TOSQUASH: 552a8c298cd (return index for arrow..)

epoch_index_backup
Tyler Goodlet 2022-12-01 15:49:38 -05:00
parent c5a352bc64
commit 6ce9872530
1 changed files with 18 additions and 16 deletions

View File

@ -1037,10 +1037,11 @@ async def process_trade_msg(
# should only be one "fill" for an alert
# add a triangle and remove the level line
req = Order(**req)
index = flume.get_index(time.time())
mode.on_fill(
oid,
price=req.price,
arrow_index=flume.get_index(time.time()),
arrow_index=index,
)
mode.lines.remove_line(uuid=oid)
msg.req = req
@ -1068,26 +1069,27 @@ async def process_trade_msg(
action = order.action
details = msg.brokerd_msg
# TODO: put the actual exchange timestamp?
# NOTE: currently the ``kraken`` openOrders sub
# doesn't deliver their engine timestamp as part of
# it's schema, so this value is **not** from them
# (see our backend code). We should probably either
# include all provider-engine timestamps in the
# summary 'closed' status msg and/or figure out
# a way to indicate what is a `brokerd` stamp versus
# a true backend one? This will require finagling
# with how each backend tracks/summarizes time
# stamps for the downstream API.
index = flume.get_index(
details['broker_time']
)
# TODO: some kinda progress system
mode.on_fill(
oid,
price=details['price'],
arrow_index=index,
pointing='up' if action == 'buy' else 'down',
# TODO: put the actual exchange timestamp
arrow_index=flume.get_index(
# TODO: note currently the ``kraken`` openOrders sub
# doesn't deliver their engine timestamp as part of
# it's schema, so this value is **not** from them
# (see our backend code). We should probably either
# include all provider-engine timestamps in the
# summary 'closed' status msg and/or figure out
# a way to indicate what is a `brokerd` stamp versus
# a true backend one? This will require finagling
# with how each backend tracks/summarizes time
# stamps for the downstream API.
details['broker_time']
),
)
# TODO: append these fill events to the position's clear