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10 Commits

Author SHA1 Message Date
Tyler Goodlet f469456c0b Add `pyperclip` as dev dep for `xonsh` clipboard interop 2026-01-01 15:18:21 -05:00
Tyler Goodlet 5cbd4c52de Add `visidata` as a dev-dep for introspecting time-series files 2026-01-01 15:18:21 -05:00
Gud Boi a00e9c0e64 Merge pull request 'ems_no_last_required: don't require `last` field to boot dark-pool engine' (#38) from ems_no_last_required into main
Submitted-in: https://www.pikers.dev/pikers/piker/pulls/38
2026-01-01 20:15:57 +00:00
Gud Boi cb694700c2 Merge pull request 'stop_is_oec: expect `trio.EndOfChannel` as graceful stream shutdown' (#52) from stop_is_eoc into main
Submitted-as: https://www.pikers.dev/pikers/piker/pulls/52
2026-01-01 19:57:35 +00:00
Tyler Goodlet 11c931f65d User `piker_pin` branch from gitea `tractor` repo 2026-01-01 14:50:23 -05:00
Tyler Goodlet 60390ae596 Various `.clearing` todos/notes on potential issues with loglevel settings.. 2025-02-21 16:25:22 -05:00
Tyler Goodlet 9592735aaa .clearing._ems: Don't require `first_quote['last']`
Instead just check for the field (which i'm not huge on the key-name for
anyway) and if not found get the "last price" from the real-time shm
buffer's latest 'close' sample.

Unrelatedly, use a `subs.copy()` in the `Router.client_broadcast()` loop
such that if a `client_stream` is popped on connection failure, we don't
RTE for the "size changed on iteration".
2025-02-21 16:25:22 -05:00
Tyler Goodlet 49841f5b91 Catch using `Sampler.bcast_errors` where possible
In all other possible IPC disconnect handling blocks. Also more
comprehensive typing throughout `uniform_rate_send()`.
2025-02-21 16:24:54 -05:00
Tyler Goodlet b2827ef3c3 Group bcast errors as `Sampler.bcast_errors`
A new class var `tuple[Exception]` such that the err set can be reffed
externally as needed for catching other similar pub-sub/IPC failures in
other (related) real-time sub-systems.

Also added some now-masked logging for debugging live-feed stream reading
issues that should ONLY be used for debugging since they'll greatly
degrade HFT perf. Used the new `log.mk_repr()` stuff (that one day we
should prolly pull from `modden` as a dep) for pretty console emissions.
2025-02-21 16:24:54 -05:00
Tyler Goodlet 2fc4ccf011 Suppress `trio.EndOfChannel`s raised by remote peer
Since now `tractor` will raise this native `trio`-exc translated from
a `Stop` msg when the peer gracefully terminates a `tractor.MsgStream`.
Just `info()` log in such cases versus continuing to warn for the
others.
2025-02-21 16:24:54 -05:00
8 changed files with 206 additions and 62 deletions

View File

@ -168,7 +168,6 @@ class OrderClient(Struct):
async def relay_orders_from_sync_code(
client: OrderClient,
symbol_key: str,
to_ems_stream: tractor.MsgStream,
@ -242,6 +241,11 @@ async def open_ems(
async with maybe_open_emsd(
broker,
# XXX NOTE, LOL so this determines the daemon `emsd` loglevel
# then FYI.. that's kinda wrong no?
# -[ ] shouldn't it be set by `pikerd -l` or no?
# -[ ] would make a lot more sense to have a subsys ctl for
# levels.. like `-l emsd.info` or something?
loglevel=loglevel,
) as portal:

View File

@ -653,7 +653,11 @@ class Router(Struct):
flume = feed.flumes[fqme]
first_quote: dict = flume.first_quote
book: DarkBook = self.get_dark_book(broker)
book.lasts[fqme]: float = float(first_quote['last'])
if not (last := first_quote.get('last')):
last: float = flume.rt_shm.array[-1]['close']
book.lasts[fqme]: float = float(last)
async with self.maybe_open_brokerd_dialog(
brokermod=brokermod,
@ -716,7 +720,7 @@ class Router(Struct):
subs = self.subscribers[sub_key]
sent_some: bool = False
for client_stream in subs:
for client_stream in subs.copy():
try:
await client_stream.send(msg)
sent_some = True
@ -1010,6 +1014,10 @@ async def translate_and_relay_brokerd_events(
status_msg.brokerd_msg = msg
status_msg.src = msg.broker_details['name']
if not status_msg.req:
# likely some order change state?
await tractor.pause()
else:
await router.client_broadcast(
status_msg.req.symbol,
status_msg,

View File

@ -297,6 +297,8 @@ class PaperBoi(Struct):
# transmit pp msg to ems
pp: Position = self.acnt.pps[bs_mktid]
# TODO, this will break if `require_only=True` was passed to
# `.update_from_ledger()`
pp_msg = BrokerdPosition(
broker=self.broker,

View File

@ -30,6 +30,7 @@ subsys: str = 'piker.clearing'
log = get_logger(subsys)
# TODO, oof doesn't this ignore the `loglevel` then???
get_console_log = partial(
get_console_log,
name=subsys,

View File

@ -95,6 +95,12 @@ class Sampler:
# history loading.
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
# a particular sample period increment event: all subscribers are
# notified on a step.
@ -258,14 +264,15 @@ class Sampler:
subs: set
last_ts, subs = pair
task = trio.lowlevel.current_task()
log.debug(
f'SUBS {self.subscribers}\n'
f'PAIR {pair}\n'
f'TASK: {task}: {id(task)}\n'
f'broadcasting {period_s} -> {last_ts}\n'
# NOTE, for debugging pub-sub issues
# task = trio.lowlevel.current_task()
# log.debug(
# f'AlL-SUBS@{period_s!r}: {self.subscribers}\n'
# f'PAIR: {pair}\n'
# f'TASK: {task}: {id(task)}\n'
# f'broadcasting {period_s} -> {last_ts}\n'
# f'consumers: {subs}'
)
# )
borked: set[MsgStream] = set()
sent: set[MsgStream] = set()
while True:
@ -282,12 +289,11 @@ class Sampler:
await stream.send(msg)
sent.add(stream)
except (
trio.BrokenResourceError,
trio.ClosedResourceError
):
except self.bcast_errors as err:
log.error(
f'{stream._ctx.chan.uid} dropped connection'
f'Connection dropped for IPC ctx\n'
f'{stream._ctx}\n\n'
f'Due to {type(err)}'
)
borked.add(stream)
else:
@ -394,7 +400,8 @@ async def register_with_sampler(
finally:
if (
sub_for_broadcasts
and subs
and
subs
):
try:
subs.remove(stream)
@ -561,8 +568,7 @@ async def open_sample_stream(
async def sample_and_broadcast(
bus: _FeedsBus, # noqa
bus: _FeedsBus,
rt_shm: ShmArray,
hist_shm: ShmArray,
quote_stream: trio.abc.ReceiveChannel,
@ -582,11 +588,33 @@ async def sample_and_broadcast(
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
async for quotes in quote_stream:
# print(quotes)
# TODO: ``numba`` this!
# XXX WARNING XXX only enable for debugging bc ow can cost
# 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():
# TODO: in theory you can send the IPC msg *before* writing
# to the sharedmem array to decrease latency, however, that
@ -659,6 +687,21 @@ async def sample_and_broadcast(
sub_key: str = broker_symbol.lower()
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
# it's own "name" into the fqme schema (but maybe it
# should?) so we have to manually generate the correct
@ -728,18 +771,14 @@ async def sample_and_broadcast(
if lags > 10:
await tractor.pause()
except (
trio.BrokenResourceError,
trio.ClosedResourceError,
trio.EndOfChannel,
):
except Sampler.bcast_errors as ipc_err:
ctx: Context = ipc._ctx
chan: Channel = ctx.chan
if ctx:
log.warning(
'Dropped `brokerd`-quotes-feed connection:\n'
f'{broker_symbol}:'
f'{ctx.cid}@{chan.uid}'
f'Dropped `brokerd`-feed for {broker_symbol!r} due to,\n'
f'x>) {ctx.cid}@{chan.uid}'
f'|_{ipc_err!r}\n\n'
)
if sub.throttle_rate:
assert ipc._closed
@ -756,12 +795,11 @@ async def sample_and_broadcast(
async def uniform_rate_send(
rate: float,
quote_stream: trio.abc.ReceiveChannel,
stream: MsgStream,
task_status: TaskStatus = trio.TASK_STATUS_IGNORED,
task_status: TaskStatus[None] = trio.TASK_STATUS_IGNORED,
) -> None:
'''
@ -779,13 +817,16 @@ async def uniform_rate_send(
https://gist.github.com/njsmith/7ea44ec07e901cb78ebe1dd8dd846cb9
'''
# TODO: compute the approx overhead latency per cycle
left_to_sleep = throttle_period = 1/rate - 0.000616
# ?TODO? dynamically compute the **actual** approx overhead latency per cycle
# instead of this magic # bidinezz?
throttle_period: float = 1/rate - 0.000616
left_to_sleep: float = throttle_period
# send cycle state
first_quote: dict|None
first_quote = last_quote = None
last_send = time.time()
diff = 0
last_send: float = time.time()
diff: float = 0
task_status.started()
ticks_by_type: dict[
@ -796,22 +837,28 @@ async def uniform_rate_send(
clear_types = _tick_groups['clears']
while True:
# compute the remaining time to sleep for this throttled cycle
left_to_sleep = throttle_period - diff
left_to_sleep: float = throttle_period - diff
if left_to_sleep > 0:
cs: trio.CancelScope
with trio.move_on_after(left_to_sleep) as cs:
sym: str
last_quote: dict
try:
sym, last_quote = await quote_stream.receive()
except trio.EndOfChannel:
log.exception(f"feed for {stream} ended?")
log.exception(
f'Live stream for feed for ended?\n'
f'<=c\n'
f' |_[{stream!r}\n'
)
break
diff = time.time() - last_send
diff: float = time.time() - last_send
if not first_quote:
first_quote = last_quote
first_quote: float = last_quote
# first_quote['tbt'] = ticks_by_type
if (throttle_period - diff) > 0:
@ -872,7 +919,9 @@ async def uniform_rate_send(
# TODO: now if only we could sync this to the display
# rate timing exactly lul
try:
await stream.send({sym: first_quote})
await stream.send({
sym: first_quote
})
except tractor.RemoteActorError as rme:
if rme.type is not tractor._exceptions.StreamOverrun:
raise
@ -883,19 +932,28 @@ async def uniform_rate_send(
f'{sym}:{ctx.cid}@{chan.uid}'
)
except (
# NOTE: any of these can be raised by ``tractor``'s IPC
# NOTE: any of these can be raised by `tractor`'s IPC
# transport-layer and we want to be highly resilient
# to consumers which crash or lose network connection.
# I.e. we **DO NOT** want to crash and propagate up to
# ``pikerd`` these kinds of errors!
trio.ClosedResourceError,
trio.BrokenResourceError,
except (
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
# out of this rate limiter
log.warning(f'{stream} closed')
log.warning(
f'{stream} closed due to,\n'
f'{ipc_err!r}'
)
await stream.aclose()
return

View File

@ -19,6 +19,10 @@ Log like a forester!
"""
import logging
import json
import reprlib
from typing import (
Callable,
)
import tractor
from pygments import (
@ -84,3 +88,29 @@ def colorize_json(
# likeable styles: algol_nu, tango, monokai
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

@ -87,9 +87,6 @@ uis = [
"pyqt6 >=6.7.0, <7.0.0",
"pyqtgraph",
# for consideration,
# - 'visidata'
# TODO: add an `--only daemon` group for running non-ui / pikerd
# service tree in distributed mode B)
# https://docs.astral.sh/uv/concepts/projects/dependencies/#optional-dependencies
@ -107,11 +104,19 @@ uis = [
dev = [
"pytest >=6.0.0, <7.0.0",
"elasticsearch >=8.9.0, <9.0.0",
"cython >=3.0.0, <4.0.0",
"ruff>=0.9.6",
# `tractor.pause_from_sync()` support
"greenback >=1.1.1, <2.0.0",
# `piker.tsp/storage` console anal
"visidata>=3.1.1",
# @goodboy's shell Bp
"xonsh >=0.14.2, <0.15.0",
"prompt-toolkit ==3.0.40",
"cython >=3.0.0, <4.0.0",
"greenback >=1.1.1, <2.0.0",
"ruff>=0.9.6",
"pyperclip>=1.9.0", # clipboard interop for `xonsh`
]
[project.scripts]
@ -130,4 +135,5 @@ pyqtgraph = { git = "https://github.com/pikers/pyqtgraph.git" }
asyncvnc = { git = "https://github.com/pikers/asyncvnc.git", branch = "main" }
tomlkit = { git = "https://github.com/pikers/tomlkit.git", branch ="piker_pin" }
msgspec = { git = "https://github.com/jcrist/msgspec.git" }
tractor = { path = "../tractor", editable = true }
tractor = { git = "https://pikers.dev/goodboy/tractor", branch = "piker_pin" }
# tractor = { path = "../tractor", editable = true }

35
uv.lock
View File

@ -1,4 +1,5 @@
version = 1
revision = 1
requires-python = "==3.12.*"
[[package]]
@ -707,8 +708,10 @@ dev = [
{ name = "elasticsearch" },
{ name = "greenback" },
{ name = "prompt-toolkit" },
{ name = "pyperclip" },
{ name = "pytest" },
{ name = "ruff" },
{ name = "visidata" },
{ name = "xonsh" },
]
@ -747,6 +750,7 @@ requires-dist = [
{ name = "typer", specifier = ">=0.9.0,<1.0.0" },
{ name = "websockets", specifier = "==12.0" },
]
provides-extras = ["uis"]
[package.metadata.requires-dev]
dev = [
@ -754,8 +758,10 @@ dev = [
{ name = "elasticsearch", specifier = ">=8.9.0,<9.0.0" },
{ name = "greenback", specifier = ">=1.1.1,<2.0.0" },
{ name = "prompt-toolkit", specifier = "==3.0.40" },
{ name = "pyperclip", specifier = ">=1.9.0" },
{ name = "pytest", specifier = ">=6.0.0,<7.0.0" },
{ name = "ruff", specifier = ">=0.9.6" },
{ name = "visidata", specifier = ">=3.1.1" },
{ name = "xonsh", specifier = ">=0.14.2,<0.15.0" },
]
@ -888,6 +894,12 @@ wheels = [
{ url = "https://files.pythonhosted.org/packages/8a/0b/9fcc47d19c48b59121088dd6da2488a49d5f72dacf8262e2790a1d2c7d15/pygments-2.19.1-py3-none-any.whl", hash = "sha256:9ea1544ad55cecf4b8242fab6dd35a93bbce657034b0611ee383099054ab6d8c", size = 1225293 },
]
[[package]]
name = "pyperclip"
version = "1.9.0"
source = { registry = "https://pypi.org/simple" }
sdist = { url = "https://files.pythonhosted.org/packages/30/23/2f0a3efc4d6a32f3b63cdff36cd398d9701d26cda58e3ab97ac79fb5e60d/pyperclip-1.9.0.tar.gz", hash = "sha256:b7de0142ddc81bfc5c7507eea19da920b92252b548b96186caf94a5e2527d310", size = 20961 }
[[package]]
name = "pyqt6"
version = "6.8.0"
@ -1377,6 +1389,20 @@ wheels = [
{ url = "https://files.pythonhosted.org/packages/8f/eb/f7032be105877bcf924709c97b1bf3b90255b4ec251f9340cef912559f28/uvloop-0.21.0-cp312-cp312-musllinux_1_2_x86_64.whl", hash = "sha256:183aef7c8730e54c9a3ee3227464daed66e37ba13040bb3f350bc2ddc040f22f", size = 4659022 },
]
[[package]]
name = "visidata"
version = "3.1.1"
source = { registry = "https://pypi.org/simple" }
dependencies = [
{ name = "importlib-metadata" },
{ name = "python-dateutil" },
{ name = "windows-curses", marker = "sys_platform == 'win32'" },
]
sdist = { url = "https://files.pythonhosted.org/packages/6c/41/b026336b7075a2c8461c1ba0dfffd456902f736722f4a016f21fee1e6d7c/visidata-3.1.1.tar.gz", hash = "sha256:8c4484158f0851e4887e595542bd65bdd991de9c20652b442b3fd9742ce8b031", size = 13166704 }
wheels = [
{ url = "https://files.pythonhosted.org/packages/56/60/5026e693dbd4c38d2d13a697aa61846a6791bd6131e8a84c8aa61c0d5180/visidata-3.1.1-py3-none-any.whl", hash = "sha256:903d8bff23df18c794499bee2a653bdeff3a48f899638656287c704ceca63e8b", size = 526914 },
]
[[package]]
name = "wcwidth"
version = "0.2.13"
@ -1406,6 +1432,15 @@ wheels = [
{ url = "https://files.pythonhosted.org/packages/79/4d/9cc401e7b07e80532ebc8c8e993f42541534da9e9249c59ee0139dcb0352/websockets-12.0-py3-none-any.whl", hash = "sha256:dc284bbc8d7c78a6c69e0c7325ab46ee5e40bb4d50e494d8131a07ef47500e9e", size = 118370 },
]
[[package]]
name = "windows-curses"
version = "2.4.1"
source = { registry = "https://pypi.org/simple" }
wheels = [
{ url = "https://files.pythonhosted.org/packages/f4/99/60f34e51514c82631aa5c6d21eab88ce1701562de9844608411e39462a46/windows_curses-2.4.1-cp312-cp312-win32.whl", hash = "sha256:bdbe7d58747408aef8a9128b2654acf6fbd11c821b91224b9a046faba8c6b6ca", size = 71489 },
{ url = "https://files.pythonhosted.org/packages/62/8f/d908bcab1954375b156a9300fa86ceccb110f39457cd6fd59c72777626ab/windows_curses-2.4.1-cp312-cp312-win_amd64.whl", hash = "sha256:5c9c2635faf171a229caca80e1dd760ab00db078e2a285ba2f667bbfcc31777c", size = 81777 },
]
[[package]]
name = "wrapt"
version = "1.17.2"