Factor out ws msg hearbeat and error handling

Move the core ws message handling into `stream_messages()` and call that
from 2 new stream processors: `process_data_feed_msgs()` and
`process_order_msgs()`. Add comments for hints on how to implement the
order msg parsing as well as `pprint` received msgs to console for now.

piker/brokers/kraken.py

@@ -40,17 +40,17 @@ from .._cacheables import open_cached_client
 from ._util import resproc, SymbolNotFound, BrokerError
 from ..log import get_logger, get_console_log
 from ..data import ShmArray
-from ..data._web_bs import open_autorecon_ws
+from ..data._web_bs import open_autorecon_ws, NoBsWs
 from ..clearing._messages import (
     BrokerdPosition, BrokerdOrder, BrokerdStatus,
-    BrokerdOrderAck, BrokerdError, BrokerdCancel, BrokerdFill
+    BrokerdOrderAck, BrokerdError, BrokerdCancel,
+    BrokerdFill,
 )
 
 import urllib.parse
 import hashlib
 import hmac
 import base64
-import pandas as pd
 
 
 log = get_logger(__name__)
@@ -686,76 +686,27 @@ async def trades_dialogue(
         ):
             ## TODO: maybe add multiple accounts
             n.start_soon(handle_order_requests, client, ems_stream)
+
             async with open_autorecon_ws(
                 'wss://ws-auth.kraken.com/',
                 fixture=subscribe,
                 token=token,
             ) as ws:
-
+                from pprint import pprint
-                while True:
+                async for msg in process_order_msgs(ws):
-                    with trio.move_on_after(5) as cs:
+                    pprint(msg)
-                        msg = await ws.recv_msg()
-                        print(msg)
-
-                ## pull a first quote and deliver
-                #msg_gen = stream_messages(ws)
-
-                ## TODO: use ``anext()`` when it lands in 3.10!
-                #typ, ohlc_last = await msg_gen.__anext__()
-
-                #topic, quote = normalize(ohlc_last)
-
-                #first_quote = {topic: quote}
-                #task_status.started((init_msgs,  first_quote))
-
-                ## lol, only "closes" when they're margin squeezing clients ;P
-                #feed_is_live.set()
-
-                ## keep start of last interval for volume tracking
-                #last_interval_start = ohlc_last.etime
-
-                ## start streaming
-                #async for typ, ohlc in msg_gen:
-
-                #    if typ == 'ohlc':
-
-                #        # TODO: can get rid of all this by using
-                #        # ``trades`` subscription...
-
-                #        # generate tick values to match time & sales pane:
-                #        # https://trade.kraken.com/charts/KRAKEN:BTC-USD?period=1m
-                #        volume = ohlc.volume
-
-                #        # new OHLC sample interval
-                #        if ohlc.etime > last_interval_start:
-                #            last_interval_start = ohlc.etime
-                #            tick_volume = volume
-
-                #        else:
-                #            # this is the tick volume *within the interval*
-                #            tick_volume = volume - ohlc_last.volume
-
-                #        ohlc_last = ohlc
-                #        last = ohlc.close
-
-                #        if tick_volume:
-                #            ohlc.ticks.append({
-                #                'type': 'trade',
-                #                'price': last,
-                #                'size': tick_volume,
-                #            })
-
-                #        topic, quote = normalize(ohlc)
-
-                #    elif typ == 'l1':
-                #        quote = ohlc
-                #        topic = quote['symbol'].lower()
-
-                #    await send_chan.send({topic: quote})
 
 
-async def stream_messages(ws):
+async def stream_messages(
+    ws: NoBsWs,
+):
+    '''
+    Message stream parser and heartbeat handler.
 
+    Deliver ws subscription messages as well as handle heartbeat logic
+    though a single async generator.
+
+    '''
     too_slow_count = last_hb = 0
 
     while True:
@@ -793,6 +744,18 @@ async def stream_messages(ws):
             if err:
                 raise BrokerError(err)
         else:
+            yield msg
+
+
+async def process_data_feed_msgs(
+    ws: NoBsWs,
+):
+    '''
+    Parse and pack data feed messages.
+
+    '''
+    async for msg in stream_messages(ws):
+
         chan_id, *payload_array, chan_name, pair = msg
 
         if 'ohlc' in chan_name:
@@ -822,10 +785,35 @@ async def stream_messages(ws):
 
         else:
             print(f'UNHANDLED MSG: {msg}')
+            yield msg
+
+
+async def process_order_msgs(
+    ws: NoBsWs,
+):
+    '''
+    Parse and pack data feed messages.
+
+    '''
+    async for msg in stream_messages(ws):
+
+        # TODO: write your order event parser here!
+        # HINT: create a ``pydantic.BaseModel`` to parse and validate
+        # and then in the caller recast to our native ``BrokerdX`` msg types.
+
+        # form of order msgs:
+        # [{'OIZACU-HB2JZ-YA2QEF': {'lastupdated': '1644595511.768544',
+        #     'status': 'canceled', 'vol_exec': '0.00000000', 'cost':
+        #     '0.00000000', 'fee': '0.00000000', 'avg_price':
+        #     '0.00000000', 'userref': 1, 'cancel_reason': 'User
+        #     requested'}}], 'openOrders', {'sequence': 4}]
+
+        yield msg
 
 
 def normalize(
     ohlc: OHLC,
+
 ) -> dict:
     quote = asdict(ohlc)
     quote['broker_ts'] = quote['time']
@@ -967,13 +955,14 @@ async def stream_quotes(
 
         # see the tips on reconnection logic:
         # https://support.kraken.com/hc/en-us/articles/360044504011-WebSocket-API-unexpected-disconnections-from-market-data-feeds
+        ws: NoBsWs
         async with open_autorecon_ws(
             'wss://ws.kraken.com/',
             fixture=subscribe,
         ) as ws:
 
             # pull a first quote and deliver
-            msg_gen = stream_messages(ws)
+            msg_gen = process_data_feed_msgs(ws)
 
             # TODO: use ``anext()`` when it lands in 3.10!
             typ, ohlc_last = await msg_gen.__anext__()
@@ -1032,6 +1021,7 @@ async def stream_quotes(
 @tractor.context
 async def open_symbol_search(
     ctx: tractor.Context,
+
 ) -> Client:
     async with open_cached_client('kraken') as client: