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
parent
c724117c1a
commit
0aef762d9a
|
@ -1024,7 +1024,7 @@ async def handle_order_updates(
|
|||
# TODO: maybe capture more msg data
|
||||
# i.e fees?
|
||||
broker_details={'name': 'kraken'} | order_msg,
|
||||
broker_time=broker_time
|
||||
broker_time=time.time(),
|
||||
)
|
||||
await ems_stream.send(fill_msg)
|
||||
|
||||
|
|
|
@ -985,7 +985,19 @@ async def process_trade_msg(
|
|||
pointing='up' if action == 'buy' else 'down',
|
||||
|
||||
# TODO: put the actual exchange timestamp
|
||||
arrow_index=get_index(details['broker_time']),
|
||||
arrow_index=get_index(
|
||||
# TODO: note currently the ``kraken`` openOrders sub
|
||||
# doesn't deliver their engine timestamp as part of
|
||||
# it's schema, so this value is **not** from them
|
||||
# (see our backend code). We should probably either
|
||||
# include all provider-engine timestamps in the
|
||||
# summary 'closed' status msg and/or figure out
|
||||
# a way to indicate what is a `brokerd` stamp versus
|
||||
# a true backend one? This will require finagling
|
||||
# with how each backend tracks/summarizes time
|
||||
# stamps for the downstream API.
|
||||
details['broker_time']
|
||||
),
|
||||
)
|
||||
|
||||
# TODO: how should we look this up?
|
||||
|
|
Loading…
Reference in New Issue