binance: support order "modifies" B)

Only a couple tweaks to make this work according to the docs:
https://binance-docs.github.io/apidocs/futures/en/#modify-order-trade

- use a PUT request.
- provide the original user id in a `'origClientOrderId'` msg field.
- don't expect the same oid in the PUT response.

Other broker-mode related details:
- don't call `OrderDialogs.add_msg()` until after the existing check
  since we want to check against the *last* msgs contents not the new
  request.
- ensure we pass the `modify=True` flag in the edit case.

piker/brokers/binance/api.py

@@ -628,13 +628,24 @@ class Client:
 
         oid: int | None = None,
         tif: str = 'GTC',
-        recv_window: int = 60000
+        recv_window: int = 60000,
+
         # iceberg_quantity: float | None = None,
-        # order_resp_type: str | None = None,
+        resp_type: str = 'ACK',
+
+        # TODO: this is probably useful for doing stops, maybe we
+        # can set it only on dark-stops?
+        # close_all: bool = False,
+
+        modify: bool = False,
 
     ) -> str:
         '''
-        Submit a live limit order to ze binance.
+        Submit or modify a live limit order to ze binance.
+
+        For modify see:
+        - spot: 
+        - futes https://binance-docs.github.io/apidocs/futures/en/#modify-order-trade
 
         '''
         # lookup the binance-native symbol from search table
@@ -647,10 +658,22 @@ class Client:
             ('quantity', quantity),
             ('price', price),
             ('recvWindow', recv_window),
-            ('newOrderRespType', 'ACK'),
+            ('newOrderRespType', resp_type),
             ('timestamp', binance_timestamp(now()))
+
+            # ('closeAll', close_all),
         ])
-        if oid:
+
+        action: str = 'post'
+
+        # NOTE: modifies only require diff key for user oid:
+        # https://binance-docs.github.io/apidocs/futures/en/#modify-order-trade
+        if modify:
+            assert oid
+            params['origClientOrderId'] = oid
+            action: str = 'put'
+
+        elif oid:
             params['newClientOrderId'] = oid
 
         log.info(
@@ -661,11 +684,14 @@ class Client:
             'order',
             params=params,
             signed=True,
-            action='post'
+            action=action,
         )
 
         # ensure our id is tracked by them
-        if oid:
+        if (
+            oid
+            and not modify
+        ):
             assert oid == resp['clientOrderId']
 
         reqid: str = resp['orderId']

piker/brokers/binance/broker.py

@@ -164,6 +164,7 @@ async def handle_order_requests(
                 # validate
                 order = BrokerdOrder(**msg)
                 oid: str = order.oid  # emsd order id
+                modify: bool = False
 
                 # NOTE: check and report edits
                 if existing := dialogs.get(order.oid):
@@ -171,25 +172,31 @@ async def handle_order_requests(
                         f'Existing order for {oid} updated:\n'
                         f'{pformat(existing.maps[-1])} -> {pformat(msg)}'
                     )
-                    # TODO: figure out what special params we have to send?
+                    modify = True
-                    # https://binance-docs.github.io/apidocs/futures/en/#modify-order-trade
 
-                # track latest request state such that map
+                    # only add new msg AFTER the existing check
-                # lookups start at the most recent msg and then
+                    dialogs.add_msg(oid, msg)
-                # scan reverse-chronologically.
-                dialogs.add_msg(oid, msg)
 
-                # XXX: ACK the request **immediately** before sending
+                else:
-                # the api side request to ensure the ems maps the oid ->
+                    # XXX NOTE: update before the ack!
-                # reqid correctly!
+                    # track latest request state such that map
-                resp = BrokerdOrderAck(
+                    # lookups start at the most recent msg and then
-                    oid=oid,  # ems order request id
+                    # scan reverse-chronologically.
-                    reqid=oid,  # our custom int mapping
+                    dialogs.add_msg(oid, msg)
-                    account='binance',  # piker account
+
-                )
+                    # XXX: ACK the request **immediately** before sending
-                await ems_order_stream.send(resp)
+                    # the api side request to ensure the ems maps the oid ->
+                    # reqid correctly!
+                    resp = BrokerdOrderAck(
+                        oid=oid,  # ems order request id
+                        reqid=oid,  # our custom int mapping
+                        account='binance',  # piker account
+                    )
+                    await ems_order_stream.send(resp)
 
                 # call our client api to submit the order
+                # NOTE: modifies only require diff key for user oid:
+                # https://binance-docs.github.io/apidocs/futures/en/#modify-order-trade
                 try:
                     reqid = await client.submit_limit(
                         symbol=order.symbol,
@@ -197,6 +204,7 @@ async def handle_order_requests(
                         quantity=order.size,
                         price=order.price,
                         oid=oid,
+                        modify=modify,
                     )
 
                     # SMH they do gen their own order id: ints.. 

piker/brokers/binance/venues.py

@@ -43,8 +43,6 @@ _futes_url = f'https://fapi.{_domain}'
 _spot_ws: str = 'wss://stream.binance.com/ws'
 # 'wss://ws-api.binance.com:443/ws-api/v3',
 
-# NOTE: spot test network only allows certain ep sets:
-# https://testnet.binance.vision/
 _testnet_spot_ws: str = 'wss://testnet.binance.vision/ws-api/v3'
 
 # https://binance-docs.github.io/apidocs/futures/en/#websocket-market-streams
@@ -52,6 +50,9 @@ _futes_ws: str = f'wss://fstream.{_domain}/ws/'
 _auth_futes_ws: str = 'wss://fstream-auth.{_domain}/ws/'
 
 # test nets
+# NOTE: spot test network only allows certain ep sets:
+# https://testnet.binance.vision/
+# https://www.binance.com/en/support/faq/how-to-test-my-functions-on-binance-testnet-ab78f9a1b8824cf0a106b4229c76496d
 _testnet_spot_url: str = 'https://testnet.binance.vision/api'
 _testnet_spot_ws: str = 'wss://testnet.binance.vision/ws'