mock orders validated from kraken
Konstantine Tsafatinos
parent
b55debbe95
commit
66da58525d
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@ -234,7 +234,7 @@ class Client:
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)
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return resproc(resp, log)
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async def get_user_data(
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async def kraken_endpoint(
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self,
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method: str,
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data: Dict[str, Any]
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@ -251,9 +251,9 @@ class Client:
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self,
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data: Dict[str, Any] = {}
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) -> Dict[str, Any]:
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balances = await self.get_user_data('Balance', data)
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balances = await self.kraken_endpoint('Balance', data)
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## TODO: grab all entries, not just first 50
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traders = await self.get_user_data('TradesHistory', data)
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traders = await self.kraken_endpoint('TradesHistory', data)
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positions = {}
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vols = {}
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@ -277,6 +277,33 @@ class Client:
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return positions, vols
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async def submit_limit(
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self,
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oid: str,
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symbol: str,
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price: float,
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action: str,
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size: str,
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# account: str,
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reqid: int = None,
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) -> int:
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"""Place an order and return integer request id provided by client.
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"""
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# Build order data from kraken
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data = {
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"userref": 1,
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"ordertype": "limit",
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"type": action,
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"volume": size,
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"pair": symbol,
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"price": price,
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"validate": True
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}
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resp = await self.kraken_endpoint('AddOrder', data)
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print(resp)
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return reqid
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async def symbol_info(
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self,
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pair: Optional[str] = None,
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@ -447,61 +474,60 @@ async def handle_order_requests(
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async for request_msg in ems_order_stream:
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log.info(f'Received order request {request_msg}')
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# action = request_msg['action']
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action = request_msg['action']
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# if action in {'buy', 'sell'}:
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if action in {'buy', 'sell'}:
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# account = request_msg['account']
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# if account != 'kraken.spot':
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# log.error(
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# 'This is a kraken account, \
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# only a `kraken.spot` selection is valid'
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# )
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# await ems_order_stream.send(BrokerError(
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# oid=request_msg['oid'],
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# symbol=request_msg['symbol'],
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# reason=f'Kraken only, No account found: `{account}` ?',
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# ).dict())
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# continue
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account = request_msg['account']
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if account != 'kraken.spot':
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log.error(
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'This is a kraken account, \
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only a `kraken.spot` selection is valid'
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)
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await ems_order_stream.send(BrokerError(
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oid=request_msg['oid'],
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symbol=request_msg['symbol'],
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reason=f'Kraken only, No account found: `{account}` ?',
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).dict())
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continue
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# # validate
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# order = BrokerdOrder(**request_msg)
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# validate
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order = BrokerdOrder(**request_msg)
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# # call our client api to submit the order
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# ## TODO: look into the submit_limit method, do it write my own?
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# reqid = await client.submit_limit(
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# call our client api to submit the order
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reqid = await client.submit_limit(
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# oid=order.oid,
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# symbol=order.symbol,
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# price=order.price,
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# action=order.action,
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# size=order.size,
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# ## XXX: how do I handle new orders
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# reqid=order.reqid,
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# )
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oid=order.oid,
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symbol=order.symbol,
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price=order.price,
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action=order.action,
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size=order.size,
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## XXX: how do I handle new orders
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reqid=order.reqid,
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)
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# # deliver ack that order has been submitted to broker routing
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# await ems_order_stream.send(
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# BrokerdOrderAck(
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# deliver ack that order has been submitted to broker routing
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await ems_order_stream.send(
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BrokerdOrderAck(
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# # ems order request id
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# oid=order.oid,
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# ems order request id
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oid=order.oid,
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# # broker specific request id
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# reqid=reqid,
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# broker specific request id
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reqid=reqid,
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# ).dict()
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# )
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).dict()
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)
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# elif action == 'cancel':
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# msg = BrokerdCancel(**request_msg)
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elif action == 'cancel':
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msg = BrokerdCancel(**request_msg)
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# await client.submit_cancel(
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# reqid=msg.reqid
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# )
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await client.submit_cancel(
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reqid=msg.reqid
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)
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# else:
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# log.error(f'Unknown order command: {request_msg}')
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else:
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log.error(f'Unknown order command: {request_msg}')
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@tractor.context
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@ -526,7 +552,7 @@ async def trades_dialogue(
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msg = pack_position(acc_name, norm_sym, pos, vols[ticker])
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all_positions.append(msg.dict())
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open_orders = await client.get_user_data('OpenOrders', {})
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open_orders = await client.kraken_endpoint('OpenOrders', {})
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#await tractor.breakpoint()
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await ctx.started((all_positions, (acc_name,)))
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