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Merge pull request #300 from pikers/kraken_editorder 

fix kraken bug, allow for live order edits
no_orderid_in_error
Zoltan 2022-04-16 15:04:55 -04:00 committed by GitHub
parent 3ac9c55535 773ed5e7ad
commit 34df818ed9
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
1 changed files with 33 additions and 34 deletions
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67
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 {}
@ -308,34 +300,38 @@ class Client:
async def submit_limit(
self,
oid: str,
symbol: str,
price: float,
action: str,
size: float,
reqid: int = None,
) -> int:
reqid: str = None,
validate: bool = False # set True test call without a real submission
) -> dict:
'''
Place an order and return integer request id provided by client.
'''
# Build order data for kraken api
# Build common data dict for common keys from both endpoints
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
"validate": validate
}
return await self.endpoint('AddOrder', data)
if reqid is None:
# Build order data for kraken api
data |= {
"ordertype": "limit", "type": action, "volume": str(size)
}
return await self.endpoint('AddOrder', data)
else:
# Edit order data for kraken api
data["txid"] = reqid
return await self.endpoint('EditOrder', data)
async def submit_cancel(
self,
reqid: str,
) -> None:
) -> dict:
'''
Send cancel request for order id ``reqid``.
@ -546,7 +542,6 @@ 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}')
@ -575,17 +570,14 @@ 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,
symbol=order.symbol,
price=order.price,
action=order.action,
size=order.size,
reqid=temp_id,
reqid=order.reqid,
)
err = resp['error']
@ -596,16 +588,21 @@ 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 +639,9 @@ 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 +665,11 @@ 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()