Add some type annots around pp msg handling

piker/_cacheables.py

@@ -18,30 +18,18 @@
 Cacheing apis and toolz.
 
 """
-# further examples of interest:
-# https://gist.github.com/njsmith/cf6fc0a97f53865f2c671659c88c1798#file-cache-py-L8
 
 from collections import OrderedDict
-from typing import (
-    Any,
-    Hashable,
-    Optional,
-    TypeVar,
-    AsyncContextManager,
-)
 from contextlib import (
     asynccontextmanager,
 )
 
-import trio
-from trio_typing import TaskStatus
-import tractor
+from tractor.trionics import maybe_open_context
 
 from .brokers import get_brokermod
 from .log import get_logger
 
 
-T = TypeVar('T')
 log = get_logger(__name__)
 
 
@@ -74,112 +62,6 @@ def async_lifo_cache(maxsize=128):
     return decorator
 
 
-_cache: dict[str, 'Client'] = {}  # noqa
-
-
-class cache:
-    '''Globally (processs wide) cached, task access to a
-    kept-alive-while-in-use async resource.
-
-    '''
-    lock = trio.Lock()
-    users: int = 0
-    values: dict[Any,  Any] = {}
-    resources: dict[
-        int,
-        Optional[tuple[trio.Nursery, trio.Event]]
-    ] = {}
-    no_more_users: Optional[trio.Event] = None
-
-    @classmethod
-    async def run_ctx(
-        cls,
-        mng,
-        key,
-        task_status: TaskStatus[T] = trio.TASK_STATUS_IGNORED,
-
-    ) -> None:
-        async with mng as value:
-
-            _, no_more_users = cls.resources[id(mng)]
-            cls.values[key] = value
-            task_status.started(value)
-            try:
-                await no_more_users.wait()
-            finally:
-                value = cls.values.pop(key)
-                # discard nursery ref so it won't be re-used (an error)
-                cls.resources.pop(id(mng))
-
-
-@asynccontextmanager
-async def maybe_open_ctx(
-
-    key: Hashable,
-    mngr: AsyncContextManager[T],
-
-) -> (bool, T):
-    '''Maybe open a context manager if there is not already a cached
-    version for the provided ``key``. Return the cached instance on
-    a cache hit.
-
-    '''
-
-    await cache.lock.acquire()
-
-    ctx_key = id(mngr)
-
-    value = None
-    try:
-        # lock feed acquisition around task racing  / ``trio``'s
-        # scheduler protocol
-        value = cache.values[key]
-        log.info(f'Reusing cached resource for {key}')
-        cache.users += 1
-        cache.lock.release()
-        yield True, value
-
-    except KeyError:
-        log.info(f'Allocating new resource for {key}')
-
-        # **critical section** that should prevent other tasks from
-        # checking the cache until complete otherwise the scheduler
-        # may switch and by accident we create more then one feed.
-
-        # TODO: avoid pulling from ``tractor`` internals and
-        # instead offer a "root nursery" in piker actors?
-        service_n = tractor.current_actor()._service_n
-
-        # TODO: does this need to be a tractor "root nursery"?
-        ln = cache.resources.get(ctx_key)
-        assert not ln
-
-        ln, _ = cache.resources[ctx_key] = (service_n, trio.Event())
-
-        value = await ln.start(cache.run_ctx, mngr, key)
-        cache.users += 1
-        cache.lock.release()
-
-        yield False, value
-
-    finally:
-        cache.users -= 1
-
-        if cache.lock.locked():
-            cache.lock.release()
-
-        if value is not None:
-            # if no more consumers, teardown the client
-            if cache.users <= 0:
-                log.warning(f'De-allocating resource for {key}')
-
-                # terminate mngr nursery
-                entry = cache.resources.get(ctx_key)
-                if entry:
-                    _, no_more_users = entry
-                    no_more_users.set()
-
-
 @asynccontextmanager
 async def open_cached_client(
     brokername: str,
@@ -190,7 +72,7 @@ async def open_cached_client(
 
     '''
     brokermod = get_brokermod(brokername)
-    async with maybe_open_ctx(
+    async with maybe_open_context(
         key=brokername,
         mngr=brokermod.get_client(),
     ) as (cache_hit, client):

piker/_profile.py

@@ -21,7 +21,7 @@ Profiling wrappers for internal libs.
 import time
 from functools import wraps
 
-_pg_profile: bool = False
+_pg_profile: bool = True
 
 
 def pg_profile_enabled() -> bool:

piker/brokers/binance.py

@@ -19,7 +19,7 @@ Binance backend
 
 """
 from contextlib import asynccontextmanager
-from typing import List, Dict, Any, Tuple, Union, Optional
+from typing import List, Dict, Any, Tuple, Union, Optional, AsyncGenerator
 import time
 
 import trio
@@ -37,7 +37,7 @@ from .._cacheables import open_cached_client
 from ._util import resproc, SymbolNotFound
 from ..log import get_logger, get_console_log
 from ..data import ShmArray
-from ..data._web_bs import open_autorecon_ws
+from ..data._web_bs import open_autorecon_ws, NoBsWs
 
 log = get_logger(__name__)
 
@@ -295,7 +295,7 @@ class AggTrade(BaseModel):
     M: bool  # Ignore
 
 
-async def stream_messages(ws):
+async def stream_messages(ws: NoBsWs) -> AsyncGenerator[NoBsWs, dict]:
 
     timeouts = 0
     while True:
@@ -487,11 +487,20 @@ async def stream_quotes(
             # signal to caller feed is ready for consumption
             feed_is_live.set()
 
+            # import time
+            # last = time.time()
+
             # start streaming
             async for typ, msg in msg_gen:
 
+                # period = time.time() - last
+                # hz = 1/period if period else float('inf')
+                # if hz > 60:
+                #     log.info(f'Binance quotez : {hz}')
+
                 topic = msg['symbol'].lower()
                 await send_chan.send({topic: msg})
+                # last = time.time()
 
 
 @tractor.context

piker/clearing/_ems.py

@@ -20,6 +20,7 @@ In da suit parlances: "Execution management systems"
 """
 from contextlib import asynccontextmanager
 from dataclasses import dataclass, field
+from math import isnan
 from pprint import pformat
 import time
 from typing import AsyncIterator, Callable
@@ -47,9 +48,11 @@ log = get_logger(__name__)
 
 # TODO: numba all of this
 def mk_check(
+
     trigger_price: float,
     known_last: float,
     action: str,
+
 ) -> Callable[[float, float], bool]:
     """Create a predicate for given ``exec_price`` based on last known
     price, ``known_last``.
@@ -77,8 +80,7 @@ def mk_check(
 
         return check_lt
 
-    else:
-        return None
+    raise ValueError('trigger: {trigger_price}, last: {known_last}')
 
 
 @dataclass
@@ -177,7 +179,15 @@ async def clear_dark_triggers(
                     tuple(execs.items())
                 ):
 
-                    if not pred or (ttype not in tf) or (not pred(price)):
+                    if (
+                        not pred or
+                        ttype not in tf or
+                        not pred(price)
+                    ):
+                        log.debug(
+                            f'skipping quote for {sym} '
+                            f'{pred}, {ttype} not in {tf}?, {pred(price)}'
+                        )
                         # majority of iterations will be non-matches
                         continue
 
@@ -269,7 +279,7 @@ class TradesRelay:
     positions: dict[str, dict[str, BrokerdPosition]]
 
     # allowed account names
-    accounts: set[str]
+    accounts: tuple[str]
 
     # count of connected ems clients for this ``brokerd``
     consumers: int = 0
@@ -414,6 +424,9 @@ async def open_brokerd_trades_dialogue(
             )
 
         try:
+            positions: list[BrokerdPosition]
+            accounts: tuple[str]
+
             async with (
                 open_trades_endpoint as (brokerd_ctx, (positions, accounts,)),
                 brokerd_ctx.open_stream() as brokerd_trades_stream,
@@ -449,7 +462,7 @@ async def open_brokerd_trades_dialogue(
                 relay = TradesRelay(
                     brokerd_dialogue=brokerd_trades_stream,
                     positions=pps,
-                    accounts=set(accounts),
+                    accounts=accounts,
                     consumers=1,
                 )
 
@@ -1002,7 +1015,8 @@ async def _emsd_main(
         first_quote = feed.first_quotes[symbol]
 
         book = _router.get_dark_book(broker)
-        book.lasts[(broker, symbol)] = first_quote['last']
+        last = book.lasts[(broker, symbol)] = first_quote['last']
+        assert not isnan(last)  # ib is a cucker but we've fixed it in the backend
 
         # open a stream with the brokerd backend for order
         # flow dialogue

piker/data/_sampling.py

@@ -172,7 +172,6 @@ async def sample_and_broadcast(
 
     # iterate stream delivered by broker
     async for quotes in quote_stream:
-
         # TODO: ``numba`` this!
         for sym, quote in quotes.items():
 
@@ -185,8 +184,12 @@ async def sample_and_broadcast(
 
             # start writing the shm buffer with appropriate
             # trade data
-            for tick in quote['ticks']:
 
+            # TODO: we should probably not write every single
+            # value to an OHLC sample stream XD
+            # for a tick stream sure.. but this is excessive..
+            ticks = quote['ticks']
+            for tick in ticks:
                 ticktype = tick['type']
 
                 # write trade events to shm last OHLC sample
@@ -258,7 +261,8 @@ async def sample_and_broadcast(
 
                 except (
                     trio.BrokenResourceError,
-                    trio.ClosedResourceError
+                    trio.ClosedResourceError,
+                    trio.EndOfChannel,
                 ):
                     # XXX: do we need to deregister here
                     # if it's done in the fee bus code?
@@ -268,6 +272,10 @@ async def sample_and_broadcast(
                         f'{stream._ctx.chan.uid} dropped  '
                         '`brokerd`-quotes-feed connection'
                     )
+                    if tick_throttle:
+                        assert stream.closed()
+                        # await stream.aclose()
+
                     subs.remove((stream, tick_throttle))
 
 
@@ -283,12 +291,8 @@ async def uniform_rate_send(
 
 ) -> None:
 
-    sleep_period = 1/rate - 0.000616
+    sleep_period = 1/rate - 0.0001  # 100us
     last_send = time.time()
-    aname = stream._ctx.chan.uid[0]
-    fsp = False
-    if 'fsp' in aname:
-        fsp = True
 
     while True:
 
@@ -308,20 +312,33 @@ async def uniform_rate_send(
                 sym, next_quote = quote_stream.receive_nowait()
                 ticks = next_quote.get('ticks')
 
+                # XXX: idea for frame type data structure we could use on the
+                # wire instead of a simple list?
+                # frames = {
+                #     'index': ['type_a', 'type_c', 'type_n', 'type_n'],
+
+                #     'type_a': [tick0, tick1, tick2, .., tickn],
+                #     'type_b': [tick0, tick1, tick2, .., tickn],
+                #     'type_c': [tick0, tick1, tick2, .., tickn],
+                #     ...
+                #     'type_n': [tick0, tick1, tick2, .., tickn],
+                # }
                 if ticks:
                     first_quote['ticks'].extend(ticks)
 
             except trio.WouldBlock:
                 now = time.time()
                 rate = 1 / (now - last_send)
-                last_send = now
 
-                # log.info(f'{rate} Hz sending quotes')  # \n{first_quote}')
+                log.debug(
+                    f'`{sym}` throttled send hz: {round(rate, ndigits=1)}'
+                )
 
                 # TODO: now if only we could sync this to the display
                 # rate timing exactly lul
                 try:
                     await stream.send({sym: first_quote})
+                    last_send = now
                     break
                 except trio.ClosedResourceError:
                     # if the feed consumer goes down then drop

piker/data/_sharedmem.py

@@ -395,6 +395,7 @@ def open_shm_array(
 
     # "unlink" created shm on process teardown by
     # pushing teardown calls onto actor context stack
+
     tractor._actor._lifetime_stack.callback(shmarr.close)
     tractor._actor._lifetime_stack.callback(shmarr.destroy)
 

piker/data/_source.py

@@ -133,9 +133,11 @@ def mk_symbol(
 
 
 def from_df(
+
     df: pd.DataFrame,
     source=None,
     default_tf=None
+
 ) -> np.recarray:
     """Convert OHLC formatted ``pandas.DataFrame`` to ``numpy.recarray``.
 

piker/data/_web_bs.py

@@ -20,7 +20,7 @@ ToOlS fOr CoPInG wITh "tHE wEB" protocols.
 """
 from contextlib import asynccontextmanager, AsyncExitStack
 from types import ModuleType
-from typing import Any, Callable
+from typing import Any, Callable, AsyncGenerator
 import json
 
 import trio
@@ -127,7 +127,7 @@ async def open_autorecon_ws(
 
     # TODO: proper type annot smh
     fixture: Callable,
-):
+) -> AsyncGenerator[tuple[...],  NoBsWs]:
     """Apparently we can QoS for all sorts of reasons..so catch em.
 
     """

piker/data/feed.py

@@ -34,11 +34,10 @@ import trio
 from trio.abc import ReceiveChannel
 from trio_typing import TaskStatus
 import tractor
-# from tractor import _broadcast
 from pydantic import BaseModel
 
 from ..brokers import get_brokermod
-from .._cacheables import maybe_open_ctx
+from .._cacheables import maybe_open_context
 from ..log import get_logger, get_console_log
 from .._daemon import (
     maybe_spawn_brokerd,
@@ -247,7 +246,7 @@ async def allocate_persistent_feed(
 
 
 @tractor.context
-async def attach_feed_bus(
+async def open_feed_bus(
 
     ctx: tractor.Context,
     brokername: str,
@@ -364,7 +363,7 @@ async def open_sample_step_stream(
     # XXX: this should be singleton on a host,
     # a lone broker-daemon per provider should be
     # created for all practical purposes
-    async with maybe_open_ctx(
+    async with maybe_open_context(
         key=delay_s,
         mngr=portal.open_stream_from(
             iter_ohlc_periods,
@@ -507,7 +506,7 @@ async def open_feed(
 
         portal.open_context(
 
-            attach_feed_bus,
+            open_feed_bus,
             brokername=brokername,
             symbol=sym,
             loglevel=loglevel,
@@ -586,7 +585,7 @@ async def maybe_open_feed(
     '''
     sym = symbols[0].lower()
 
-    async with maybe_open_ctx(
+    async with maybe_open_context(
         key=(brokername, sym),
         mngr=open_feed(
             brokername,

piker/ui/_display.py

@@ -35,7 +35,7 @@ import tractor
 import trio
 
 from .. import brokers
-from .._cacheables import maybe_open_ctx
+from .._cacheables import maybe_open_context
 from ..trionics import async_enter_all
 from ..data.feed import open_feed, Feed
 from ._chart import (
@@ -555,7 +555,7 @@ async def maybe_open_fsp_cluster(
 ) -> AsyncGenerator[int, dict[str, tractor.Portal]]:
 
     uid = tractor.current_actor().uid
-    async with maybe_open_ctx(
+    async with maybe_open_context(
         key=uid,  # for now make a cluster per client?
         mngr=open_fsp_cluster(
             workers,

piker/ui/_position.py

@@ -54,6 +54,7 @@ async def update_pnl_from_feed(
 
     feed: Feed,
     order_mode: OrderMode,  # noqa
+    tracker: PositionTracker,
 
 ) -> None:
     '''Real-time display the current pp's PnL in the appropriate label.
@@ -76,7 +77,8 @@ async def update_pnl_from_feed(
         types = ('bid', 'last', 'last', 'utrade')
 
     else:
-        raise RuntimeError('No pp?!?!')
+        log.info(f'No position (yet) for {tracker.alloc.account}@{key}')
+        return
 
     # real-time update pnl on the status pane
     try:
@@ -343,6 +345,7 @@ class SettingsPane:
                     update_pnl_from_feed,
                     feed,
                     mode,
+                    tracker,
                 )
 
         # immediately display in status label

piker/ui/order_mode.py

@@ -47,7 +47,7 @@ from ._position import (
 )
 from ._label import FormatLabel
 from ._window import MultiStatus
-from ..clearing._messages import Order
+from ..clearing._messages import Order, BrokerdPosition
 from ._forms import open_form_input_handling
 
 
@@ -529,7 +529,12 @@ async def open_order_mode(
 
     book: OrderBook
     trades_stream: tractor.MsgStream
-    position_msgs: dict
+
+    # The keys in this dict **must** be in set our set of "normalized"
+    # symbol names (i.e. the same names you'd get back in search
+    # results) in order for position msgs to correctly trigger the
+    # display of a position indicator on screen.
+    position_msgs: dict[str, list[BrokerdPosition]]
 
     # spawn EMS actor-service
     async with (
@@ -563,7 +568,9 @@ async def open_order_mode(
             providers=symbol.brokers
         )
 
-        # use only loaded accounts according to brokerd
+        # XXX: ``brokerd`` delivers a set of account names that it allows
+        # use of but the user also can define the accounts they'd like
+        # to use, in order, in their `brokers.toml` file.
         accounts = {}
         for name in brokerd_accounts:
             # ensure name is in ``brokers.toml``
@@ -620,8 +627,8 @@ async def open_order_mode(
             # alloc?
             pp_tracker.update_from_pp()
 
+            # on existing position, show pp tracking graphics
             if pp_tracker.startup_pp.size != 0:
-                # if no position, don't show pp tracking graphics
                 pp_tracker.show()
                 pp_tracker.hide_info()
 
@@ -805,10 +812,11 @@ async def process_trades_and_update_ui(
 
                 tracker = mode.trackers[msg['account']]
                 tracker.live_pp.update_from_msg(msg)
-                tracker.update_from_pp()
-
                 # update order pane widgets
+                tracker.update_from_pp()
                 mode.pane.update_status_ui(tracker)
+
+                if tracker.live_pp.size:
                     # display pnl
                     mode.pane.display_pnl(tracker)