Flatten the client-request handler loop with `match:`
Tyler Goodlet
parent
a9185e7d6f
commit
46c51b55f7
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@ -822,34 +822,25 @@ async def process_client_order_cmds(
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# cmd: dict
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async for cmd in client_order_stream:
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log.info(f'Received order cmd:\n{pformat(cmd)}')
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action = cmd['action']
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oid = cmd['oid']
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# TODO: make ``tractor.MsgStream`` a frozen type again such that it
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# can be stored in sets like the old context was.
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# wait, maybe this **is** already working thanks to our parent
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# `trio` type?
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# register this stream as an active dialogue for this order id
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# such that translated message from the brokerd backend can be
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# routed (relayed) to **just** that client stream (and in theory
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# others who are registered for such order affiliated msgs).
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client_dialogues[oid] = client_order_stream
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reqid = dark_book._ems2brokerd_ids.inverse.get(oid)
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live_entry = dark_book._ems_entries.get(oid)
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# TODO: can't wait for this stuff to land in 3.10
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# https://www.python.org/dev/peps/pep-0636/#going-to-the-cloud-mappings
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if action in ('cancel',):
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match cmd:
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# check for live-broker order
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if live_entry:
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# existing live-broker order cancel
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case {
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'action': 'cancel',
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'oid': oid,
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} if live_entry:
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reqid = live_entry.reqid
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msg = BrokerdCancel(
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oid=oid,
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reqid=reqid,
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@ -860,12 +851,10 @@ async def process_client_order_cmds(
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# NOTE: cancel response will be relayed back in messages
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# from corresponding broker
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if reqid is not None:
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# send cancel to brokerd immediately!
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log.info(
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f'Submitting cancel for live order {reqid}'
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)
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await brokerd_order_stream.send(msg)
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else:
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@ -876,7 +865,10 @@ async def process_client_order_cmds(
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dark_book._ems_entries[oid] = msg
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# dark trigger cancel
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else:
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case {
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'action': 'cancel',
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'oid': oid,
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} if not live_entry:
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try:
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# remove from dark book clearing
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dark_book.orders[symbol].pop(oid, None)
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@ -896,25 +888,27 @@ async def process_client_order_cmds(
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except KeyError:
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log.exception(f'No dark order for {symbol}?')
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# TODO: 3.10 struct-pattern matching and unpacking here
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elif action in ('alert', 'buy', 'sell',):
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# live order submission
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case {
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'oid': oid,
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'symbol': fqsn,
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'price': trigger_price,
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'size': size,
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'action': ('buy' | 'sell') as action,
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'exec_mode': 'live',
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}:
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# TODO: eventually we should be receiving
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# this struct on the wire unpacked in a scoped protocol
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# setup with ``tractor``.
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msg = Order(**cmd)
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broker = msg.brokers[0]
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msg = Order(**cmd)
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fqsn = msg.symbol
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trigger_price = msg.price
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size = msg.size
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exec_mode = msg.exec_mode
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broker = msg.brokers[0]
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# remove the broker part before creating a message
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# to send to the specific broker since they probably
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# aren't expectig their own name, but should they?
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sym = fqsn.replace(f'.{broker}', '')
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if exec_mode == 'live' and action in ('buy', 'sell',):
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# remove the broker part before creating a message
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# to send to the specific broker since they probably
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# aren't expectig their own name, but should they?
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sym = fqsn.replace(f'.{broker}', '')
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if live_entry is not None:
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# sanity check on emsd id
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assert live_entry.oid == oid
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reqid = live_entry.reqid
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@ -954,12 +948,21 @@ async def process_client_order_cmds(
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# that live order asap.
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dark_book._ems_entries[oid] = msg
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# "DARK" triggers
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# submit order to local EMS book and scan loop,
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# effectively a local clearing engine, which
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# scans for conditions and triggers matching executions
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elif exec_mode in ('dark', 'paper') or (
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action in ('alert')
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# dark-order / alert submission
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case {
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'oid': oid,
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'symbol': fqsn,
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'price': trigger_price,
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'size': size,
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'exec_mode': exec_mode,
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'action': action,
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} if (
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# "DARK" triggers
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# submit order to local EMS book and scan loop,
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# effectively a local clearing engine, which
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# scans for conditions and triggers matching executions
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exec_mode in ('dark', 'paper')
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or action == 'alert'
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):
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# Auto-gen scanner predicate:
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# we automatically figure out what the alert check
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@ -999,10 +1002,8 @@ async def process_client_order_cmds(
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abs_diff_away = 0
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# submit execution/order to EMS scan loop
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# NOTE: this may result in an override of an existing
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# dark book entry if the order id already exists
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dark_book.orders.setdefault(
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fqsn, {}
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)[oid] = (
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