From ea270d3396ad31302b73bfa34fbc913c1eeb5be1 Mon Sep 17 00:00:00 2001
From: Tyler Goodlet <jgbt@protonmail.com>
Date: Tue, 27 Jun 2023 09:31:08 -0400
Subject: [PATCH] .data.ticktools: add reverse flag, better docs

Since it may be handy to get the latest ticks first, add a `reverse:
bool` to `iterticks()` and add some cleaner logic and a proper doc
string to `frame_ticks()`.
---
 piker/data/ticktools.py | 134 +++++++++++++++++++++++-----------------
 1 file changed, 76 insertions(+), 58 deletions(-)

diff --git a/piker/data/ticktools.py b/piker/data/ticktools.py
index bc3543f8..1ce7fa45 100644
--- a/piker/data/ticktools.py
+++ b/piker/data/ticktools.py
@@ -1,5 +1,5 @@
 # piker: trading gear for hackers
-# Copyright (C) Tyler Goodlet (in stewardship for piker0)
+# Copyright (C) Tyler Goodlet (in stewardship for pikers)
 
 # This program is free software: you can redistribute it and/or modify
 # it under the terms of the GNU Affero General Public License as published by
@@ -15,7 +15,7 @@
 # along with this program.  If not, see <https://www.gnu.org/licenses/>.
 
 '''
-Stream format enforcement.
+Tick event stream processing, filter-by-types, format-normalization.
 
 '''
 from itertools import chain
@@ -40,6 +40,69 @@ _tick_groups: dict[str, set[str]] = {
 _auction_ticks: set[str] = set.union(*_tick_groups.values())
 
 
+def frame_ticks(
+    quote: dict[str, Any],
+
+    ticks_by_type: dict | None = None,
+    ticks_in_order: list[dict[str, Any]] | None = None
+
+) -> dict[
+    str,
+    list[dict[str, Any]]
+]:
+    '''
+    XXX: build a tick-by-type table of lists
+    of tick messages. This allows for less
+    iteration on the receiver side by allowing for
+    a single "latest tick event" look up by
+    indexing the last entry in each sub-list.
+
+    tbt = {
+        'types': ['bid', 'asize', 'last', .. '<type_n>'],
+
+        'bid': [tick0, tick1, tick2, .., tickn],
+        'asize': [tick0, tick1, tick2, .., tickn],
+        'last': [tick0, tick1, tick2, .., tickn],
+        ...
+        '<type_n>': [tick0, tick1, tick2, .., tickn],
+    }
+
+    If `ticks_in_order` is provided, append any retrieved ticks
+    since last iteration into this array/buffer/list.
+
+    '''
+    # TODO: once we decide to get fancy really we should
+    # have a shared mem tick buffer that is just
+    # continually filled and the UI just ready from it
+    # at it's display rate.
+
+    tbt = ticks_by_type if ticks_by_type is not None else {}
+    if not (ticks := quote.get('ticks')):
+        return tbt
+
+    # append in reverse FIFO order for in-order iteration on
+    # receiver side.
+    tick: dict[str, Any]
+    for tick in ticks:
+        tbt.setdefault(
+            tick['type'],
+            [],
+        ).append(tick)
+
+    # TODO: do we need this any more or can we just
+    # expect the receiver to unwind the below
+    # `ticks_by_type: dict`?
+    # => undwinding would potentially require a
+    # `dict[str, set | list]` instead with an
+    # included `'types' field which is an (ordered)
+    # set of tick type fields in the order which
+    # types arrived?
+    if ticks_in_order:
+        ticks_in_order.extend(ticks)
+
+    return tbt
+
+
 def iterticks(
     quote: dict,
     types: tuple[str] = (
@@ -47,10 +110,16 @@ def iterticks(
         'dark_trade',
     ),
     deduplicate_darks: bool = False,
+    reverse: bool = False,
+
+    # TODO: should we offer delegating to `frame_ticks()` above
+    # with this?
+    frame_by_type: bool = False,
 
 ) -> AsyncIterator:
     '''
-    Iterate through ticks delivered per quote cycle.
+    Iterate through ticks delivered per quote cycle, filter and
+    yield any declared in `types`.
 
     '''
     if deduplicate_darks:
@@ -93,63 +162,12 @@ def iterticks(
             # re-insert ticks
             ticks.extend(list(chain(trades.values(), darks.values())))
 
+        # most-recent-first
+        if reverse:
+            ticks = reversed(ticks)
+
         for tick in ticks:
             # print(f"{quote['symbol']}: {tick}")
             ttype = tick.get('type')
             if ttype in types:
                 yield tick
-
-
-def frame_ticks(
-    quote: dict[str, Any],
-
-    ticks_by_type: dict[str, list[dict[str, Any]]] = {},
-    ticks_in_order: list[dict[str, Any]] | None = None
-
-) -> dict:
-
-    # append quotes since last iteration into the last quote's
-    # tick array/buffer.
-    # TODO: once we decide to get fancy really we should
-    # have a shared mem tick buffer that is just
-    # continually filled and the UI just ready from it
-    # at it's display rate.
-
-    if ticks := quote.get('ticks'):
-
-        # XXX: build a tick-by-type table of lists
-        # of tick messages. This allows for less
-        # iteration on the receiver side by allowing for
-        # a single "latest tick event" look up by
-        # indexing the last entry in each sub-list.
-        # tbt = {
-        #     'types': ['bid', 'asize', 'last', .. '<type_n>'],
-
-        #     'bid': [tick0, tick1, tick2, .., tickn],
-        #     'asize': [tick0, tick1, tick2, .., tickn],
-        #     'last': [tick0, tick1, tick2, .., tickn],
-        #     ...
-        #     '<type_n>': [tick0, tick1, tick2, .., tickn],
-        # }
-
-        # append in reverse FIFO order for in-order iteration on
-        # receiver side.
-        tick: dict[str, Any]
-        for tick in ticks:
-            ticks_by_type.setdefault(
-                tick['type'],
-                [],
-            ).append(tick)
-
-        # TODO: do we need this any more or can we just
-        # expect the receiver to unwind the below
-        # `ticks_by_type: dict`?
-        # => undwinding would potentially require a
-        # `dict[str, set | list]` instead with an
-        # included `'types' field which is an (ordered)
-        # set of tick type fields in the order which
-        # types arrived?
-        if ticks_in_order:
-            ticks_in_order.extend(ticks)
-
-    return ticks_by_type