Including changing to `LinkedSplits.mkt: MktPair` and adding an explicit
setter method for setting it and being sure that nothing breaks
in the display system init!
For this commit we leave in warning access to `LinkedSplits.symbol` but
will remove in following commit.
Stash it for now in the (now mutable by default) `.shm_write_opts` and
have the new `Flume._has_vlm: bool` (only set to false internally by
feed layer) which can be read via new public `.has_vlm()` predicate.
Move out the old `.ui/_fsp` helper logic to this flume method.
`Flume.mkt.fqme` might not be exactly the same as the local
version now since we've had to add some hacks to certain backends
(cough ib) to handle `MktPair.src` not being set as an `Asset` (yet).
Since porting all backends to the new `FeedInit` + `MktPair` + `Asset`
style init, we can now just directly pass a `MktPair` instance to the
history endpoint(s) since it's always called *after* the live feed
`.stream_quotes()` ep B)
This has a lot of benefits including allowing brokerd backends to have
more flexible, pre-processed market endpoint meta-data that piker has
already validated; makes handling special cases in much more straight
forward as well such as forex pairs from legacy brokers XD
First pass changes all crypto backends to expect this new input, ib will
come next after handling said special cases..
Previously we were passing the `fqme: str` which isn't as extensive nor
were we able to pass `MktPair` direct to backend history manager-loading
routines (which should be able to rely on always receiving it since
currently `stream_quotes()` is always called first for setup).
This also starts a slight bit of configuration oriented tsdb info
loading (via a new `conf.toml`) such that a user can decide to host
their (marketstore) db on a remote host and our container spawning and
client code will do the right startup automatically based on the config.
|-> Related to this I've added some comments about doing storage
backend module loading which should get actually written out as part of
patches coming in #486 (or something related).
Don't allow overruns again in history context since it seems it was
never a problem?
We need to allow overruns during the async multi-broker context spawning
init bc some backends might take longer then others to setup (eg.
binance vs. kucoin) and result in some context (stream) being overrun by
the time we get to the `.open_stream()` phase. Ideally, we can maybe
adjust the concurrent setup to be more of a task-per-provider style to
avoid this in the future - which would also in theory result in
more-immediate per-provider setup in terms showing ready feeds asap.
Also, does a bunch of renaming from fqsn -> fqme and drops the lower
casing of input symbols instead expecting the caller to know what the
data backend it's requesting is going to be able to handle in terms of
symbology.
Since it's a bit weird having service specific implementation details
inside the general service `._daemon` mod, and since i'd mentioned
trying this re-org; let's do it B)
Requires enabling the new mod in both `pikerd` and `brokerd` and
obviously a bit more runtime-loading of the service modules in the
`brokerd` service eps to avoid import cycles.
Also moved `_setup_persistent_brokerd()` into the new mod since the
naming would place it there even though the implementation really
wouldn't (longer run) since we want to split up `.data.feed` layer
backend-invoked eps into a separate actor eventually from the "actual"
`brokerd` which will be the actor running **only** the trade control eps
(eg. trades_dialogue()` and friends).
`trio`'s internals don't allow for async generator (and thus by
consequence dynamic reset of async exit stacks containing `@acm`s)
interleaving since doing so corrupts the cancel-scope stack. See details
in:
- https://github.com/python-trio/trio/issues/638
- https://trio-util.readthedocs.io/en/latest/#trio_util.trio_async_generator
- `trio._core._run.MISNESTING_ADVICE`
We originally tried to address this using
`@trio_util.trio_async_generator` in backend streaming code but for
whatever reason stopped working recently (at least for me) and it's more
or less implemented the same way as this patch but with more layers and
an extra dep. I also don't want us to have to address this problem again
if/when that lib isn't able to keep up to date with wtv `trio` is
doing..
So instead this is a complete rewrite of the conc design of our
auto-reconnect ws API to move all reset logic and msg relay into a bg
task which is respawned on reset-requiring events: user spec-ed msg recv
latency, network errors, roaming events.
Deatz:
- drop all usage of `AsyncExitStack` and no longer require client code
to (hackily) call `NoBsWs._connect()` on msg latency conditions,
intead this is all done behind the scenes and the user can instead
pass in a `msg_recv_timeout: float`.
- massively simplify impl of `NoBsWs` and move all reset logic into a
new `_reconnect_forever()` task.
- offer use of `reset_after: int` a count value that determines how many
`msg_recv_timeout` events are allowed to occur before reconnecting the
entire ws from scratch again.
Since we have made `MktPair.bs_mktid` mean something else now, change
all the feed setup var names to instead be more representative of the
actual value: `bs_fqme: str` and use the new `MktPair.bs_fqme` where
necessary.
The legacy version was a `dict` of `dicts` vs. now we want to be handed
a `list[FeedInit]`; process both in a factored way.
Drop `FeedInit.bs_mktid` since it's already defined on `.mkt.bs_mktid`
and we don't really need it top level.
More or less a replacement for what @guilledk did with the initial
attempt at a "broker check" type script a while back except in this case
we're going to always run this validation routine and it now uses a new
`FeedInit` struct to ensure backends are delivering the right schema-ed
data during startup. Also allows us to stick deprecation warnings / and
or strict API compat errors all in one spot (at least for live feeds).
Factors out a bunch of `MktPair` related adapter-logic into a new
`.validate.valiate_backend()` which warns to the backend implementer via
log msgs all the problems outstanding. Ideally we do our backend module
endpoint scan-and-complain regarding missing feature support from here
as well (eg. search, broker/trade ctl, ledger processing, etc.).
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()`.
Might as well try and flip it over to the new type; make appropriate
dict serialization changes in `.to_msg()`. Alias back to `.symbol:
Symbol` with a property.
Initial attempt at getting the sampling and shm layer to use the new mkt
info meta-data type. Draft out a potential `BackendInitMsg:
msgspec.Struct` for validating the init msg returned from the
`stream_quotes()` start value; obvs don't actually use it yet.
Add `MktPair` handling block for when a backend delivers
a `mkt_info`-field containing init msg. Adjust the original
`Symbol`-style `'symbol_info'` msg processing to do `Decimal` defaults
and convert to `MktPair` including slapping in a hacky `_atype: str`
field XD
General initial name changes to `bs_mktid` and `_fqme` throughout!
Tyler Goodlet
jaredgoldman