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Code Issues 2 Pull Requests 4 Packages Projects Releases Wiki Activity

fix kraken bug, allow for live order edits

no_orderid_in_error
Konstantine Tsafatinos 2022-04-10 20:03:47 -04:00
parent 3ac9c55535
commit 250d9cbc03
1 changed files with 44 additions and 36 deletions
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80
piker/brokers/kraken.py
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@ -33,7 +33,6 @@ import tractor
from pydantic.dataclasses import dataclass
from pydantic import BaseModel
import wsproto
import itertools
import urllib.parse
import hashlib
import hmac
@ -161,13 +160,6 @@ def get_config() -> dict[str, Any]:
conf, path = config.load()
section = conf.get('kraken')
if section:
log.warning(
'Kraken order mode is currently disabled due to bug!\n'
'See https://github.com/pikers/piker/issues/299'
)
return {}
if section is None:
log.warning(f'No config section found for kraken in {path}')
return {}
@ -313,29 +305,41 @@ class Client:
price: float,
action: str,
size: float,
reqid: int = None,
) -> int:
reqid: str = None,
) -> dict:
'''
Place an order and return integer request id provided by client.
'''
# Build order data for kraken api
data = {
"userref": reqid,
"ordertype": "limit",
"type": action,
"volume": str(size),
"pair": symbol,
"price": str(price),
# set to True test AddOrder call without a real submission
"validate": False
}
return await self.endpoint('AddOrder', data)
if reqid is None:
# Build order data for kraken api
data = {
"ordertype": "limit",
"type": action,
"volume": str(size),
"pair": symbol,
"price": str(price),
# set to True test AddOrder call without a real submission
"validate": False
}
return await self.endpoint('AddOrder', data)
else:
# Edit order data for kraken api
data = {
"txid": reqid,
"pair": symbol,
"price": str(price),
# set to True test EditOrder call without a real submission
"validate": False
}
return await self.endpoint('EditOrder', data)
async def submit_cancel(
self,
reqid: str,
) -> None:
) -> dict:
'''
Send cancel request for order id ``reqid``.
@ -546,7 +550,6 @@ async def handle_order_requests(
request_msg: dict
order: BrokerdOrder
userref_counter = itertools.count()
async for request_msg in ems_order_stream:
log.info(f'Received order request {request_msg}')
@ -575,9 +578,7 @@ async def handle_order_requests(
continue
# validate
temp_id = next(userref_counter)
order = BrokerdOrder(**request_msg)
# call our client api to submit the order
resp = await client.submit_limit(
oid=order.oid,
@ -585,7 +586,7 @@ async def handle_order_requests(
price=order.price,
action=order.action,
size=order.size,
reqid=temp_id,
reqid=order.reqid,
)
err = resp['error']
@ -596,16 +597,21 @@ async def handle_order_requests(
await ems_order_stream.send(
BrokerdError(
oid=order.oid,
reqid=temp_id,
reqid=order.reqid,
symbol=order.symbol,
reason="Failed order submission",
broker_details=resp
).dict()
)
else:
# TODO: handle multiple cancels
# TODO: handle multiple orders (cancels?)
# txid is an array of strings
reqid = resp['result']['txid'][0]
if order.reqid is None:
reqid = resp['result']['txid'][0]
else:
# update the internal pairing of oid to krakens
# txid with the new txid that is returned on edit
reqid = resp['result']['txid']
# deliver ack that order has been submitted to broker routing
await ems_order_stream.send(
BrokerdOrderAck(
@ -642,9 +648,9 @@ async def handle_order_requests(
await ems_order_stream.send(
BrokerdError(
oid=order.oid,
reqid=temp_id,
symbol=order.symbol,
oid=msg.oid,
reqid=msg.reqid,
symbol=msg.symbol,
reason="Failed order cancel",
broker_details=resp
).dict()
@ -668,9 +674,11 @@ async def handle_order_requests(
await ems_order_stream.send(
BrokerdError(
oid=order.oid,
reqid=temp_id,
symbol=order.symbol,
oid=msg.oid,
reqid=msg.reqid,
symbol=msg.symbol,
# TODO: maybe figure out if pending cancels will
# eventually get cancelled
reason="Order cancel is still pending?",
broker_details=resp
).dict()