More explicit order-cancel errors handling
parent
88306a6c1e
commit
c39fa825d0
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@ -33,7 +33,7 @@ import tractor
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from pydantic.dataclasses import dataclass
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from pydantic import BaseModel
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import wsproto
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from itertools import count
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import itertools
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import urllib.parse
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import hashlib
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import hmac
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@ -540,7 +540,8 @@ async def handle_order_requests(
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request_msg: dict
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order: BrokerdOrder
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userref_counter = count()
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userref_counter = itertools.count()
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async for request_msg in ems_order_stream:
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log.info(f'Received order request {request_msg}')
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@ -618,38 +619,63 @@ async def handle_order_requests(
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)
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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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# the kraken endpoint. Assert one order was cancelled.
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try:
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result = resp['result']
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count = result['count']
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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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pending = resp['result'].get('pending')
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if pending:
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oid = order.oid
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log.error(f'Order {oid} cancel was not successful')
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# check for 'error' key if we received no 'result'
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except KeyError:
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error = resp.get('error')
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await ems_order_stream.send(
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BrokerdError(
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oid=oid,
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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 cancel",
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broker_details=resp
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).dict()
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)
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if not error:
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raise BrokerError(f'Unknown order cancel response: {resp}')
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else:
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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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if not count: # no orders were cancelled?
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# XXX: what exactly is this from and why would we care?
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# there doesn't seem to be any docs here?
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# https://docs.kraken.com/rest/#operation/cancelOrder
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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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pending = result.get('pending')
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if pending:
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log.error(f'Order {oid} cancel was not yet successful')
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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="Order cancel is still pending?",
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broker_details=resp
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).dict()
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)
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else: # order cancel success case.
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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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else:
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log.error(f'Unknown order command: {request_msg}')
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