pikers
/
piker
3
0
Fork 0
Code Issues 2 Pull Requests 5 Packages Projects Releases Wiki Activity

Move fill case-block earlier, log broker errors

open_order_loading
Tyler Goodlet 2022-08-11 14:26:12 -04:00
parent 91fdc7c5c7
commit bec32956a8
2 changed files with 39 additions and 29 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

67
piker/clearing/_ems.py
View File

@ -754,13 +754,40 @@ async def translate_and_relay_brokerd_events(
status_msg = book._active.pop(oid)
elif status == 'canceled':
log.info(f'Cancellation for {oid} is complete!')
log.cancel(f'Cancellation for {oid} is complete!')
else: # open
# relayed from backend but probably not handled so
# just log it
log.info(f'{broker} opened order {msg}')
# BrokerdFill
case {
'name': 'fill',
'reqid': reqid, # brokerd generated order-request id
# 'symbol': sym, # paper engine doesn't have this, nbd?
} if (
oid := book._ems2brokerd_ids.inverse.get(reqid)
):
# proxy through the "fill" result(s)
msg = BrokerdFill(**brokerd_msg)
log.info(f'Fill for {oid} cleared with:\n{pformat(msg)}')
ems_client_order_stream = router.dialogues[oid]
# wtf a fill can come after 'closed' from ib?
status_msg = book._active[oid]
# only if we already rxed a 'closed'
# this clear is fully complete? (frickin ib..)
# if status_msg.resp == 'closed':
# status_msg = book._active.pop(oid)
status_msg.resp = 'fill'
status_msg.reqid = reqid
status_msg.brokerd_msg = msg
await ems_client_order_stream.send(status_msg)
# ``Status`` containing an embedded order msg which
# should be loaded as a "pre-existing open order" from the
# brokerd backend.
@ -816,6 +843,14 @@ async def translate_and_relay_brokerd_events(
# don't fall through
continue
# brokerd error
case {
'name': 'status',
'status': 'error',
}:
log.error(f'Broker error:\n{pformat(brokerd_msg)}')
# XXX: we presume the brokerd cancels its own order
# TOO FAST ``BrokerdStatus`` that arrives
# before the ``BrokerdAck``.
case {
@ -830,37 +865,11 @@ async def translate_and_relay_brokerd_events(
}:
status_msg = book._active[oid]
log.warning(
'Unhandled broker status:\n'
'Unhandled broker status for dialog:\n'
f'{pformat(status_msg)}\n'
f'{pformat(brokerd_msg)}\n'
)
# BrokerdFill
case {
'name': 'fill',
'reqid': reqid, # brokerd generated order-request id
# 'symbol': sym, # paper engine doesn't have this, nbd?
} if (
oid := book._ems2brokerd_ids.inverse.get(reqid)
):
# proxy through the "fill" result(s)
msg = BrokerdFill(**brokerd_msg)
log.info(f'Fill for {oid} cleared with:\n{pformat(msg)}')
ems_client_order_stream = router.dialogues[oid]
# wtf a fill can come after 'closed' from ib?
status_msg = book._active[oid]
# only if we already rxed a 'closed'
# this clear is fully complete? (frickin ib..)
if status_msg.resp == 'closed':
status_msg = book._active.pop(oid)
status_msg.resp = 'fill'
status_msg.reqid = reqid
status_msg.brokerd_msg = msg
await ems_client_order_stream.send(status_msg)
case _:
raise ValueError(f'Brokerd message {brokerd_msg} is invalid')

1
piker/clearing/_messages.py
View File

@ -234,6 +234,7 @@ class BrokerdStatus(Struct):
'canceled',
'fill',
'pending',
'error',
]
account: str