From 8832804babdba0687ad2539b57aa6da3840700ee Mon Sep 17 00:00:00 2001
From: Tyler Goodlet <jgbt@protonmail.com>
Date: Fri, 25 Sep 2020 15:19:33 -0400
Subject: [PATCH] Sub each new symbol to shm incrementing

---
 piker/brokers/ib.py | 26 ++++++++++++++++++--------
 1 file changed, 18 insertions(+), 8 deletions(-)

diff --git a/piker/brokers/ib.py b/piker/brokers/ib.py
index 77a1018c..607d2e32 100644
--- a/piker/brokers/ib.py
+++ b/piker/brokers/ib.py
@@ -8,7 +8,7 @@ built on it) and thus actor aware API calls must be spawned with
 from contextlib import asynccontextmanager
 from dataclasses import asdict
 from functools import partial
-from typing import List, Dict, Any, Tuple, Optional, AsyncGenerator, Callable
+from typing import List, Dict, Any, Tuple, Optional, AsyncIterator, Callable
 import asyncio
 import logging
 import inspect
@@ -29,7 +29,8 @@ from ..data import (
     maybe_spawn_brokerd,
     iterticks,
     attach_shm_array,
-    get_shm_token
+    get_shm_token,
+    subscribe_ohlc_for_increment,
 )
 from ..ui._source import from_df
 
@@ -147,7 +148,7 @@ class Client:
             # durationStr='1 D',
 
             # time length calcs
-            durationStr='{count} S'.format(count=1000 * 5),
+            durationStr='{count} S'.format(count=100 * 5),
             barSizeSetting='5 secs',
 
             # always use extended hours
@@ -494,14 +495,16 @@ def normalize(
 # TODO: figure out how to share quote feeds sanely despite
 # the wacky ``ib_insync`` api.
 # @tractor.msg.pub
+@tractor.stream
 async def stream_quotes(
+    ctx: tractor.Context,
     symbols: List[str],
     shm_token: Tuple[str, str, List[tuple]],
     loglevel: str = None,
     # compat for @tractor.msg.pub
     topics: Any = None,
     get_topics: Callable = None,
-) -> AsyncGenerator[str, Dict[str, Any]]:
+) -> AsyncIterator[Dict[str, Any]]:
     """Stream symbol quotes.
 
     This is a ``trio`` callable routine meant to be invoked
@@ -539,8 +542,12 @@ async def stream_quotes(
             shm.push(bars)
             shm_token = shm.token
 
+            times = shm.array['time']
+            delay_s = times[-1] - times[times != times[-1]][-1]
+            subscribe_ohlc_for_increment(shm, delay_s)
+
         # pass back token, and bool, signalling if we're the writer
-        yield shm_token, not writer_exists
+        await ctx.send_yield((shm_token, not writer_exists))
 
         # first quote can be ignored as a 2nd with newer data is sent?
         first_ticker = await stream.__anext__()
@@ -581,9 +588,11 @@ async def stream_quotes(
         topic = '.'.join((con['symbol'], con[suffix])).lower()
         first_quote = {topic: quote}
         ticker.ticks = []
-        # yield first quote asap
-        yield first_quote
 
+        # yield first quote asap
+        await ctx.send_yield(first_quote)
+
+        # real-time stream
         async for ticker in stream:
             quote = normalize(
                 ticker,
@@ -614,7 +623,8 @@ async def stream_quotes(
 
             con = quote['contract']
             topic = '.'.join((con['symbol'], con[suffix])).lower()
-            yield {topic: quote}
+
+            await ctx.send_yield({topic: quote})
 
             # ugh, clear ticks since we've consumed them
             ticker.ticks = []