Add a mostly actor aware API to IB backend

Infected `asyncio` support is being added to `tractor` in
goodboy/tractor#121 so delegate to all that new machinery.

Start building out an "actor-aware" api which takes care of all the
`trio`-`asyncio` interaction for data streaming and request handling.
Add a little (shudder) method proxy system which can be used to invoke
client methods from another actor. Start on a streaming api in
preparation for real-time charting.

Author: goodboy

piker/brokers/ib.py

@@ -1,16 +1,29 @@
 """
 Interactive Brokers API backend.
+
+Note the client runs under an ``asyncio`` loop (since ``ib_insync`` is
+built on it) and thus actor aware apis must be spawned with
+``infected_aio==True``.
 """
 import asyncio
 from dataclasses import asdict
-from typing import List, Dict, Any
+from functools import partial
+import inspect
+from typing import List, Dict, Any, Tuple
 from contextlib import asynccontextmanager
+import time
 
-import trio
+import tractor
+from async_generator import aclosing
 import ib_insync as ibis
 from ib_insync.ticker import Ticker
 from ib_insync.contract import Contract, ContractDetails
 
+from ..log import get_logger, get_console_log
+
+
+log = get_logger(__name__)
+
 
 _time_frames = {
     '1s': '1 Sec',
@@ -35,14 +48,14 @@
 
 class Client:
     """IB wrapped for our broker backend API.
+
+    Note: this client requires running inside an ``asyncio`` loop.
     """
     def __init__(
         self,
         ib: ibis.IB,
     ) -> None:
         self.ib = ib
-        # connect data feed callback...
-        self.ib.pendingTickersEvent.connect(self.on_tickers)
 
     async def bars(
         self,
@@ -57,7 +70,7 @@ async def bars(
         """
         contract = ibis.ContFuture('ES', exchange='GLOBEX')
         # contract = ibis.Stock('WEED', 'SMART', 'CAD')
-        bars = self.ib.reqHistoricalData(
+        bars = await self.ib.reqHistoricalDataAsync(
             contract,
             endDateTime='',
             # durationStr='60 S',
@@ -88,16 +101,25 @@ async def search_stocks(
 
         Return a dictionary of ``upto`` entries worth of contract details.
         """
-        descriptions = self.ib.reqMatchingSymbols(pattern)
+        descriptions = await self.ib.reqMatchingSymbolsAsync(pattern)
+
+        futs = []
+        for d in descriptions:
+            con = d.contract
+            futs.append(self.ib.reqContractDetailsAsync(con))
+
+        # batch request all details
+        results = await asyncio.gather(*futs)
+
+        # XXX: if there is more then one entry in the details list
         details = {}
-        for description in descriptions:
-            con = description.contract
-            deats = self.ib.reqContractDetails(con)
-            # XXX: if there is more then one entry in the details list
+        for details_set in results:
             # then the contract is so called "ambiguous".
-            for d in deats:
+            for d in details_set:
+                con = d.contract
                 unique_sym = f'{con.symbol}.{con.primaryExchange}'
                 details[unique_sym] = asdict(d) if asdicts else d
+
                 if len(details) == upto:
                     return details
 
@@ -118,23 +140,38 @@ def get_cont_fute(
     ) -> Contract:
         raise NotImplementedError
 
+    async def stream_ticker(
+        self,
+        symbol: str,
+        to_trio,
+        opts: Tuple[int] = ('233', '375'),
+    ) -> None:
+        """Stream a ticker using the std L1 api.
+        """
+        sym, exch = symbol.split('.')
+        contract = ibis.Stock(sym.upper(), exchange=exch.upper())
+        ticker: Ticker = self.ib.reqMktData(contract, ','.join(opts))
+        ticker.updateEvent.connect(lambda t: to_trio.send_nowait(t))
+
+        # let the engine run and stream
+        await self.ib.disconnectedEvent
+
 
 # default config ports
 _tws_port: int = 7497
 _gw_port: int = 4002
 
 
 @asynccontextmanager
-async def get_client(
+async def _aio_get_client(
     host: str = '127.0.0.1',
     port: int = None,
     client_id: int = 1,
 ) -> Client:
     """Return an ``ib_insync.IB`` instance wrapped in our client API.
     """
     ib = ibis.IB()
-    # TODO: some detection magic to figure out if tws vs. the
-    # gateway is up ad choose the appropriate port
+
     if port is None:
         ports = [_tws_port, _gw_port]
     else:
@@ -152,91 +189,170 @@ async def get_client(
     else:
         raise ConnectionRefusedError(_err)
 
-    yield Client(ib)
-    ib.disconnect()
-
+    try:
+        yield Client(ib)
+    except BaseException:
+        ib.disconnect()
+        raise
+
+
+async def _aio_run_client_method(
+    meth: str,
+    to_trio,
+    from_trio,
+    **kwargs,
+) -> None:
+    log.info("Connecting to the EYEEEEBEEEEE GATEWAYYYYYYY!")
+    async with _aio_get_client() as client:
+
+        async_meth = getattr(client, meth)
+
+        # handle streaming methods
+        args = tuple(inspect.getfullargspec(async_meth).args)
+        if 'to_trio' in args:
+            kwargs['to_trio'] = to_trio
+
+        return await async_meth(**kwargs)
+
+
+async def _trio_run_client_method(
+    method: str,
+    **kwargs,
+) -> None:
+    ca = tractor.current_actor()
+    assert ca.is_infected_aio()
+
+    # if the method is an async gen stream for it
+    meth = getattr(Client, method)
+    if inspect.isasyncgenfunction(meth):
+        kwargs['_treat_as_stream'] = True
+
+    # if the method is an async func but streams back results
+    # make sure to also stream from it
+    args = tuple(inspect.getfullargspec(meth).args)
+    if 'to_trio' in args:
+        kwargs['_treat_as_stream'] = True
+
+    result = await tractor.to_asyncio.run_task(
+        _aio_run_client_method,
+        meth=method,
+        **kwargs
+    )
+    return result
+
+
+def get_method_proxy(portal):
+
+    class MethodProxy:
+        def __init__(self, portal: tractor._portal.Portal):
+            self._portal = portal
+
+        async def _run_method(
+            self,
+            *,
+            meth: str = None,
+            **kwargs
+        ) -> Any:
+            return await self._portal.run(
+                __name__,
+                '_trio_run_client_method',
+                method=meth,
+                **kwargs
+            )
+
+    proxy = MethodProxy(portal)
+
+    # mock all remote methods
+    for name, method in inspect.getmembers(
+        Client, predicate=inspect.isfunction
+    ):
+        if '_' == name[0]:
+            continue
+        setattr(proxy, name, partial(proxy._run_method, meth=name))
+
+    return proxy
 
-if __name__ == '__main__':
 
-    con_es = ibis.ContFuture('ES', exchange='GLOBEX')
-    es = ibis.Future('ES', '20200918', exchange='GLOBEX')
-    spy = ibis.Stock('SPY', exchange='ARCA')
-
-    # ticker = client.ib.reqTickByTickData(
-    #     contract,
-    #     tickType='Last',
-    #     numberOfTicks=1,
-    # )
-    # client.ib.reqTickByTickData(
-    #     contract,
-    #     tickType='AllLast',
-    #     numberOfTicks=1,
-    # )
-    # client.ib.reqTickByTickData(
-    #     contract,
-    #     tickType='BidAsk',
-    #     numberOfTicks=1,
-    # )
-
-    # ITC (inter task comms)
-    from_trio = asyncio.Queue()
-    to_trio, from_aio = trio.open_memory_channel(float("inf"))
-
-    async def start_ib(from_trio, to_trio):
-        print("starting the EYEEEEBEEEEE GATEWAYYYYYYY!")
-        async with get_client() as client:
-
-            # stream ticks to trio task
-            def ontick(ticker: Ticker):
-                for t in ticker.ticks:
-                    # send tick data to trio
-                    to_trio.send_nowait(t)
-
-            ticker = client.ib.reqMktData(spy, '588', False, False, None)
-            ticker.updateEvent += ontick
-
-            n = await from_trio.get()
-            assert n == 0
-
-            # sleep and let the engine run
-            await asyncio.sleep(float('inf'))
-
-            # TODO: cmd processing from trio
-            # while True:
-            #     n = await from_trio.get()
-            #     print(f"aio got: {n}")
-            #     to_trio.send_nowait(n + 1)
-
-    async def trio_main():
-        print("trio_main!")
-
-        asyncio.create_task(
-            start_ib(from_trio, to_trio)
-        )
+@asynccontextmanager
+async def maybe_spawn_brokerd(
+    **kwargs,
+) -> tractor._portal.Portal:
+    async with tractor.find_actor('brokerd_ib') as portal:
+        if portal is None:  # no broker daemon created yet
+
+            async with tractor.open_nursery() as n:
+                # XXX: this needs to somehow be hidden
+                portal = await n.start_actor(
+                    'brokerd_ib',
+                    rpc_module_paths=[__name__],
+                    infect_asyncio=True,
+                )
+                async with tractor.wait_for_actor(
+                    'brokerd_ib'
+                ) as portal:
+                    yield portal
+
+                # client code may block indefinitely so cancel when
+                # teardown is invoked
+                await n.cancel()
 
-        from_trio.put_nowait(0)
 
-        async for tick in from_aio:
+@asynccontextmanager
+async def get_client(
+    **kwargs,
+) -> Client:
+    """Init the ``ib_insync`` client in another actor and return
+    a method proxy to it.
+    """
+    async with maybe_spawn_brokerd(**kwargs) as portal:
+        yield get_method_proxy(portal)
+
+
+async def trio_stream_ticker(sym):
+    get_console_log('info')
+
+    # con_es = ibis.ContFuture('ES', exchange='GLOBEX')
+    # es = ibis.Future('ES', '20200918', exchange='GLOBEX')
+
+    stream = await tractor.to_asyncio.run_task(
+        _trio_run_client_method,
+        method='stream_ticker',
+        symbol=sym,
+    )
+    async with aclosing(stream):
+        async for ticker in stream:
+            lft = ticker.lastFillTime
+            for tick_data in ticker.ticks:
+                value = tick_data._asdict()
+                now = time.time()
+                value['time'] = now
+                value['last_fill_time'] = lft
+                if lft:
+                    value['latency'] = now - lft
+                yield value
+
+
+async def stream_from_brokerd(sym):
+
+    async with maybe_spawn_brokerd() as portal:
+        stream = await portal.run(
+            __name__,
+            'trio_stream_ticker',
+            sym=sym,
+        )
+        async for tick in stream:
             print(f"trio got: {tick}")
 
-            # TODO: send cmds to asyncio
-            # from_trio.put_nowait(n + 1)
-
-    async def aio_main():
-        loop = asyncio.get_running_loop()
-
-        trio_done_fut = asyncio.Future()
 
-        def trio_done_callback(main_outcome):
-            print(f"trio_main finished: {main_outcome!r}")
-            trio_done_fut.set_result(main_outcome)
-
-        trio.lowlevel.start_guest_run(
-            trio_main,
-            run_sync_soon_threadsafe=loop.call_soon_threadsafe,
-            done_callback=trio_done_callback,
-        )
+if __name__ == '__main__':
+    import sys
 
-        (await trio_done_fut).unwrap()
+    sym = sys.argv[1]
 
-    asyncio.run(aio_main())
+    tractor.run(
+        stream_from_brokerd,
+        sym,
+        # XXX: must be multiprocessing
+        start_method='forkserver',
+        loglevel='info'
+    )