Factor order request processing into new func
Tyler Goodlet
parent
e71bcb363c
commit
5deea50963
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@ -448,72 +448,16 @@ async def process_broker_trades(
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await ctx.send_yield(resp)
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@tractor.stream
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async def _emsd_main(
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async def process_order_cmds(
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ctx: tractor.Context,
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client_actor_name: str,
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broker: str,
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cmd_stream: 'tractor.ReceiveStream', # noqa
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symbol: str,
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_mode: str = 'dark', # ('paper', 'dark', 'live')
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feed: 'Feed', # noqa
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client: 'Client', # noqa
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dark_book: _DarkBook,
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) -> None:
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"""EMS (sub)actor entrypoint providing the
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execution management (micro)service which conducts broker
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order control on behalf of clients.
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This is the daemon (child) side routine which starts an EMS runtime
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(one per broker-feed) and and begins streaming back alerts from
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broker executions/fills.
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``send_order_cmds()`` is called here to execute in a task back in
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the actor which started this service (spawned this actor), presuming
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capabilities allow it, such that requests for EMS executions are
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received in a stream from that client actor and then responses are
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streamed back up to the original calling task in the same client.
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The task tree is:
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- ``_emsd_main()``:
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accepts order cmds, registers execs with exec loop
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- ``exec_loop()``:
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run (dark) conditions on inputs and trigger broker submissions
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- ``process_broker_trades()``:
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accept normalized trades responses, process and relay to ems client(s)
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"""
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from ._client import send_order_cmds
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dark_book = get_dark_book(broker)
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# get a portal back to the client
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async with tractor.wait_for_actor(client_actor_name) as portal:
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# spawn one task per broker feed
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async with trio.open_nursery() as n:
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# TODO: eventually support N-brokers
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# start the condition scan loop
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quote, feed, client = await n.start(
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exec_loop,
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ctx,
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broker,
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symbol,
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_mode,
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)
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await n.start(
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process_broker_trades,
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ctx,
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feed,
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dark_book,
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)
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# connect back to the calling actor (the one that is
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# acting as an EMS client and will submit orders) to
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# receive requests pushed over a tractor stream
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# using (for now) an async generator.
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async for cmd in await portal.run(send_order_cmds):
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async for cmd in cmd_stream:
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log.info(f'Received order cmd:\n{pformat(cmd)}')
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@ -549,7 +493,7 @@ async def _emsd_main(
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trigger_price = cmd['price']
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size = cmd['size']
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brokers = cmd['brokers']
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exec_mode = cmd.get('exec_mode', _mode)
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exec_mode = cmd['exec_mode']
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broker = brokers[0]
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last = dark_book.lasts[(broker, sym)]
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@ -642,4 +586,80 @@ async def _emsd_main(
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'oid': oid
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})
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# continue and wait on next order cmd
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@tractor.stream
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async def _emsd_main(
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ctx: tractor.Context,
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client_actor_name: str,
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broker: str,
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symbol: str,
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_mode: str = 'dark', # ('paper', 'dark', 'live')
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) -> None:
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"""EMS (sub)actor entrypoint providing the
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execution management (micro)service which conducts broker
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order control on behalf of clients.
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This is the daemon (child) side routine which starts an EMS runtime
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(one per broker-feed) and and begins streaming back alerts from
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broker executions/fills.
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``send_order_cmds()`` is called here to execute in a task back in
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the actor which started this service (spawned this actor), presuming
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capabilities allow it, such that requests for EMS executions are
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received in a stream from that client actor and then responses are
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streamed back up to the original calling task in the same client.
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The task tree is:
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- ``_emsd_main()``:
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accepts order cmds, registers execs with exec loop
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- ``exec_loop()``:
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run (dark) conditions on inputs and trigger broker submissions
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- ``process_broker_trades()``:
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accept normalized trades responses, process and relay to ems client(s)
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"""
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from ._client import send_order_cmds
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dark_book = get_dark_book(broker)
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# get a portal back to the client
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async with tractor.wait_for_actor(client_actor_name) as portal:
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# spawn one task per broker feed
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async with trio.open_nursery() as n:
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# TODO: eventually support N-brokers
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# start the condition scan loop
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quote, feed, client = await n.start(
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exec_loop,
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ctx,
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broker,
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symbol,
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_mode,
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)
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await n.start(
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process_broker_trades,
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ctx,
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feed,
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dark_book,
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)
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# connect back to the calling actor (the one that is
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# acting as an EMS client and will submit orders) to
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# receive requests pushed over a tractor stream
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# using (for now) an async generator.
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order_stream = await portal.run(send_order_cmds)
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# start inbound order request processing
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await process_order_cmds(
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ctx,
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order_stream,
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symbol,
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feed,
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client,
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dark_book,
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)
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