Merge pull request #298 from pikers/kraken_cleaning
Kraken cleaning, disable order support due to #299!kraken_editorder
goodboy
GitHub
commit
039d06cc48
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@ -33,7 +33,7 @@ import tractor
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from pydantic.dataclasses import dataclass
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from pydantic import BaseModel
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import wsproto
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from itertools import count
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import itertools
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import urllib.parse
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import hashlib
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import hmac
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@ -124,11 +124,11 @@ class Trade(BaseModel):
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Trade class that helps parse and validate ownTrades stream
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'''
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reqid: str # kraken order transaction id
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action: str # buy or sell
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price: str # price of asset
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size: str # vol of asset
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broker_time: str # e.g GTC, GTD
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reqid: str # kraken order transaction id
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action: str # buy or sell
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price: str # price of asset
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size: str # vol of asset
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broker_time: str # e.g GTC, GTD
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@dataclass
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@ -159,9 +159,15 @@ class OHLC:
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def get_config() -> dict[str, Any]:
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conf, path = config.load()
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section = conf.get('kraken')
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if section:
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log.warning(
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'Kraken order mode is currently disabled due to bug!\n'
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'See https://github.com/pikers/piker/issues/299'
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)
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return {}
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if section is None:
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log.warning(f'No config section found for kraken in {path}')
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return {}
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@ -242,7 +248,7 @@ class Client:
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uri_path: str
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) -> Dict[str, Any]:
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headers = {
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'Content-Type':
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'Content-Type':
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'application/x-www-form-urlencoded',
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'API-Key':
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self._api_key,
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@ -288,7 +294,7 @@ class Client:
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count = resp['result']['count']
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break
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# update existing dict if num trades exceeds 100
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else:
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else:
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trades.update(resp['result']['trades'])
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# increment the offset counter
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data['ofs'] += 50
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@ -446,12 +452,11 @@ class Client:
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raise SymbolNotFound(json['error'][0] + f': {symbol}')
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@asynccontextmanager
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async def get_client() -> Client:
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section = get_config()
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if section:
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if section:
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client = Client(
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name=section['key_descr'],
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api_key=section['api_key'],
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@ -541,7 +546,8 @@ async def handle_order_requests(
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request_msg: dict
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order: BrokerdOrder
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userref_counter = count()
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userref_counter = itertools.count()
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async for request_msg in ems_order_stream:
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log.info(f'Received order request {request_msg}')
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@ -558,14 +564,20 @@ async def handle_order_requests(
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await ems_order_stream.send(BrokerdError(
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oid=request_msg['oid'],
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symbol=request_msg['symbol'],
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reason=f'Kraken only, No account found: `{account}` ?',
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# reason=f'Kraken only, No account found: `{account}` ?',
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reason=(
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'Kraken only, order mode disabled due to '
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'https://github.com/pikers/piker/issues/299'
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),
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).dict())
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continue
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# validate
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temp_id = next(userref_counter)
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order = BrokerdOrder(**request_msg)
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# call our client api to submit the order
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resp = await client.submit_limit(
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oid=order.oid,
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@ -578,7 +590,9 @@ async def handle_order_requests(
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err = resp['error']
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if err:
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log.error(f'Failed to submit order')
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oid = order.oid
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log.error(f'Failed to submit order: {oid}')
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await ems_order_stream.send(
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BrokerdError(
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oid=order.oid,
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@ -616,30 +630,16 @@ async def handle_order_requests(
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reqid=msg.reqid
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)
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# Check to make sure there was no error returned by
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# the kraken endpoint. Assert one order was cancelled.
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try:
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# Check to make sure there was no error returned by
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# the kraken endpoint. Assert one order was cancelled
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assert resp['error'] == []
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assert resp['result']['count'] == 1
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result = resp['result']
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count = result['count']
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# check for 'error' key if we received no 'result'
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except KeyError:
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error = resp.get('error')
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# TODO: Change this code using .get
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try:
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pending = resp['result']['pending']
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# Check to make sure the cancellation is NOT pending,
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# then send the confirmation to the ems order stream
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except KeyError:
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await ems_order_stream.send(
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BrokerdStatus(
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reqid=msg.reqid,
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account=msg.account,
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time_ns=time.time_ns(),
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status='cancelled',
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reason='Order cancelled',
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broker_details={'name': 'kraken'}
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).dict()
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)
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except AssertionError:
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log.error(f'Order cancel was not successful')
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await ems_order_stream.send(
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BrokerdError(
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oid=order.oid,
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@ -650,8 +650,46 @@ async def handle_order_requests(
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).dict()
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)
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else:
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log.error(f'Unknown order command: {request_msg}')
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if not error:
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raise BrokerError(f'Unknown order cancel response: {resp}')
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else:
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if not count: # no orders were cancelled?
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# XXX: what exactly is this from and why would we care?
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# there doesn't seem to be any docs here?
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# https://docs.kraken.com/rest/#operation/cancelOrder
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# Check to make sure the cancellation is NOT pending,
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# then send the confirmation to the ems order stream
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pending = result.get('pending')
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if pending:
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log.error(f'Order {oid} cancel was not yet successful')
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await ems_order_stream.send(
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BrokerdError(
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oid=order.oid,
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reqid=temp_id,
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symbol=order.symbol,
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reason="Order cancel is still pending?",
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broker_details=resp
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).dict()
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)
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else: # order cancel success case.
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await ems_order_stream.send(
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BrokerdStatus(
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reqid=msg.reqid,
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account=msg.account,
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time_ns=time.time_ns(),
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status='cancelled',
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reason='Order cancelled',
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broker_details={'name': 'kraken'}
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).dict()
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)
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else:
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log.error(f'Unknown order command: {request_msg}')
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@tractor.context
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@ -694,7 +732,7 @@ async def trades_dialogue(
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async with get_client() as client:
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if not client._api_key:
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log.error('Missing Kraken API key: Trades WS connection failed')
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await ctx.started(({}, {'paper',}))
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await ctx.started(({}, ['paper']))
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async with (
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ctx.open_stream() as ems_stream,
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@ -713,7 +751,7 @@ async def trades_dialogue(
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_positions={},
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)
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## TODO: maybe add multiple accounts
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# TODO: maybe add multiple accounts
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n.start_soon(handle_order_requests, client, ems_stream)
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acc_name = 'kraken.' + client._name
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@ -724,7 +762,7 @@ async def trades_dialogue(
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await ctx.started((position_msgs, (acc_name,)))
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# Get websocket token for authenticated data stream
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# Assert that a token was actually received
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# Assert that a token was actually received.
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resp = await client.endpoint('GetWebSocketsToken', {})
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assert resp['error'] == []
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token = resp['result']['token']
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@ -733,7 +771,7 @@ async def trades_dialogue(
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ctx.open_stream() as ems_stream,
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trio.open_nursery() as n,
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):
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## TODO: maybe add multiple accounts
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# TODO: maybe add multiple accounts
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n.start_soon(handle_order_requests, client, ems_stream)
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# Process trades msg stream of ws
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@ -746,24 +784,8 @@ async def trades_dialogue(
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for trade in msg:
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# check the type of packaged message
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assert type(trade) == Trade
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# prepare and send a status update for line update
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trade_msg = BrokerdStatus(
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reqid=trade.reqid,
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time_ns=time.time_ns(),
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account='kraken.spot',
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status='executed',
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filled=float(trade.size),
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reason='Order filled by kraken',
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# remaining='' # TODO: not sure what to do here.
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broker_details={
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'name': 'kraken',
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'broker_time': trade.broker_time
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}
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)
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await ems_stream.send(trade_msg.dict())
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# prepare and send a filled status update
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filled_msg = BrokerdStatus(
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reqid=trade.reqid,
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time_ns=time.time_ns(),
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@ -772,13 +794,21 @@ async def trades_dialogue(
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status='filled',
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filled=float(trade.size),
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reason='Order filled by kraken',
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# remaining='' # TODO: not sure what to do here.
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broker_details={
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'name': 'kraken',
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'broker_time': trade.broker_time
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}
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},
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# TODO: figure out if kraken gives a count
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# of how many units of underlying were
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# filled. Alternatively we can decrement
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# this value ourselves by associating and
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# calcing from the diff with the original
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# client-side request, see:
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# https://github.com/pikers/piker/issues/296
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remaining=0,
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)
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await ems_stream.send(filled_msg.dict())
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# send a fill msg for gui update
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@ -793,7 +823,7 @@ async def trades_dialogue(
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broker_details={'name': 'kraken'},
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broker_time=float(trade.broker_time)
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)
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await ems_stream.send(fill_msg.dict())
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@ -899,10 +929,10 @@ async def process_trade_msgs(
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async for msg in stream_messages(ws):
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try:
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# check that we are on the ownTrades stream and that msgs are
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# arriving in sequence with kraken
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# For clarification the kraken ws api docs for this stream:
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# https://docs.kraken.com/websockets/#message-ownTrades
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# check that we are on the ownTrades stream and that msgs
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# are arriving in sequence with kraken For clarification the
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# kraken ws api docs for this stream:
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# https://docs.kraken.com/websockets/#message-ownTrades
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assert msg[1] == 'ownTrades'
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assert msg[2]['sequence'] > sequence_counter
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sequence_counter += 1
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@ -184,7 +184,7 @@ class BrokerdStatus(BaseModel):
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# {
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# 'submitted',
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# 'cancelled',
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# 'executed',
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# 'filled',
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# }
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status: str
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