider feed symbol search 2021-05-27 13:05:22 -04:00
Tyler Goodlet dcc60524cb Add remote context allocation api to service daemon
This allows for more deterministically managing long running sub-daemon
services under `pikerd` using the new context api from `tractor`.
The contexts are allocated in an async exit stack and torn down at root
daemon termination. Spawn brokerds using this method by changing the
persistence entry point to be a `@tractor.context`.
2021-05-24 12:26:11 -04:00