Factor msg loop into new func: `handle_order_updates()`
Tyler Goodlet
parent
84cab1327d
commit
d9b4c4a413
|
|
@ -328,355 +328,383 @@ async def trades_dialogue(
|
|||
ids,
|
||||
)
|
||||
|
||||
# process and relay trades events to ems
|
||||
# enter relay loop
|
||||
await handle_order_updates(
|
||||
ws,
|
||||
ems_stream,
|
||||
emsflow,
|
||||
ids,
|
||||
trans,
|
||||
acctid,
|
||||
acc_name,
|
||||
token,
|
||||
)
|
||||
|
||||
|
||||
async def handle_order_updates(
|
||||
ws: NoBsWs,
|
||||
ems_stream: tractor.MsgStream,
|
||||
emsflow: dict[str, list[MsgUnion]],
|
||||
ids: bidict[str, int],
|
||||
trans: list[pp.Transaction],
|
||||
acctid: str,
|
||||
acc_name: str,
|
||||
token: str,
|
||||
|
||||
) -> None:
|
||||
'''
|
||||
Main msg handling loop for all things order management.
|
||||
|
||||
This code is broken out to make the context explicit and state variables
|
||||
defined in the signature clear to the reader.
|
||||
|
||||
'''
|
||||
async for msg in stream_messages(ws):
|
||||
match msg:
|
||||
# process and relay clearing trade events to ems
|
||||
# https://docs.kraken.com/websockets/#message-ownTrades
|
||||
async for msg in stream_messages(ws):
|
||||
match msg:
|
||||
case [
|
||||
trades_msgs,
|
||||
'ownTrades',
|
||||
{'sequence': seq},
|
||||
]:
|
||||
# flatten msgs for processing
|
||||
trades = {
|
||||
tid: trade
|
||||
for entry in trades_msgs
|
||||
for (tid, trade) in entry.items()
|
||||
case [
|
||||
trades_msgs,
|
||||
'ownTrades',
|
||||
{'sequence': seq},
|
||||
]:
|
||||
# flatten msgs for processing
|
||||
trades = {
|
||||
tid: trade
|
||||
for entry in trades_msgs
|
||||
for (tid, trade) in entry.items()
|
||||
|
||||
# only emit entries which are already not-in-ledger
|
||||
if tid not in {r.tid for r in trans}
|
||||
}
|
||||
for tid, trade in trades.items():
|
||||
# only emit entries which are already not-in-ledger
|
||||
if tid not in {r.tid for r in trans}
|
||||
}
|
||||
for tid, trade in trades.items():
|
||||
|
||||
# parse-cast
|
||||
reqid = trade['ordertxid']
|
||||
action = trade['type']
|
||||
price = float(trade['price'])
|
||||
size = float(trade['vol'])
|
||||
broker_time = float(trade['time'])
|
||||
# parse-cast
|
||||
reqid = trade['ordertxid']
|
||||
action = trade['type']
|
||||
price = float(trade['price'])
|
||||
size = float(trade['vol'])
|
||||
broker_time = float(trade['time'])
|
||||
|
||||
# send a fill msg for gui update
|
||||
fill_msg = BrokerdFill(
|
||||
reqid=reqid,
|
||||
time_ns=time.time_ns(),
|
||||
# send a fill msg for gui update
|
||||
fill_msg = BrokerdFill(
|
||||
reqid=reqid,
|
||||
time_ns=time.time_ns(),
|
||||
|
||||
action=action,
|
||||
size=size,
|
||||
price=price,
|
||||
# TODO: maybe capture more msg data
|
||||
# i.e fees?
|
||||
broker_details={'name': 'kraken'},
|
||||
broker_time=broker_time
|
||||
)
|
||||
await ems_stream.send(fill_msg)
|
||||
action=action,
|
||||
size=size,
|
||||
price=price,
|
||||
# TODO: maybe capture more msg data
|
||||
# i.e fees?
|
||||
broker_details={'name': 'kraken'},
|
||||
broker_time=broker_time
|
||||
)
|
||||
await ems_stream.send(fill_msg)
|
||||
|
||||
filled_msg = BrokerdStatus(
|
||||
reqid=reqid,
|
||||
time_ns=time.time_ns(),
|
||||
filled_msg = BrokerdStatus(
|
||||
reqid=reqid,
|
||||
time_ns=time.time_ns(),
|
||||
|
||||
account=acc_name,
|
||||
status='filled',
|
||||
filled=size,
|
||||
reason='Order filled by kraken',
|
||||
broker_details={
|
||||
'name': 'kraken',
|
||||
'broker_time': broker_time
|
||||
},
|
||||
account=acc_name,
|
||||
status='filled',
|
||||
filled=size,
|
||||
reason='Order filled by kraken',
|
||||
broker_details={
|
||||
'name': 'kraken',
|
||||
'broker_time': broker_time
|
||||
},
|
||||
|
||||
# TODO: figure out if kraken gives a count
|
||||
# of how many units of underlying were
|
||||
# filled. Alternatively we can decrement
|
||||
# this value ourselves by associating and
|
||||
# calcing from the diff with the original
|
||||
# client-side request, see:
|
||||
# https://github.com/pikers/piker/issues/296
|
||||
remaining=0,
|
||||
)
|
||||
await ems_stream.send(filled_msg)
|
||||
# TODO: figure out if kraken gives a count
|
||||
# of how many units of underlying were
|
||||
# filled. Alternatively we can decrement
|
||||
# this value ourselves by associating and
|
||||
# calcing from the diff with the original
|
||||
# client-side request, see:
|
||||
# https://github.com/pikers/piker/issues/296
|
||||
remaining=0,
|
||||
)
|
||||
await ems_stream.send(filled_msg)
|
||||
|
||||
# update ledger and position tracking
|
||||
trans = await update_ledger(acctid, trades)
|
||||
active, closed = pp.update_pps_conf(
|
||||
'kraken',
|
||||
acctid,
|
||||
trade_records=trans,
|
||||
ledger_reload={}.fromkeys(
|
||||
t.bsuid for t in trans),
|
||||
)
|
||||
# update ledger and position tracking
|
||||
trans = await update_ledger(acctid, trades)
|
||||
active, closed = pp.update_pps_conf(
|
||||
'kraken',
|
||||
acctid,
|
||||
trade_records=trans,
|
||||
ledger_reload={}.fromkeys(
|
||||
t.bsuid for t in trans),
|
||||
)
|
||||
|
||||
# emit pp msgs
|
||||
for pos in filter(
|
||||
bool,
|
||||
chain(active.values(), closed.values()),
|
||||
):
|
||||
pp_msg = BrokerdPosition(
|
||||
broker='kraken',
|
||||
# emit any new pp msgs to ems
|
||||
for pos in filter(
|
||||
bool,
|
||||
chain(active.values(), closed.values()),
|
||||
):
|
||||
pp_msg = BrokerdPosition(
|
||||
broker='kraken',
|
||||
|
||||
# XXX: ok so this is annoying, we're
|
||||
# relaying an account name with the
|
||||
# backend suffix prefixed but when
|
||||
# reading accounts from ledgers we
|
||||
# don't need it and/or it's prefixed
|
||||
# in the section table.. we should
|
||||
# just strip this from the message
|
||||
# right since `.broker` is already
|
||||
# included?
|
||||
account=f'kraken.{acctid}',
|
||||
symbol=pos.symbol.front_fqsn(),
|
||||
size=pos.size,
|
||||
avg_price=pos.be_price,
|
||||
# XXX: ok so this is annoying, we're
|
||||
# relaying an account name with the
|
||||
# backend suffix prefixed but when
|
||||
# reading accounts from ledgers we
|
||||
# don't need it and/or it's prefixed
|
||||
# in the section table.. we should
|
||||
# just strip this from the message
|
||||
# right since `.broker` is already
|
||||
# included?
|
||||
account=f'kraken.{acctid}',
|
||||
symbol=pos.symbol.front_fqsn(),
|
||||
size=pos.size,
|
||||
avg_price=pos.be_price,
|
||||
|
||||
# TODO
|
||||
# currency=''
|
||||
)
|
||||
await ems_stream.send(pp_msg)
|
||||
# TODO
|
||||
# currency=''
|
||||
)
|
||||
await ems_stream.send(pp_msg)
|
||||
|
||||
case [
|
||||
order_msgs,
|
||||
'openOrders',
|
||||
{'sequence': seq},
|
||||
]:
|
||||
# TODO: async order update handling which we
|
||||
# should remove from `handle_order_requests()`
|
||||
# above:
|
||||
# https://github.com/pikers/piker/issues/293
|
||||
# https://github.com/pikers/piker/issues/310
|
||||
for order_msg in order_msgs:
|
||||
log.info(
|
||||
'Order msg update_{seq}:\n'
|
||||
f'{pformat(order_msg)}'
|
||||
)
|
||||
txid, update_msg = list(order_msg.items())[0]
|
||||
match update_msg:
|
||||
case {
|
||||
'cancel_reason': 'Order replaced',
|
||||
'status': status,
|
||||
'userref': reqid,
|
||||
**rest,
|
||||
}:
|
||||
# we ignore internal order updates
|
||||
# triggered by kraken's "edit"
|
||||
# endpoint.
|
||||
continue
|
||||
# process and relay order state change events
|
||||
# https://docs.kraken.com/websockets/#message-openOrders
|
||||
case [
|
||||
order_msgs,
|
||||
'openOrders',
|
||||
{'sequence': seq},
|
||||
]:
|
||||
for order_msg in order_msgs:
|
||||
log.info(
|
||||
f'Order msg update_{seq}:\n'
|
||||
f'{pformat(order_msg)}'
|
||||
)
|
||||
txid, update_msg = list(order_msg.items())[0]
|
||||
match update_msg:
|
||||
case {
|
||||
'cancel_reason': 'Order replaced',
|
||||
'status': status,
|
||||
'userref': reqid,
|
||||
**rest,
|
||||
}:
|
||||
# we ignore internal order updates
|
||||
# triggered by kraken's "edit"
|
||||
# endpoint.
|
||||
continue
|
||||
|
||||
case {
|
||||
'status': status,
|
||||
'userref': reqid,
|
||||
**rest,
|
||||
case {
|
||||
'status': status,
|
||||
'userref': reqid,
|
||||
**rest,
|
||||
|
||||
# XXX: eg. of remaining msg schema:
|
||||
# 'avg_price': _,
|
||||
# 'cost': _,
|
||||
# 'descr': {
|
||||
# 'close': None,
|
||||
# 'leverage': None,
|
||||
# 'order': descr,
|
||||
# 'ordertype': 'limit',
|
||||
# 'pair': 'XMR/EUR',
|
||||
# 'price': '74.94000000',
|
||||
# 'price2': '0.00000000',
|
||||
# 'type': 'buy'
|
||||
# },
|
||||
# 'expiretm': None,
|
||||
# 'fee': '0.00000000',
|
||||
# 'limitprice': '0.00000000',
|
||||
# 'misc': '',
|
||||
# 'oflags': 'fciq',
|
||||
# 'opentm': '1656966131.337344',
|
||||
# 'refid': None,
|
||||
# 'starttm': None,
|
||||
# 'stopprice': '0.00000000',
|
||||
# 'timeinforce': 'GTC',
|
||||
# 'vol': submit_vlm, # '13.34400854',
|
||||
# 'vol_exec': exec_vlm, # 0.0000
|
||||
}:
|
||||
ems_status = {
|
||||
'open': 'submitted',
|
||||
'closed': 'cancelled',
|
||||
'canceled': 'cancelled',
|
||||
# do we even need to forward
|
||||
# this state to the ems?
|
||||
'pending': 'pending',
|
||||
}[status]
|
||||
# XXX: eg. of remaining msg schema:
|
||||
# 'avg_price': _,
|
||||
# 'cost': _,
|
||||
# 'descr': {
|
||||
# 'close': None,
|
||||
# 'leverage': None,
|
||||
# 'order': descr,
|
||||
# 'ordertype': 'limit',
|
||||
# 'pair': 'XMR/EUR',
|
||||
# 'price': '74.94000000',
|
||||
# 'price2': '0.00000000',
|
||||
# 'type': 'buy'
|
||||
# },
|
||||
# 'expiretm': None,
|
||||
# 'fee': '0.00000000',
|
||||
# 'limitprice': '0.00000000',
|
||||
# 'misc': '',
|
||||
# 'oflags': 'fciq',
|
||||
# 'opentm': '1656966131.337344',
|
||||
# 'refid': None,
|
||||
# 'starttm': None,
|
||||
# 'stopprice': '0.00000000',
|
||||
# 'timeinforce': 'GTC',
|
||||
# 'vol': submit_vlm, # '13.34400854',
|
||||
# 'vol_exec': exec_vlm, # 0.0000
|
||||
}:
|
||||
ems_status = {
|
||||
'open': 'submitted',
|
||||
'closed': 'cancelled',
|
||||
'canceled': 'cancelled',
|
||||
# do we even need to forward
|
||||
# this state to the ems?
|
||||
'pending': 'pending',
|
||||
}[status]
|
||||
|
||||
submit_vlm = rest.get('vol', 0)
|
||||
exec_vlm = rest.get('vol_exec', 0)
|
||||
submit_vlm = rest.get('vol', 0)
|
||||
exec_vlm = rest.get('vol_exec', 0)
|
||||
|
||||
oid = ids.inverse[reqid]
|
||||
msgs = emsflow[oid]
|
||||
oid = ids.inverse[reqid]
|
||||
msgs = emsflow[oid]
|
||||
|
||||
# send BrokerdStatus messages for all
|
||||
# order state updates
|
||||
resp = BrokerdStatus(
|
||||
|
||||
reqid=txid,
|
||||
time_ns=time.time_ns(), # cuz why not
|
||||
account=f'kraken.{acctid}',
|
||||
|
||||
# everyone doin camel case..
|
||||
status=ems_status, # force lower case
|
||||
|
||||
filled=exec_vlm,
|
||||
reason='', # why held?
|
||||
remaining=(
|
||||
float(submit_vlm)
|
||||
-
|
||||
float(exec_vlm)
|
||||
),
|
||||
|
||||
broker_details=dict(
|
||||
{'name': 'kraken'}, **update_msg
|
||||
),
|
||||
)
|
||||
msgs.append(resp)
|
||||
await ems_stream.send(resp.dict())
|
||||
|
||||
case _:
|
||||
log.warning(
|
||||
'Unknown orders msg:\n'
|
||||
f'{txid}:{order_msg}'
|
||||
)
|
||||
|
||||
case {
|
||||
'event': etype,
|
||||
'status': status,
|
||||
'errorMessage': errmsg,
|
||||
'reqid': reqid,
|
||||
} if (
|
||||
etype in {'addOrderStatus', 'editOrderStatus'}
|
||||
and status == 'error'
|
||||
):
|
||||
log.error(
|
||||
f'Failed to submit/edit order {reqid}:\n'
|
||||
f'{errmsg}'
|
||||
)
|
||||
oid = ids.inverse[reqid]
|
||||
msgs = emsflow[oid]
|
||||
last = msgs[-1]
|
||||
resp = BrokerdError(
|
||||
oid=oid,
|
||||
# use old reqid in case it changed?
|
||||
reqid=last.reqid,
|
||||
symbol=last.symbol,
|
||||
reason=f'Failed submit:\n{errmsg}',
|
||||
broker_details=resp
|
||||
)
|
||||
msgs.append(resp)
|
||||
await ems_stream.send(resp.dict())
|
||||
|
||||
# if we rx any error cancel the order again
|
||||
await ws.send_msg({
|
||||
'event': 'cancelOrder',
|
||||
'token': token,
|
||||
'reqid': reqid,
|
||||
'txid': [last.reqid], # txid from submission
|
||||
})
|
||||
|
||||
case {
|
||||
'event': 'addOrderStatus',
|
||||
'status': status,
|
||||
'reqid': reqid, # oid from ems side
|
||||
|
||||
# NOTE: in the case of an edit request this is
|
||||
# a new value!
|
||||
'txid': txid,
|
||||
|
||||
'descr': descr, # only on success?
|
||||
# 'originaltxid': txid, # only on edits
|
||||
# **rest,
|
||||
}:
|
||||
oid = ids.inverse[reqid]
|
||||
msgs = emsflow[oid]
|
||||
last = msgs[-1]
|
||||
log.info(
|
||||
f'Submitting order: {descr}\n'
|
||||
f'ems oid: {oid}\n'
|
||||
f're-mapped reqid: {reqid}\n'
|
||||
f'txid: {txid}\n'
|
||||
)
|
||||
resp = BrokerdOrderAck(
|
||||
oid=oid, # ems order request id
|
||||
reqid=txid, # kraken unique order id
|
||||
account=last.account, # piker account
|
||||
)
|
||||
msgs.append(resp)
|
||||
await ems_stream.send(resp.dict())
|
||||
|
||||
case {
|
||||
'event': 'editOrderStatus',
|
||||
'status': status,
|
||||
'reqid': reqid, # oid from ems side
|
||||
'descr': descr,
|
||||
|
||||
# NOTE: for edit request this is a new value
|
||||
'txid': txid,
|
||||
'originaltxid': origtxid,
|
||||
}:
|
||||
log.info(
|
||||
f'Editting order {oid}[requid={reqid}]:\n'
|
||||
f'txid: {origtxid} -> {txid}\n'
|
||||
f'{descr}'
|
||||
)
|
||||
# deliver another ack to update the ems-side `.reqid`.
|
||||
oid = ids.inverse[reqid]
|
||||
msgs = emsflow[oid]
|
||||
last = msgs[-1]
|
||||
resp = BrokerdOrderAck(
|
||||
oid=oid, # ems order request id
|
||||
reqid=txid, # kraken unique order id
|
||||
account=last.account, # piker account
|
||||
)
|
||||
msgs.append(resp)
|
||||
await ems_stream.send(resp.dict())
|
||||
|
||||
# successful cancellation
|
||||
case {
|
||||
"event": "cancelOrderStatus",
|
||||
"status": "ok",
|
||||
'txid': txids,
|
||||
'reqid': reqid,
|
||||
}:
|
||||
# TODO: should we support "batch" acking of
|
||||
# multiple cancels thus avoiding the below loop?
|
||||
oid = ids.inverse[reqid]
|
||||
msgs = emsflow[oid]
|
||||
last = msgs[-1]
|
||||
|
||||
for txid in txids:
|
||||
# send BrokerdStatus messages for all
|
||||
# order state updates
|
||||
resp = BrokerdStatus(
|
||||
|
||||
reqid=txid,
|
||||
account=last.account,
|
||||
time_ns=time.time_ns(),
|
||||
status='cancelled',
|
||||
reason='Cancel success: {oid}@{txid}',
|
||||
broker_details=resp,
|
||||
time_ns=time.time_ns(), # cuz why not
|
||||
account=f'kraken.{acctid}',
|
||||
|
||||
# everyone doin camel case..
|
||||
status=ems_status, # force lower case
|
||||
|
||||
filled=exec_vlm,
|
||||
reason='', # why held?
|
||||
remaining=(
|
||||
float(submit_vlm)
|
||||
-
|
||||
float(exec_vlm)
|
||||
),
|
||||
|
||||
broker_details=dict(
|
||||
{'name': 'kraken'}, **update_msg
|
||||
),
|
||||
)
|
||||
msgs.append(resp)
|
||||
await ems_stream.send(resp.dict())
|
||||
|
||||
# failed cancel
|
||||
case {
|
||||
"event": "cancelOrderStatus",
|
||||
"status": "error",
|
||||
"errorMessage": errmsg,
|
||||
'reqid': reqid,
|
||||
}:
|
||||
oid = ids.inverse[reqid]
|
||||
msgs = emsflow[oid]
|
||||
last = msgs[-1]
|
||||
case _:
|
||||
log.warning(
|
||||
'Unknown orders msg:\n'
|
||||
f'{txid}:{order_msg}'
|
||||
)
|
||||
|
||||
resp = BrokerdError(
|
||||
oid=oid,
|
||||
reqid=last.reqid,
|
||||
symbol=last.symbol,
|
||||
reason=f'Failed order cancel {errmsg}',
|
||||
broker_details=resp
|
||||
)
|
||||
msgs.append(resp)
|
||||
await ems_stream.send(resp.dict())
|
||||
case {
|
||||
'event': etype,
|
||||
'status': status,
|
||||
'errorMessage': errmsg,
|
||||
'reqid': reqid,
|
||||
} if (
|
||||
etype in {'addOrderStatus', 'editOrderStatus'}
|
||||
and status == 'error'
|
||||
):
|
||||
log.error(
|
||||
f'Failed to submit/edit order {reqid}:\n'
|
||||
f'{errmsg}'
|
||||
)
|
||||
oid = ids.inverse[reqid]
|
||||
msgs = emsflow[oid]
|
||||
last = msgs[-1]
|
||||
resp = BrokerdError(
|
||||
oid=oid,
|
||||
# use old reqid in case it changed?
|
||||
reqid=last.reqid,
|
||||
symbol=last.symbol,
|
||||
reason=f'Failed submit:\n{errmsg}',
|
||||
broker_details=resp
|
||||
)
|
||||
msgs.append(resp)
|
||||
await ems_stream.send(resp.dict())
|
||||
|
||||
case _:
|
||||
log.warning(f'Unhandled trades msg: {msg}')
|
||||
# if we rx any error cancel the order again
|
||||
await ws.send_msg({
|
||||
'event': 'cancelOrder',
|
||||
'token': token,
|
||||
'reqid': reqid,
|
||||
'txid': [last.reqid], # txid from submission
|
||||
})
|
||||
|
||||
case {
|
||||
'event': 'addOrderStatus',
|
||||
'status': status,
|
||||
'reqid': reqid, # oid from ems side
|
||||
|
||||
# NOTE: in the case of an edit request this is
|
||||
# a new value!
|
||||
'txid': txid,
|
||||
|
||||
'descr': descr, # only on success?
|
||||
# 'originaltxid': txid, # only on edits
|
||||
# **rest,
|
||||
}:
|
||||
oid = ids.inverse[reqid]
|
||||
msgs = emsflow[oid]
|
||||
last = msgs[-1]
|
||||
log.info(
|
||||
f'Submitting order: {descr}\n'
|
||||
f'ems oid: {oid}\n'
|
||||
f're-mapped reqid: {reqid}\n'
|
||||
f'txid: {txid}\n'
|
||||
)
|
||||
resp = BrokerdOrderAck(
|
||||
oid=oid, # ems order request id
|
||||
reqid=txid, # kraken unique order id
|
||||
account=last.account, # piker account
|
||||
)
|
||||
msgs.append(resp)
|
||||
await ems_stream.send(resp.dict())
|
||||
|
||||
case {
|
||||
'event': 'editOrderStatus',
|
||||
'status': status,
|
||||
'reqid': reqid, # oid from ems side
|
||||
'descr': descr,
|
||||
|
||||
# NOTE: for edit request this is a new value
|
||||
'txid': txid,
|
||||
'originaltxid': origtxid,
|
||||
}:
|
||||
log.info(
|
||||
f'Editting order {oid}[requid={reqid}]:\n'
|
||||
f'txid: {origtxid} -> {txid}\n'
|
||||
f'{descr}'
|
||||
)
|
||||
# deliver another ack to update the ems-side `.reqid`.
|
||||
oid = ids.inverse[reqid]
|
||||
msgs = emsflow[oid]
|
||||
last = msgs[-1]
|
||||
resp = BrokerdOrderAck(
|
||||
oid=oid, # ems order request id
|
||||
reqid=txid, # kraken unique order id
|
||||
account=last.account, # piker account
|
||||
)
|
||||
msgs.append(resp)
|
||||
await ems_stream.send(resp.dict())
|
||||
|
||||
# successful cancellation
|
||||
case {
|
||||
"event": "cancelOrderStatus",
|
||||
"status": "ok",
|
||||
'txid': txids,
|
||||
'reqid': reqid,
|
||||
}:
|
||||
# TODO: should we support "batch" acking of
|
||||
# multiple cancels thus avoiding the below loop?
|
||||
oid = ids.inverse[reqid]
|
||||
msgs = emsflow[oid]
|
||||
last = msgs[-1]
|
||||
|
||||
for txid in txids:
|
||||
resp = BrokerdStatus(
|
||||
reqid=txid,
|
||||
account=last.account,
|
||||
time_ns=time.time_ns(),
|
||||
status='cancelled',
|
||||
reason='Cancel success: {oid}@{txid}',
|
||||
broker_details=resp,
|
||||
)
|
||||
msgs.append(resp)
|
||||
await ems_stream.send(resp.dict())
|
||||
|
||||
# failed cancel
|
||||
case {
|
||||
"event": "cancelOrderStatus",
|
||||
"status": "error",
|
||||
"errorMessage": errmsg,
|
||||
'reqid': reqid,
|
||||
}:
|
||||
oid = ids.inverse[reqid]
|
||||
msgs = emsflow[oid]
|
||||
last = msgs[-1]
|
||||
|
||||
resp = BrokerdError(
|
||||
oid=oid,
|
||||
reqid=last.reqid,
|
||||
symbol=last.symbol,
|
||||
reason=f'Failed order cancel {errmsg}',
|
||||
broker_details=resp
|
||||
)
|
||||
msgs.append(resp)
|
||||
await ems_stream.send(resp.dict())
|
||||
|
||||
case _:
|
||||
log.warning(f'Unhandled trades msg: {msg}')
|
||||
|
||||
|
||||
def norm_trade_records(
|
||||
|
|
|
|||
Loading…
Reference in New Issue