Pass our manually mapped `reqid: int` to EMS
Since we seem to always be able to get back the `reqid`/`userref` value we send to kraken ws endpoints, we can use this as our brokerd side order id and avoid all race cases with getting the true `txid` value that `kraken` assigns (and which changes when you do "edits" :eyeroll:). This simplifies status updates by allowing our relay loop just to pass back our generated `.reqid` verbatim and allows responding with a `BrokerdOrderAck` immediately in the request handler task which should guarantee there are no further race conditions with the relay loop and mapping `txid`s from kraken.. and figuring out wtf to do when they change, etc.kraken_ws_orders
Tyler Goodlet
parent
89bcaed15e
commit
804e9afdde
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@ -97,7 +97,7 @@ async def handle_order_requests(
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log.info(f'Rx order msg:\n{pformat(msg)}')
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match msg:
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case {
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'account': 'kraken.spot',
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'account': 'kraken.spot' as account,
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'action': action,
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} if action in {'buy', 'sell'}:
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@ -119,7 +119,7 @@ async def handle_order_requests(
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reqid = next(counter)
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ids[order.oid] = reqid
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log.debug(
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f"GENERATED ORDER {reqid}\n"
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f"Adding order {reqid}\n"
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f'{ids}'
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)
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extra = {
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@ -148,11 +148,18 @@ async def handle_order_requests(
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log.info(f'Submitting WS order request:\n{pformat(req)}')
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await ws.send_msg(req)
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resp = BrokerdOrderAck(
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oid=order.oid, # ems order request id
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reqid=reqid, # our custom int mapping
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account=account, # piker account
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)
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await ems_order_stream.send(resp)
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# placehold for sanity checking in relay loop
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emsflow.setdefault(order.oid, []).append(order)
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case {
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'account': 'kraken.spot',
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'account': 'kraken.spot' as account,
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'action': 'cancel',
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}:
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cancel = BrokerdCancel(**msg)
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@ -368,6 +375,8 @@ async def handle_order_updates(
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case [
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trades_msgs,
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'ownTrades',
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# won't exist for historical values?
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# 'userref': reqid,
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{'sequence': seq},
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]:
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# flatten msgs for processing
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@ -381,8 +390,12 @@ async def handle_order_updates(
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}
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for tid, trade in trades.items():
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# parse-cast
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reqid = trade['ordertxid']
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# NOTE: try to get the requid sent in the order
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# request message if posssible; it may not be
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# provided since this sub also returns generic
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# historical trade events.
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reqid = trade.get('userref', trade['ordertxid'])
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action = trade['type']
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price = float(trade['price'])
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size = float(trade['vol'])
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@ -391,6 +404,7 @@ async def handle_order_updates(
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# send a fill msg for gui update
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fill_msg = BrokerdFill(
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reqid=reqid,
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time_ns=time.time_ns(),
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action=action,
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@ -539,7 +553,7 @@ async def handle_order_updates(
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# order state updates
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resp = BrokerdStatus(
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reqid=txid,
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reqid=reqid,
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time_ns=time.time_ns(), # cuz why not
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account=f'kraken.{acctid}',
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@ -597,6 +611,7 @@ async def handle_order_updates(
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# 'txid': [last.reqid], # txid from submission
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# })
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if resps:
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msgs.extend(resps)
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for resp in resps:
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await ems_stream.send(resp.dict())
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@ -634,7 +649,7 @@ def process_status(
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resp = BrokerdError(
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oid=oid,
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# XXX: use old reqid in case it changed?
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reqid=last.reqid,
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reqid=reqid,
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symbol=getattr(last, 'symbol', 'N/A'),
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reason=f'Failed {action}:\n{errmsg}',
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@ -656,12 +671,7 @@ def process_status(
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f're-mapped reqid: {reqid}\n'
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f'txid: {txid}\n'
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)
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resp = BrokerdOrderAck(
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oid=oid, # ems order request id
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reqid=txid, # kraken unique order id
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account=last.account, # piker account
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)
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return [resp], False
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return [], False
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case {
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'event': 'editOrderStatus',
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@ -679,12 +689,7 @@ def process_status(
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f'{descr}'
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)
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# deliver another ack to update the ems-side `.reqid`.
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resp = BrokerdOrderAck(
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oid=oid, # ems order request id
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reqid=txid, # kraken unique order id
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account=last.account, # piker account
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)
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return [resp], False
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return [], False
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case {
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"event": "cancelOrderStatus",
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@ -700,7 +705,7 @@ def process_status(
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resps: list[MsgUnion] = []
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for txid in rest.get('txid', [last.reqid]):
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resp = BrokerdStatus(
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reqid=txid,
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reqid=reqid,
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account=last.account,
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time_ns=time.time_ns(),
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status='cancelled',
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