pikers
/
piker
3
0
Fork 0
Code Issues 2 Pull Requests 4 Packages Projects Releases Wiki Activity

Better live order handling logic

minimal_brokerd_trade_dialogues
Tyler Goodlet 2021-06-22 10:57:08 -04:00
parent a7e106be96
commit 8f05254c80
1 changed files with 15 additions and 14 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

29
piker/clearing/_ems.py
View File

@ -556,9 +556,7 @@ async def process_client_order_cmds(
# check for live-broker order
if live_entry:
reqid = reqid or live_entry.reqid
assert reqid
reqid = live_entry.reqid
msg = BrokerdCancel(
oid=oid,
@ -566,21 +564,24 @@ async def process_client_order_cmds(
time_ns=time.time_ns(),
)
# send cancel to brokerd immediately!
log.info("Submitting cancel for live order {reqid}")
# NOTE: cancel response will be relayed back in messages
# from corresponding broker
await brokerd_order_stream.send(msg.dict())
if reqid:
# send cancel to brokerd immediately!
log.info("Submitting cancel for live order {reqid}")
await brokerd_order_stream.send(msg.dict())
else:
# this might be a cancel for an order that hasn't been
# acked yet by a brokerd, so register a cancel for when
# the order ack does show up later such that the brokerd
# order request can be cancelled at that time.
dark_book._ems_entries[oid] = msg
# dark trigger cancel
else:
# this might be a cancel for an order that hasn't been
# acked yet by a brokerd, so register a cancel for when
# the order ack does show up later such that the brokerd
# order request can be cancelled at that time.
dark_book._ems_entries[oid] = msg
# check for EMS active exec
try:
# remove from dark book clearing
dark_book.orders[symbol].pop(oid, None)