Bleh `kraken`, fix another ref error in fill block
Clearly, the linter didn't help us here.. but, just pass the `brokerd` time for now in the `.broker_time` field; we can't get it from the fill-case incremental updates in the `openOrders` sub. Add some notes about this and how we might approach for backends with this limitation.kraken_fill_bugs
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@ -1024,7 +1024,7 @@ async def handle_order_updates(
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# TODO: maybe capture more msg data
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# TODO: maybe capture more msg data
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# i.e fees?
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# i.e fees?
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broker_details={'name': 'kraken'} | order_msg,
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broker_details={'name': 'kraken'} | order_msg,
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broker_time=broker_time
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broker_time=time.time(),
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)
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)
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await ems_stream.send(fill_msg)
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await ems_stream.send(fill_msg)
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@ -985,7 +985,19 @@ async def process_trade_msg(
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pointing='up' if action == 'buy' else 'down',
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pointing='up' if action == 'buy' else 'down',
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# TODO: put the actual exchange timestamp
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# TODO: put the actual exchange timestamp
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arrow_index=get_index(details['broker_time']),
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arrow_index=get_index(
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# TODO: note currently the ``kraken`` openOrders sub
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# doesn't deliver their engine timestamp as part of
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# it's schema, so this value is **not** from them
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# (see our backend code). We should probably either
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# include all provider-engine timestamps in the
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# summary 'closed' status msg and/or figure out
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# a way to indicate what is a `brokerd` stamp versus
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# a true backend one? This will require finagling
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# with how each backend tracks/summarizes time
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# stamps for the downstream API.
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details['broker_time']
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),
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)
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)
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# TODO: how should we look this up?
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# TODO: how should we look this up?
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