get stashed changes
Konstantine Tsafatinos
parent
0122669dd4
commit
6c54c81f01
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@ -119,6 +119,19 @@ class Pair(BaseModel):
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ordermin: float # minimum order volume for pair
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class Order(BaseModel):
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"""Order class that helps parse and validate order stream"""
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txid: str # kraken order transaction id
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action: str # buy or sell
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ordertype: str # limit order ##TODO: Do I need this?
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pair: str # order pair
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price: str # price of asset
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vol: str # vol of asset
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status: str # order status
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opentm: str # time of order
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timeinforce: str # e.g GTC, GTD
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@dataclass
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class OHLC:
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"""Description of the flattened OHLC quote format.
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@ -494,6 +507,8 @@ async def handle_order_requests(
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client: Client,
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ems_order_stream: tractor.MsgStream,
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ws: NoBsWs,
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token: str,
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) -> None:
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@ -523,50 +538,65 @@ async def handle_order_requests(
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# validate
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temp_id = next(userref_counter)
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order = BrokerdOrder(**request_msg)
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def slashinsert(str):
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midPoint = len(str)//2
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return str[:midPoint] + '/' + str[midPoint:]
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# Send order via websocket
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order_msg = {
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"event": "addOrder",
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"ordertype": "limit",
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"pair": slashinsert(order.symbol.upper()),
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"price": str(order.price),
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"token": token,
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"type": order.action,
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"volume": str(order.size)
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}
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await ws.send_msg(order_msg)
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# call our client api to submit the order
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resp = await client.submit_limit(
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#resp = 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=temp_id,
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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=temp_id,
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)
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#err = resp['error']
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#if err:
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# log.error(f'Failed to submit order')
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# await ems_order_stream.send(
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# BrokerdError(
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# oid=order.oid,
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# reqid=temp_id,
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# symbol=order.symbol,
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# reason="Failed order submission",
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# broker_details=resp
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# ).dict()
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# )
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#else:
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# ## TODO: handle multiple cancels
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# ## txid is an array of strings
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# reqid = resp['result']['txid'][0]
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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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err = resp['error']
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if err:
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log.error(f'Failed to submit order')
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await ems_order_stream.send(
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BrokerdError(
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oid=order.oid,
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reqid=temp_id,
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symbol=order.symbol,
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reason="Failed order submission",
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broker_details=resp
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).dict()
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)
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else:
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## TODO: handle multiple cancels
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## txid is an array of strings
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reqid = resp['result']['txid'][0]
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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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# # account the made the order
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# account=order.account
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# account the made the order
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account=order.account
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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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@ -685,16 +715,31 @@ async def trades_dialogue(
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trio.open_nursery() as n,
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):
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## TODO: maybe add multiple accounts
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n.start_soon(handle_order_requests, client, ems_stream)
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#n.start_soon(handle_order_requests, client, ems_stream)
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async with open_autorecon_ws(
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'wss://ws-auth.kraken.com/',
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fixture=subscribe,
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token=token,
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) as ws:
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n.start_soon(handle_order_requests, client, ems_stream, ws, token)
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from pprint import pprint
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async for msg in process_order_msgs(ws):
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pprint(msg)
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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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# # broker specific request id
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# reqid=reqid,
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# # account the made the order
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# account=order.account
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# ).dict()
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#)
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async def stream_messages(
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@ -801,6 +846,29 @@ async def process_order_msgs(
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# HINT: create a ``pydantic.BaseModel`` to parse and validate
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# and then in the caller recast to our native ``BrokerdX`` msg types.
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# check that we are on openOrders stream XXX: Maybe do something with sequence
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assert msg[1] == 'openOrders'
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orders = msg[0]
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for order in orders:
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txid = list(order.keys())[0]
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order_msg = Order(
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txid=txid,
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action=order[txid]['descr']['type'],
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ordertype=order[txid]['descr']['ordertype'],
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pair=order[txid]['descr']['pair'],
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price=order[txid]['descr']['price'],
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vol=order[txid]['vol'],
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status=order[txid]['status'],
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opentm=order[txid]['opentm'],
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timeinforce=order[txid]['timeinforce']
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)
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print(order_msg)
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print(msg[0][0].keys())
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# form of order msgs:
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# [{'OIZACU-HB2JZ-YA2QEF': {'lastupdated': '1644595511.768544',
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# 'status': 'canceled', 'vol_exec': '0.00000000', 'cost':
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