Comments clean and improvments
Tyler Goodlet
parent
a1f605bd52
commit
b06cb5bb5a
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@ -248,7 +248,6 @@ async def maybe_spawn_daemon(
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if pikerd_portal is None:
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# we are root so spawn brokerd directly in our tree
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# the root nursery is accessed through process global state
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# await spawn_brokerd(brokername, loglevel=loglevel)
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await spawn_func(**spawn_args)
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else:
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@ -223,12 +223,11 @@ async def open_ems(
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# connect to emsd
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portal.open_context(
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_emsd_main,
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broker=broker,
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symbol=symbol.key,
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# TODO: ``first`` here should be the active orders/execs
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# persistent on the ems so that loca UI's can be populated.
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) as (ctx, positions),
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# open 2-way trade command stream
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@ -124,15 +124,12 @@ _DEFAULT_SIZE: float = 1.0
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async def clear_dark_triggers(
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# ctx: tractor.Context,
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brokerd_orders_stream: tractor.MsgStream,
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ems_client_order_stream: tractor.MsgStream,
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quote_stream: tractor.ReceiveMsgStream, # noqa
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broker: str,
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symbol: str,
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# client: 'Client', # noqa
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# order_msg_stream: 'Client', # noqa
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book: _DarkBook,
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@ -189,8 +186,7 @@ async def clear_dark_triggers(
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# message back to the requesting ems client
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resp = 'alert_triggered'
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else:
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# executable order submission
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else: # executable order submission
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# submit_price = price + price*percent_away
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submit_price = price + abs_diff_away
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@ -199,18 +195,17 @@ async def clear_dark_triggers(
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f'Dark order triggered for price {price}\n'
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f'Submitting order @ price {submit_price}')
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# TODO: port to BrokerdOrder message sending
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msg = BrokerdOrder(
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action=cmd['action'],
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oid=oid,
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time_ns=time.time_ns(),
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# this is a brand new order request for the
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# this **creates** new order request for the
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# underlying broker so we set a "broker
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# request id" (brid) to "nothing" so that the
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# broker client knows that we aren't trying
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# to modify an existing order-request.
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# request id" (``reqid`` kwarg) to ``None``
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# so that the broker client knows that we
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# aren't trying to modify an existing
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# order-request and instead create a new one.
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reqid=None,
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symbol=sym,
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@ -218,13 +213,21 @@ async def clear_dark_triggers(
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size=cmd['size'],
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)
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await brokerd_orders_stream.send(msg.dict())
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# mark this entry as having send an order request
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# mark this entry as having sent an order
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# request. the entry will be replaced once the
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# target broker replies back with
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# a ``BrokerdOrderAck`` msg including the
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# allocated unique ``BrokerdOrderAck.reqid`` key
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# generated by the broker's own systems.
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book._ems_entries[oid] = msg
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# our internal status value for client-side
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# triggered "dark orders"
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resp = 'dark_triggered'
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msg = Status(
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oid=oid, # piker order id
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oid=oid, # ems order id
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resp=resp,
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time_ns=time.time_ns(),
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@ -340,11 +343,11 @@ async def translate_and_relay_brokerd_events(
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# initial response to brokerd order request
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if name == 'ack':
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# register the brokerd request id (that was likely
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# generated internally) with our locall ems order id for
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# reverse lookup later. a BrokerdOrderAck **must** be
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# sent after an order request in order to establish this
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# id mapping.
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# register the brokerd request id (that was generated
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# / created internally by the broker backend) with our
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# local ems order id for reverse lookup later.
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# a ``BrokerdOrderAck`` **must** be sent after an order
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# request in order to establish this id mapping.
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book._ems2brokerd_ids[oid] = reqid
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# new order which has not yet be registered into the
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@ -455,16 +458,17 @@ async def translate_and_relay_brokerd_events(
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else:
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raise ValueError(f'Brokerd message {brokerd_msg} is invalid')
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# Create and relay EMS response status message
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resp = Status(
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oid=oid,
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resp=resp,
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time_ns=time.time_ns(),
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broker_reqid=reqid,
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brokerd_msg=broker_details,
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# Create and relay response status message
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# to requesting EMS client
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await ems_client_order_stream.send(
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Status(
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oid=oid,
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resp=resp,
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time_ns=time.time_ns(),
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broker_reqid=reqid,
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brokerd_msg=broker_details,
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).dict()
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)
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# relay response to requesting EMS client
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await ems_client_order_stream.send(resp.dict())
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async def process_client_order_cmds(
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@ -509,9 +513,9 @@ async def process_client_order_cmds(
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await brokerd_order_stream.send(msg.dict())
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else:
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# might be a cancel for order that hasn't been acked yet
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# by brokerd so register a cancel for then the order
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# does show up later
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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
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dark_book._ems_entries[oid] = msg
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# check for EMS active exec
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@ -552,10 +556,9 @@ async def process_client_order_cmds(
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# if we already had a broker order id then
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# this is likely an order update commmand.
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log.info(f"Modifying order: {live_entry.reqid}")
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log.info(
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f"Modifying live {broker} order: {live_entry.reqid}")
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# TODO: port to BrokerdOrder message sending
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# register broker id for ems id
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msg = BrokerdOrder(
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oid=oid, # no ib support for oids...
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time_ns=time.time_ns(),
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@ -575,7 +578,7 @@ async def process_client_order_cmds(
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# (``translate_and_relay_brokerd_events()`` above) will
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# handle relaying the ems side responses back to
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# the client/cmd sender from this request
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print(f'sending live order {msg}')
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log.info(f'Sending live order to {broker}:\n{pformat(msg)}')
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await brokerd_order_stream.send(msg.dict())
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# an immediate response should be brokerd ack with order
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@ -653,14 +656,13 @@ async def process_client_order_cmds(
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async def _emsd_main(
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ctx: tractor.Context,
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# client_actor_name: str,
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broker: str,
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symbol: str,
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_exec_mode: str = 'dark', # ('paper', 'dark', 'live')
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loglevel: str = 'info',
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) -> None:
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"""EMS (sub)actor entrypoint providing the
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'''EMS (sub)actor entrypoint providing the
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execution management (micro)service which conducts broker
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order control on behalf of clients.
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@ -693,12 +695,13 @@ async def _emsd_main(
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accepts order cmds from requesting piker clients, registers
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execs with exec loop
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"""
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# from ._client import send_order_cmds
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'''
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global _router
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dark_book = _router.get_dark_book(broker)
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# TODO: would be nice if in tractor we can require either a ctx arg,
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# or a named arg with ctx in it and a type annotation of
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# tractor.Context instead of strictly requiring a ctx arg.
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ems_ctx = ctx
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cached_feed = _router.feeds.get((broker, symbol))
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@ -742,9 +745,9 @@ async def _emsd_main(
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_exec_mode = 'paper'
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log.warning(f'Entering paper trading mode for {broker}')
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# load the paper trading engine inside the brokerd
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# actor to simulate the real load it'll likely be under
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# when also pulling data from feeds
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# load the paper trading engine as a subactor of this emsd
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# actor to simulate the real IPC load it'll have when also
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# pulling data from feeds
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open_trades_endpoint = paper.open_paperboi(
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broker=broker,
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symbol=symbol,
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@ -814,7 +817,7 @@ class _Router(BaseModel):
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'''
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nursery: trio.Nursery
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feeds: dict[str, tuple[trio.CancelScope, float]] = {}
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feeds: dict[tuple[str, str], data.feed.Feed] = {}
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books: dict[str, _DarkBook] = {}
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class Config:
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@ -842,8 +845,9 @@ async def _setup_persistent_emsd(
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global _router
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# spawn one task per broker feed
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# open a root "service nursery" for the ``emsd`` actor
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async with trio.open_nursery() as service_nursery:
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_router = _Router(nursery=service_nursery)
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# TODO: send back the full set of persistent orders/execs persistent
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@ -216,7 +216,6 @@ class PaperBoi:
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time_ns=time.time_ns(),
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status='filled',
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# broker=self.broker,
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filled=size,
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remaining=0 if order_complete else remaining,
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@ -224,7 +223,6 @@ class PaperBoi:
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size=size,
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price=price,
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# broker=self.broker,
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broker_details={
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'paper_info': {
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'oid': oid,
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@ -321,12 +319,6 @@ async def simulate_fills(
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break
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# class MockBrokerdMsgStream:
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# async def MockContext(*args, **kwargs):
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async def handle_order_requests(
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client: PaperBoi,
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@ -127,10 +127,6 @@ class OrderMode:
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"""
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line = self.lines.commit_line(uuid)
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# req_msg = self.book._sent_orders.get(uuid)
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# if req_msg:
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# req_msg.ack_time_ns = time.time_ns()
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return line
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def on_fill(
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