Add some info logs around paper fills
parent
30bce42c0b
commit
cf835b97ca
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@ -207,9 +207,10 @@ class PaperBoi(Struct):
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remaining: float = 0,
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) -> None:
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"""Pretend to fill a broker order @ price and size.
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'''
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Pretend to fill a broker order @ price and size.
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"""
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'''
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# TODO: net latency model
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await trio.sleep(0.05)
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fill_time_ns = time.time_ns()
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@ -230,6 +231,7 @@ class PaperBoi(Struct):
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'name': self.broker + '_paper',
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},
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)
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log.info(f'Fake filling order:\n{fill_msg}')
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await self.ems_trades_stream.send(fill_msg)
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self._trade_ledger.update(fill_msg.to_dict())
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@ -407,6 +409,7 @@ async def simulate_fills(
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for order_info, pred in iter_entries:
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(our_price, size, reqid, action) = order_info
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# print(order_info)
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clearable = pred(our_price)
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if clearable:
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# pop and retreive order info
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@ -481,8 +484,8 @@ async def handle_order_requests(
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# counter - collision prone..)
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reqid=reqid,
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)
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log.info(f'Submitted paper LIMIT {reqid}:\n{order}')
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# elif action == 'cancel':
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case {'action': 'cancel'}:
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msg = BrokerdCancel(**request_msg)
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await client.submit_cancel(
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