remove ws support for orders, use rest api instead for easy oid association
Konstantine Tsafatinos
parent
46948e0a8b
commit
b1bff1be85
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@ -508,9 +508,9 @@ async def handle_order_requests(
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client: Client,
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ems_order_stream: tractor.MsgStream,
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ws: NoBsWs,
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token: str,
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userref_oid_map: dict,
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#ws: NoBsWs,
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#token: str,
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#userref_oid_map: dict,
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) -> None:
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@ -540,112 +540,111 @@ async def handle_order_requests(
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# validate
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temp_id = next(userref_counter)
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order = BrokerdOrder(**request_msg)
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def slashinsert(str):
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midPoint = len(str)//2
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return str[:midPoint] + '/' + str[midPoint:]
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#def slashinsert(str):
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# midPoint = len(str)//2
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# return str[:midPoint] + '/' + str[midPoint:]
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# Send order via websocket
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order_msg = {
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"event": "addOrder",
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"ordertype": "limit",
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"pair": slashinsert(order.symbol.upper()),
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"price": str(order.price),
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"token": token,
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"type": order.action,
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"volume": str(order.size),
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"userref": str(temp_id)
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}
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## Send order via websocket
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#order_msg = {
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# "event": "addOrder",
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# "ordertype": "limit",
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# "pair": slashinsert(order.symbol.upper()),
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# "price": str(order.price),
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# "token": token,
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# "type": order.action,
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# "volume": str(order.size),
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# "userref": str(temp_id)
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#}
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# add oid userref mapping
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userref_oid_map[str(temp_id)] = {
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'oid': order.oid, 'account': order.account
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}
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## add oid userref mapping
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#userref_oid_map[str(temp_id)] = {
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# 'oid': order.oid, 'account': order.account
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#}
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await ws.send_msg(order_msg)
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#await ws.send_msg(order_msg)
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# call our client api to submit the order
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#resp = await client.submit_limit(
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# oid=order.oid,
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# symbol=order.symbol,
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# price=order.price,
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# action=order.action,
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# size=order.size,
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# ## XXX: how do I handle new orders
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# reqid=temp_id,
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#)
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resp = await client.submit_limit(
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oid=order.oid,
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symbol=order.symbol,
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price=order.price,
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action=order.action,
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size=order.size,
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reqid=temp_id,
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)
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#err = resp['error']
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#if err:
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# log.error(f'Failed to submit order')
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# await ems_order_stream.send(
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# BrokerdError(
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# oid=order.oid,
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# reqid=temp_id,
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# symbol=order.symbol,
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# reason="Failed order submission",
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# broker_details=resp
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# ).dict()
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# )
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#else:
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# ## TODO: handle multiple cancels
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# ## txid is an array of strings
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# reqid = resp['result']['txid'][0]
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# # deliver ack that order has been submitted to broker routing
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# await ems_order_stream.send(
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# BrokerdOrderAck(
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err = resp['error']
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if err:
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log.error(f'Failed to submit order')
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await ems_order_stream.send(
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BrokerdError(
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oid=order.oid,
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reqid=temp_id,
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symbol=order.symbol,
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reason="Failed order submission",
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broker_details=resp
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).dict()
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)
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else:
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## TODO: handle multiple cancels
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## txid is an array of strings
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reqid = resp['result']['txid'][0]
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# deliver ack that order has been submitted to broker routing
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await ems_order_stream.send(
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BrokerdOrderAck(
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# # ems order request id
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# oid=order.oid,
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# ems order request id
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oid=order.oid,
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# # broker specific request id
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# reqid=reqid,
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# broker specific request id
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reqid=reqid,
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# # account the made the order
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# account=order.account
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# account the made the order
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account=order.account
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# ).dict()
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# )
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).dict()
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)
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elif action == 'cancel':
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msg = BrokerdCancel(**request_msg)
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cancel_msg = {
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"event": "cancelOrder",
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"token": token,
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"txid": [msg.reqid]
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}
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#cancel_msg = {
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# "event": "cancelOrder",
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# "token": token,
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# "txid": [msg.reqid]
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#}
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await ws.send_msg(cancel_msg)
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#await ws.send_msg(cancel_msg)
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## Send order cancellation to kraken
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#resp = await client.submit_cancel(
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# reqid=msg.reqid
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#)
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# Send order cancellation to kraken
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resp = await client.submit_cancel(
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reqid=msg.reqid
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)
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#try:
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# # Check to make sure there was no error returned by
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# # the kraken endpoint. Assert one order was cancelled
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# assert resp['error'] == []
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# assert resp['result']['count'] == 1
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try:
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# Check to make sure there was no error returned by
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# the kraken endpoint. Assert one order was cancelled
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assert resp['error'] == []
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assert resp['result']['count'] == 1
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# ## TODO: Change this code using .get
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# try:
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# pending = resp['result']['pending']
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# # Check to make sure the cancellation is NOT pending,
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# # then send the confirmation to the ems order stream
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# except KeyError:
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# await ems_order_stream.send(
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# BrokerdStatus(
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# reqid=msg.reqid,
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# account=msg.account,
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# time_ns=time.time_ns(),
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# status='cancelled',
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# reason='Order cancelled',
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# broker_details={'name': 'kraken'}
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# ).dict()
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# )
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#except AssertionError:
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# log.error(f'Order cancel was not successful')
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## TODO: Change this code using .get
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try:
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pending = resp['result']['pending']
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# Check to make sure the cancellation is NOT pending,
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# then send the confirmation to the ems order stream
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except KeyError:
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await ems_order_stream.send(
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BrokerdStatus(
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reqid=msg.reqid,
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account=msg.account,
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time_ns=time.time_ns(),
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status='cancelled',
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reason='Order cancelled',
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broker_details={'name': 'kraken'}
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).dict()
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)
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except AssertionError:
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log.error(f'Order cancel was not successful')
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else:
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log.error(f'Unknown order command: {request_msg}')
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@ -713,13 +712,13 @@ async def trades_dialogue(
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msg = pack_position(acc_name, norm_sym, pos, vols[ticker])
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all_positions.append(msg.dict())
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## TODO: create a new ems message schema for open orders
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open_orders = await client.kraken_endpoint('OpenOrders', {})
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print(open_orders)
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#await tractor.breakpoint()
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await ctx.started((all_positions, (acc_name,)))
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#await trio.sleep_forever()
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# Get websocket token for authenticated data stream
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# Assert that a token was actually received
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resp = await client.kraken_endpoint('GetWebSocketsToken', {})
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@ -731,96 +730,16 @@ async def trades_dialogue(
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trio.open_nursery() as n,
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):
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## TODO: maybe add multiple accounts
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#n.start_soon(handle_order_requests, client, ems_stream)
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# Mapping from userref passed to kraken and oid from piker
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userref_oid_map = {}
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n.start_soon(handle_order_requests, client, ems_stream)
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async with open_autorecon_ws(
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'wss://ws-auth.kraken.com/',
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fixture=subscribe,
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token=token,
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) as ws:
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n.start_soon(
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handle_order_requests,
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client,
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ems_stream,
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ws,
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token,
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userref_oid_map
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)
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from pprint import pprint
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pending_orders = []
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async for msg in process_order_msgs(ws):
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pprint(msg)
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for order in msg:
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## TODO: Maybe do a better check and handle accounts
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if type(order) == dict:
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if order['status'] == 'canceled':
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await ems_stream.send(
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BrokerdStatus(
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account='kraken.spot',
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reqid=order['txid'],
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time_ns=time.time_ns(),
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status='cancelled',
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reason='Order cancelled',
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broker_details={'name': 'kraken'}
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).dict()
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)
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for pending_order in pending_orders:
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if pending_order.txid == order['txid'] and order['status'] == 'open':
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await ems_stream.send(
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BrokerdOrderAck(
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# ems order request id
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oid=userref_oid_map[pending_order.userref]['oid'],
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# broker specific request id
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reqid=order['txid'],
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# account the made the order
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account=userref_oid_map[
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pending_order.userref
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]['account']
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).dict()
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)
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elif order.status == 'pending':
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pending_orders.append(order)
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#if not pending_oder and order.status == 'open':
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# await ems_stream.send(
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# BrokerdOrder(
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# action=order.action,
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# oid='',
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# ## TODO: support multi accounts?
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# account='kraken.spot',
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# time_ns=int(float(order.opentm) * 10**9),
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# reqid=order.txid,
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# symbol=order.pair.replace('/', '').lower(),# + \
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# #'.kraken',
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# price=float(order.price),
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# size=float(order.vol)
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# ).dict()
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# )
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#await ems_order_stream.send(
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# BrokerdOrderAck(
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# # ems order request id
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# oid=order.oid,
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# # broker specific request id
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# reqid=reqid,
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# # account the made the order
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# account=order.account
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# ).dict()
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#)
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async def stream_messages(
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