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Handle pre-existing open orders specifically by checking for null `oid`

kraken_ws_orders
Tyler Goodlet 2022-07-13 12:24:28 -04:00
parent abb6854e74
commit 5b135fad61
1 changed files with 16 additions and 8 deletions
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24
piker/brokers/kraken/broker.py
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@ -202,7 +202,10 @@ async def handle_order_requests(
async def subscribe(
ws: wsproto.WSConnection,
token: str,
subs: list[str] = ['ownTrades', 'openOrders'],
subs: list[str] = [
'ownTrades',
'openOrders',
],
):
'''
Setup ws api subscriptions:
@ -603,10 +606,13 @@ async def handle_order_updates(
else:
vlm = rest.get('vol_exec', 0)
reqid = reqids2txids.inverse[txid]
reqid = reqids2txids.inverse.get(txid)
oid = ids.inverse.get(reqid)
if not oid:
if (
status == 'open'
and oid is None # a non-ems-active order
):
# TODO: handle these and relay them
# through the EMS to the client / UI
# side!
@ -621,13 +627,11 @@ async def handle_order_updates(
await ws.send_msg({
'event': 'cancelOrder',
'token': token,
'reqid': reqid,
'reqid': reqid or 0,
'txid': [txid],
})
continue
msgs = emsflow[oid]
# send BrokerdStatus messages for all
# order state updates
resp = BrokerdStatus(
@ -655,7 +659,11 @@ async def handle_order_updates(
{'name': 'kraken'}, **update_msg
),
)
msgs.append(resp)
# TODO: use collections.ChainMap here
# msgs = emsflow[oid]
# msgs.append(resp)
await ems_stream.send(resp)
# fill event.