Pass our manually mapped `reqid: int` to EMS
Since we seem to always be able to get back the `reqid`/`userref` value we send to kraken ws endpoints, we can use this as our brokerd side order id and avoid all race cases with getting the true `txid` value that `kraken` assigns (and which changes when you do "edits" :eyeroll:). This simplifies status updates by allowing our relay loop just to pass back our generated `.reqid` verbatim and allows responding with a `BrokerdOrderAck` immediately in the request handler task which should guarantee there are no further race conditions with the relay loop and mapping `txid`s from kraken.. and figuring out wtf to do when they change, etc.krakenwsbackup
Tyler Goodlet
parent
78b9d90202
commit
5100036e10
|
|
@ -98,7 +98,7 @@ async def handle_order_requests(
|
|||
log.info(f'Rx order msg:\n{pformat(msg)}')
|
||||
match msg:
|
||||
case {
|
||||
'account': 'kraken.spot',
|
||||
'account': 'kraken.spot' as account,
|
||||
'action': action,
|
||||
} if action in {'buy', 'sell'}:
|
||||
|
||||
|
|
@ -120,7 +120,7 @@ async def handle_order_requests(
|
|||
reqid = next(counter)
|
||||
ids[order.oid] = reqid
|
||||
log.debug(
|
||||
f"GENERATED ORDER {reqid}\n"
|
||||
f"Adding order {reqid}\n"
|
||||
f'{ids}'
|
||||
)
|
||||
extra = {
|
||||
|
|
@ -149,11 +149,18 @@ async def handle_order_requests(
|
|||
log.info(f'Submitting WS order request:\n{pformat(req)}')
|
||||
await ws.send_msg(req)
|
||||
|
||||
resp = BrokerdOrderAck(
|
||||
oid=order.oid, # ems order request id
|
||||
reqid=reqid, # our custom int mapping
|
||||
account=account, # piker account
|
||||
)
|
||||
await ems_order_stream.send(resp)
|
||||
|
||||
# placehold for sanity checking in relay loop
|
||||
emsflow.setdefault(order.oid, []).append(order)
|
||||
|
||||
case {
|
||||
'account': 'kraken.spot',
|
||||
'account': 'kraken.spot' as account,
|
||||
'action': 'cancel',
|
||||
}:
|
||||
cancel = BrokerdCancel(**msg)
|
||||
|
|
@ -369,6 +376,8 @@ async def handle_order_updates(
|
|||
case [
|
||||
trades_msgs,
|
||||
'ownTrades',
|
||||
# won't exist for historical values?
|
||||
# 'userref': reqid,
|
||||
{'sequence': seq},
|
||||
]:
|
||||
# flatten msgs for processing
|
||||
|
|
@ -382,8 +391,12 @@ async def handle_order_updates(
|
|||
}
|
||||
for tid, trade in trades.items():
|
||||
|
||||
# parse-cast
|
||||
reqid = trade['ordertxid']
|
||||
# NOTE: try to get the requid sent in the order
|
||||
# request message if posssible; it may not be
|
||||
# provided since this sub also returns generic
|
||||
# historical trade events.
|
||||
reqid = trade.get('userref', trade['ordertxid'])
|
||||
|
||||
action = trade['type']
|
||||
price = float(trade['price'])
|
||||
size = float(trade['vol'])
|
||||
|
|
@ -392,6 +405,7 @@ async def handle_order_updates(
|
|||
# send a fill msg for gui update
|
||||
fill_msg = BrokerdFill(
|
||||
reqid=reqid,
|
||||
|
||||
time_ns=time.time_ns(),
|
||||
|
||||
action=action,
|
||||
|
|
@ -540,7 +554,7 @@ async def handle_order_updates(
|
|||
# order state updates
|
||||
resp = BrokerdStatus(
|
||||
|
||||
reqid=txid,
|
||||
reqid=reqid,
|
||||
time_ns=time.time_ns(), # cuz why not
|
||||
account=f'kraken.{acctid}',
|
||||
|
||||
|
|
@ -598,6 +612,7 @@ async def handle_order_updates(
|
|||
# 'txid': [last.reqid], # txid from submission
|
||||
# })
|
||||
|
||||
if resps:
|
||||
msgs.extend(resps)
|
||||
for resp in resps:
|
||||
await ems_stream.send(resp.dict())
|
||||
|
|
@ -635,7 +650,7 @@ def process_status(
|
|||
resp = BrokerdError(
|
||||
oid=oid,
|
||||
# XXX: use old reqid in case it changed?
|
||||
reqid=last.reqid,
|
||||
reqid=reqid,
|
||||
symbol=getattr(last, 'symbol', 'N/A'),
|
||||
|
||||
reason=f'Failed {action}:\n{errmsg}',
|
||||
|
|
@ -657,12 +672,7 @@ def process_status(
|
|||
f're-mapped reqid: {reqid}\n'
|
||||
f'txid: {txid}\n'
|
||||
)
|
||||
resp = BrokerdOrderAck(
|
||||
oid=oid, # ems order request id
|
||||
reqid=txid, # kraken unique order id
|
||||
account=last.account, # piker account
|
||||
)
|
||||
return [resp], False
|
||||
return [], False
|
||||
|
||||
case {
|
||||
'event': 'editOrderStatus',
|
||||
|
|
@ -680,12 +690,7 @@ def process_status(
|
|||
f'{descr}'
|
||||
)
|
||||
# deliver another ack to update the ems-side `.reqid`.
|
||||
resp = BrokerdOrderAck(
|
||||
oid=oid, # ems order request id
|
||||
reqid=txid, # kraken unique order id
|
||||
account=last.account, # piker account
|
||||
)
|
||||
return [resp], False
|
||||
return [], False
|
||||
|
||||
case {
|
||||
"event": "cancelOrderStatus",
|
||||
|
|
@ -701,7 +706,7 @@ def process_status(
|
|||
resps: list[MsgUnion] = []
|
||||
for txid in rest.get('txid', [last.reqid]):
|
||||
resp = BrokerdStatus(
|
||||
reqid=txid,
|
||||
reqid=reqid,
|
||||
account=last.account,
|
||||
time_ns=time.time_ns(),
|
||||
status='cancelled',
|
||||
|
|
|
|||
Loading…
Reference in New Issue