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Add some info logs around paper fills

multi_client_order_mgt
Tyler Goodlet 2022-09-30 14:26:07 -04:00
parent 30bce42c0b
commit cf835b97ca
1 changed files with 6 additions and 3 deletions
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9
piker/clearing/_paper_engine.py
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@ -207,9 +207,10 @@ class PaperBoi(Struct):
remaining: float = 0, remaining: float = 0,
) -> None: ) -> None:
"""Pretend to fill a broker order @ price and size. '''
Pretend to fill a broker order @ price and size.
""" '''
# TODO: net latency model # TODO: net latency model
await trio.sleep(0.05) await trio.sleep(0.05)
fill_time_ns = time.time_ns() fill_time_ns = time.time_ns()
@ -230,6 +231,7 @@ class PaperBoi(Struct):
'name': self.broker + '_paper', 'name': self.broker + '_paper',
}, },
) )
log.info(f'Fake filling order:\n{fill_msg}')
await self.ems_trades_stream.send(fill_msg) await self.ems_trades_stream.send(fill_msg)
self._trade_ledger.update(fill_msg.to_dict()) self._trade_ledger.update(fill_msg.to_dict())
@ -407,6 +409,7 @@ async def simulate_fills(
for order_info, pred in iter_entries: for order_info, pred in iter_entries:
(our_price, size, reqid, action) = order_info (our_price, size, reqid, action) = order_info
# print(order_info)
clearable = pred(our_price) clearable = pred(our_price)
if clearable: if clearable:
# pop and retreive order info # pop and retreive order info
@ -481,8 +484,8 @@ async def handle_order_requests(
# counter - collision prone..) # counter - collision prone..)
reqid=reqid, reqid=reqid,
) )
log.info(f'Submitted paper LIMIT {reqid}:\n{order}')
# elif action == 'cancel':
case {'action': 'cancel'}: case {'action': 'cancel'}:
msg = BrokerdCancel(**request_msg) msg = BrokerdCancel(**request_msg)
await client.submit_cancel( await client.submit_cancel(