fix kraken bug, allow for live order edits
Konstantine Tsafatinos
parent
039d06cc48
commit
3a6d948f3f
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@ -33,7 +33,6 @@ import tractor
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from pydantic.dataclasses import dataclass
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from pydantic import BaseModel
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import wsproto
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import itertools
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import urllib.parse
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import hashlib
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import hmac
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@ -161,13 +160,6 @@ def get_config() -> dict[str, Any]:
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conf, path = config.load()
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section = conf.get('kraken')
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if section:
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log.warning(
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'Kraken order mode is currently disabled due to bug!\n'
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'See https://github.com/pikers/piker/issues/299'
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)
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return {}
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if section is None:
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log.warning(f'No config section found for kraken in {path}')
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return {}
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@ -313,29 +305,41 @@ class Client:
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price: float,
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action: str,
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size: float,
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reqid: int = None,
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) -> int:
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reqid: str = None,
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) -> dict:
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'''
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Place an order and return integer request id provided by client.
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'''
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# Build order data for kraken api
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data = {
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"userref": reqid,
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"ordertype": "limit",
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"type": action,
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"volume": str(size),
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"pair": symbol,
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"price": str(price),
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# set to True test AddOrder call without a real submission
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"validate": False
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}
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return await self.endpoint('AddOrder', data)
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if reqid is None:
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# Build order data for kraken api
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data = {
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"ordertype": "limit",
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"type": action,
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"volume": str(size),
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"pair": symbol,
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"price": str(price),
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# set to True test AddOrder call without a real submission
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"validate": False
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}
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return await self.endpoint('AddOrder', data)
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else:
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# Edit order data for kraken api
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data = {
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"txid": reqid,
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"pair": symbol,
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"price": str(price),
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# set to True test EditOrder call without a real submission
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"validate": False
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}
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return await self.endpoint('EditOrder', data)
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async def submit_cancel(
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self,
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reqid: str,
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) -> None:
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) -> dict:
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'''
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Send cancel request for order id ``reqid``.
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@ -546,7 +550,6 @@ async def handle_order_requests(
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request_msg: dict
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order: BrokerdOrder
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userref_counter = itertools.count()
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async for request_msg in ems_order_stream:
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log.info(f'Received order request {request_msg}')
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@ -575,9 +578,7 @@ async def handle_order_requests(
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continue
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# validate
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temp_id = next(userref_counter)
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order = BrokerdOrder(**request_msg)
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# call our client api to submit the order
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resp = await client.submit_limit(
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oid=order.oid,
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@ -585,7 +586,7 @@ async def handle_order_requests(
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price=order.price,
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action=order.action,
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size=order.size,
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reqid=temp_id,
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reqid=order.reqid,
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)
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err = resp['error']
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@ -596,16 +597,21 @@ async def handle_order_requests(
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await ems_order_stream.send(
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BrokerdError(
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oid=order.oid,
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reqid=temp_id,
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reqid=order.reqid,
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symbol=order.symbol,
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reason="Failed order submission",
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broker_details=resp
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).dict()
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)
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else:
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# TODO: handle multiple cancels
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# TODO: handle multiple orders (cancels?)
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# txid is an array of strings
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reqid = resp['result']['txid'][0]
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if order.reqid is None:
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reqid = resp['result']['txid'][0]
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else:
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# update the internal pairing of oid to krakens
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# txid with the new txid that is returned on edit
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reqid = resp['result']['txid']
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# deliver ack that order has been submitted to broker routing
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await ems_order_stream.send(
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BrokerdOrderAck(
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@ -642,9 +648,9 @@ async def handle_order_requests(
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await ems_order_stream.send(
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BrokerdError(
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oid=order.oid,
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reqid=temp_id,
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symbol=order.symbol,
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oid=msg.oid,
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reqid=msg.reqid,
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symbol=msg.symbol,
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reason="Failed order cancel",
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broker_details=resp
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).dict()
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@ -668,9 +674,11 @@ async def handle_order_requests(
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await ems_order_stream.send(
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BrokerdError(
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oid=order.oid,
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reqid=temp_id,
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symbol=order.symbol,
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oid=msg.oid,
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reqid=msg.reqid,
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symbol=msg.symbol,
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# TODO: maybe figure out if pending cancels will
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# eventually get cancelled
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reason="Order cancel is still pending?",
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broker_details=resp
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).dict()
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