Factor status handling into a new `process_status()` helper
Tyler Goodlet
parent
f1192dff09
commit
cb7a9b9449
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@ -26,7 +26,6 @@ import time
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from typing import (
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Any,
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AsyncIterator,
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# Optional,
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Union,
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)
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@ -477,15 +476,15 @@ async def handle_order_updates(
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)
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txid, update_msg = list(order_msg.items())[0]
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match update_msg:
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# we ignore internal order updates triggered by
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# kraken's "edit" endpoint.
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case {
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'cancel_reason': 'Order replaced',
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'status': status,
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'userref': reqid,
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**rest,
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}:
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# we ignore internal order updates
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# triggered by kraken's "edit"
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# endpoint.
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continue
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case {
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@ -569,143 +568,146 @@ async def handle_order_updates(
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case {
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'event': etype,
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'status': status,
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'errorMessage': errmsg,
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'reqid': reqid,
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} if (
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etype in {'addOrderStatus', 'editOrderStatus'}
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and status == 'error'
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} as event if (
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etype in {
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'addOrderStatus',
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'editOrderStatus',
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'cancelOrderStatus',
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}
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):
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log.error(
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f'Failed to submit/edit order {reqid}:\n'
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f'{errmsg}'
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)
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oid = ids.inverse[reqid]
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msgs = emsflow[oid]
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last = msgs[-1]
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resp = BrokerdError(
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oid=oid,
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# use old reqid in case it changed?
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reqid=last.reqid,
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symbol=last.symbol,
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reason=f'Failed submit:\n{errmsg}',
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broker_details=resp
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resps, errored = process_status(
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event,
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oid,
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token,
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msgs,
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last,
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)
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msgs.append(resp)
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await ems_stream.send(resp.dict())
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# if errored:
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# if we rx any error cancel the order again
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# await ws.send_msg({
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# 'event': 'cancelOrder',
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# 'token': token,
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# 'reqid': reqid,
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# 'txid': [last.reqid], # txid from submission
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# })
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# if we rx any error cancel the order again
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await ws.send_msg({
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'event': 'cancelOrder',
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'token': token,
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'reqid': reqid,
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'txid': [last.reqid], # txid from submission
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})
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case {
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'event': 'addOrderStatus',
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'status': status,
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'reqid': reqid, # oid from ems side
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# NOTE: in the case of an edit request this is
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# a new value!
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'txid': txid,
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'descr': descr, # only on success?
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# 'originaltxid': txid, # only on edits
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# **rest,
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}:
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oid = ids.inverse[reqid]
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msgs = emsflow[oid]
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last = msgs[-1]
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log.info(
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f'Submitting order: {descr}\n'
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f'ems oid: {oid}\n'
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f're-mapped reqid: {reqid}\n'
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f'txid: {txid}\n'
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)
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resp = BrokerdOrderAck(
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oid=oid, # ems order request id
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reqid=txid, # kraken unique order id
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account=last.account, # piker account
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)
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msgs.append(resp)
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await ems_stream.send(resp.dict())
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case {
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'event': 'editOrderStatus',
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'status': status,
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'reqid': reqid, # oid from ems side
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'descr': descr,
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# NOTE: for edit request this is a new value
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'txid': txid,
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'originaltxid': origtxid,
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}:
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log.info(
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f'Editting order {oid}[requid={reqid}]:\n'
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f'txid: {origtxid} -> {txid}\n'
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f'{descr}'
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)
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# deliver another ack to update the ems-side `.reqid`.
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oid = ids.inverse[reqid]
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msgs = emsflow[oid]
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last = msgs[-1]
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resp = BrokerdOrderAck(
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oid=oid, # ems order request id
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reqid=txid, # kraken unique order id
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account=last.account, # piker account
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)
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msgs.append(resp)
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await ems_stream.send(resp.dict())
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# successful cancellation
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case {
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"event": "cancelOrderStatus",
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"status": "ok",
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'txid': txids,
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'reqid': reqid,
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}:
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# TODO: should we support "batch" acking of
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# multiple cancels thus avoiding the below loop?
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oid = ids.inverse[reqid]
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msgs = emsflow[oid]
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last = msgs[-1]
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for txid in txids:
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resp = BrokerdStatus(
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reqid=txid,
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account=last.account,
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time_ns=time.time_ns(),
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status='cancelled',
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reason='Cancel success: {oid}@{txid}',
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broker_details=resp,
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)
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msgs.append(resp)
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msgs.extend(resps)
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for resp in resps:
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await ems_stream.send(resp.dict())
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# failed cancel
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case {
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"event": "cancelOrderStatus",
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"status": "error",
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"errorMessage": errmsg,
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'reqid': reqid,
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}:
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oid = ids.inverse[reqid]
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msgs = emsflow[oid]
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last = msgs[-1]
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resp = BrokerdError(
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oid=oid,
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reqid=last.reqid,
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symbol=last.symbol,
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reason=f'Failed order cancel {errmsg}',
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broker_details=resp
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)
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msgs.append(resp)
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await ems_stream.send(resp.dict())
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case _:
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log.warning(f'Unhandled trades msg: {msg}')
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log.warning(f'Unhandled trades update msg: {msg}')
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def process_status(
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event: dict[str, str],
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oid: str,
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token: str,
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msgs: list[MsgUnion],
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last: MsgUnion,
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) -> tuple[list[MsgUnion], bool]:
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'''
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Process `'[add/edit/cancel]OrderStatus'` events by translating to
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and returning the equivalent EMS-msg responses.
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'''
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match event:
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case {
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'event': etype,
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'status': 'error',
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'reqid': reqid,
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'errorMessage': errmsg,
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}:
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# any of ``{'add', 'edit', 'cancel'}``
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action = etype.rstrip('OrderStatus')
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log.error(
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f'Failed to {action} order {reqid}:\n'
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f'{errmsg}'
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)
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resp = BrokerdError(
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oid=oid,
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# XXX: use old reqid in case it changed?
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reqid=last.reqid,
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symbol=last.symbol,
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reason=f'Failed {action}:\n{errmsg}',
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broker_details=event
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)
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return [resp], True
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# successful request cases
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case {
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'event': 'addOrderStatus',
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'status': "ok",
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'reqid': reqid, # oid from ems side
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'txid': txid,
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'descr': descr, # only on success?
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}:
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log.info(
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f'Submitting order: {descr}\n'
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f'ems oid: {oid}\n'
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f're-mapped reqid: {reqid}\n'
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f'txid: {txid}\n'
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)
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resp = BrokerdOrderAck(
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oid=oid, # ems order request id
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reqid=txid, # kraken unique order id
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account=last.account, # piker account
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)
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return [resp], False
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case {
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'event': 'editOrderStatus',
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'status': "ok",
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'reqid': reqid, # oid from ems side
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'descr': descr,
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# NOTE: for edit request this is a new value
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'txid': txid,
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'originaltxid': origtxid,
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}:
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log.info(
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f'Editting order {oid}[requid={reqid}]:\n'
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f'txid: {origtxid} -> {txid}\n'
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f'{descr}'
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)
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# deliver another ack to update the ems-side `.reqid`.
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resp = BrokerdOrderAck(
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oid=oid, # ems order request id
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reqid=txid, # kraken unique order id
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account=last.account, # piker account
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)
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return [resp], False
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case {
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"event": "cancelOrderStatus",
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"status": "ok",
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'reqid': reqid,
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# XXX: sometimes this isn't provided!?
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# 'txid': txids,
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**rest,
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}:
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# TODO: should we support "batch" acking of
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# multiple cancels thus avoiding the below loop?
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resps: list[MsgUnion] = []
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for txid in rest.get('txid', [last.reqid]):
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resp = BrokerdStatus(
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reqid=txid,
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account=last.account,
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time_ns=time.time_ns(),
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status='cancelled',
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reason='Cancel success: {oid}@{txid}',
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broker_details=event,
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)
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resps.append(resp)
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return resps, False
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def norm_trade_records(
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@ -714,7 +716,6 @@ def norm_trade_records(
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) -> list[pp.Transaction]:
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records: list[pp.Transaction] = []
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for tid, record in ledger.items():
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size = record.get('vol') * {
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@ -747,8 +748,10 @@ async def update_ledger(
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trade_entries: list[dict[str, Any]],
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) -> list[pp.Transaction]:
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'''
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Write recent session's trades to the user's (local) ledger file.
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# write recent session's trades to the user's (local) ledger file.
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'''
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with pp.open_trade_ledger(
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'kraken',
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acctid,
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