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.
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.
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.
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.
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.
- 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.
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.
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..
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".
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.
Tyler Goodlet