How to use PullInputAdapter like Realtime mode

[mizuse-emiya]

Thank you for open-sourcing this excellent package. I have a question regarding the use of PullInputAdapter for real-time data input.

In our case, we need to feed tick data into the system via PullInputAdapter. However, we’ve observed that whenever we input a tick, the graph only processes and outputs the previous tick, instead of the one just submitted.

How can we configure or use PullInputAdapter so that each tick is processed and produces output immediately, without having to wait for the next tick?

Thank you for your help!

[robambalu]

First question to ask would be, why are you writing a pull adapter for realtime data?
you should be using a push adapter for a realtime feed. pull adapters have to be able to schedule their “next timestamp” before the engine can proceed from the current time, which is why you see this behavior

[mizuse-emiya]

Thank you for your answer. Since we are attempting to implement a streaming process that continuously plays back historical data and smoothly transitions to real-time data, would you consider a push adapter to be a better practice in your view?

[AdamGlustein]

What you want to use is PushPullInputAdapter which "pulls" the data until realtime kicks in, and then "pushes" the data after.
We have an example use of it in this notebook: https://github.com/Point72/csp/blob/8c19928d57fb224795e45c5df10e3f80d97bc3a7/examples/07_end_to_end/earthquake.ipynb

[mizuse-emiya]

Can I find more information about PushPullInputAdapter elsewhere, or is this document the only source? Appreciate for your help.

[AdamGlustein]

Specifically for PushPull, that's the only example we have. But a PushPull adapter is really just a combination of a PullAdapter (in replay) and a PushAdapter (in realtime), and these concepts are documented here:
https://github.com/Point72/csp/wiki/Write-Historical-Input-Adapters#pullinputadapter---python
https://github.com/Point72/csp/wiki/Write-Realtime-Input-Adapters#pushinputadapter---python

[timkpaine]

we have some code examples well, I think it would be worthwhile to start with the most basic and work from there:
https://github.com/Point72/csp/blob/main/examples/04_writing_adapters/e1_generic_push_adapter.py

so start with push, then pull, then adapter managers, before looking into push/pull combined so that you have a good mental model of how things work. I would also start in pure python before making any attempts at a C++ adapter.

[mizuse-emiya]

very appreciate for your help.Thanks!