Relay existing open orders from ib on startup

piker/brokers/ib/broker.py

@@ -42,6 +42,7 @@ from ib_insync.contract import (
 from ib_insync.order import (
     Trade,
     OrderStatus,
+    Order,
 )
 from ib_insync.objects import (
     Fill,
@@ -439,7 +440,6 @@ async def trades_dialogue(
     # we might also want to delegate a specific actor for
     # ledger writing / reading for speed?
     async with (
-        # trio.open_nursery() as nurse,
         open_client_proxies() as (proxies, aioclients),
     ):
         # Open a trade ledgers stack for appending trade records over
@@ -468,6 +468,41 @@ async def trades_dialogue(
 
                 client = aioclients[account]
 
+                trades: list[Trade] = client.ib.openTrades()
+                order_msgs = []
+                for trade in trades:
+
+                    order = trade.order
+                    quant = trade.order.totalQuantity
+                    size = {
+                        'SELL': -1,
+                        'BUY': 1,
+                    }[order.action] * quant
+                    fqsn, _ = con2fqsn(trade.contract)
+
+                    # TODO: maybe embed a ``BrokerdOrder`` instead
+                    # since then we can directly load it on the client
+                    # side in the order mode loop?
+                    msg = BrokerdStatus(
+                        reqid=order.orderId,
+                        time_ns=time.time_ns(),
+                        account=accounts_def.inverse[order.account],
+                        status='submitted',
+                        size=size,
+                        price=order.lmtPrice,
+                        filled=0,
+                        reason='Existing live order',
+
+                        # this seems to not be necessarily up to date in the
+                        # execDetails event.. so we have to send it here I guess?
+                        remaining=quant,
+                        broker_details={
+                            'name': 'ib',
+                            'fqsn': fqsn,
+                        },
+                    )
+                    order_msgs.append(msg)
+
                 # process pp value reported from ib's system. we only use these
                 # to cross-check sizing since average pricing on their end uses
                 # the so called (bs) "FIFO" style which more or less results in
@@ -523,7 +558,12 @@ async def trades_dialogue(
                                 table.update_from_trans(trans)
                                 updated = table.update_from_trans(trans)
 
-                        assert msg.size == pp.size, 'WTF'
+                        if msg.size != pp.size:
+                            log.error(
+                                'Position mismatch {pp.symbol.front_fqsn()}:\n'
+                                f'ib: {msg.size}\n'
+                                f'piker: {pp.size}\n'
+                            )
 
                 active_pps, closed_pps = table.dump_active()
 
@@ -575,6 +615,10 @@ async def trades_dialogue(
                 ctx.open_stream() as ems_stream,
                 trio.open_nursery() as n,
             ):
+                # relay existing open orders to ems
+                for msg in order_msgs:
+                    await ems_stream.send(msg)
+
                 trade_event_stream = await n.start(open_trade_event_stream)
                 clients.append((client, trade_event_stream))