Merge pull request #410 from pikers/even_moar_kraken_order_fixes

Even moar `kraken` order fixes

piker/brokers/kraken/broker.py

@@ -795,7 +795,7 @@ async def handle_order_updates(
                     # 'vol_exec': exec_vlm}  # 0.0000
                     match update_msg:
 
-                        # EMS-unknown live order that needs to be
+                        # EMS-unknown LIVE order that needs to be
                         # delivered and loaded on the client-side.
                         case {
                             'userref': reqid,
@@ -849,7 +849,7 @@ async def handle_order_updates(
                                 ),
                                 src='kraken',
                             )
-                            apiflows[reqid].maps.append(status_msg)
+                            apiflows[reqid].maps.append(status_msg.to_dict())
                             await ems_stream.send(status_msg)
                             continue
 
@@ -1104,7 +1104,6 @@ async def handle_order_updates(
                             'txid': [txid],
                         })
             case _:
-
                 log.warning(f'Unhandled trades update msg: {msg}')
 
 

piker/brokers/kraken/feed.py

@@ -62,6 +62,7 @@ class Pair(Struct):
     lot: str  # volume lot size
 
     cost_decimals: int
+    costmin: float
     pair_decimals: int  # scaling decimal places for pair
     lot_decimals: int  # scaling decimal places for volume
 

piker/clearing/_ems.py

@@ -56,7 +56,6 @@ from . import _paper_engine as paper
 from ._messages import (
     Order,
     Status,
-    # Cancel,
     BrokerdCancel,
     BrokerdOrder,
     # BrokerdOrderAck,
@@ -581,6 +580,7 @@ class Router(Struct):
         notify_on_headless: bool = True,
 
     ) -> bool:
+        # print(f'SUBSCRIBERS: {self.subscribers}')
         to_remove: set[tractor.MsgStream] = set()
 
         if sub_key == 'all':
@@ -611,7 +611,8 @@ class Router(Struct):
             and notify_on_headless
         ):
             log.info(
-                'No clients attached, firing notification for {sub_key} msg:\n'
+                'No clients attached, '
+                f'firing notification for {sub_key} msg:\n'
                 f'{msg}'
             )
             await notify_from_ems_status_msg(
@@ -741,12 +742,24 @@ async def translate_and_relay_brokerd_events(
                     log.warning(f'Rx Ack for closed/unknown order?: {oid}')
                     continue
 
-                req = status_msg.req
+                if status_msg.cancel_called:
-                if req and req.action == 'cancel':
                     # assign newly providerd broker backend request id
                     # and tell broker to cancel immediately
                     status_msg.reqid = reqid
-                    await brokerd_trades_stream.send(req)
+
+                    # NOTE: as per comment in cancel-request-block
+                    # above: This is an ack to
+                    # a client-already-cancelled order request so we
+                    # must immediately send a cancel to the brokerd upon
+                    # rx of this ACK.
+                    await brokerd_trades_stream.send(
+                        BrokerdCancel(
+                            oid=oid,
+                            reqid=reqid,
+                            time_ns=time.time_ns(),
+                            account=status_msg.req.account,
+                        )
+                    )
 
                 # 2. the order is now active and will be mirrored in
                 # our book -> registered as live flow
@@ -763,8 +776,8 @@ async def translate_and_relay_brokerd_events(
                 'oid': oid,  # ems order-dialog id
                 'reqid': reqid,  # brokerd generated order-request id
                 'symbol': sym,
-            } if status_msg := book._active.get(oid):
+            }:
-
+                status_msg = book._active.get(oid)
                 msg = BrokerdError(**brokerd_msg)
                 log.error(fmsg)  # XXX make one when it's blank?
 
@@ -776,11 +789,21 @@ async def translate_and_relay_brokerd_events(
                 # about.  In most default situations, with composed orders
                 # (ex.  brackets), most brokers seem to use a oca policy.
 
-                status_msg.resp = 'error'
+                # only relay to client side if we have an active
-                status_msg.brokerd_msg = msg
+                # ongoing dialog
-                book._active[oid] = status_msg
+                if status_msg:
+                    status_msg.resp = 'error'
+                    status_msg.brokerd_msg = msg
+                    book._active[oid] = status_msg
 
-                await router.client_broadcast(sym, status_msg)
+                    await router.client_broadcast(
+                        status_msg.req.symbol,
+                        status_msg,
+                    )
+
+                else:
+                    log.error(f'Error for unknown order flow:\n{msg}')
+                    continue
 
             # BrokerdStatus
             case {
@@ -1029,23 +1052,30 @@ async def process_client_order_cmds(
         status = dark_book._active.get(oid)
 
         match cmd:
-            # existing live-broker order cancel
+            # existing LIVE CANCEL
             case {
                 'action': 'cancel',
                 'oid': oid,
             } if (
                 status
-                and status.resp in ('open', 'pending')
+                and status.resp in (
+                    'open',
+                    'pending',
+                )
             ):
                 reqid = status.reqid
                 order = status.req
-                to_brokerd_msg = BrokerdCancel(
+
-                    oid=oid,
+                # XXX: cancelled-before-ack race case.
-                    reqid=reqid,
+                # This might be a cancel for an order that hasn't been
-                    time_ns=time.time_ns(),
+                # acked yet by a brokerd (so it's in the midst of being
-                    # account=live_entry.account,
+                # ``BrokerdAck``ed for submission but we don't have that
-                    account=order.account,
+                # confirmation response back yet). Set this client-side
-                )
+                # msg state so when the ack does show up (later)
+                # logic in ``translate_and_relay_brokerd_events()`` can
+                # forward the cancel request to the `brokerd` side of
+                # the order flow ASAP.
+                status.cancel_called = True
 
                 # NOTE: cancel response will be relayed back in messages
                 # from corresponding broker
@@ -1054,17 +1084,16 @@ async def process_client_order_cmds(
                     log.info(
                         f'Submitting cancel for live order {reqid}'
                     )
-                    await brokerd_order_stream.send(to_brokerd_msg)
+                    await brokerd_order_stream.send(
+                        BrokerdCancel(
+                            oid=oid,
+                            reqid=reqid,
+                            time_ns=time.time_ns(),
+                            account=order.account,
+                        )
+                    )
 
-                else:
+            # DARK trigger CANCEL
-                    # this might be a cancel for an order that hasn't been
-                    # acked yet by a brokerd, so register a cancel for when
-                    # the order ack does show up later such that the brokerd
-                    # order request can be cancelled at that time.
-                    # special case for now..
-                    status.req = to_brokerd_msg
-
-            # dark trigger cancel
             case {
                 'action': 'cancel',
                 'oid': oid,
@@ -1103,9 +1132,9 @@ async def process_client_order_cmds(
 
             # TODO: eventually we should be receiving
             # this struct on the wire unpacked in a scoped protocol
-            # setup with ``tractor``.
+            # setup with ``tractor`` using ``msgspec``.
 
-            # live order submission
+            # LIVE order REQUEST
             case {
                 'oid': oid,
                 'symbol': fqsn,
@@ -1175,7 +1204,7 @@ async def process_client_order_cmds(
                 # that live order asap.
                 # dark_book._msgflows[oid].maps.insert(0, msg.to_dict())
 
-            # dark-order / alert submission
+            # DARK-order / alert REQUEST
             case {
                 'oid': oid,
                 'symbol': fqsn,
@@ -1265,6 +1294,9 @@ async def process_client_order_cmds(
                     status,
                 )
 
+            case _:
+                log.warning(f'Rx UNHANDLED order request {cmd}')
+
 
 @acm
 async def maybe_open_trade_relays(

piker/clearing/_messages.py

@@ -143,7 +143,7 @@ class Status(Struct):
     # (eg. the Order/Cancel which causes this msg) and
     # acts as a back-reference to the corresponding
     # request message which was the source of this msg.
-    req: Optional[Order | Cancel] = None
+    req: Order | None = None
 
     # XXX: better design/name here?
     # flag that can be set to indicate a message for an order
@@ -152,6 +152,10 @@ class Status(Struct):
     # might want to "track" using piker UIs/systems).
     src: Optional[str] = None
 
+    # set when a cancel request msg was set for this order flow dialog
+    # but the brokerd dialog isn't yet in a cancelled state.
+    cancel_called: bool = False
+
     # for relaying a boxed brokerd-dialog-side msg data "through" the
     # ems layer to clients.
     brokerd_msg: dict = {}

piker/ui/_position.py

@@ -293,7 +293,7 @@ class SettingsPane:
 
             # don't log account "change" case since it'll be submitted
             # on every mouse interaction.
-            log.info(f'settings change: {key}: {value}')
+            log.runtime(f'settings change: {key}: {value}')
 
         # TODO: maybe return a diff of settings so if we can an error we
         # can have general input handling code to report it through the

piker/ui/order_mode.py

@@ -56,6 +56,7 @@ from ._position import (
 from ._forms import FieldsForm
 from ._window import MultiStatus
 from ..clearing._messages import (
+    # Cancel,
     Order,
     Status,
     # BrokerdOrder,
@@ -961,15 +962,20 @@ async def process_trade_msg(
     dialog: Dialog = mode.dialogs.get(oid)
 
     match msg:
-        case Status(resp='dark_open' | 'open'):
+        case Status(
+            resp='dark_open' | 'open',
+        ) if msg.req['action'] != 'cancel':
 
             order = Order(**msg.req)
 
-            if dialog is not None:
+            if (
+                dialog is not None
+                and order.action != 'cancel'
+            ):
                 # show line label once order is live
                 mode.on_submit(oid, order=order)
 
-            else:
+            elif order.action != 'cancel':
                 log.warning(
                     f'received msg for untracked dialog:\n{fmsg}'
                 )
@@ -1005,12 +1011,12 @@ async def process_trade_msg(
         case Status(resp='canceled'):
             # delete level line from view
             mode.on_cancel(oid)
-            req = Order(**msg.req)
+            action = msg.req["action"]
-            log.cancel(f'Canceled {req.action}:{oid}')
+            log.cancel(f'Canceled {action}:{oid}')
 
         case Status(
             resp='triggered',
-            # req=Order(exec_mode='dark')  # TODO:
+            # req=Order(exec_mode='dark')  # TODO: msgspec
             req={'exec_mode': 'dark'},
         ):
             # TODO: UX for a "pending" clear/live order