get positions working for kraken

config/brokers.toml

@@ -8,8 +8,8 @@ expires_at = 1616095326.355846
 
 [kraken]
 key_descr = "api_0"
-public_key = ""
+api_key = ""
-private_key = ""
+secret = ""
 
 [ib]
 host = "127.0.0.1"

piker/brokers/kraken.py

@@ -138,6 +138,19 @@ class OHLC:
     ticks: List[Any] = field(default_factory=list)
 
 
+def get_config() -> dict[str, Any]:
+
+    conf, path = config.load()
+
+    section = conf.get('kraken')
+
+    if section is None:
+        log.warning(f'No config section found for kraken in {path}')
+        return {}
+
+    return section
+
+
 def get_kraken_signature(
     urlpath: str,
     data: Dict[str, Any], 
@@ -170,6 +183,7 @@ class Client:
                 'krakenex/2.1.0 (+https://github.com/veox/python3-krakenex)'
         })
         self._pairs: list[str] = []
+        self._name = ''
         self._api_key = ''
         self._secret = ''
 
@@ -258,7 +272,7 @@ class Client:
             else:
                 positions[pair] /= asset_balance
 
-        return positions
+        return positions, vols
 
     async def symbol_info(
         self,
@@ -373,16 +387,15 @@ class Client:
 async def get_client() -> Client:
     client = Client()
 
-    conf, path = config.load()
+    ## TODO: maybe add conditional based on section
-    section = conf.get('kraken')
+    section = get_config()
+    client._name = section['key_descr']
     client._api_key = section['api_key']
     client._secret = section['secret']
-    data = {
+    ## TODO: Add a client attribute to hold this info
-        # add non-nonce and non-ofs vars
+    #data = {
-    }
+    #    # add non-nonce and non-ofs vars
-    # positions = await client.get_positions(data)
+    #}
-
-    # await tractor.breakpoint()
 
     # at startup, load all symbols locally for fast search
     await client.cache_symbols()
@@ -390,6 +403,36 @@ async def get_client() -> Client:
     yield client
 
 
+def pack_position(
+    acc: str,
+    symkey: str,
+    pos: float,
+    vol: float
+) -> dict[str, Any]:
+
+    return BrokerdPosition(
+        broker='kraken',
+        account=acc,
+        symbol=symkey,
+        currency=symkey[-3:],
+        size=float(vol),
+        avg_price=float(pos),
+    )
+
+
+def normalize_symbol(
+    ticker: str
+) -> str:
+    symlen = len(ticker)
+    if symlen == 6:
+        return ticker.lower()
+    else:
+        for sym in ['XXBT', 'XXMR', 'ZEUR']:
+            if sym in ticker:
+                ticker = ticker.replace(sym, sym[1:])
+        return ticker.lower()
+
+
 @tractor.context
 async def trades_dialogue(
     ctx: tractor.Context,
@@ -399,23 +442,28 @@ async def trades_dialogue(
     # XXX: required to propagate ``tractor`` loglevel to piker logging
     get_console_log(loglevel or tractor.current_actor().loglevel)
 
-    # deliver positions to subscriber before anything else
+    # Authenticated block
-    # positions = await _trio_run_client_method(method='positions')
+    async with get_client() as client:
+        acc_name = 'kraken.' + client._name
+        positions, vols = await client.get_positions()
 
-    global _accounts2clients
+        all_positions = []
 
-    positions = await client.get_positions()
+        for ticker, pos in positions.items():
+            norm_sym = normalize_symbol(ticker)
+            if float(vols[ticker]) != 0:
+                msg = pack_position(acc_name, norm_sym, pos, vols[ticker])
+                all_positions.append(msg.dict())
+        
+        #await tractor.breakpoint()
 
-    await tractor.breakpoint()
+        await ctx.started((all_positions, (acc_name,)))
 
+        await trio.sleep_forever()
 
-    all_positions = {}
+   #     async with (
-
+   #         ctx.open_stream() as ems_stream,
-    for pos in positions:
+   #         
-        msg = pack_position(pos)
-        all_positions[msg.symbol] = msg.dict()
-
-    await ctx.started(all_positions)
 
 
 async def stream_messages(ws):

piker/clearing/_ems.py

@@ -489,7 +489,8 @@ async def open_brokerd_trades_dialogue(
         finally:
             # parent context must have been closed
             # remove from cache so next client will respawn if needed
-            _router.relays.pop(broker)
+            ## TODO: Maybe add a warning
+            _router.relays.pop(broker, None)
 
 
 @tractor.context

piker/clearing/_paper_engine.py

@@ -389,7 +389,7 @@ async def handle_order_requests(
             account = request_msg['account']
             if account != 'paper':
                 log.error(
-                    'On a paper account, only a `paper` selection is valid'
+                    'This is a paper account, only a `paper` selection is valid'
                 )
                 await ems_order_stream.send(BrokerdError(
                     oid=request_msg['oid'],
@@ -463,7 +463,8 @@ async def trades_dialogue(
     ):
         # TODO: load paper positions per broker from .toml config file
         # and pass as symbol to position data mapping: ``dict[str, dict]``
-        await ctx.started(({}, ['paper']))
+        # await ctx.started(all_positions)
+        await ctx.started(({}, {'paper',}))
 
         async with (
             ctx.open_stream() as ems_stream,