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Fspd cluster #252

Merged
merged 12 commits into from
Jan 25, 2022
Merged

Fspd cluster #252

merged 12 commits into from
Jan 25, 2022

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goodboy
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@goodboy goodboy commented Jan 24, 2022

Reworks the fsp engine daemon to use new cluster APIs added to tractor in:

Namely, we use a fixed size actor cluster and round robin FSP tasks to it instead of a whole actor per target computation function.
This also speeds up startup since all fsp workers in the cluster are spun up concurrently alongside the normal UI spawning sequence.

Use a fixed worker count and don't respawn for every chart, instead
opting for a round-robin to tasks in a cluster and (for now) hoping for
the best in terms of trio scheduling, though we should obviously route
via symbol-locality next. This is currently a boon for chart spawning
startup times since actor creation is done AOT.

Additionally,
- use `zero_on_step` for dollar volume
- drop rsi on startup (again)
- add dollar volume (via fsp) along side unit volume
- litter more profiling to fsp chart startup sequence
- pre-define tick type classes for update loop
@goodboy goodboy added data-layer real-time and historical data processing and storage fsp financial signal processing factoring less codez dawg perf efficiency and latency optimization labels Jan 24, 2022
@goodboy goodboy requested review from guilledk and iamzoltan January 24, 2022 02:21
@goodboy goodboy merged commit 11544dc into master Jan 25, 2022
@goodboy goodboy deleted the fspd_cluster branch January 25, 2022 12:46
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2 participants