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add order cancel support over websockets

kraken_orders
Konstantine Tsafatinos 2022-02-17 17:40:28 -05:00
parent d826a66c8c
commit 46948e0a8b
1 changed files with 47 additions and 28 deletions
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75
piker/brokers/kraken.py
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@ -609,35 +609,43 @@ async def handle_order_requests(
elif action == 'cancel':
msg = BrokerdCancel(**request_msg)
# Send order cancellation to kraken
resp = await client.submit_cancel(
reqid=msg.reqid
)
cancel_msg = {
"event": "cancelOrder",
"token": token,
"txid": [msg.reqid]
}
try:
# Check to make sure there was no error returned by
# the kraken endpoint. Assert one order was cancelled
assert resp['error'] == []
assert resp['result']['count'] == 1
await ws.send_msg(cancel_msg)
## TODO: Change this code using .get
try:
pending = resp['result']['pending']
# Check to make sure the cancellation is NOT pending,
# then send the confirmation to the ems order stream
except KeyError:
await ems_order_stream.send(
BrokerdStatus(
reqid=msg.reqid,
account=msg.account,
time_ns=time.time_ns(),
status='cancelled',
reason='Order cancelled',
broker_details={'name': 'kraken'}
).dict()
)
except AssertionError:
log.error(f'Order cancel was not successful')
## Send order cancellation to kraken
#resp = await client.submit_cancel(
# reqid=msg.reqid
#)
#try:
# # Check to make sure there was no error returned by
# # the kraken endpoint. Assert one order was cancelled
# assert resp['error'] == []
# assert resp['result']['count'] == 1
# ## TODO: Change this code using .get
# try:
# pending = resp['result']['pending']
# # Check to make sure the cancellation is NOT pending,
# # then send the confirmation to the ems order stream
# except KeyError:
# await ems_order_stream.send(
# BrokerdStatus(
# reqid=msg.reqid,
# account=msg.account,
# time_ns=time.time_ns(),
# status='cancelled',
# reason='Order cancelled',
# broker_details={'name': 'kraken'}
# ).dict()
# )
#except AssertionError:
# log.error(f'Order cancel was not successful')
else:
log.error(f'Unknown order command: {request_msg}')
@ -746,8 +754,19 @@ async def trades_dialogue(
async for msg in process_order_msgs(ws):
pprint(msg)
for order in msg:
## TODO: Maybe do a better
## TODO: Maybe do a better check and handle accounts
if type(order) == dict:
if order['status'] == 'canceled':
await ems_stream.send(
BrokerdStatus(
account='kraken.spot',
reqid=order['txid'],
time_ns=time.time_ns(),
status='cancelled',
reason='Order cancelled',
broker_details={'name': 'kraken'}
).dict()
)
for pending_order in pending_orders:
if pending_order.txid == order['txid'] and order['status'] == 'open':
await ems_stream.send(