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Author SHA1 Message Date
Tyler Goodlet 2d8b409b14 `.accounting._ledger`: typing anda more multiline styling 2025-02-17 15:00:39 -05:00
Tyler Goodlet edfc87486a Drop some bps and style logic to multiline 2025-02-17 15:00:39 -05:00
Tyler Goodlet 40c21db90b `.accounting` add synopsis section to readme 2025-02-17 15:00:39 -05:00
Tyler Goodlet aac5d30def `.questrade`: link in ws-API issue! 2025-02-17 14:58:49 -05:00
Tyler Goodlet d36bae2080 `.kraken.broker`: need to `await verify_balances()` .. 2025-02-17 14:58:49 -05:00
Tyler Goodlet 02110ae535 `.brokers.ib.feed`: better `tractor.to_asyncio` typing and var naming throughout! 2025-02-17 14:58:49 -05:00
Tyler Goodlet 2836aa3e18 Mk jsronrpc's underlying ws timeout `float('inf')`
Since currently we're only using this IPC subsys for `deribit`, and
generally speaking we're primarly supporting options markets (which are
fairly "slow moving"), flip to a default of NOT resetting the `NoBsWs`
on timeout since doing so normally breaks the jsron-rpc IPC session.
Without a proper `fixture` passed to `open_autorecon_ws()` (which we
should eventually implement!!) relying on a timeout-to-reset more or
less will just cause breakage issues - a proper reconnect sequence must
be implemented before using that feature.

Deats,
- expose and proxy through the `msg_recv_timeout` from
  `open_jsonrpc_session()` into the underlying `open_autorecon_ws()`
  call.
2025-02-17 14:57:25 -05:00
Tyler Goodlet 17f54723e1 Refine history gap/termination signalling
Namely handling backends which do not provide a default "frame
size-duration" in their init-config by making the backfiller guess the
value based on the first frame received.

Deats,
- adjust `start_backfill()` to take a more explicit
  `def_frame_duration: Duration` expected to be unpacked from any
  backend hist init-config by the `tsdb_backfill()` caller which now
  also computes a value from the first received frame when the config
  section isn't provided.
- in `start_backfill()` we now always expect the `def_frame_duration`
  input and always decrement the query range by this value whenever
  a `NoData` is raised by the provider-backend paired with an explicit
  `log.warning()` about the handling.
- also relay any `DataUnavailable.args[0]` message from the provider
  in the handler.
- repair "gap reporting" which checks for expected frame duration vs.
  that received with much better humanized logging on the missing
  segment using `pendulum.Interval/Duration.in_words()` output.
2025-02-17 14:57:25 -05:00
Tyler Goodlet 004b0fbbdf Only use `frame_types` if delivered during enter
The `open_history_client()` provider endpoint can *optionally*
deliver a `frame_types: dict[int, pendulum.Duration]` subsection in its
`config: dict[str, dict]` (as was implemented with the `ib` backend).
This allows the `tsp` backfilling machinery to use this "recommended
frame duration" to subtract from the `last_start_dt` any time a `NoData`
gap is signalled by the `get_hist()` call allowing gaps to be ignored
safely without missing history by knowing the next earliest dt we can
query from using the `end_dt`. However, currently all crypto$ providers
haven't implemented this feat yet..

As such only try to use the `frame_types` feature if provided when
handling `NoData` conditions inside `tsp.start_backfill()` and otherwise
raise as normal.
2025-02-17 14:57:25 -05:00
Tyler Goodlet 7a912deb4a Enable `greenback` for `.pause_from_sync()` by default? 2025-02-17 14:56:26 -05:00
Tyler Goodlet f6625b5929 `.brokers.cli`: module type and todo for `--pdb` flag to NOT src from sub-cmd 2025-02-17 14:56:26 -05:00
Tyler Goodlet 992d5f5af8 Catch using `Sampler.bcast_errors` where possible
In all other possible IPC disconnect handling blocks. Also more
comprehensive typing throughout `uniform_rate_send()`.
2025-02-17 14:56:26 -05:00
Tyler Goodlet 04f5a79d36 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.
2025-02-17 14:56:26 -05:00
Tyler Goodlet e4044e4547 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.
2025-02-17 14:56:26 -05:00
Tyler Goodlet d91697c917 `.tsp._anal`: add (unused) `detect_vlm_gaps()` 2025-02-17 14:56:26 -05:00
Tyler Goodlet 70f77d67cd `.storage.cli`: collect gap-markup-aids into `tf2aids: dict` prior to pause for introspection 2025-02-17 14:56:26 -05:00
Tyler Goodlet 18bf3484e0 Delegate to `tractor.msg.pretty_struct` since it was factored from here! 2025-02-17 14:56:26 -05:00
Tyler Goodlet 2ab7038d48 Teensie `piker.data` styling tweaks
- use more compact optional value style with `|`-union
- fix `.flows` typing-only import since we need `MktPair` to be
  immediately defined for use on a `msgspec.Struct` field.
- more "tree-like" warning msg in `.validate()` reporting.
2025-02-17 14:56:26 -05:00
Tyler Goodlet 046e7dcec5 Invert `getattr()` check for `get_mkt_pairs()` ep
Such that we `return` early when not defined by the provider backend to
reduce an indent level in `SymbologyCache.load()`.
2025-02-17 14:56:26 -05:00
Tyler Goodlet 320e8ddc57 Various `.clearing` todos/notes on potential issues with loglevel settings.. 2025-02-17 14:56:26 -05:00
Tyler Goodlet a4ffbb7927 Type loaded backend modules 2025-02-17 14:56:26 -05:00
Tyler Goodlet aa506d124a Bump various `.brokers.core` doc string content/style 2025-02-17 14:56:26 -05:00
Tyler Goodlet de05b4ae17 Ignore any non-`.parquet` files under `.config/piker/nativedb/` subdir 2025-02-17 14:56:26 -05:00
Tyler Goodlet c6d6ccd702 Doc-n-clean `.data._web_bs.open_jsonrpc_session()`
Add a doc-string reflecting recent refinements, drop all the old hook
params, rename `n: trio.Nursery` -> `tn` for "task nursery" fitting with
code base's naming style.
2025-02-17 14:56:26 -05:00
Tyler Goodlet b02a03a0a8 Allow ledger passes to ignore (symcache) unknown fqmes
For example in the paper-eng, if you have a backend that doesn't fully
support a symcache (yet) it's handy to be able to ignore processing
other paper-eng txns when all you care about at the moment is the
simulated symbol.

NOTE, that currently this will still result in a key-error when you load
more then one mkt with the paper engine (for which the backend does not
have the symcache implemented) since no fqme ad-hoc query was made for
the 2nd symbol (and i'm not sure we should support that kinda hackery
over just encouraging the sym-cache being added?). Def needs a little
more thought depending on how many backends are never going to be able
to (easily) support caching..
2025-02-17 14:56:26 -05:00
Tyler Goodlet dce73af6cc .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".
2025-02-17 14:56:26 -05:00
Tyler Goodlet b990a66e8c data._web_bs: try to raise jsonrpc errors in parent task 2025-02-17 14:56:26 -05:00
Tyler Goodlet f427956a68 Mask no-data pause, add perps to no-`/src`-in-fqme asset set
Was orig for debugging an issue with `kucoin` i think but definitely
shouldn't be left in XD

Also add `'perpetual_future'` to the `.start_backfill()` input literal
set since we don't expect the 'btc/usd.perp.binance' for now.
2025-02-17 14:56:26 -05:00
15 changed files with 327 additions and 345 deletions

View File

@ -98,13 +98,14 @@ async def open_cached_client(
If one has not been setup do it and cache it. If one has not been setup do it and cache it.
''' '''
brokermod = get_brokermod(brokername) brokermod: ModuleType = get_brokermod(brokername)
# TODO: make abstract or `typing.Protocol`
# client: Client
async with maybe_open_context( async with maybe_open_context(
acm_func=brokermod.get_client, acm_func=brokermod.get_client,
kwargs=kwargs, kwargs=kwargs,
) as (cache_hit, client): ) as (cache_hit, client):
if cache_hit: if cache_hit:
log.runtime(f'Reusing existing {client}') log.runtime(f'Reusing existing {client}')

View File

@ -471,11 +471,15 @@ def search(
''' '''
# global opts # global opts
brokermods = list(config['brokermods'].values()) brokermods: list[ModuleType] = list(config['brokermods'].values())
# TODO: this is coming from the `search --pdb` NOT from
# the `piker --pdb` XD ..
# -[ ] pull from the parent click ctx's values..dumdum
# assert pdb
# define tractor entrypoint # define tractor entrypoint
async def main(func): async def main(func):
async with maybe_open_pikerd( async with maybe_open_pikerd(
loglevel=config['loglevel'], loglevel=config['loglevel'],
debug_mode=pdb, debug_mode=pdb,

View File

@ -22,7 +22,9 @@ routines should be primitive data types where possible.
""" """
import inspect import inspect
from types import ModuleType from types import ModuleType
from typing import List, Dict, Any, Optional from typing import (
Any,
)
import trio import trio
@ -34,8 +36,10 @@ from ..accounting import MktPair
async def api(brokername: str, methname: str, **kwargs) -> dict: async def api(brokername: str, methname: str, **kwargs) -> dict:
"""Make (proxy through) a broker API call by name and return its result. '''
""" Make (proxy through) a broker API call by name and return its result.
'''
brokermod = get_brokermod(brokername) brokermod = get_brokermod(brokername)
async with brokermod.get_client() as client: async with brokermod.get_client() as client:
meth = getattr(client, methname, None) meth = getattr(client, methname, None)
@ -62,10 +66,14 @@ async def api(brokername: str, methname: str, **kwargs) -> dict:
async def stocks_quote( async def stocks_quote(
brokermod: ModuleType, brokermod: ModuleType,
tickers: List[str] tickers: list[str]
) -> Dict[str, Dict[str, Any]]:
"""Return quotes dict for ``tickers``. ) -> dict[str, dict[str, Any]]:
""" '''
Return a `dict` of snapshot quotes for the provided input
`tickers`: a `list` of fqmes.
'''
async with brokermod.get_client() as client: async with brokermod.get_client() as client:
return await client.quote(tickers) return await client.quote(tickers)
@ -74,13 +82,15 @@ async def stocks_quote(
async def option_chain( async def option_chain(
brokermod: ModuleType, brokermod: ModuleType,
symbol: str, symbol: str,
date: Optional[str] = None, date: str|None = None,
) -> Dict[str, Dict[str, Dict[str, Any]]]: ) -> dict[str, dict[str, dict[str, Any]]]:
"""Return option chain for ``symbol`` for ``date``. '''
Return option chain for ``symbol`` for ``date``.
By default all expiries are returned. If ``date`` is provided By default all expiries are returned. If ``date`` is provided
then contract quotes for that single expiry are returned. then contract quotes for that single expiry are returned.
"""
'''
async with brokermod.get_client() as client: async with brokermod.get_client() as client:
if date: if date:
id = int((await client.tickers2ids([symbol]))[symbol]) id = int((await client.tickers2ids([symbol]))[symbol])
@ -98,7 +108,7 @@ async def option_chain(
# async def contracts( # async def contracts(
# brokermod: ModuleType, # brokermod: ModuleType,
# symbol: str, # symbol: str,
# ) -> Dict[str, Dict[str, Dict[str, Any]]]: # ) -> dict[str, dict[str, dict[str, Any]]]:
# """Return option contracts (all expiries) for ``symbol``. # """Return option contracts (all expiries) for ``symbol``.
# """ # """
# async with brokermod.get_client() as client: # async with brokermod.get_client() as client:
@ -110,15 +120,24 @@ async def bars(
brokermod: ModuleType, brokermod: ModuleType,
symbol: str, symbol: str,
**kwargs, **kwargs,
) -> Dict[str, Dict[str, Dict[str, Any]]]: ) -> dict[str, dict[str, dict[str, Any]]]:
"""Return option contracts (all expiries) for ``symbol``. '''
""" Return option contracts (all expiries) for ``symbol``.
'''
async with brokermod.get_client() as client: async with brokermod.get_client() as client:
return await client.bars(symbol, **kwargs) return await client.bars(symbol, **kwargs)
async def search_w_brokerd(name: str, pattern: str) -> dict: async def search_w_brokerd(
name: str,
pattern: str,
) -> dict:
# TODO: WHY NOT WORK!?!
# when we `step` through the next block?
# import tractor
# await tractor.pause()
async with open_cached_client(name) as client: async with open_cached_client(name) as client:
# TODO: support multiple asset type concurrent searches. # TODO: support multiple asset type concurrent searches.
@ -130,12 +149,12 @@ async def symbol_search(
pattern: str, pattern: str,
**kwargs, **kwargs,
) -> Dict[str, Dict[str, Dict[str, Any]]]: ) -> dict[str, dict[str, dict[str, Any]]]:
''' '''
Return symbol info from broker. Return symbol info from broker.
''' '''
results = [] results: list[str] = []
async def search_backend( async def search_backend(
brokermod: ModuleType brokermod: ModuleType
@ -143,6 +162,13 @@ async def symbol_search(
brokername: str = mod.name brokername: str = mod.name
# TODO: figure this the FUCK OUT
# -> ok so obvi in the root actor any async task that's
# spawned outside the main tractor-root-actor task needs to
# call this..
# await tractor.devx._debug.maybe_init_greenback()
# tractor.pause_from_sync()
async with maybe_spawn_brokerd( async with maybe_spawn_brokerd(
mod.name, mod.name,
infect_asyncio=getattr( infect_asyncio=getattr(
@ -162,7 +188,6 @@ async def symbol_search(
)) ))
async with trio.open_nursery() as n: async with trio.open_nursery() as n:
for mod in brokermods: for mod in brokermods:
n.start_soon(search_backend, mod.name) n.start_soon(search_backend, mod.name)
@ -172,11 +197,13 @@ async def symbol_search(
async def mkt_info( async def mkt_info(
brokermod: ModuleType, brokermod: ModuleType,
fqme: str, fqme: str,
**kwargs, **kwargs,
) -> MktPair: ) -> MktPair:
''' '''
Return MktPair info from broker including src and dst assets. Return the `piker.accounting.MktPair` info struct from a given
backend broker tradable src/dst asset pair.
''' '''
async with open_cached_client(brokermod.name) as client: async with open_cached_client(brokermod.name) as client:

View File

@ -587,7 +587,7 @@ async def get_bars(
data_cs.cancel() data_cs.cancel()
# spawn new data reset task # spawn new data reset task
data_cs, reset_done = await nurse.start( data_cs, reset_done = await tn.start(
partial( partial(
wait_on_data_reset, wait_on_data_reset,
proxy, proxy,
@ -607,11 +607,11 @@ async def get_bars(
# such that simultaneous symbol queries don't try data resettingn # such that simultaneous symbol queries don't try data resettingn
# too fast.. # too fast..
unset_resetter: bool = False unset_resetter: bool = False
async with trio.open_nursery() as nurse: async with trio.open_nursery() as tn:
# start history request that we allow # start history request that we allow
# to run indefinitely until a result is acquired # to run indefinitely until a result is acquired
nurse.start_soon(query) tn.start_soon(query)
# start history reset loop which waits up to the timeout # start history reset loop which waits up to the timeout
# for a result before triggering a data feed reset. # for a result before triggering a data feed reset.
@ -631,7 +631,7 @@ async def get_bars(
unset_resetter: bool = True unset_resetter: bool = True
# spawn new data reset task # spawn new data reset task
data_cs, reset_done = await nurse.start( data_cs, reset_done = await tn.start(
partial( partial(
wait_on_data_reset, wait_on_data_reset,
proxy, proxy,
@ -705,7 +705,9 @@ async def _setup_quote_stream(
# to_trio, from_aio = trio.open_memory_channel(2**8) # type: ignore # to_trio, from_aio = trio.open_memory_channel(2**8) # type: ignore
def teardown(): def teardown():
ticker.updateEvent.disconnect(push) ticker.updateEvent.disconnect(push)
log.error(f"Disconnected stream for `{symbol}`") log.error(
f'Disconnected stream for `{symbol}`'
)
client.ib.cancelMktData(contract) client.ib.cancelMktData(contract)
# decouple broadcast mem chan # decouple broadcast mem chan
@ -761,7 +763,10 @@ async def open_aio_quote_stream(
symbol: str, symbol: str,
contract: Contract | None = None, contract: Contract | None = None,
) -> trio.abc.ReceiveStream: ) -> (
trio.abc.Channel| # iface
tractor.to_asyncio.LinkedTaskChannel # actually
):
from tractor.trionics import broadcast_receiver from tractor.trionics import broadcast_receiver
global _quote_streams global _quote_streams
@ -778,6 +783,7 @@ async def open_aio_quote_stream(
yield from_aio yield from_aio
return return
from_aio: tractor.to_asyncio.LinkedTaskChannel
async with tractor.to_asyncio.open_channel_from( async with tractor.to_asyncio.open_channel_from(
_setup_quote_stream, _setup_quote_stream,
symbol=symbol, symbol=symbol,
@ -983,17 +989,18 @@ async def stream_quotes(
) )
cs: trio.CancelScope | None = None cs: trio.CancelScope | None = None
startup: bool = True startup: bool = True
iter_quotes: trio.abc.Channel
while ( while (
startup startup
or cs.cancel_called or cs.cancel_called
): ):
with trio.CancelScope() as cs: with trio.CancelScope() as cs:
async with ( async with (
trio.open_nursery() as nurse, trio.open_nursery() as tn,
open_aio_quote_stream( open_aio_quote_stream(
symbol=sym, symbol=sym,
contract=con, contract=con,
) as stream, ) as iter_quotes,
): ):
# ugh, clear ticks since we've consumed them # ugh, clear ticks since we've consumed them
# (ahem, ib_insync is stateful trash) # (ahem, ib_insync is stateful trash)
@ -1021,9 +1028,9 @@ async def stream_quotes(
await rt_ev.wait() await rt_ev.wait()
cs.cancel() # cancel called should now be set cs.cancel() # cancel called should now be set
nurse.start_soon(reset_on_feed) tn.start_soon(reset_on_feed)
async with aclosing(stream): async with aclosing(iter_quotes):
# if syminfo.get('no_vlm', False): # if syminfo.get('no_vlm', False):
if not init_msg.shm_write_opts['has_vlm']: if not init_msg.shm_write_opts['has_vlm']:
@ -1038,19 +1045,21 @@ async def stream_quotes(
# wait for real volume on feed (trading might be # wait for real volume on feed (trading might be
# closed) # closed)
while True: while True:
ticker = await stream.receive() ticker = await iter_quotes.receive()
# for a real volume contract we rait for # for a real volume contract we rait for
# the first "real" trade to take place # the first "real" trade to take place
if ( if (
# not calc_price # not calc_price
# and not ticker.rtTime # and not ticker.rtTime
not ticker.rtTime False
# not ticker.rtTime
): ):
# spin consuming tickers until we # spin consuming tickers until we
# get a real market datum # get a real market datum
log.debug(f"New unsent ticker: {ticker}") log.debug(f"New unsent ticker: {ticker}")
continue continue
else: else:
log.debug("Received first volume tick") log.debug("Received first volume tick")
# ugh, clear ticks since we've # ugh, clear ticks since we've
@ -1066,13 +1075,18 @@ async def stream_quotes(
log.debug(f"First ticker received {quote}") log.debug(f"First ticker received {quote}")
# tell data-layer spawner-caller that live # tell data-layer spawner-caller that live
# quotes are now streaming. # quotes are now active desptie not having
# necessarily received a first vlm/clearing
# tick.
ticker = await iter_quotes.receive()
feed_is_live.set() feed_is_live.set()
fqme: str = quote['fqme']
await send_chan.send({fqme: quote})
# last = time.time() # last = time.time()
async for ticker in stream: async for ticker in iter_quotes:
quote = normalize(ticker) quote = normalize(ticker)
fqme = quote['fqme'] fqme: str = quote['fqme']
await send_chan.send({fqme: quote}) await send_chan.send({fqme: quote})
# ugh, clear ticks since we've consumed them # ugh, clear ticks since we've consumed them

View File

@ -544,7 +544,7 @@ async def open_trade_dialog(
# to be reloaded. # to be reloaded.
balances: dict[str, float] = await client.get_balances() balances: dict[str, float] = await client.get_balances()
verify_balances( await verify_balances(
acnt, acnt,
src_fiat, src_fiat,
balances, balances,

View File

@ -37,6 +37,12 @@ import tractor
from async_generator import asynccontextmanager from async_generator import asynccontextmanager
import numpy as np import numpy as np
import wrapt import wrapt
# TODO, port to `httpx`/`trio-websocket` whenver i get back to
# writing a proper ws-api streamer for this backend (since the data
# feeds are free now) as per GH feat-req:
# https://github.com/pikers/piker/issues/509
#
import asks import asks
from ..calc import humanize, percent_change from ..calc import humanize, percent_change

View File

@ -168,7 +168,6 @@ class OrderClient(Struct):
async def relay_orders_from_sync_code( async def relay_orders_from_sync_code(
client: OrderClient, client: OrderClient,
symbol_key: str, symbol_key: str,
to_ems_stream: tractor.MsgStream, to_ems_stream: tractor.MsgStream,
@ -242,6 +241,11 @@ async def open_ems(
async with maybe_open_emsd( async with maybe_open_emsd(
broker, 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, loglevel=loglevel,
) as portal: ) as portal:

View File

@ -653,7 +653,11 @@ class Router(Struct):
flume = feed.flumes[fqme] flume = feed.flumes[fqme]
first_quote: dict = flume.first_quote first_quote: dict = flume.first_quote
book: DarkBook = self.get_dark_book(broker) 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( async with self.maybe_open_brokerd_dialog(
brokermod=brokermod, brokermod=brokermod,
@ -716,7 +720,7 @@ class Router(Struct):
subs = self.subscribers[sub_key] subs = self.subscribers[sub_key]
sent_some: bool = False sent_some: bool = False
for client_stream in subs: for client_stream in subs.copy():
try: try:
await client_stream.send(msg) await client_stream.send(msg)
sent_some = True sent_some = True
@ -1010,10 +1014,14 @@ async def translate_and_relay_brokerd_events(
status_msg.brokerd_msg = msg status_msg.brokerd_msg = msg
status_msg.src = msg.broker_details['name'] status_msg.src = msg.broker_details['name']
await router.client_broadcast( if not status_msg.req:
status_msg.req.symbol, # likely some order change state?
status_msg, await tractor.pause()
) else:
await router.client_broadcast(
status_msg.req.symbol,
status_msg,
)
if status == 'closed': if status == 'closed':
log.info(f'Execution for {oid} is complete!') log.info(f'Execution for {oid} is complete!')

View File

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

View File

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

View File

@ -95,6 +95,12 @@ 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.
@ -258,14 +264,15 @@ class Sampler:
subs: set subs: set
last_ts, subs = pair last_ts, subs = pair
task = trio.lowlevel.current_task() # NOTE, for debugging pub-sub issues
log.debug( # task = trio.lowlevel.current_task()
f'SUBS {self.subscribers}\n' # log.debug(
f'PAIR {pair}\n' # f'AlL-SUBS@{period_s!r}: {self.subscribers}\n'
f'TASK: {task}: {id(task)}\n' # f'PAIR: {pair}\n'
f'broadcasting {period_s} -> {last_ts}\n' # f'TASK: {task}: {id(task)}\n'
# f'consumers: {subs}' # f'broadcasting {period_s} -> {last_ts}\n'
) # f'consumers: {subs}'
# )
borked: set[MsgStream] = set() borked: set[MsgStream] = set()
sent: set[MsgStream] = set() sent: set[MsgStream] = set()
while True: while True:
@ -282,12 +289,11 @@ class Sampler:
await stream.send(msg) await stream.send(msg)
sent.add(stream) sent.add(stream)
except ( except self.bcast_errors as err:
trio.BrokenResourceError,
trio.ClosedResourceError
):
log.error( 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) borked.add(stream)
else: else:
@ -394,7 +400,8 @@ async def register_with_sampler(
finally: finally:
if ( if (
sub_for_broadcasts sub_for_broadcasts
and subs and
subs
): ):
try: try:
subs.remove(stream) subs.remove(stream)
@ -561,8 +568,7 @@ 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,
@ -582,11 +588,33 @@ 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)
# 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(): 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
@ -659,6 +687,21 @@ 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
@ -728,18 +771,14 @@ async def sample_and_broadcast(
if lags > 10: if lags > 10:
await tractor.pause() await tractor.pause()
except ( except Sampler.bcast_errors as ipc_err:
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(
'Dropped `brokerd`-quotes-feed connection:\n' f'Dropped `brokerd`-feed for {broker_symbol!r} due to,\n'
f'{broker_symbol}:' f'x>) {ctx.cid}@{chan.uid}'
f'{ctx.cid}@{chan.uid}' f'|_{ipc_err!r}\n\n'
) )
if sub.throttle_rate: if sub.throttle_rate:
assert ipc._closed assert ipc._closed
@ -756,12 +795,11 @@ 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 = trio.TASK_STATUS_IGNORED, task_status: TaskStatus[None] = trio.TASK_STATUS_IGNORED,
) -> None: ) -> None:
''' '''
@ -779,13 +817,16 @@ async def uniform_rate_send(
https://gist.github.com/njsmith/7ea44ec07e901cb78ebe1dd8dd846cb9 https://gist.github.com/njsmith/7ea44ec07e901cb78ebe1dd8dd846cb9
''' '''
# TODO: compute the approx overhead latency per cycle # ?TODO? dynamically compute the **actual** approx overhead latency per cycle
left_to_sleep = throttle_period = 1/rate - 0.000616 # instead of this magic # bidinezz?
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 = time.time() last_send: float = time.time()
diff = 0 diff: float = 0
task_status.started() task_status.started()
ticks_by_type: dict[ ticks_by_type: dict[
@ -796,22 +837,28 @@ 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 = throttle_period - diff left_to_sleep: float = 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(f"feed for {stream} ended?") log.exception(
f'Live stream for feed for ended?\n'
f'<=c\n'
f' |_[{stream!r}\n'
)
break break
diff = time.time() - last_send diff: float = time.time() - last_send
if not first_quote: if not first_quote:
first_quote = last_quote first_quote: float = last_quote
# first_quote['tbt'] = ticks_by_type # first_quote['tbt'] = ticks_by_type
if (throttle_period - diff) > 0: 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 # TODO: now if only we could sync this to the display
# rate timing exactly lul # rate timing exactly lul
try: try:
await stream.send({sym: first_quote}) await stream.send({
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
@ -883,19 +932,28 @@ 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
# 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!
except ( except (
# 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,
ConnectionResetError, ConnectionResetError,
): ) + Sampler.bcast_errors as ipc_err:
# if the feed consumer goes down then drop match ipc_err:
# out of this rate limiter case trio.EndOfChannel():
log.warning(f'{stream} closed') 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 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(f'Retrying connection') log.exception('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 of msgs JSONRPC response-request style machinery for transparent multiplexing
over a NoBsWs. of msgs over a `NoBsWs`.
''' '''
@ -377,43 +377,82 @@ 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,
request_type: Optional[type] = None, msg_recv_timeout: float = float('inf'),
request_hook: Optional[Callable] = None, # ^NOTE, since only `deribit` is using this jsonrpc stuff atm
error_hook: Optional[Callable] = None, # and options mkts are generally "slow moving"..
#
# 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 n, trio.open_nursery() as tn,
open_autorecon_ws(url) as ws open_autorecon_ws(
url=url,
msg_recv_timeout=msg_recv_timeout,
) as ws
): ):
rpc_id: Iterable = count(start_id) rpc_id: Iterable[int] = count(start_id)
rpc_results: dict[int, dict] = {} rpc_results: dict[int, dict] = {}
async def json_rpc(method: str, params: dict) -> dict: async def json_rpc(
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': next(rpc_id), 'id': req_id,
'method': method, 'method': method,
'params': params 'params': params
} }
_id = msg['id'] _id = msg['id']
rpc_results[_id] = { result = rpc_results[_id] = {
'result': None, 'result': None,
'event': trio.Event() 'error': None,
'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()
ret = rpc_results[_id]['result'] if (maybe_result := result['result']):
ret = maybe_result
del rpc_results[_id]
del rpc_results[_id] else:
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))
@ -428,6 +467,7 @@ 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 {
@ -451,19 +491,28 @@ 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
}: }:
log.warning(f'Recieved\n{error}') # retreive orig request msg, set error
if error_hook: # response in original "result" msg,
await error_hook(response_type(**msg)) # THEN FINALLY set the event to signal caller
# 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}')
n.start_soon(recv_task) tn.start_soon(recv_task)
yield json_rpc yield json_rpc
n.cancel_scope.cancel() tn.cancel_scope.cancel()

View File

@ -19,6 +19,10 @@ 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 (
@ -84,3 +88,29 @@ 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

@ -119,6 +119,10 @@ async def open_piker_runtime(
# spawn other specialized daemons I think? # spawn other specialized daemons I think?
enable_modules=enable_modules, enable_modules=enable_modules,
# TODO: how to configure this?
# keep it on by default if debug mode is set?
maybe_enable_greenback=False,
**tractor_kwargs, **tractor_kwargs,
) as actor, ) as actor,

View File

@ -21,230 +21,4 @@ Extensions to built-in or (heavily used but 3rd party) friend-lib
types. types.
''' '''
from __future__ import annotations from tractor.msg import Struct as Struct
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