pikers
/
piker
3
0
Fork 0
Code Issues 4 Pull Requests 6 Packages Projects Releases Wiki Activity

valdiate and ack order requests from ems

kraken_gb
Konstantine Tsafatinos 2022-02-08 13:50:39 -05:00 committed by Tyler Goodlet
parent 3af3b693da
commit bcdcfc7d59
1 changed files with 9 additions and 6 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

15
piker/brokers/kraken.py
View File

@ -33,6 +33,7 @@ import tractor
from pydantic.dataclasses import dataclass from pydantic.dataclasses import dataclass
from pydantic import BaseModel from pydantic import BaseModel
import wsproto import wsproto
from itertools import count
from .. import config from .. import config
from .._cacheables import open_cached_client from .._cacheables import open_cached_client
@ -290,9 +291,9 @@ class Client:
"""Place an order and return integer request id provided by client. """Place an order and return integer request id provided by client.
""" """
# Build order data from kraken # Build order data for kraken api
data = { data = {
"userref": 1, "userref": reqid,
"ordertype": "limit", "ordertype": "limit",
"type": action, "type": action,
"volume": size, "volume": size,
@ -465,12 +466,14 @@ def normalize_symbol(
async def handle_order_requests( async def handle_order_requests(
client: 'test',#kraken, client: Client,
ems_order_stream: tractor.MsgStream, ems_order_stream: tractor.MsgStream,
) -> None: ) -> None:
# order_request: dict request_msg: dict
order: BrokerdOrder
userref_counter = count()
async for request_msg in ems_order_stream: async for request_msg in ems_order_stream:
log.info(f'Received order request {request_msg}') log.info(f'Received order request {request_msg}')
@ -484,7 +487,7 @@ async def handle_order_requests(
'This is a kraken account, \ 'This is a kraken account, \
only a `kraken.spot` selection is valid' only a `kraken.spot` selection is valid'
) )
await ems_order_stream.send(BrokerError( await ems_order_stream.send(BrokerdError(
oid=request_msg['oid'], oid=request_msg['oid'],
symbol=request_msg['symbol'], symbol=request_msg['symbol'],
reason=f'Kraken only, No account found: `{account}` ?', reason=f'Kraken only, No account found: `{account}` ?',
@ -503,7 +506,7 @@ async def handle_order_requests(
action=order.action, action=order.action,
size=order.size, size=order.size,
## XXX: how do I handle new orders ## XXX: how do I handle new orders
reqid=order.reqid, reqid=next(userref_counter),
) )
# deliver ack that order has been submitted to broker routing # deliver ack that order has been submitted to broker routing