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Handle race with order-request-ack msg

fsp_feeds
Tyler Goodlet 2021-08-29 12:23:01 -04:00
parent 423fc8332c
commit 39d2cac3a6
1 changed files with 4 additions and 3 deletions
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7
piker/clearing/_ems.py
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@ -576,7 +576,8 @@ async def translate_and_relay_brokerd_events(
# cancelled by the ems controlling client before we # cancelled by the ems controlling client before we
# received this ack, in which case we relay that cancel # received this ack, in which case we relay that cancel
# signal **asap** to the backend broker # signal **asap** to the backend broker
if entry.action == 'cancel': action = getattr(entry, 'action', None)
if action and action == 'cancel':
# assign newly providerd broker backend request id # assign newly providerd broker backend request id
entry.reqid = reqid entry.reqid = reqid
@ -965,10 +966,10 @@ async def _emsd_main(
): ):
# XXX: this should be initial price quote from target provider # XXX: this should be initial price quote from target provider
first_quote = feed.first_quote first_quote = feed.first_quotes[symbol]
book = _router.get_dark_book(broker) book = _router.get_dark_book(broker)
book.lasts[(broker, symbol)] = first_quote[symbol]['last'] book.lasts[(broker, symbol)] = first_quote['last']
# open a stream with the brokerd backend for order # open a stream with the brokerd backend for order
# flow dialogue # flow dialogue