Use both `reqid` and `userref` in order requests
Turns out you can pass both thus making mapping an ems `oid` to a brokerd-side `reqid` much more simple. This allows us to avoid keeping as much local dialog state but with still the following caveats: - ok `editOrder` msgs must update the reqid<->txid map - only pop `reqids2txids` entries inside the `cancelOrderStatus` handlerkraken_userref_hackzin
Tyler Goodlet
parent
dc8072c6db
commit
227a80469e
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@ -31,7 +31,6 @@ import time
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from typing import (
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Any,
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AsyncIterator,
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Optional,
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Union,
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)
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@ -105,7 +104,7 @@ async def handle_order_requests(
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# XXX: UGH, let's unify this.. with ``msgspec``.
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msg: dict[str, Any]
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order: BrokerdOrder
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counter = count()
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counter = count(1)
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async for msg in ems_order_stream:
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log.info(f'Rx order msg:\n{pformat(msg)}')
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@ -139,7 +138,8 @@ async def handle_order_requests(
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ep = 'editOrder'
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reqid = ids[order.oid] # integer not txid
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try:
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txid = reqids2txids.pop(reqid)
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# txid = reqids2txids.pop(reqid)
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txid = reqids2txids[reqid]
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except KeyError:
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reqids2txids[reqid] = TooFastEdit(reqid)
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await ems_order_stream.send(
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@ -152,10 +152,11 @@ async def handle_order_requests(
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)
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)
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extra = {
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'orderid': txid, # txid
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}
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else:
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extra = {
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'orderid': txid, # txid
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# 'newuserref': reqid,
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}
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else:
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ep = 'addOrder'
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@ -189,9 +190,16 @@ async def handle_order_requests(
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'event': ep,
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'token': token,
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# XXX: Lol, you can only send one of these..
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'reqid': reqid, # remapped-to-int uid from ems
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# XXX: we set these to the same value since for us
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# a request dialog and an order's state-liftime are
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# treated the same. Also this used to not work, the
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# values used to be mutex for some odd reason until
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# we dealt with support about it, and then they
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# fixed it and pretended like we were crazy and the
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# issue was never there lmao... coorps bro.
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# 'userref': str(reqid),
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'userref': str(reqid),
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# 'reqid': reqid, # remapped-to-int uid from ems
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'pair': pair,
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'price': str(order.price),
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@ -633,6 +641,8 @@ async def handle_order_updates(
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# sent in the order request, so we have to look it
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# up from our own registry...
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reqid = reqids2txids.inverse[txid]
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if not reqid:
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log.warning(f'Unknown trade dialog: {txid}')
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action = trade['type']
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price = float(trade['price'])
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@ -713,6 +723,9 @@ async def handle_order_updates(
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'userref': reqid, # XXX: always zero bug XD
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# **rest,
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}:
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# TODO:
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# - put the edit order status update code here.
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# - send open order status msg.
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log.info(
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f'Order {txid}@reqid={reqid} was replaced'
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)
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@ -771,28 +784,52 @@ async def handle_order_updates(
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else:
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vlm = rest.get('vol_exec', 0)
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# XXX: keep kraken engine's ``txid`` synced
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# with the ems dialog's ``reqid``.
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ourreqid = reqids2txids.inverse.get(txid)
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if reqid > 0:
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if ourreqid is None:
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log.info(
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'Mapping new txid to our reqid:\n'
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f'{reqid} -> {txid}'
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)
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reqids2txids[reqid] = txid
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# XXX: abs necessary in order to enable
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# mapping status response messages to the
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# reqid-dialog..
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reqids2txids[reqid] = txid
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if ourreqid != reqid:
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log.warning(
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'REQID MISMATCH due to design mess..\n'
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f'msg:{reqid}, ours:{ourreqid}'
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)
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# reqid = ourreqid
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else:
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# NOTE: if is to hack around edit order not
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# realying userref field
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reqid = ourreqid
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oid = ids.inverse.get(reqid)
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if (
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status == 'open'
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and (
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# XXX: too fast edit handled by the
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# request handler task: this
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# scenario occurs when ems side
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# requests are coming in too quickly
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# such that there is no known txid
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# yet established for the ems
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# dialog's last reqid when the
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# request handler task is already
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# receceiving a new update for that
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# reqid. In this case we simply mark
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# the reqid as being "too fast" and
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# then when we get the next txid
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# update from kraken's backend, and
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# thus the new txid, we simply
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# cancel the order for now.
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# TOO fast edit handled by the
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# request handler task.
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# TODO: Ideally we eventually
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# instead make the client side of
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# the ems block until a submission
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# is confirmed by the backend
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# instead of this hacky throttle
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# style approach and avoid requests
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# coming in too quickly on the other
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# side of the ems, aka the client
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# <-> ems dialog.
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(toofast := isinstance(
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reqids2txids.get(reqid),
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TooFastEdit
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@ -869,6 +906,7 @@ async def handle_order_updates(
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# there is no `status` field
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case {
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'vol_exec': vlm,
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'userref': reqid,
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**rest,
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}:
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# eg. fill msg contents (in total):
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@ -880,7 +918,8 @@ async def handle_order_updates(
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# 'userref': 0,
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# }
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# TODO: emit fill msg from here
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reqid = reqids2txids.inverse[txid]
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ourreqid = reqids2txids.inverse[txid]
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assert reqid == ourreqid
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log.info(
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f'openOrders vlm={vlm} Fill for {reqid}:\n'
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f'{update_msg}'
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@ -899,19 +938,21 @@ async def handle_order_updates(
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# need them because that sub seems to have a bug where the
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# `userref` field is always 0 instead of our generated reqid
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# value...
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# Not sure why kraken devs decided to repeat themselves but
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# it almost seems as though we could drop this entire sub
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# and get everything we need by just parsing msgs correctly
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# above? The only reason for this seems to be remapping
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# SOLVED: pass both a reqid and a userref in the init
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# request msg.
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# NOTE: The only reason for this seems to be remapping
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# underlying `txid` values on order "edits" which the
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# `openOrders` sub doesn't seem to have any knowledge of.
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# I'd also like to ask them which event guarantees that the
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# the live order is now in the book, since these status ones
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# almost seem more like request-acks then state guarantees.
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# ANSWER the `openOrders` is more indicative of "liveness".
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case {
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'event': etype,
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'status': status,
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# 'reqid': reqid,
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'reqid': reqid,
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**rest,
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} as event if (
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etype in {
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@ -926,8 +967,8 @@ async def handle_order_updates(
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)
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txid = rest.get('txid')
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reqid = reqids2txids.inverse.get(txid)
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lasttxid = reqids2txids.get(reqid)
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print(f'txids: {(txid, lasttxid)}')
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# TODO: relay these to EMS once it supports
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# open order loading.
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@ -939,23 +980,23 @@ async def handle_order_updates(
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)
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continue
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if reqid is not None:
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# update the msg chain
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chain = apiflows[reqid]
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chain.maps.append(event)
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# if reqid is not None:
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# update the msg chain
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chain = apiflows[reqid]
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chain.maps.append(event)
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resps, errored = process_status(
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event,
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oid,
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token,
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chain,
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reqid=reqid,
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reqids2txids,
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)
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if resps:
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for resp in resps:
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await ems_stream.send(resp)
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if txid:
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if txid or lasttxid:
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if (
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isinstance(lasttxid, TooFastEdit)
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or errored
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@ -969,14 +1010,6 @@ async def handle_order_updates(
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'reqid': reqid or 0,
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'txid': [txid],
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})
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# else:
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# XXX: we **must** do this mapping for edit order
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# status updates since the `openOrders` sub above
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# never relays back the correct client-side `reqid`
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# that is put in the order request..
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# reqids2txids[reqid] = txid
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case _:
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log.warning(f'Unhandled trades update msg: {msg}')
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@ -986,7 +1019,7 @@ def process_status(
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oid: str,
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token: str,
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chain: ChainMap,
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reqid: Optional[int] = None,
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reqids2txids: dict[int, str],
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) -> tuple[list[MsgUnion], bool]:
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'''
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@ -998,7 +1031,7 @@ def process_status(
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case {
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'event': etype,
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'status': 'error',
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# 'reqid': reqid,
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'reqid': reqid,
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'errorMessage': errmsg,
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}:
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# any of ``{'add', 'edit', 'cancel'}``
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@ -1022,7 +1055,7 @@ def process_status(
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case {
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'event': 'addOrderStatus',
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'status': "ok",
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# 'reqid': reqid, # oid from ems side
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'reqid': reqid, # oid from ems side
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'txid': txid,
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'descr': descr, # only on success?
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}:
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@ -1037,7 +1070,7 @@ def process_status(
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case {
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'event': 'editOrderStatus',
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'status': "ok",
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# 'reqid': reqid, # oid from ems side
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'reqid': reqid, # oid from ems side
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'descr': descr,
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# NOTE: for edit request this is a new value
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@ -1050,13 +1083,19 @@ def process_status(
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f'txid: {origtxid} -> {txid}\n'
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f'{descr}'
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)
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# XXX: update the expected txid since the ``openOrders`` sub
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# doesn't relay through the ``userref`` value..
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# (hopefully kraken will fix this so we don't need this
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# line.)
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reqids2txids[reqid] = txid
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# deliver another ack to update the ems-side `.reqid`.
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return [], False
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case {
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"event": "cancelOrderStatus",
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"status": "ok",
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# 'reqid': reqid,
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'reqid': reqid,
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# XXX: sometimes this isn't provided!?
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# 'txid': txids,
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@ -1067,6 +1106,9 @@ def process_status(
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f'Cancelling order {oid}[requid={reqid}]:\n'
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f'brokerd reqid: {reqid}\n'
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)
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if txid == reqids2txids[reqid]:
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reqids2txids.pop(reqid)
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return [], False
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