Better live order handling logic
parent
a7e106be96
commit
8f05254c80
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@ -556,9 +556,7 @@ async def process_client_order_cmds(
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# check for live-broker order
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# check for live-broker order
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if live_entry:
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if live_entry:
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reqid = live_entry.reqid
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reqid = reqid or live_entry.reqid
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assert reqid
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msg = BrokerdCancel(
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msg = BrokerdCancel(
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oid=oid,
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oid=oid,
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@ -566,21 +564,24 @@ async def process_client_order_cmds(
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time_ns=time.time_ns(),
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time_ns=time.time_ns(),
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)
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)
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# send cancel to brokerd immediately!
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log.info("Submitting cancel for live order {reqid}")
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# NOTE: cancel response will be relayed back in messages
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# NOTE: cancel response will be relayed back in messages
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# from corresponding broker
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# from corresponding broker
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await brokerd_order_stream.send(msg.dict())
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if reqid:
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# send cancel to brokerd immediately!
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log.info("Submitting cancel for live order {reqid}")
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await brokerd_order_stream.send(msg.dict())
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else:
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# this might be a cancel for an order that hasn't been
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# acked yet by a brokerd, so register a cancel for when
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# the order ack does show up later such that the brokerd
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# order request can be cancelled at that time.
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dark_book._ems_entries[oid] = msg
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# dark trigger cancel
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else:
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else:
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# this might be a cancel for an order that hasn't been
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# acked yet by a brokerd, so register a cancel for when
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# the order ack does show up later such that the brokerd
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# order request can be cancelled at that time.
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dark_book._ems_entries[oid] = msg
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# check for EMS active exec
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try:
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try:
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# remove from dark book clearing
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# remove from dark book clearing
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dark_book.orders[symbol].pop(oid, None)
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dark_book.orders[symbol].pop(oid, None)
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