Relay brokerd errors to client side, correctly..
Turns out we were expecting/processing `Status(resp='error')` msgs not `BrokerdError` (i guess bc latter was only really being used in initial `brokerd` msg responses and not for relay of actual provider clearing engine failures?) and the case block match / logic wasn't really correct. So this changes a few things: - always do reverse `oid` lookups from `reqid`s if possible in error msg handling case. - add a new `Error` client-dialog msg (derived from `Status`) which we now relay when `brokerd` sends a `BrokerdError` and no prior `Status` can be found (when it is we still fill in appropriate fields from the backend-error and just send back the last status msg like before). - try hard to look up the original `Order.symbol: str` for client broadcasting trying first using any `Status.req` and failing over to embedded `.brokerd_msg` field lookups. - drop the `Status.name = 'error'` from literal def.account_tests
Tyler Goodlet
parent
ff2bbd5aca
commit
562d027ee6
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@ -27,7 +27,7 @@ from contextlib import asynccontextmanager as acm
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from decimal import Decimal
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from math import isnan
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from pprint import pformat
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import time
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from time import time_ns
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from types import ModuleType
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from typing import (
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AsyncIterator,
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@ -57,6 +57,7 @@ from ..data import iterticks
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from ._messages import (
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Order,
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Status,
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Error,
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BrokerdCancel,
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BrokerdOrder,
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# BrokerdOrderAck,
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@ -255,7 +256,7 @@ async def clear_dark_triggers(
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action=action,
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oid=oid,
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account=account,
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time_ns=time.time_ns(),
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time_ns=time_ns(),
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symbol=bfqme,
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price=submit_price,
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size=size,
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@ -268,7 +269,7 @@ async def clear_dark_triggers(
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# fallthrough logic
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status = Status(
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oid=oid, # ems dialog id
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time_ns=time.time_ns(),
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time_ns=time_ns(),
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resp=resp,
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req=cmd,
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brokerd_msg=brokerd_msg,
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@ -826,8 +827,8 @@ async def translate_and_relay_brokerd_events(
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# keep pps per account up to date locally in ``emsd`` mem
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# sym, broker = pos_msg.symbol, pos_msg.broker
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# NOTE: translate to a FQME!
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relay.positions.setdefault(
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# NOTE: translate to a FQSN!
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(broker, pos_msg.account),
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{}
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)[pos_msg.symbol] = pos_msg
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@ -883,7 +884,7 @@ async def translate_and_relay_brokerd_events(
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BrokerdCancel(
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oid=oid,
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reqid=reqid,
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time_ns=time.time_ns(),
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time_ns=time_ns(),
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account=status_msg.req.account,
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)
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)
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@ -898,15 +899,6 @@ async def translate_and_relay_brokerd_events(
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continue
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# BrokerdError
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case {
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'name': 'error',
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'oid': oid, # ems order-dialog id
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'reqid': reqid, # brokerd generated order-request id
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}:
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status_msg = book._active.get(oid)
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msg = BrokerdError(**brokerd_msg)
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log.error(fmsg) # XXX make one when it's blank?
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# TODO: figure out how this will interact with EMS clients
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# for ex. on an error do we react with a dark orders
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# management response, like cancelling all dark orders?
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@ -914,22 +906,56 @@ async def translate_and_relay_brokerd_events(
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# some unexpected failure - something we need to think more
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# about. In most default situations, with composed orders
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# (ex. brackets), most brokers seem to use a oca policy.
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case {
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'name': 'error',
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'oid': oid, # ems order-dialog id
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'reqid': reqid, # brokerd generated order-request id
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}:
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if (
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not oid
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):
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oid: str = book._ems2brokerd_ids.inverse[reqid]
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# only relay to client side if we have an active
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# ongoing dialog
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if status_msg:
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msg = BrokerdError(**brokerd_msg)
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# NOTE: retreive the last client-side response
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# OR create an error when we have no last msg /dialog
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# on record
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status_msg: Status
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if not (status_msg := book._active.get(oid)):
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status_msg = Error(
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time_ns=time_ns(),
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oid=oid,
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reqid=reqid,
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brokerd_msg=msg,
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)
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else:
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# only modify last status if we have an active
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# ongoing dialog..
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status_msg.resp = 'error'
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status_msg.brokerd_msg = msg
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book._active[oid] = status_msg
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await router.client_broadcast(
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status_msg.req.symbol,
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status_msg,
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log.error(
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'Translating brokerd error to status:\n'
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f'{fmsg}'
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f'{status_msg.to_dict()}'
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)
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if req := status_msg.req:
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fqme: str = req.symbol
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else:
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bdmsg: Struct = status_msg.brokerd_msg
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fqme: str = (
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bdmsg.symbol # might be None
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or
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bdmsg.broker_details['flow']['symbol']
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)
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else:
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log.error(f'Error for unknown order flow:\n{msg}')
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continue
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await router.client_broadcast(
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fqme,
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status_msg,
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)
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# BrokerdStatus
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case {
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@ -1070,7 +1096,7 @@ async def translate_and_relay_brokerd_events(
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status_msg.req = order
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assert status_msg.src # source tag?
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oid = str(status_msg.reqid)
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oid: str = str(status_msg.reqid)
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# attempt to avoid collisions
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status_msg.reqid = oid
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@ -1087,38 +1113,28 @@ async def translate_and_relay_brokerd_events(
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status_msg,
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)
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# don't fall through
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continue
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# brokerd error
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case {
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'name': 'status',
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'status': 'error',
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}:
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log.error(f'Broker error:\n{fmsg}')
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# XXX: we presume the brokerd cancels its own order
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continue
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# TOO FAST ``BrokerdStatus`` that arrives
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# before the ``BrokerdAck``.
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case {
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# XXX: sometimes there is a race with the backend (like
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# `ib` where the pending stauts will be related before
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# the ack, in which case we just ignore the faster
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# NOTE XXX: sometimes there is a race with the backend (like
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# `ib` where the pending status will be relayed *before*
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# the ack msg, in which case we just ignore the faster
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# pending msg and wait for our expected ack to arrive
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# later (i.e. the first block below should enter).
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case {
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'name': 'status',
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'status': status,
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'reqid': reqid,
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}:
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oid = book._ems2brokerd_ids.inverse.get(reqid)
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msg = f'Unhandled broker status for dialog {reqid}:\n'
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if oid:
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status_msg = book._active.get(oid)
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# status msg may not have been set yet or popped?
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msg = (
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f'Unhandled broker status for dialog {reqid}:\n'
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f'{pformat(brokerd_msg)}'
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)
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if (
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oid := book._ems2brokerd_ids.inverse.get(reqid)
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):
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# NOTE: have seen a key error here on kraken
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# clearable limits..
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if status_msg:
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if status_msg := book._active.get(oid):
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msg += (
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f'last status msg: {pformat(status_msg)}\n\n'
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f'this msg:{fmsg}\n'
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@ -1214,7 +1230,7 @@ async def process_client_order_cmds(
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BrokerdCancel(
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oid=oid,
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reqid=reqid,
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time_ns=time.time_ns(),
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time_ns=time_ns(),
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account=order.account,
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)
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)
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@ -1289,7 +1305,7 @@ async def process_client_order_cmds(
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msg = BrokerdOrder(
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oid=oid, # no ib support for oids...
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time_ns=time.time_ns(),
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time_ns=time_ns(),
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# if this is None, creates a new order
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# otherwise will modify any existing one
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@ -1307,7 +1323,7 @@ async def process_client_order_cmds(
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oid=oid,
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reqid=reqid,
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resp='pending',
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time_ns=time.time_ns(),
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time_ns=time_ns(),
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brokerd_msg=msg,
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req=req,
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)
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@ -1424,7 +1440,7 @@ async def process_client_order_cmds(
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status = Status(
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resp=resp,
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oid=oid,
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time_ns=time.time_ns(),
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time_ns=time_ns(),
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req=req,
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src='dark',
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)
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@ -18,10 +18,7 @@
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Clearing sub-system message and protocols.
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"""
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# from collections import (
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# ChainMap,
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# deque,
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# )
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from __future__ import annotations
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from typing import (
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Literal,
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)
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@ -31,28 +28,6 @@ from msgspec import field
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from piker.types import Struct
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# TODO: a composite for tracking msg flow on 2-legged
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# dialogs.
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# class Dialog(ChainMap):
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# '''
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# Msg collection abstraction to easily track the state changes of
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# a msg flow in one high level, query-able and immutable construct.
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# The main use case is to query data from a (long-running)
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# msg-transaction-sequence
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# '''
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# def update(
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# self,
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# msg,
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# ) -> None:
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# self.maps.insert(0, msg.to_dict())
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# def flatten(self) -> dict:
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# return dict(self)
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# TODO: ``msgspec`` stuff worth paying attention to:
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# - schema evolution:
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# https://jcristharif.com/msgspec/usage.html#schema-evolution
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@ -163,6 +138,18 @@ class Status(Struct):
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brokerd_msg: dict = {}
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class Error(Status):
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resp: str = 'error'
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# TODO: allow re-wrapping from existing (last) status?
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@classmethod
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def from_status(
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cls,
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msg: Status,
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) -> Error:
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...
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# ---------------
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# emsd -> brokerd
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# ---------------
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@ -226,6 +213,7 @@ class BrokerdOrderAck(Struct):
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# emsd id originally sent in matching request msg
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oid: str
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# TODO: do we need this?
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account: str = ''
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name: str = 'ack'
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@ -238,13 +226,14 @@ class BrokerdStatus(Struct):
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'open',
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'canceled',
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'pending',
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'error',
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# 'error', # NOTE: use `BrokerdError`
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'closed',
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]
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name: str = 'status'
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oid: str = ''
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# TODO: do we need this?
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account: str | None = None,
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name: str = 'status'
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filled: float = 0.0
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reason: str = ''
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remaining: float = 0.0
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@ -287,15 +276,15 @@ class BrokerdError(Struct):
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This is still a TODO thing since we're not sure how to employ it yet.
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'''
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oid: str
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reason: str
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# TODO: drop this right?
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symbol: str | None = None
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oid: str | None = None
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# if no brokerd order request was actually submitted (eg. we errored
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# at the ``pikerd`` layer) then there will be ``reqid`` allocated.
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reqid: int | str | None = None
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reqid: str | None = None
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name: str = 'error'
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broker_details: dict = {}
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Loading…
Reference in New Issue