I figure we might as well support multiple types of distributed
multi-host setups; why not allow running the API (gateway) and thus vnc
server on a diff host and allowing clients to connect and do their thing
B)
Deatz:
- make `ib._util.data_reset_hack()` take in a `vnc_host` which gets
proxied through to the `asyncvnc` client.
- pull `ib_insync.client.Client` host value and pass-through to data
reset machinery, presuming the vnc server is running in the same
container (and/or the same host).
- if no vnc connection **and** no i3ipc trick can be used, just report
to the user that they need to remove the data throttle manually.
- fix `feed.get_bars()` to handle throttle cases the same based on error
msg matching, not error the code and add a max `_failed_resets` count
to trigger bailing on the query loop.
No longer need to implement connection timeout logic in the streaming
code, instead we just `async for` that bby B)
Further refining:
- better `KucoinTrade` msg parsing and handling with object cases.
- make `subscribe()` do sub request in a loop wand wair for acks.
Previously you couldn't have a brokerd backend which defined
`.trades_dialogue()` but which could also indicate that the paper
clearing engine should be used. This adds that support by allowing the
endpoint task to return a simple `'paper'` string, in which case the ems
will boot a paperboi.
The obvious useful case for this is if you have a broker you want to use
but do not have actual broker credentials setup (yet) with that provider
in your `brokers.toml`; demonstrated here with the adjustment to
`kraken`'s startup to no longer raise a runtime error B)
To fit with the rest of the new requirements added in `.data.validate`
this adds `FeedInit` init including `MktPair` and `Asset` loading for
all spot currencies provided by `kucoin`.
Deatz:
- add a `Currency` struct and accompanying `Client.get_currencies()` for
storing all asset infos.
- implement `.get_mkt_info()` which loads all necessary accounting and
mkt meta-data structs including adding `.price/size_tick` fields to
the `KucoinMktPair`.
- on client boot, async spawn requests to cache both symbols and currencies.
- pass `subscribe()` as the `fixture` arg to `open_autorecon_ws()`
instead of opening it manually.
Other:
- tweak `Client._request` to not expect the prefixed `'/'` for the
`endpoint: str`.
- change the `api_v` arg to just be `api: str`.
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.).
It needed some work..
- Make `unpack_fqme()` always return a 4-tuple handling the venue and
suffix parts more generally.
- add `Asset.Asset.guess_from_mkt_ep_key()` a like-it-sounds hack at
trying to render a `.dst: Asset` for most most purposes throughout the
stack.
- always try to preprocess the input `fqme: str` with `unpack_fqme()` in
`MktPair.from_fqme()` and use the new `Asset` method (above) to make
up a `.dst: Asset` pulling as much meta-info we can from the caller.
- add `MktPair.bs_fqme` to get the thing without the broker part..
- add an `'unknown'` value to the `_derivs` def.
- drop `Symbol.from_fqsn()` and `unpack_fqsn()` more generally (yes
BREAKING).
Tyler Goodlet