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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
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13
piker/clearing/_ems.py
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@ -556,9 +556,7 @@ async def process_client_order_cmds(
# check for live-broker order # check for live-broker order
if live_entry: if live_entry:
reqid = live_entry.reqid
reqid = reqid or live_entry.reqid
assert reqid
msg = BrokerdCancel( msg = BrokerdCancel(
oid=oid, oid=oid,
@ -566,11 +564,13 @@ async def process_client_order_cmds(
time_ns=time.time_ns(), time_ns=time.time_ns(),
) )
# NOTE: cancel response will be relayed back in messages
# from corresponding broker
if reqid:
# send cancel to brokerd immediately! # send cancel to brokerd immediately!
log.info("Submitting cancel for live order {reqid}") 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()) await brokerd_order_stream.send(msg.dict())
else: else:
@ -580,7 +580,8 @@ async def process_client_order_cmds(
# order request can be cancelled at that time. # order request can be cancelled at that time.
dark_book._ems_entries[oid] = msg dark_book._ems_entries[oid] = msg
# check for EMS active exec # dark trigger cancel
else:
try: try:
# remove from dark book clearing # remove from dark book clearing
dark_book.orders[symbol].pop(oid, None) dark_book.orders[symbol].pop(oid, None)