change logic order for handling no config case
Konstantine Tsafatinos
parent
2baa1b4605
commit
c2e654aae2
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@ -45,6 +45,7 @@ from ._util import resproc, SymbolNotFound, BrokerError
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from ..log import get_logger, get_console_log
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from ..data import ShmArray
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from ..data._web_bs import open_autorecon_ws, NoBsWs
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from ..clearing._paper_engine import PaperBoi
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from ..clearing._messages import (
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BrokerdPosition, BrokerdOrder, BrokerdStatus,
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BrokerdOrderAck, BrokerdError, BrokerdCancel,
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@ -691,71 +692,7 @@ async def trades_dialogue(
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# Authenticated block
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async with get_client() as client:
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if client._api_key:
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acc_name = 'kraken.' + client._name
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trades = await client.get_trades()
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position_msgs = pack_positions(acc_name, trades)
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await ctx.started((position_msgs, (acc_name,)))
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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.endpoint('GetWebSocketsToken', {})
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assert resp['error'] == []
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token = resp['result']['token']
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async with (
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ctx.open_stream() as ems_stream,
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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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# Process trades msg stream of ws
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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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async for msg in process_trade_msgs(ws):
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for trade in msg:
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# check the type of packaged message
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assert type(trade) == Trade
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# prepare and send a status update for line update
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trade_msg = BrokerdStatus(
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reqid=trade.reqid,
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time_ns=time.time_ns(),
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account='kraken.spot',
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status='executed',
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filled=float(trade.size),
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reason='Order filled by kraken',
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# remaining='' # TODO: not sure what to do here.
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broker_details={
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'name': 'kraken',
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'broker_time': trade.broker_time
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}
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)
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await ems_stream.send(trade_msg.dict())
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# send a fill msg for gui update
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fill_msg = BrokerdFill(
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reqid=trade.reqid,
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time_ns=time.time_ns(),
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action=trade.action,
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size=float(trade.size),
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price=float(trade.price),
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# TODO: maybe capture more msg data i.e fees?
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broker_details={'name': 'kraken'},
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broker_time=float(trade.broker_time)
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)
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await ems_stream.send(fill_msg.dict())
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else:
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if not client._api_key:
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log.error('Missing Kraken API key: Trades WS connection failed')
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await ctx.started(({}, {'paper',}))
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@ -763,9 +700,85 @@ async def trades_dialogue(
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ctx.open_stream() as ems_stream,
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trio.open_nursery() as n,
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):
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client = PaperBoi(
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'kraken',
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ems_stream,
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_buys={},
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_sells={},
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_reqids={},
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# TODO: load paper positions from ``positions.toml``
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_positions={},
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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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acc_name = 'kraken.' + client._name
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trades = await client.get_trades()
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position_msgs = pack_positions(acc_name, trades)
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await ctx.started((position_msgs, (acc_name,)))
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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.endpoint('GetWebSocketsToken', {})
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assert resp['error'] == []
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token = resp['result']['token']
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async with (
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ctx.open_stream() as ems_stream,
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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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# Process trades msg stream of ws
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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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async for msg in process_trade_msgs(ws):
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for trade in msg:
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# check the type of packaged message
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assert type(trade) == Trade
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# prepare and send a status update for line update
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trade_msg = BrokerdStatus(
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reqid=trade.reqid,
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time_ns=time.time_ns(),
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account='kraken.spot',
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status='executed',
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filled=float(trade.size),
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reason='Order filled by kraken',
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# remaining='' # TODO: not sure what to do here.
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broker_details={
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'name': 'kraken',
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'broker_time': trade.broker_time
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}
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)
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await ems_stream.send(trade_msg.dict())
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# send a fill msg for gui update
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fill_msg = BrokerdFill(
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reqid=trade.reqid,
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time_ns=time.time_ns(),
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action=trade.action,
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size=float(trade.size),
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price=float(trade.price),
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# TODO: maybe capture more msg data i.e fees?
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broker_details={'name': 'kraken'},
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broker_time=float(trade.broker_time)
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)
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await ems_stream.send(fill_msg.dict())
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async def stream_messages(
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ws: NoBsWs,
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