Merge pull request #300 from pikers/kraken_editorder

fix kraken bug, allow for live order edits

piker/brokers/kraken.py

@@ -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,
+        reqid: str = None,
-    ) -> int:
+        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": validate
-            "validate": False
+        }
+        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
+                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,
+                        oid=msg.oid,
-                        reqid=temp_id,
+                        reqid=msg.reqid,
-                        symbol=order.symbol,
+                        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,
+                                oid=msg.oid,
-                                reqid=temp_id,
+                                reqid=msg.reqid,
-                                symbol=order.symbol,
+                                symbol=msg.symbol,
+                                # TODO: maybe figure out if pending cancels will
+                                # eventually get cancelled
                                 reason="Order cancel is still pending?",
                                 broker_details=resp
                             ).dict()