TOSQUASH: 552a8c298cd (return index for arrow..)
parent
082cf2b1ea
commit
3ddb0f49e2
|
@ -1037,10 +1037,11 @@ async def process_trade_msg(
|
||||||
# should only be one "fill" for an alert
|
# should only be one "fill" for an alert
|
||||||
# add a triangle and remove the level line
|
# add a triangle and remove the level line
|
||||||
req = Order(**req)
|
req = Order(**req)
|
||||||
|
index = flume.get_index(time.time())
|
||||||
mode.on_fill(
|
mode.on_fill(
|
||||||
oid,
|
oid,
|
||||||
price=req.price,
|
price=req.price,
|
||||||
arrow_index=flume.get_index(time.time()),
|
arrow_index=index,
|
||||||
)
|
)
|
||||||
mode.lines.remove_line(uuid=oid)
|
mode.lines.remove_line(uuid=oid)
|
||||||
msg.req = req
|
msg.req = req
|
||||||
|
@ -1068,26 +1069,27 @@ async def process_trade_msg(
|
||||||
action = order.action
|
action = order.action
|
||||||
details = msg.brokerd_msg
|
details = msg.brokerd_msg
|
||||||
|
|
||||||
|
# TODO: put the actual exchange timestamp?
|
||||||
|
# NOTE: currently the ``kraken`` openOrders sub
|
||||||
|
# doesn't deliver their engine timestamp as part of
|
||||||
|
# it's schema, so this value is **not** from them
|
||||||
|
# (see our backend code). We should probably either
|
||||||
|
# include all provider-engine timestamps in the
|
||||||
|
# summary 'closed' status msg and/or figure out
|
||||||
|
# a way to indicate what is a `brokerd` stamp versus
|
||||||
|
# a true backend one? This will require finagling
|
||||||
|
# with how each backend tracks/summarizes time
|
||||||
|
# stamps for the downstream API.
|
||||||
|
index = flume.get_index(
|
||||||
|
details['broker_time']
|
||||||
|
)
|
||||||
|
|
||||||
# TODO: some kinda progress system
|
# TODO: some kinda progress system
|
||||||
mode.on_fill(
|
mode.on_fill(
|
||||||
oid,
|
oid,
|
||||||
price=details['price'],
|
price=details['price'],
|
||||||
|
arrow_index=index,
|
||||||
pointing='up' if action == 'buy' else 'down',
|
pointing='up' if action == 'buy' else 'down',
|
||||||
|
|
||||||
# TODO: put the actual exchange timestamp
|
|
||||||
arrow_index=flume.get_index(
|
|
||||||
# TODO: note currently the ``kraken`` openOrders sub
|
|
||||||
# doesn't deliver their engine timestamp as part of
|
|
||||||
# it's schema, so this value is **not** from them
|
|
||||||
# (see our backend code). We should probably either
|
|
||||||
# include all provider-engine timestamps in the
|
|
||||||
# summary 'closed' status msg and/or figure out
|
|
||||||
# a way to indicate what is a `brokerd` stamp versus
|
|
||||||
# a true backend one? This will require finagling
|
|
||||||
# with how each backend tracks/summarizes time
|
|
||||||
# stamps for the downstream API.
|
|
||||||
details['broker_time']
|
|
||||||
),
|
|
||||||
)
|
)
|
||||||
|
|
||||||
# TODO: append these fill events to the position's clear
|
# TODO: append these fill events to the position's clear
|
||||||
|
|
Loading…
Reference in New Issue