Nest async withs
Tyler Goodlet
parent
a18a4b5a4c
commit
3506bbe05c
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@ -321,97 +321,95 @@ async def start_order_mode(
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async with open_ems(
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brokername,
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symbol,
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) as (book, trades_stream):
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) as (book, trades_stream), open_order_mode(
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symbol,
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chart,
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book,
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) as order_mode:
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async with open_order_mode(
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symbol,
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chart,
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book,
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) as order_mode:
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def get_index(time: float):
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def get_index(time: float):
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# XXX: not sure why the time is so off here
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# looks like we're gonna have to do some fixing..
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# XXX: not sure why the time is so off here
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# looks like we're gonna have to do some fixing..
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ohlc = chart._shm.array
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indexes = ohlc['time'] >= time
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ohlc = chart._shm.array
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indexes = ohlc['time'] >= time
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if any(indexes):
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return ohlc['index'][indexes[-1]]
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else:
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return ohlc['index'][-1]
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if any(indexes):
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return ohlc['index'][indexes[-1]]
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else:
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return ohlc['index'][-1]
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# Begin order-response streaming
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# Begin order-response streaming
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# this is where we receive **back** messages
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# about executions **from** the EMS actor
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async for msg in trades_stream:
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# this is where we receive **back** messages
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# about executions **from** the EMS actor
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async for msg in trades_stream:
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fmsg = pformat(msg)
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log.info(f'Received order msg:\n{fmsg}')
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fmsg = pformat(msg)
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log.info(f'Received order msg:\n{fmsg}')
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resp = msg['resp']
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resp = msg['resp']
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if resp in (
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'position',
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):
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# show line label once order is live
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order_mode.on_position_update(msg)
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continue
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if resp in (
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'position',
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):
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# show line label once order is live
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order_mode.on_position_update(msg)
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continue
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# delete the line from view
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oid = msg['oid']
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# delete the line from view
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oid = msg['oid']
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# response to 'action' request (buy/sell)
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if resp in (
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'dark_submitted',
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'broker_submitted'
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):
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# response to 'action' request (buy/sell)
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if resp in (
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'dark_submitted',
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'broker_submitted'
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):
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# show line label once order is live
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order_mode.on_submit(oid)
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# show line label once order is live
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order_mode.on_submit(oid)
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# resp to 'cancel' request or error condition
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# for action request
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elif resp in (
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'broker_cancelled',
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'broker_inactive',
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'dark_cancelled'
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):
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# delete level line from view
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order_mode.on_cancel(oid)
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# resp to 'cancel' request or error condition
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# for action request
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elif resp in (
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'broker_cancelled',
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'broker_inactive',
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'dark_cancelled'
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):
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# delete level line from view
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order_mode.on_cancel(oid)
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elif resp in (
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'dark_executed'
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):
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log.info(f'Dark order triggered for {fmsg}')
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elif resp in (
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'dark_executed'
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):
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log.info(f'Dark order triggered for {fmsg}')
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# for alerts add a triangle and remove the
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# level line
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if msg['cmd']['action'] == 'alert':
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# for alerts add a triangle and remove the
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# level line
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if msg['cmd']['action'] == 'alert':
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# should only be one "fill" for an alert
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order_mode.on_fill(
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oid,
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price=msg['trigger_price'],
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arrow_index=get_index(time.time())
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)
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await order_mode.on_exec(oid, msg)
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# response to completed 'action' request for buy/sell
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elif resp in (
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'broker_executed',
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):
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await order_mode.on_exec(oid, msg)
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# each clearing tick is responded individually
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elif resp in ('broker_filled',):
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action = msg['action']
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# TODO: some kinda progress system
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# should only be one "fill" for an alert
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order_mode.on_fill(
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oid,
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price=msg['price'],
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arrow_index=get_index(msg['broker_time']),
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pointing='up' if action == 'buy' else 'down',
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price=msg['trigger_price'],
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arrow_index=get_index(time.time())
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)
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await order_mode.on_exec(oid, msg)
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# response to completed 'action' request for buy/sell
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elif resp in (
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'broker_executed',
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):
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await order_mode.on_exec(oid, msg)
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# each clearing tick is responded individually
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elif resp in ('broker_filled',):
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action = msg['action']
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# TODO: some kinda progress system
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order_mode.on_fill(
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oid,
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price=msg['price'],
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arrow_index=get_index(msg['broker_time']),
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pointing='up' if action == 'buy' else 'down',
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)
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