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Author SHA1 Message Date
Tyler Goodlet 90bdac5f72 Type adjust to `tractor.hilevel.ServicecMngr` 2025-02-17 14:57:52 -05:00
Tyler Goodlet 8771420cd9 Official service-mngr to `tractor.hilevel` move
Such that we maintain that subsys in the actor-runtime repo (with
hopefully an extensive test suite XD).

Port deats,
- rewrite `open_service_mngr()` as a thin wrapper that delegates into
  the new `tractor.hilevel.open_service_mngr()` but with maintenance of
  the `Services` class-singleton for now.
- port `.service._daemon` usage to the new
  `ServiceMngr.start_service_ctx()` a rename from
  `.start_service_task()` which is now likely destined for the soon
  supported `tractor.trionics.TaskMngr` nursery extension.
- ref the new `ServiceMngr.an: ActorNursery` instance var name.

Other,
- always enable the `tractor.pause_from_sync()` support via `greenback`
  whenever `debug_mode` is set at `pikerd` init.
2025-02-17 14:57:52 -05:00
Nelson Torres 89724655b6 Updated tractor method name. 2025-02-17 14:57:52 -05:00
Tyler Goodlet 820db11444 More service-mngr clarity notes
Nothing changing functionally here just adding more `tractor`
operational notes, tips for debug tooling and typing fixes B)

Of particular note is adding further details about the reason we do not
need to call `Context.cancel()` inside the `finally:` block of
`.open_context_in_task()` thanks to `tractor`'s new and improved
inter-actor cancellation semantics Bo
2025-02-17 14:57:52 -05:00
Tyler Goodlet e9734a8adb Drop `.cancel_actor()` from `maybe_spawn_daemon()`
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!
2025-02-17 14:57:52 -05:00
Tyler Goodlet 957e0a7c1d Prep service mngr for move to `tractor.hilevel`
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).
2025-02-17 14:57:52 -05:00
9 changed files with 393 additions and 417 deletions

View File

@ -61,13 +61,12 @@ async def _setup_persistent_brokerd(
ctx: tractor.Context, ctx: tractor.Context,
brokername: str, brokername: str,
loglevel: str | None = None, loglevel: str | None = None,
debug_mode: bool = False,
) -> None: ) -> None:
''' '''
Allocate a actor-wide service nursery in `brokerd` such that Allocate a actor-wide service nursery in ``brokerd``
feeds can be run in the background persistently by the broker such that feeds can be run in the background persistently by
backend as needed. the broker backend as needed.
''' '''
# NOTE: we only need to setup logging once (and only) here # NOTE: we only need to setup logging once (and only) here
@ -88,18 +87,6 @@ async def _setup_persistent_brokerd(
from piker.data import feed from piker.data import feed
assert not feed._bus assert not feed._bus
if (
debug_mode
and
tractor.current_actor().is_infected_aio()
):
# NOTE, whenever running `asyncio` in provider's actor
# runtime be sure we enabled `breakpoint()` support
# for non-`trio.Task` usage.
from tractor.devx._debug import maybe_init_greenback
await maybe_init_greenback()
# breakpoint() # XXX, SHOULD WORK from `trio.Task`!
# allocate a nursery to the bus for spawning background # allocate a nursery to the bus for spawning background
# tasks to service client IPC requests, normally # tasks to service client IPC requests, normally
# `tractor.Context` connections to explicitly required # `tractor.Context` connections to explicitly required
@ -159,21 +146,18 @@ def broker_init(
above. above.
''' '''
brokermod: ModuleType = get_brokermod(brokername) from ..brokers import get_brokermod
brokermod = get_brokermod(brokername)
modpath: str = brokermod.__name__ modpath: str = brokermod.__name__
spawn_kws: dict = getattr(
start_actor_kwargs['name'] = f'brokerd.{brokername}'
start_actor_kwargs.update(
getattr(
brokermod, brokermod,
'_spawn_kwargs', '_spawn_kwargs',
{}, {},
) )
# ^^ NOTE, here we pull any runtime parameters specific )
# to spawning the sub-actor for the backend. For ex.
# both `ib` and `deribit` rely on,
# `'infect_asyncio': True,` since they both
# use `tractor`'s "infected `asyncio` mode"
# for their libs but you could also do something like
# `'debug_mode: True` which would be like passing
# `--pdb` for just that provider backend.
# XXX TODO: make this not so hacky/monkeypatched.. # XXX TODO: make this not so hacky/monkeypatched..
# -> we need a sane way to configure the logging level for all # -> we need a sane way to configure the logging level for all
@ -183,7 +167,8 @@ def broker_init(
# lookup actor-enabled modules declared by the backend offering the # lookup actor-enabled modules declared by the backend offering the
# `brokerd` endpoint(s). # `brokerd` endpoint(s).
enabled: list[str] = [ enabled: list[str]
enabled = start_actor_kwargs['enable_modules'] = [
__name__, # so that eps from THIS mod can be invoked __name__, # so that eps from THIS mod can be invoked
modpath, modpath,
] ]
@ -195,13 +180,9 @@ def broker_init(
subpath: str = f'{modpath}.{submodname}' subpath: str = f'{modpath}.{submodname}'
enabled.append(subpath) enabled.append(subpath)
datad_kwargs: dict = {
'name': f'brokerd.{brokername}',
'enable_modules': enabled,
}
return ( return (
brokermod, brokermod,
start_actor_kwargs | datad_kwargs | spawn_kws, # to `ActorNursery.start_actor()` start_actor_kwargs, # to `ActorNursery.start_actor()`
# XXX see impl above; contains all (actor global) # XXX see impl above; contains all (actor global)
# setup/teardown expected in all `brokerd` actor instances. # setup/teardown expected in all `brokerd` actor instances.
@ -234,6 +215,10 @@ async def spawn_brokerd(
**tractor_kwargs, **tractor_kwargs,
) )
brokermod = get_brokermod(brokername)
extra_tractor_kwargs = getattr(brokermod, '_spawn_kwargs', {})
tractor_kwargs.update(extra_tractor_kwargs)
# ask `pikerd` to spawn a new sub-actor and manage it under its # ask `pikerd` to spawn a new sub-actor and manage it under its
# actor nursery # actor nursery
from piker.service import ( from piker.service import (
@ -251,12 +236,8 @@ async def spawn_brokerd(
# passed to daemon_fixture_ep(**kwargs) # passed to daemon_fixture_ep(**kwargs)
brokername=brokername, brokername=brokername,
loglevel=loglevel, loglevel=loglevel,
debug_mode=mngr.debug_mode,
), ),
debug_mode=mngr.debug_mode, debug_mode=mngr.debug_mode,
# ^TODO, allow overriding this per-daemon from client side?
# |_ it's already supported in `tractor` so..
loglevel=loglevel, loglevel=loglevel,
enable_modules=( enable_modules=(
_data_mods _data_mods

View File

@ -97,12 +97,6 @@ class Sampler:
# history loading. # history loading.
incr_task_cs: trio.CancelScope | None = None incr_task_cs: trio.CancelScope | None = None
bcast_errors: tuple[Exception] = (
trio.BrokenResourceError,
trio.ClosedResourceError,
trio.EndOfChannel,
)
# holds all the ``tractor.Context`` remote subscriptions for # holds all the ``tractor.Context`` remote subscriptions for
# a particular sample period increment event: all subscribers are # a particular sample period increment event: all subscribers are
# notified on a step. # notified on a step.
@ -266,15 +260,14 @@ class Sampler:
subs: set subs: set
last_ts, subs = pair last_ts, subs = pair
# NOTE, for debugging pub-sub issues task = trio.lowlevel.current_task()
# task = trio.lowlevel.current_task() log.debug(
# log.debug( f'SUBS {self.subscribers}\n'
# f'AlL-SUBS@{period_s!r}: {self.subscribers}\n' f'PAIR {pair}\n'
# f'PAIR: {pair}\n' f'TASK: {task}: {id(task)}\n'
# f'TASK: {task}: {id(task)}\n' f'broadcasting {period_s} -> {last_ts}\n'
# f'broadcasting {period_s} -> {last_ts}\n'
# f'consumers: {subs}' # f'consumers: {subs}'
# ) )
borked: set[MsgStream] = set() borked: set[MsgStream] = set()
sent: set[MsgStream] = set() sent: set[MsgStream] = set()
while True: while True:
@ -291,11 +284,12 @@ class Sampler:
await stream.send(msg) await stream.send(msg)
sent.add(stream) sent.add(stream)
except self.bcast_errors as err: except (
trio.BrokenResourceError,
trio.ClosedResourceError
):
log.error( log.error(
f'Connection dropped for IPC ctx\n' f'{stream._ctx.chan.uid} dropped connection'
f'{stream._ctx}\n\n'
f'Due to {type(err)}'
) )
borked.add(stream) borked.add(stream)
else: else:
@ -405,8 +399,7 @@ async def register_with_sampler(
finally: finally:
if ( if (
sub_for_broadcasts sub_for_broadcasts
and and subs
subs
): ):
try: try:
subs.remove(stream) subs.remove(stream)
@ -582,7 +575,8 @@ async def open_sample_stream(
async def sample_and_broadcast( async def sample_and_broadcast(
bus: _FeedsBus,
bus: _FeedsBus, # noqa
rt_shm: ShmArray, rt_shm: ShmArray,
hist_shm: ShmArray, hist_shm: ShmArray,
quote_stream: trio.abc.ReceiveChannel, quote_stream: trio.abc.ReceiveChannel,
@ -602,33 +596,11 @@ async def sample_and_broadcast(
overruns = Counter() overruns = Counter()
# NOTE, only used for debugging live-data-feed issues, though
# this should be resolved more correctly in the future using the
# new typed-msgspec feats of `tractor`!
#
# XXX, a multiline nested `dict` formatter (since rn quote-msgs
# are just that).
# pfmt: Callable[[str], str] = mk_repr()
# iterate stream delivered by broker # iterate stream delivered by broker
async for quotes in quote_stream: async for quotes in quote_stream:
# print(quotes) # print(quotes)
# XXX WARNING XXX only enable for debugging bc ow can cost # TODO: ``numba`` this!
# ALOT of perf with HF-feedz!!!
#
# log.info(
# 'Rx live quotes:\n'
# f'{pfmt(quotes)}'
# )
# TODO,
# -[ ] `numba` or `cython`-nize this loop possibly?
# |_alternatively could we do it in rust somehow by upacking
# arrow msgs instead of using `msgspec`?
# -[ ] use `msgspec.Struct` support in new typed-msging from
# `tractor` to ensure only allowed msgs are transmitted?
#
for broker_symbol, quote in quotes.items(): for broker_symbol, quote in quotes.items():
# TODO: in theory you can send the IPC msg *before* writing # TODO: in theory you can send the IPC msg *before* writing
# to the sharedmem array to decrease latency, however, that # to the sharedmem array to decrease latency, however, that
@ -701,21 +673,6 @@ async def sample_and_broadcast(
sub_key: str = broker_symbol.lower() sub_key: str = broker_symbol.lower()
subs: set[Sub] = bus.get_subs(sub_key) subs: set[Sub] = bus.get_subs(sub_key)
# TODO, figure out how to make this useful whilst
# incoporating feed "pausing" ..
#
# if not subs:
# all_bs_fqmes: list[str] = list(
# bus._subscribers.keys()
# )
# log.warning(
# f'No subscribers for {brokername!r} live-quote ??\n'
# f'broker_symbol: {broker_symbol}\n\n'
# f'Maybe the backend-sys symbol does not match one of,\n'
# f'{pfmt(all_bs_fqmes)}\n'
# )
# NOTE: by default the broker backend doesn't append # NOTE: by default the broker backend doesn't append
# it's own "name" into the fqme schema (but maybe it # it's own "name" into the fqme schema (but maybe it
# should?) so we have to manually generate the correct # should?) so we have to manually generate the correct
@ -785,14 +742,18 @@ async def sample_and_broadcast(
if lags > 10: if lags > 10:
await tractor.pause() await tractor.pause()
except Sampler.bcast_errors as ipc_err: except (
trio.BrokenResourceError,
trio.ClosedResourceError,
trio.EndOfChannel,
):
ctx: Context = ipc._ctx ctx: Context = ipc._ctx
chan: Channel = ctx.chan chan: Channel = ctx.chan
if ctx: if ctx:
log.warning( log.warning(
f'Dropped `brokerd`-feed for {broker_symbol!r} due to,\n' 'Dropped `brokerd`-quotes-feed connection:\n'
f'x>) {ctx.cid}@{chan.uid}' f'{broker_symbol}:'
f'|_{ipc_err!r}\n\n' f'{ctx.cid}@{chan.uid}'
) )
if sub.throttle_rate: if sub.throttle_rate:
assert ipc._closed assert ipc._closed
@ -809,11 +770,12 @@ async def sample_and_broadcast(
async def uniform_rate_send( async def uniform_rate_send(
rate: float, rate: float,
quote_stream: trio.abc.ReceiveChannel, quote_stream: trio.abc.ReceiveChannel,
stream: MsgStream, stream: MsgStream,
task_status: TaskStatus[None] = trio.TASK_STATUS_IGNORED, task_status: TaskStatus = trio.TASK_STATUS_IGNORED,
) -> None: ) -> None:
''' '''
@ -831,16 +793,13 @@ async def uniform_rate_send(
https://gist.github.com/njsmith/7ea44ec07e901cb78ebe1dd8dd846cb9 https://gist.github.com/njsmith/7ea44ec07e901cb78ebe1dd8dd846cb9
''' '''
# ?TODO? dynamically compute the **actual** approx overhead latency per cycle # TODO: compute the approx overhead latency per cycle
# instead of this magic # bidinezz? left_to_sleep = throttle_period = 1/rate - 0.000616
throttle_period: float = 1/rate - 0.000616
left_to_sleep: float = throttle_period
# send cycle state # send cycle state
first_quote: dict|None
first_quote = last_quote = None first_quote = last_quote = None
last_send: float = time.time() last_send = time.time()
diff: float = 0 diff = 0
task_status.started() task_status.started()
ticks_by_type: dict[ ticks_by_type: dict[
@ -851,28 +810,22 @@ async def uniform_rate_send(
clear_types = _tick_groups['clears'] clear_types = _tick_groups['clears']
while True: while True:
# compute the remaining time to sleep for this throttled cycle # compute the remaining time to sleep for this throttled cycle
left_to_sleep: float = throttle_period - diff left_to_sleep = throttle_period - diff
if left_to_sleep > 0: if left_to_sleep > 0:
cs: trio.CancelScope
with trio.move_on_after(left_to_sleep) as cs: with trio.move_on_after(left_to_sleep) as cs:
sym: str
last_quote: dict
try: try:
sym, last_quote = await quote_stream.receive() sym, last_quote = await quote_stream.receive()
except trio.EndOfChannel: except trio.EndOfChannel:
log.exception( log.exception(f"feed for {stream} ended?")
f'Live stream for feed for ended?\n'
f'<=c\n'
f' |_[{stream!r}\n'
)
break break
diff: float = time.time() - last_send diff = time.time() - last_send
if not first_quote: if not first_quote:
first_quote: float = last_quote first_quote = last_quote
# first_quote['tbt'] = ticks_by_type # first_quote['tbt'] = ticks_by_type
if (throttle_period - diff) > 0: if (throttle_period - diff) > 0:
@ -933,9 +886,7 @@ async def uniform_rate_send(
# TODO: now if only we could sync this to the display # TODO: now if only we could sync this to the display
# rate timing exactly lul # rate timing exactly lul
try: try:
await stream.send({ await stream.send({sym: first_quote})
sym: first_quote
})
except tractor.RemoteActorError as rme: except tractor.RemoteActorError as rme:
if rme.type is not tractor._exceptions.StreamOverrun: if rme.type is not tractor._exceptions.StreamOverrun:
raise raise
@ -946,28 +897,20 @@ async def uniform_rate_send(
f'{sym}:{ctx.cid}@{chan.uid}' f'{sym}:{ctx.cid}@{chan.uid}'
) )
# NOTE: any of these can be raised by `tractor`'s IPC except (
# NOTE: any of these can be raised by ``tractor``'s IPC
# transport-layer and we want to be highly resilient # transport-layer and we want to be highly resilient
# to consumers which crash or lose network connection. # to consumers which crash or lose network connection.
# I.e. we **DO NOT** want to crash and propagate up to # I.e. we **DO NOT** want to crash and propagate up to
# ``pikerd`` these kinds of errors! # ``pikerd`` these kinds of errors!
except ( trio.EndOfChannel,
trio.ClosedResourceError,
trio.BrokenResourceError,
ConnectionResetError, ConnectionResetError,
) + Sampler.bcast_errors as ipc_err: ):
match ipc_err:
case trio.EndOfChannel():
log.info(
f'{stream} terminated by peer,\n'
f'{ipc_err!r}'
)
case _:
# if the feed consumer goes down then drop # if the feed consumer goes down then drop
# out of this rate limiter # out of this rate limiter
log.warning( log.warning(f'{stream} closed')
f'{stream} closed due to,\n'
f'{ipc_err!r}'
)
await stream.aclose() await stream.aclose()
return return

View File

@ -273,7 +273,7 @@ async def _reconnect_forever(
nobsws._connected.set() nobsws._connected.set()
await trio.sleep_forever() await trio.sleep_forever()
except HandshakeError: except HandshakeError:
log.exception('Retrying connection') log.exception(f'Retrying connection')
# ws & nursery block ends # ws & nursery block ends
@ -359,8 +359,8 @@ async def open_autorecon_ws(
''' '''
JSONRPC response-request style machinery for transparent multiplexing JSONRPC response-request style machinery for transparent multiplexing of msgs
of msgs over a `NoBsWs`. over a NoBsWs.
''' '''
@ -377,82 +377,43 @@ async def open_jsonrpc_session(
url: str, url: str,
start_id: int = 0, start_id: int = 0,
response_type: type = JSONRPCResult, response_type: type = JSONRPCResult,
msg_recv_timeout: float = float('inf'), request_type: Optional[type] = None,
# ^NOTE, since only `deribit` is using this jsonrpc stuff atm request_hook: Optional[Callable] = None,
# and options mkts are generally "slow moving".. error_hook: Optional[Callable] = None,
#
# FURTHER if we break the underlying ws connection then since we
# don't pass a `fixture` to the task that manages `NoBsWs`, i.e.
# `_reconnect_forever()`, the jsonrpc "transport pipe" get's
# broken and never restored with wtv init sequence is required to
# re-establish a working req-resp session.
) -> Callable[[str, dict], dict]: ) -> Callable[[str, dict], dict]:
'''
Init a json-RPC-over-websocket connection to the provided `url`.
A `json_rpc: Callable[[str, dict], dict` is delivered to the
caller for sending requests and a bg-`trio.Task` handles
processing of response msgs including error reporting/raising in
the parent/caller task.
'''
# NOTE, store all request msgs so we can raise errors on the
# caller side!
req_msgs: dict[int, dict] = {}
async with ( async with (
trio.open_nursery() as tn, trio.open_nursery() as n,
open_autorecon_ws( open_autorecon_ws(url) as ws
url=url,
msg_recv_timeout=msg_recv_timeout,
) as ws
): ):
rpc_id: Iterable[int] = count(start_id) rpc_id: Iterable = count(start_id)
rpc_results: dict[int, dict] = {} rpc_results: dict[int, dict] = {}
async def json_rpc( async def json_rpc(method: str, params: dict) -> dict:
method: str,
params: dict,
) -> dict:
''' '''
perform a json rpc call and wait for the result, raise exception in perform a json rpc call and wait for the result, raise exception in
case of error field present on response case of error field present on response
''' '''
nonlocal req_msgs
req_id: int = next(rpc_id)
msg = { msg = {
'jsonrpc': '2.0', 'jsonrpc': '2.0',
'id': req_id, 'id': next(rpc_id),
'method': method, 'method': method,
'params': params 'params': params
} }
_id = msg['id'] _id = msg['id']
result = rpc_results[_id] = { rpc_results[_id] = {
'result': None, 'result': None,
'error': None, 'event': trio.Event()
'event': trio.Event(), # signal caller resp arrived
} }
req_msgs[_id] = msg
await ws.send_msg(msg) await ws.send_msg(msg)
# wait for reponse before unblocking requester code
await rpc_results[_id]['event'].wait() await rpc_results[_id]['event'].wait()
if (maybe_result := result['result']): ret = rpc_results[_id]['result']
ret = maybe_result
del rpc_results[_id]
else: del rpc_results[_id]
err = result['error']
raise Exception(
f'JSONRPC request failed\n'
f'req: {msg}\n'
f'resp: {err}\n'
)
if ret.error is not None: if ret.error is not None:
raise Exception(json.dumps(ret.error, indent=4)) raise Exception(json.dumps(ret.error, indent=4))
@ -467,7 +428,6 @@ async def open_jsonrpc_session(
the server side. the server side.
''' '''
nonlocal req_msgs
async for msg in ws: async for msg in ws:
match msg: match msg:
case { case {
@ -491,28 +451,19 @@ async def open_jsonrpc_session(
'params': _, 'params': _,
}: }:
log.debug(f'Recieved\n{msg}') log.debug(f'Recieved\n{msg}')
if request_hook:
await request_hook(request_type(**msg))
case { case {
'error': error 'error': error
}: }:
# retreive orig request msg, set error log.warning(f'Recieved\n{error}')
# response in original "result" msg, if error_hook:
# THEN FINALLY set the event to signal caller await error_hook(response_type(**msg))
# to raise the error in the parent task.
req_id: int = error['id']
req_msg: dict = req_msgs[req_id]
result: dict = rpc_results[req_id]
result['error'] = error
result['event'].set()
log.error(
f'JSONRPC request failed\n'
f'req: {req_msg}\n'
f'resp: {error}\n'
)
case _: case _:
log.warning(f'Unhandled JSON-RPC msg!?\n{msg}') log.warning(f'Unhandled JSON-RPC msg!?\n{msg}')
tn.start_soon(recv_task) n.start_soon(recv_task)
yield json_rpc yield json_rpc
tn.cancel_scope.cancel() n.cancel_scope.cancel()

View File

@ -19,10 +19,6 @@ Log like a forester!
""" """
import logging import logging
import json import json
import reprlib
from typing import (
Callable,
)
import tractor import tractor
from pygments import ( from pygments import (
@ -88,29 +84,3 @@ def colorize_json(
# likeable styles: algol_nu, tango, monokai # likeable styles: algol_nu, tango, monokai
formatters.TerminalTrueColorFormatter(style=style) formatters.TerminalTrueColorFormatter(style=style)
) )
# TODO, eventually defer to the version in `modden` once
# it becomes a dep!
def mk_repr(
**repr_kws,
) -> Callable[[str], str]:
'''
Allocate and deliver a `repr.Repr` instance with provided input
settings using the std-lib's `reprlib` mod,
* https://docs.python.org/3/library/reprlib.html
------ Ex. ------
An up to 6-layer-nested `dict` as multi-line:
- https://stackoverflow.com/a/79102479
- https://docs.python.org/3/library/reprlib.html#reprlib.Repr.maxlevel
'''
def_kws: dict[str, int] = dict(
indent=2,
maxlevel=6, # recursion levels
maxstring=66, # match editor line-len limit
)
def_kws |= repr_kws
reprr = reprlib.Repr(**def_kws)
return reprr.repr

View File

@ -386,8 +386,6 @@ def ldshm(
open_annot_ctl() as actl, open_annot_ctl() as actl,
): ):
shm_df: pl.DataFrame | None = None shm_df: pl.DataFrame | None = None
tf2aids: dict[float, dict] = {}
for ( for (
shmfile, shmfile,
shm, shm,
@ -528,17 +526,16 @@ def ldshm(
new_df, new_df,
step_gaps, step_gaps,
) )
# last chance manual overwrites in REPL # last chance manual overwrites in REPL
# await tractor.pause() await tractor.pause()
assert aids assert aids
tf2aids[period_s] = aids
else: else:
# allow interaction even when no ts problems. # allow interaction even when no ts problems.
assert not diff
await tractor.pause() await tractor.pause()
log.info('Exiting TSP shm anal-izer!') # assert not diff
if shm_df is None: if shm_df is None:
log.error( log.error(

View File

@ -161,13 +161,7 @@ class NativeStorageClient:
def index_files(self): def index_files(self):
for path in self._datadir.iterdir(): for path in self._datadir.iterdir():
if ( if path.name in {'borked', 'expired',}:
path.is_dir()
or
'.parquet' not in str(path)
# or
# path.name in {'borked', 'expired',}
):
continue continue
key: str = path.name.rstrip('.parquet') key: str = path.name.rstrip('.parquet')

View File

@ -44,10 +44,8 @@ import trio
from trio_typing import TaskStatus from trio_typing import TaskStatus
import tractor import tractor
from pendulum import ( from pendulum import (
Interval,
DateTime, DateTime,
Duration, Duration,
duration as mk_duration,
from_timestamp, from_timestamp,
) )
import numpy as np import numpy as np
@ -216,8 +214,7 @@ async def maybe_fill_null_segments(
# pair, immediately stop backfilling? # pair, immediately stop backfilling?
if ( if (
start_dt start_dt
and and end_dt < start_dt
end_dt < start_dt
): ):
await tractor.pause() await tractor.pause()
break break
@ -265,7 +262,6 @@ async def maybe_fill_null_segments(
except tractor.ContextCancelled: except tractor.ContextCancelled:
# log.exception # log.exception
await tractor.pause() await tractor.pause()
raise
null_segs_detected.set() null_segs_detected.set()
# RECHECK for more null-gaps # RECHECK for more null-gaps
@ -353,7 +349,7 @@ async def maybe_fill_null_segments(
async def start_backfill( async def start_backfill(
get_hist, get_hist,
def_frame_duration: Duration, frame_types: dict[str, Duration] | None,
mod: ModuleType, mod: ModuleType,
mkt: MktPair, mkt: MktPair,
shm: ShmArray, shm: ShmArray,
@ -383,23 +379,22 @@ async def start_backfill(
update_start_on_prepend: bool = False update_start_on_prepend: bool = False
if backfill_until_dt is None: if backfill_until_dt is None:
# TODO: per-provider default history-durations? # TODO: drop this right and just expose the backfill
# -[ ] inside the `open_history_client()` config allow # limits inside a [storage] section in conf.toml?
# declaring the history duration limits instead of # when no tsdb "last datum" is provided, we just load
# guessing and/or applying the same limits to all? # some near-term history.
# # periods = {
# -[ ] allow declaring (default) per-provider backfill # 1: {'days': 1},
# limits inside a [storage] sub-section in conf.toml? # 60: {'days': 14},
# # }
# NOTE, when no tsdb "last datum" is provided, we just
# load some near-term history by presuming a "decently # do a decently sized backfill and load it into storage.
# large" 60s duration limit and a much shorter 1s range.
periods = { periods = {
1: {'days': 2}, 1: {'days': 2},
60: {'years': 6}, 60: {'years': 6},
} }
period_duration: int = periods[timeframe] period_duration: int = periods[timeframe]
update_start_on_prepend: bool = True update_start_on_prepend = True
# NOTE: manually set the "latest" datetime which we intend to # NOTE: manually set the "latest" datetime which we intend to
# backfill history "until" so as to adhere to the history # backfill history "until" so as to adhere to the history
@ -421,6 +416,7 @@ async def start_backfill(
f'backfill_until_dt: {backfill_until_dt}\n' f'backfill_until_dt: {backfill_until_dt}\n'
f'last_start_dt: {last_start_dt}\n' f'last_start_dt: {last_start_dt}\n'
) )
try: try:
( (
array, array,
@ -430,114 +426,71 @@ async def start_backfill(
timeframe, timeframe,
end_dt=last_start_dt, end_dt=last_start_dt,
) )
except NoData as _daterr: except NoData as _daterr:
orig_last_start_dt: datetime = last_start_dt # 3 cases:
gap_report: str = ( # - frame in the middle of a legit venue gap
f'EMPTY FRAME for `end_dt: {last_start_dt}`?\n' # - history actually began at the `last_start_dt`
f'{mod.name} -> tf@fqme: {timeframe}@{mkt.fqme}\n' # - some other unknown error (ib blocking the
f'last_start_dt: {orig_last_start_dt}\n\n' # history bc they don't want you seeing how they
f'bf_until: {backfill_until_dt}\n' # cucked all the tinas..)
if dur := frame_types.get(timeframe):
# decrement by a frame's worth of duration and
# retry a few times.
last_start_dt.subtract(
seconds=dur.total_seconds()
) )
# EMPTY FRAME signal with 3 (likely) causes: log.warning(
# f'{mod.name} -> EMPTY FRAME for end_dt?\n'
# 1. range contains legit gap in venue history f'tf@fqme: {timeframe}@{mkt.fqme}\n'
# 2. history actually (edge case) **began** at the 'bf_until <- last_start_dt:\n'
# value `last_start_dt` f'{backfill_until_dt} <- {last_start_dt}\n'
# 3. some other unknown error (ib blocking the f'Decrementing `end_dt` by {dur} and retry..\n'
# history-query bc they don't want you seeing how
# they cucked all the tinas.. like with options
# hist)
#
if def_frame_duration:
# decrement by a duration's (frame) worth of time
# as maybe indicated by the backend to see if we
# can get older data before this possible
# "history gap".
last_start_dt: datetime = last_start_dt.subtract(
seconds=def_frame_duration.total_seconds()
) )
gap_report += (
f'Decrementing `end_dt` and retrying with,\n'
f'def_frame_duration: {def_frame_duration}\n'
f'(new) last_start_dt: {last_start_dt}\n'
)
log.warning(gap_report)
# skip writing to shm/tsdb and try the next
# duration's worth of prior history.
continue continue
else:
# await tractor.pause()
raise DataUnavailable(gap_report)
# broker says there never was or is no more history to pull # broker says there never was or is no more history to pull
except DataUnavailable as due: except DataUnavailable:
message: str = due.args[0]
log.warning( log.warning(
f'Provider {mod.name!r} halted backfill due to,\n\n' f'NO-MORE-DATA in range?\n'
f'`{mod.name}` halted history:\n'
f'{message}\n' f'tf@fqme: {timeframe}@{mkt.fqme}\n'
'bf_until <- last_start_dt:\n'
f'fqme: {mkt.fqme}\n' f'{backfill_until_dt} <- {last_start_dt}\n'
f'timeframe: {timeframe}\n'
f'last_start_dt: {last_start_dt}\n'
f'bf_until: {backfill_until_dt}\n'
) )
# UGH: what's a better way?
# TODO: backends are responsible for being correct on # ugh, what's a better way?
# this right!? # TODO: fwiw, we probably want a way to signal a throttle
# -[ ] in the `ib` case we could maybe offer some way # condition (eg. with ib) so that we can halt the
# to halt the request loop until the condition is # request loop until the condition is resolved?
# resolved or should the backend be entirely in if timeframe > 1:
# charge of solving such faults? yes, right? await tractor.pause()
return return
time: np.ndarray = array['time']
assert ( assert (
time[0] array['time'][0]
== ==
next_start_dt.timestamp() next_start_dt.timestamp()
) )
assert time[-1] == next_end_dt.timestamp() diff = last_start_dt - next_start_dt
frame_time_diff_s = diff.seconds
expected_dur: Interval = last_start_dt - next_start_dt
# frame's worth of sample-period-steps, in seconds # frame's worth of sample-period-steps, in seconds
frame_size_s: float = len(array) * timeframe frame_size_s: float = len(array) * timeframe
recv_frame_dur: Duration = ( expected_frame_size_s: float = frame_size_s + timeframe
from_timestamp(array[-1]['time']) if frame_time_diff_s > expected_frame_size_s:
-
from_timestamp(array[0]['time'])
)
if (
(lt_frame := (recv_frame_dur < expected_dur))
or
(null_frame := (frame_size_s == 0))
# ^XXX, should NEVER hit now!
):
# XXX: query result includes a start point prior to our # XXX: query result includes a start point prior to our
# expected "frame size" and thus is likely some kind of # expected "frame size" and thus is likely some kind of
# history gap (eg. market closed period, outage, etc.) # history gap (eg. market closed period, outage, etc.)
# so just report it to console for now. # so just report it to console for now.
if lt_frame:
reason = 'Possible GAP (or first-datum)'
else:
assert null_frame
reason = 'NULL-FRAME'
missing_dur: Interval = expected_dur.end - recv_frame_dur.end
log.warning( log.warning(
f'{timeframe}s-series {reason} detected!\n' 'GAP DETECTED:\n'
f'fqme: {mkt.fqme}\n' f'last_start_dt: {last_start_dt}\n'
f'last_start_dt: {last_start_dt}\n\n' f'diff: {diff}\n'
f'recv interval: {recv_frame_dur}\n' f'frame_time_diff_s: {frame_time_diff_s}\n'
f'expected interval: {expected_dur}\n\n'
f'Missing duration of history of {missing_dur.in_words()!r}\n'
f'{missing_dur}\n'
) )
# await tractor.pause()
to_push = diff_history( to_push = diff_history(
array, array,
@ -612,27 +565,22 @@ async def start_backfill(
# long-term storage. # long-term storage.
if ( if (
storage is not None storage is not None
and and write_tsdb
write_tsdb
): ):
log.info( log.info(
f'Writing {ln} frame to storage:\n' f'Writing {ln} frame to storage:\n'
f'{next_start_dt} -> {last_start_dt}' f'{next_start_dt} -> {last_start_dt}'
) )
# NOTE, always drop the src asset token for # always drop the src asset token for
# non-currency-pair like market types (for now) # non-currency-pair like market types (for now)
#
# THAT IS, for now our table key schema is NOT
# including the dst[/src] source asset token. SO,
# 'tsla.nasdaq.ib' over 'tsla/usd.nasdaq.ib' for
# historical reasons ONLY.
if mkt.dst.atype not in { if mkt.dst.atype not in {
'crypto', 'crypto',
'crypto_currency', 'crypto_currency',
'fiat', # a "forex pair" 'fiat', # a "forex pair"
'perpetual_future', # stupid "perps" from cex land
}: }:
# for now, our table key schema is not including
# the dst[/src] source asset token.
col_sym_key: str = mkt.get_fqme( col_sym_key: str = mkt.get_fqme(
delim_char='', delim_char='',
without_src=True, without_src=True,
@ -737,7 +685,7 @@ async def back_load_from_tsdb(
last_tsdb_dt last_tsdb_dt
and latest_start_dt and latest_start_dt
): ):
backfilled_size_s: Duration = ( backfilled_size_s = (
latest_start_dt - last_tsdb_dt latest_start_dt - last_tsdb_dt
).seconds ).seconds
# if the shm buffer len is not large enough to contain # if the shm buffer len is not large enough to contain
@ -960,8 +908,6 @@ async def tsdb_backfill(
f'{pformat(config)}\n' f'{pformat(config)}\n'
) )
# concurrently load the provider's most-recent-frame AND any
# pre-existing tsdb history already saved in `piker` storage.
dt_eps: list[DateTime, DateTime] = [] dt_eps: list[DateTime, DateTime] = []
async with trio.open_nursery() as tn: async with trio.open_nursery() as tn:
tn.start_soon( tn.start_soon(
@ -972,6 +918,7 @@ async def tsdb_backfill(
timeframe, timeframe,
config, config,
) )
tsdb_entry: tuple = await load_tsdb_hist( tsdb_entry: tuple = await load_tsdb_hist(
storage, storage,
mkt, mkt,
@ -1000,25 +947,6 @@ async def tsdb_backfill(
mr_end_dt, mr_end_dt,
) = dt_eps ) = dt_eps
first_frame_dur_s: Duration = (mr_end_dt - mr_start_dt).seconds
calced_frame_size: Duration = mk_duration(
seconds=first_frame_dur_s,
)
# NOTE, attempt to use the backend declared default frame
# sizing (as allowed by their time-series query APIs) and
# if not provided try to construct a default from the
# first frame received above.
def_frame_durs: dict[
int,
Duration,
]|None = config.get('frame_types', None)
if def_frame_durs:
def_frame_size: Duration = def_frame_durs[timeframe]
assert def_frame_size == calced_frame_size
else:
# use what we calced from first frame above.
def_frame_size = calced_frame_size
# NOTE: when there's no offline data, there's 2 cases: # NOTE: when there's no offline data, there's 2 cases:
# - data backend doesn't support timeframe/sample # - data backend doesn't support timeframe/sample
# period (in which case `dt_eps` should be `None` and # period (in which case `dt_eps` should be `None` and
@ -1049,7 +977,7 @@ async def tsdb_backfill(
partial( partial(
start_backfill, start_backfill,
get_hist=get_hist, get_hist=get_hist,
def_frame_duration=def_frame_size, frame_types=config.get('frame_types', None),
mod=mod, mod=mod,
mkt=mkt, mkt=mkt,
shm=shm, shm=shm,

View File

@ -616,18 +616,6 @@ def detect_price_gaps(
# ]) # ])
... ...
# TODO: probably just use the null_segs impl above?
def detect_vlm_gaps(
df: pl.DataFrame,
col: str = 'volume',
) -> pl.DataFrame:
vnull: pl.DataFrame = w_dts.filter(
pl.col(col) == 0
)
return vnull
def dedupe( def dedupe(
src_df: pl.DataFrame, src_df: pl.DataFrame,
@ -638,6 +626,7 @@ def dedupe(
) -> tuple[ ) -> tuple[
pl.DataFrame, # with dts pl.DataFrame, # with dts
pl.DataFrame, # gaps
pl.DataFrame, # with deduplicated dts (aka gap/repeat removal) pl.DataFrame, # with deduplicated dts (aka gap/repeat removal)
int, # len diff between input and deduped int, # len diff between input and deduped
]: ]:
@ -650,22 +639,19 @@ def dedupe(
''' '''
wdts: pl.DataFrame = with_dts(src_df) wdts: pl.DataFrame = with_dts(src_df)
deduped = wdts
# remove duplicated datetime samples/sections
deduped: pl.DataFrame = wdts.unique(
# subset=['dt'],
subset=['time'],
maintain_order=True,
)
# maybe sort on any time field # maybe sort on any time field
if sort: if sort:
deduped = deduped.sort(by='time') wdts = wdts.sort(by='time')
# TODO: detect out-of-order segments which were corrected! # TODO: detect out-of-order segments which were corrected!
# -[ ] report in log msg # -[ ] report in log msg
# -[ ] possibly return segment sections which were moved? # -[ ] possibly return segment sections which were moved?
# remove duplicated datetime samples/sections
deduped: pl.DataFrame = wdts.unique(
subset=['dt'],
maintain_order=True,
)
diff: int = ( diff: int = (
wdts.height wdts.height
- -

View File

@ -21,4 +21,230 @@ Extensions to built-in or (heavily used but 3rd party) friend-lib
types. types.
''' '''
from tractor.msg import Struct as Struct from __future__ import annotations
from collections import UserList
from pprint import (
saferepr,
)
from typing import Any
from msgspec import (
msgpack,
Struct as _Struct,
structs,
)
class DiffDump(UserList):
'''
Very simple list delegator that repr() dumps (presumed) tuple
elements of the form `tuple[str, Any, Any]` in a nice
multi-line readable form for analyzing `Struct` diffs.
'''
def __repr__(self) -> str:
if not len(self):
return super().__repr__()
# format by displaying item pair's ``repr()`` on multiple,
# indented lines such that they are more easily visually
# comparable when printed to console when printed to
# console.
repstr: str = '[\n'
for k, left, right in self:
repstr += (
f'({k},\n'
f'\t{repr(left)},\n'
f'\t{repr(right)},\n'
')\n'
)
repstr += ']\n'
return repstr
class Struct(
_Struct,
# https://jcristharif.com/msgspec/structs.html#tagged-unions
# tag='pikerstruct',
# tag=True,
):
'''
A "human friendlier" (aka repl buddy) struct subtype.
'''
def _sin_props(self) -> Iterator[
tuple[
structs.FieldIinfo,
str,
Any,
]
]:
'''
Iterate over all non-@property fields of this struct.
'''
fi: structs.FieldInfo
for fi in structs.fields(self):
key: str = fi.name
val: Any = getattr(self, key)
yield fi, key, val
def to_dict(
self,
include_non_members: bool = True,
) -> dict:
'''
Like it sounds.. direct delegation to:
https://jcristharif.com/msgspec/api.html#msgspec.structs.asdict
BUT, by default we pop all non-member (aka not defined as
struct fields) fields by default.
'''
asdict: dict = structs.asdict(self)
if include_non_members:
return asdict
# only return a dict of the struct members
# which were provided as input, NOT anything
# added as type-defined `@property` methods!
sin_props: dict = {}
fi: structs.FieldInfo
for fi, k, v in self._sin_props():
sin_props[k] = asdict[k]
return sin_props
def pformat(
self,
field_indent: int = 2,
indent: int = 0,
) -> str:
'''
Recursion-safe `pprint.pformat()` style formatting of
a `msgspec.Struct` for sane reading by a human using a REPL.
'''
# global whitespace indent
ws: str = ' '*indent
# field whitespace indent
field_ws: str = ' '*(field_indent + indent)
# qtn: str = ws + self.__class__.__qualname__
qtn: str = self.__class__.__qualname__
obj_str: str = '' # accumulator
fi: structs.FieldInfo
k: str
v: Any
for fi, k, v in self._sin_props():
# TODO: how can we prefer `Literal['option1', 'option2,
# ..]` over .__name__ == `Literal` but still get only the
# latter for simple types like `str | int | None` etc..?
ft: type = fi.type
typ_name: str = getattr(ft, '__name__', str(ft))
# recurse to get sub-struct's `.pformat()` output Bo
if isinstance(v, Struct):
val_str: str = v.pformat(
indent=field_indent + indent,
field_indent=indent + field_indent,
)
else: # the `pprint` recursion-safe format:
# https://docs.python.org/3.11/library/pprint.html#pprint.saferepr
val_str: str = saferepr(v)
obj_str += (field_ws + f'{k}: {typ_name} = {val_str},\n')
return (
f'{qtn}(\n'
f'{obj_str}'
f'{ws})'
)
# TODO: use a pprint.PrettyPrinter instance around ONLY rendering
# inside a known tty?
# def __repr__(self) -> str:
# ...
# __str__ = __repr__ = pformat
__repr__ = pformat
def copy(
self,
update: dict | None = None,
) -> Struct:
'''
Validate-typecast all self defined fields, return a copy of
us with all such fields.
NOTE: This is kinda like the default behaviour in
`pydantic.BaseModel` except a copy of the object is
returned making it compat with `frozen=True`.
'''
if update:
for k, v in update.items():
setattr(self, k, v)
# NOTE: roundtrip serialize to validate
# - enode to msgpack binary format,
# - decode that back to a struct.
return msgpack.Decoder(type=type(self)).decode(
msgpack.Encoder().encode(self)
)
def typecast(
self,
# TODO: allow only casting a named subset?
# fields: set[str] | None = None,
) -> None:
'''
Cast all fields using their declared type annotations
(kinda like what `pydantic` does by default).
NOTE: this of course won't work on frozen types, use
``.copy()`` above in such cases.
'''
# https://jcristharif.com/msgspec/api.html#msgspec.structs.fields
fi: structs.FieldInfo
for fi in structs.fields(self):
setattr(
self,
fi.name,
fi.type(getattr(self, fi.name)),
)
def __sub__(
self,
other: Struct,
) -> DiffDump[tuple[str, Any, Any]]:
'''
Compare fields/items key-wise and return a ``DiffDump``
for easy visual REPL comparison B)
'''
diffs: DiffDump[tuple[str, Any, Any]] = DiffDump()
for fi in structs.fields(self):
attr_name: str = fi.name
ours: Any = getattr(self, attr_name)
theirs: Any = getattr(other, attr_name)
if ours != theirs:
diffs.append((
attr_name,
ours,
theirs,
))
return diffs