More explicit order-cancel errors handling

kraken_cleaning
Tyler Goodlet 2022-04-10 17:07:08 -04:00
parent 88306a6c1e
commit c39fa825d0
1 changed files with 49 additions and 23 deletions

View File

@ -33,7 +33,7 @@ import tractor
from pydantic.dataclasses import dataclass
from pydantic import BaseModel
import wsproto
from itertools import count
import itertools
import urllib.parse
import hashlib
import hmac
@ -540,7 +540,8 @@ async def handle_order_requests(
request_msg: dict
order: BrokerdOrder
userref_counter = count()
userref_counter = itertools.count()
async for request_msg in ems_order_stream:
log.info(f'Received order request {request_msg}')
@ -618,28 +619,53 @@ async def handle_order_requests(
)
# Check to make sure there was no error returned by
# the kraken endpoint. Assert one order was cancelled
assert resp['error'] == []
assert resp['result']['count'] == 1
# the kraken endpoint. Assert one order was cancelled.
try:
result = resp['result']
count = result['count']
# Check to make sure the cancellation is NOT pending,
# then send the confirmation to the ems order stream
pending = resp['result'].get('pending')
if pending:
oid = order.oid
log.error(f'Order {oid} cancel was not successful')
# check for 'error' key if we received no 'result'
except KeyError:
error = resp.get('error')
await ems_order_stream.send(
BrokerdError(
oid=oid,
oid=order.oid,
reqid=temp_id,
symbol=order.symbol,
reason="Failed order cancel",
broker_details=resp
).dict()
)
if not error:
raise BrokerError(f'Unknown order cancel response: {resp}')
else:
if not count: # no orders were cancelled?
# XXX: what exactly is this from and why would we care?
# there doesn't seem to be any docs here?
# https://docs.kraken.com/rest/#operation/cancelOrder
# Check to make sure the cancellation is NOT pending,
# then send the confirmation to the ems order stream
pending = result.get('pending')
if pending:
log.error(f'Order {oid} cancel was not yet successful')
await ems_order_stream.send(
BrokerdError(
oid=order.oid,
reqid=temp_id,
symbol=order.symbol,
reason="Order cancel is still pending?",
broker_details=resp
).dict()
)
else: # order cancel success case.
await ems_order_stream.send(
BrokerdStatus(
reqid=msg.reqid,