Wrap dialog tracking in new `OrderDialogs` type, info log all user stream msgs
Tyler Goodlet
parent
45ded4f2d1
commit
8a06e4d073
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@ -22,7 +22,10 @@ Live order control B)
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'''
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from __future__ import annotations
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from collections import ChainMap
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from collections import (
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ChainMap,
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defaultdict,
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)
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from pprint import pformat
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from typing import (
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Any,
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@ -42,6 +45,7 @@ from piker.accounting import (
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from piker.brokers._util import (
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get_logger,
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)
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from piker.data.types import Struct
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from piker.data._web_bs import (
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open_autorecon_ws,
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NoBsWs,
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@ -65,12 +69,38 @@ from .api import Client
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log = get_logger('piker.brokers.binance')
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class OrderDialogs(Struct):
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'''
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Order control dialog (and thus transaction) tracking via
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message recording.
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Allows easily recording messages associated with a given set of
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order control transactions and looking up the latest field
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state using the entire (reverse chronological) msg flow.
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'''
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_dialogs: defaultdict[str, ChainMap] = defaultdict(ChainMap)
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def add_msg(
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self,
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oid: str,
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msg: dict,
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) -> None:
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self._dialogs[oid].maps.insert(0, msg)
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def get(
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self,
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oid: str,
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field: str,
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) -> Any:
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return self._dialogs[oid][field]
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async def handle_order_requests(
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ems_order_stream: tractor.MsgStream,
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client: Client,
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# TODO: update this from open orders loaded at boot!
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dialogs: ChainMap[str, BrokerdOrder] = ChainMap(),
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dids: bidict[str, str],
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dialogs: OrderDialogs,
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) -> None:
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'''
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@ -92,8 +122,11 @@ async def handle_order_requests(
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)
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await ems_order_stream.send(BrokerdError(
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oid=cancel.oid,
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# TODO: do we need the symbol?
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# https://github.com/pikers/piker/issues/514
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symbol='unknown',
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reason=(
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'Invalid `binance` order request dialog oid',
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)
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@ -113,6 +146,7 @@ async def handle_order_requests(
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# validate
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order = BrokerdOrder(**msg)
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oid: str = order.oid # emsd order id
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# NOTE: check and report edits
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if existing := dialogs.get(order.oid):
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@ -123,16 +157,6 @@ async def handle_order_requests(
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# TODO: figure out what special params we have to send?
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# https://binance-docs.github.io/apidocs/futures/en/#modify-order-trade
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# XXX: ACK the request **immediately** before sending
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# the api side request to ensure the ems maps the oid ->
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# reqid correctly!
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resp = BrokerdOrderAck(
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oid=order.oid, # ems order request id
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reqid=order.oid, # our custom int mapping
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account='binance', # piker account
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)
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await ems_order_stream.send(resp)
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# lookup the binance-native symbol
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bs_mktid: str = client._pairs[order.symbol.upper()].symbol
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@ -143,13 +167,28 @@ async def handle_order_requests(
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side=order.action,
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quantity=order.size,
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price=order.price,
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oid=order.oid
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oid=oid,
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)
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# thank god at least someone lets us do this XD
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assert reqid == order.oid
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# track latest request state
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dialogs[reqid].maps.append(msg)
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# XXX: ACK the request **immediately** before sending
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# the api side request to ensure the ems maps the oid ->
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# reqid correctly!
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resp = BrokerdOrderAck(
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oid=oid, # ems order request id
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reqid=reqid, # our custom int mapping
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account='binance', # piker account
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)
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await ems_order_stream.send(resp)
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# SMH they do gen their own order id: ints..
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# assert reqid == order.oid
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dids[order.oid] = reqid
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# track latest request state such that map
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# lookups start at the most recent msg and then
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# scan reverse-chronologically.
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dialogs.add_msg(msg)
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except BrokerError as be:
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await ems_order_stream.send(
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BrokerdError(
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@ -190,10 +229,6 @@ async def open_trade_dialog(
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await ctx.started('paper')
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return
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# table: PpTable
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# ledger: TransactionLedger
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# TODO: load pps and accounts using accounting apis!
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async with (
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open_cached_client('binance') as client,
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):
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@ -323,6 +358,20 @@ async def open_trade_dialog(
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await ctx.started((positions, list(accounts)))
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dialogs = OrderDialogs()
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dids: dict[str, int] = bidict()
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# TODO: further init setup things to get full EMS and
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# .accounting support B)
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# - live order loading via user stream subscription and
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# update to the order dialog table.
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# - position loading using `piker.accounting` subsys
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# and comparison with binance's own position calcs.
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# - load pps and accounts using accounting apis, write
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# the ledger and account files
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# - table: PpTable
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# - ledger: TransactionLedger
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async with (
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trio.open_nursery() as tn,
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ctx.open_stream() as ems_stream,
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@ -332,6 +381,8 @@ async def open_trade_dialog(
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handle_order_requests,
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ems_stream,
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client,
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dids,
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dialogs,
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)
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tn.start_soon(
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handle_order_updates,
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@ -368,6 +419,7 @@ async def handle_order_updates(
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'''
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async for msg in wss:
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match msg:
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log.info(f'Rx USERSTREAM msg:\n{pformat(msg)}')
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# TODO:
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# POSITION update
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