Merge pull request #410 from pikers/even_moar_kraken_order_fixes
Even moar `kraken` order fixesno_signal_pi_overlays
goodboy
GitHub
commit
2dac531729
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@ -795,7 +795,7 @@ async def handle_order_updates(
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# 'vol_exec': exec_vlm} # 0.0000
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match update_msg:
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# EMS-unknown live order that needs to be
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# EMS-unknown LIVE order that needs to be
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# delivered and loaded on the client-side.
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case {
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'userref': reqid,
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@ -849,7 +849,7 @@ async def handle_order_updates(
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),
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src='kraken',
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)
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apiflows[reqid].maps.append(status_msg)
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apiflows[reqid].maps.append(status_msg.to_dict())
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await ems_stream.send(status_msg)
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continue
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@ -1104,7 +1104,6 @@ async def handle_order_updates(
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'txid': [txid],
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})
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case _:
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log.warning(f'Unhandled trades update msg: {msg}')
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@ -62,6 +62,7 @@ class Pair(Struct):
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lot: str # volume lot size
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cost_decimals: int
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costmin: float
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pair_decimals: int # scaling decimal places for pair
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lot_decimals: int # scaling decimal places for volume
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@ -56,7 +56,6 @@ from . import _paper_engine as paper
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from ._messages import (
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Order,
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Status,
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# Cancel,
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BrokerdCancel,
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BrokerdOrder,
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# BrokerdOrderAck,
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@ -581,6 +580,7 @@ class Router(Struct):
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notify_on_headless: bool = True,
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) -> bool:
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# print(f'SUBSCRIBERS: {self.subscribers}')
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to_remove: set[tractor.MsgStream] = set()
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if sub_key == 'all':
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@ -611,7 +611,8 @@ class Router(Struct):
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and notify_on_headless
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):
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log.info(
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'No clients attached, firing notification for {sub_key} msg:\n'
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'No clients attached, '
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f'firing notification for {sub_key} msg:\n'
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f'{msg}'
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)
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await notify_from_ems_status_msg(
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@ -741,12 +742,24 @@ async def translate_and_relay_brokerd_events(
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log.warning(f'Rx Ack for closed/unknown order?: {oid}')
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continue
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req = status_msg.req
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if req and req.action == 'cancel':
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if status_msg.cancel_called:
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# assign newly providerd broker backend request id
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# and tell broker to cancel immediately
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status_msg.reqid = reqid
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await brokerd_trades_stream.send(req)
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# NOTE: as per comment in cancel-request-block
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# above: This is an ack to
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# a client-already-cancelled order request so we
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# must immediately send a cancel to the brokerd upon
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# rx of this ACK.
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await brokerd_trades_stream.send(
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BrokerdCancel(
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oid=oid,
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reqid=reqid,
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time_ns=time.time_ns(),
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account=status_msg.req.account,
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)
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)
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# 2. the order is now active and will be mirrored in
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# our book -> registered as live flow
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@ -763,8 +776,8 @@ async def translate_and_relay_brokerd_events(
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'oid': oid, # ems order-dialog id
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'reqid': reqid, # brokerd generated order-request id
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'symbol': sym,
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} if status_msg := book._active.get(oid):
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}:
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status_msg = book._active.get(oid)
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msg = BrokerdError(**brokerd_msg)
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log.error(fmsg) # XXX make one when it's blank?
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@ -776,11 +789,21 @@ async def translate_and_relay_brokerd_events(
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# about. In most default situations, with composed orders
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# (ex. brackets), most brokers seem to use a oca policy.
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status_msg.resp = 'error'
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status_msg.brokerd_msg = msg
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book._active[oid] = status_msg
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# only relay to client side if we have an active
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# ongoing dialog
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if status_msg:
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status_msg.resp = 'error'
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status_msg.brokerd_msg = msg
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book._active[oid] = status_msg
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await router.client_broadcast(sym, status_msg)
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await router.client_broadcast(
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status_msg.req.symbol,
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status_msg,
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)
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else:
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log.error(f'Error for unknown order flow:\n{msg}')
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continue
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# BrokerdStatus
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case {
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@ -1029,23 +1052,30 @@ async def process_client_order_cmds(
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status = dark_book._active.get(oid)
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match cmd:
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# existing live-broker order cancel
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# existing LIVE CANCEL
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case {
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'action': 'cancel',
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'oid': oid,
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} if (
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status
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and status.resp in ('open', 'pending')
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and status.resp in (
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'open',
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'pending',
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)
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):
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reqid = status.reqid
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order = status.req
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to_brokerd_msg = BrokerdCancel(
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oid=oid,
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reqid=reqid,
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time_ns=time.time_ns(),
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# account=live_entry.account,
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account=order.account,
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)
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# XXX: cancelled-before-ack race case.
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# This might be a cancel for an order that hasn't been
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# acked yet by a brokerd (so it's in the midst of being
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# ``BrokerdAck``ed for submission but we don't have that
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# confirmation response back yet). Set this client-side
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# msg state so when the ack does show up (later)
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# logic in ``translate_and_relay_brokerd_events()`` can
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# forward the cancel request to the `brokerd` side of
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# the order flow ASAP.
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status.cancel_called = True
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# NOTE: cancel response will be relayed back in messages
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# from corresponding broker
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@ -1054,17 +1084,16 @@ async def process_client_order_cmds(
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log.info(
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f'Submitting cancel for live order {reqid}'
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)
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await brokerd_order_stream.send(to_brokerd_msg)
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await brokerd_order_stream.send(
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BrokerdCancel(
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oid=oid,
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reqid=reqid,
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time_ns=time.time_ns(),
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account=order.account,
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)
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)
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else:
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# this might be a cancel for an order that hasn't been
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# acked yet by a brokerd, so register a cancel for when
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# the order ack does show up later such that the brokerd
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# order request can be cancelled at that time.
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# special case for now..
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status.req = to_brokerd_msg
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# dark trigger cancel
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# DARK trigger CANCEL
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case {
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'action': 'cancel',
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'oid': oid,
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@ -1103,9 +1132,9 @@ async def process_client_order_cmds(
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# TODO: eventually we should be receiving
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# this struct on the wire unpacked in a scoped protocol
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# setup with ``tractor``.
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# setup with ``tractor`` using ``msgspec``.
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# live order submission
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# LIVE order REQUEST
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case {
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'oid': oid,
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'symbol': fqsn,
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@ -1175,7 +1204,7 @@ async def process_client_order_cmds(
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# that live order asap.
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# dark_book._msgflows[oid].maps.insert(0, msg.to_dict())
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# dark-order / alert submission
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# DARK-order / alert REQUEST
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case {
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'oid': oid,
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'symbol': fqsn,
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@ -1265,6 +1294,9 @@ async def process_client_order_cmds(
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status,
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)
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case _:
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log.warning(f'Rx UNHANDLED order request {cmd}')
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@acm
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async def maybe_open_trade_relays(
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@ -143,7 +143,7 @@ class Status(Struct):
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# (eg. the Order/Cancel which causes this msg) and
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# acts as a back-reference to the corresponding
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# request message which was the source of this msg.
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req: Optional[Order | Cancel] = None
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req: Order | None = None
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# XXX: better design/name here?
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# flag that can be set to indicate a message for an order
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@ -152,6 +152,10 @@ class Status(Struct):
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# might want to "track" using piker UIs/systems).
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src: Optional[str] = None
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# set when a cancel request msg was set for this order flow dialog
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# but the brokerd dialog isn't yet in a cancelled state.
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cancel_called: bool = False
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# for relaying a boxed brokerd-dialog-side msg data "through" the
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# ems layer to clients.
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brokerd_msg: dict = {}
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@ -293,7 +293,7 @@ class SettingsPane:
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# don't log account "change" case since it'll be submitted
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# on every mouse interaction.
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log.info(f'settings change: {key}: {value}')
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log.runtime(f'settings change: {key}: {value}')
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# TODO: maybe return a diff of settings so if we can an error we
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# can have general input handling code to report it through the
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@ -56,6 +56,7 @@ from ._position import (
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from ._forms import FieldsForm
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from ._window import MultiStatus
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from ..clearing._messages import (
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# Cancel,
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Order,
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Status,
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# BrokerdOrder,
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@ -961,15 +962,20 @@ async def process_trade_msg(
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dialog: Dialog = mode.dialogs.get(oid)
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match msg:
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case Status(resp='dark_open' | 'open'):
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case Status(
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resp='dark_open' | 'open',
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) if msg.req['action'] != 'cancel':
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order = Order(**msg.req)
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if dialog is not None:
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if (
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dialog is not None
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and order.action != 'cancel'
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):
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# show line label once order is live
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mode.on_submit(oid, order=order)
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else:
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elif order.action != 'cancel':
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log.warning(
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f'received msg for untracked dialog:\n{fmsg}'
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)
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@ -1005,12 +1011,12 @@ async def process_trade_msg(
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case Status(resp='canceled'):
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# delete level line from view
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mode.on_cancel(oid)
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req = Order(**msg.req)
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log.cancel(f'Canceled {req.action}:{oid}')
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action = msg.req["action"]
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log.cancel(f'Canceled {action}:{oid}')
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case Status(
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resp='triggered',
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# req=Order(exec_mode='dark') # TODO:
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# req=Order(exec_mode='dark') # TODO: msgspec
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req={'exec_mode': 'dark'},
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):
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# TODO: UX for a "pending" clear/live order
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