offload initial df computation to thread

freqtrade/misc.py

@@ -1,9 +1,11 @@
 """
 Various tool function for Freqtrade and scripts
 """
+import asyncio
 import gzip
 import logging
 import re
+import threading
 from datetime import datetime
 from pathlib import Path
 from typing import Any, Dict, Iterator, List, Mapping, Union
@@ -301,3 +303,44 @@ def remove_entry_exit_signals(dataframe: pd.DataFrame):
     dataframe[SignalTagType.EXIT_TAG.value] = None
 
     return dataframe
+
+
+def sync_to_async_iter(iter):
+    """
+    Wrap blocking iterator into an asynchronous by
+    offloading computation to thread and using
+    pubsub pattern for yielding results
+
+    :param iter: A synchronous iterator
+    :returns: An asynchronous iterator
+    """
+
+    loop = asyncio.get_event_loop()
+    q = asyncio.Queue(1)
+    exception = None
+    _END = object()
+
+    async def yield_queue_items():
+        while True:
+            next_item = await q.get()
+            if next_item is _END:
+                break
+            yield next_item
+        if exception is not None:
+            # The iterator has raised, propagate the exception
+            raise exception
+
+    def iter_to_queue():
+        nonlocal exception
+        try:
+            for item in iter:
+                # This runs outside the event loop thread, so we
+                # must use thread-safe API to talk to the queue.
+                asyncio.run_coroutine_threadsafe(q.put(item), loop).result()
+        except Exception as e:
+            exception = e
+        finally:
+            asyncio.run_coroutine_threadsafe(q.put(_END), loop).result()
+
+    threading.Thread(target=iter_to_queue).start()
+    return yield_queue_items()

freqtrade/rpc/api_server/api_ws.py

@@ -7,6 +7,7 @@ from fastapi.websockets import WebSocket
 from pydantic import ValidationError
 
 from freqtrade.enums import RPCMessageType, RPCRequestType
+from freqtrade.misc import sync_to_async_iter
 from freqtrade.rpc.api_server.api_auth import validate_ws_token
 from freqtrade.rpc.api_server.deps import get_message_stream, get_rpc
 from freqtrade.rpc.api_server.ws.channel import WebSocketChannel, create_channel
@@ -93,7 +94,7 @@ async def _process_consumer_request(
         limit = min(data.get('limit', 1500), 1500) if data else None
 
         # For every pair in the generator, send a separate message
-        for message in rpc._ws_request_analyzed_df(limit):
+        async for message in sync_to_async_iter(rpc._ws_request_analyzed_df(limit)):
             # Format response
             response = WSAnalyzedDFMessage(data=message)
             await channel.send(response.dict(exclude_none=True))