From 8a06e4d0732062c5b265108d5d568cb0f337f0b8 Mon Sep 17 00:00:00 2001
From: Tyler Goodlet <jgbt@protonmail.com>
Date: Sat, 17 Jun 2023 14:45:45 -0400
Subject: [PATCH] Wrap dialog tracking in new `OrderDialogs` type, info log all
 user stream msgs

---
 piker/brokers/binance/broker.py | 98 +++++++++++++++++++++++++--------
 1 file changed, 75 insertions(+), 23 deletions(-)

diff --git a/piker/brokers/binance/broker.py b/piker/brokers/binance/broker.py
index 2eff326f..1926fdba 100644
--- a/piker/brokers/binance/broker.py
+++ b/piker/brokers/binance/broker.py
@@ -22,7 +22,10 @@ Live order control B)
 
 '''
 from __future__ import annotations
-from collections import ChainMap
+from collections import (
+    ChainMap,
+    defaultdict,
+)
 from pprint import pformat
 from typing import (
     Any,
@@ -42,6 +45,7 @@ from piker.accounting import (
 from piker.brokers._util import (
     get_logger,
 )
+from piker.data.types import Struct
 from piker.data._web_bs import (
     open_autorecon_ws,
     NoBsWs,
@@ -65,12 +69,38 @@ from .api import Client
 log = get_logger('piker.brokers.binance')
 
 
+class OrderDialogs(Struct):
+    '''
+    Order control dialog (and thus transaction) tracking via
+    message recording.
+
+    Allows easily recording messages associated with a given set of
+    order control transactions and looking up the latest field
+    state using the entire (reverse chronological) msg flow.
+
+    '''
+    _dialogs: defaultdict[str, ChainMap] = defaultdict(ChainMap)
+
+    def add_msg(
+        self,
+        oid: str,
+        msg: dict,
+    ) -> None:
+        self._dialogs[oid].maps.insert(0, msg)
+
+    def get(
+        self,
+        oid: str,
+        field: str,
+    ) -> Any:
+        return self._dialogs[oid][field]
+
+
 async def handle_order_requests(
     ems_order_stream: tractor.MsgStream,
     client: Client,
-
-    # TODO: update this from open orders loaded at boot!
-    dialogs: ChainMap[str, BrokerdOrder] = ChainMap(),
+    dids: bidict[str, str],
+    dialogs: OrderDialogs,
 
 ) -> None:
     '''
@@ -92,8 +122,11 @@ async def handle_order_requests(
                     )
                     await ems_order_stream.send(BrokerdError(
                         oid=cancel.oid,
+
                         # TODO: do we need the symbol?
+                        # https://github.com/pikers/piker/issues/514
                         symbol='unknown',
+
                         reason=(
                             'Invalid `binance` order request dialog oid',
                         )
@@ -113,6 +146,7 @@ async def handle_order_requests(
 
                 # validate
                 order = BrokerdOrder(**msg)
+                oid: str = order.oid  # emsd order id
 
                 # NOTE: check and report edits
                 if existing := dialogs.get(order.oid):
@@ -123,16 +157,6 @@ async def handle_order_requests(
                     # TODO: figure out what special params we have to send?
                     # https://binance-docs.github.io/apidocs/futures/en/#modify-order-trade
 
-                # XXX: ACK the request **immediately** before sending
-                # the api side request to ensure the ems maps the oid ->
-                # reqid correctly!
-                resp = BrokerdOrderAck(
-                    oid=order.oid,  # ems order request id
-                    reqid=order.oid,  # our custom int mapping
-                    account='binance',  # piker account
-                )
-                await ems_order_stream.send(resp)
-
                 # lookup the binance-native symbol
                 bs_mktid: str = client._pairs[order.symbol.upper()].symbol
 
@@ -143,13 +167,28 @@ async def handle_order_requests(
                         side=order.action,
                         quantity=order.size,
                         price=order.price,
-                        oid=order.oid
+                        oid=oid,
                     )
-                    # thank god at least someone lets us do this XD
-                    assert reqid == order.oid
 
-                    # track latest request state
-                    dialogs[reqid].maps.append(msg)
+                    # XXX: ACK the request **immediately** before sending
+                    # the api side request to ensure the ems maps the oid ->
+                    # reqid correctly!
+                    resp = BrokerdOrderAck(
+                        oid=oid,  # ems order request id
+                        reqid=reqid,  # our custom int mapping
+                        account='binance',  # piker account
+                    )
+                    await ems_order_stream.send(resp)
+
+                    # SMH they do gen their own order id: ints.. 
+                    # assert reqid == order.oid
+                    dids[order.oid] = reqid
+
+                    # track latest request state such that map
+                    # lookups start at the most recent msg and then
+                    # scan reverse-chronologically.
+                    dialogs.add_msg(msg)
+
                 except BrokerError as be:
                     await ems_order_stream.send(
                         BrokerdError(
@@ -190,10 +229,6 @@ async def open_trade_dialog(
             await ctx.started('paper')
             return
 
-    # table: PpTable
-    # ledger: TransactionLedger
-
-    # TODO: load pps and accounts using accounting apis!
     async with (
         open_cached_client('binance') as client,
     ):
@@ -323,6 +358,20 @@ async def open_trade_dialog(
 
             await ctx.started((positions, list(accounts)))
 
+            dialogs = OrderDialogs()
+            dids: dict[str, int] = bidict()
+
+            # TODO: further init setup things to get full EMS and
+            # .accounting support B)
+            # - live order loading via user stream subscription and
+            #   update to the order dialog table.
+            # - position loading using `piker.accounting` subsys
+            #   and comparison with binance's own position calcs.
+            # - load pps and accounts using accounting apis, write
+            #   the ledger and account files
+            #   - table: PpTable
+            #   - ledger: TransactionLedger
+
             async with (
                 trio.open_nursery() as tn,
                 ctx.open_stream() as ems_stream,
@@ -332,6 +381,8 @@ async def open_trade_dialog(
                     handle_order_requests,
                     ems_stream,
                     client,
+                    dids,
+                    dialogs,
                 )
                 tn.start_soon(
                     handle_order_updates,
@@ -368,6 +419,7 @@ async def handle_order_updates(
     '''
     async for msg in wss:
         match msg:
+            log.info(f'Rx USERSTREAM msg:\n{pformat(msg)}')
 
             # TODO:
             # POSITION update