Drop remaining `BaseModel` api usage from rest of codebase
Tyler Goodlet
parent
583fa79e5e
commit
de91c2196d
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@ -148,7 +148,7 @@ async def handle_order_requests(
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oid=request_msg['oid'],
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symbol=request_msg['symbol'],
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reason=f'No account found: `{account}` ?',
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).dict())
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))
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continue
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client = _accounts2clients.get(account)
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@ -161,7 +161,7 @@ async def handle_order_requests(
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oid=request_msg['oid'],
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symbol=request_msg['symbol'],
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reason=f'No api client loaded for account: `{account}` ?',
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).dict())
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))
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continue
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if action in {'buy', 'sell'}:
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@ -188,7 +188,7 @@ async def handle_order_requests(
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oid=request_msg['oid'],
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symbol=request_msg['symbol'],
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reason='Order already active?',
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).dict())
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))
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# deliver ack that order has been submitted to broker routing
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await ems_order_stream.send(
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@ -197,9 +197,8 @@ async def handle_order_requests(
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oid=order.oid,
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# broker specific request id
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reqid=reqid,
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time_ns=time.time_ns(),
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account=account,
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).dict()
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)
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)
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elif action == 'cancel':
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@ -559,7 +558,7 @@ async def trades_dialogue(
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cids2pps,
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validate=True,
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)
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all_positions.extend(msg.dict() for msg in msgs)
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all_positions.extend(msg for msg in msgs)
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if not all_positions and cids2pps:
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raise RuntimeError(
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@ -665,7 +664,7 @@ async def emit_pp_update(
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msg = msgs[0]
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break
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await ems_stream.send(msg.dict())
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await ems_stream.send(msg)
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async def deliver_trade_events(
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@ -743,7 +742,7 @@ async def deliver_trade_events(
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broker_details={'name': 'ib'},
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)
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await ems_stream.send(msg.dict())
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await ems_stream.send(msg)
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case 'fill':
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@ -803,7 +802,7 @@ async def deliver_trade_events(
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broker_time=trade_entry['broker_time'],
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)
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await ems_stream.send(msg.dict())
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await ems_stream.send(msg)
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# 2 cases:
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# - fill comes first or
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@ -879,7 +878,7 @@ async def deliver_trade_events(
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cid, msg = pack_position(item)
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# acctid = msg.account = accounts_def.inverse[msg.account]
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# cuck ib and it's shitty fifo sys for pps!
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# await ems_stream.send(msg.dict())
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# await ems_stream.send(msg)
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case 'event':
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@ -891,7 +890,7 @@ async def deliver_trade_events(
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# level...
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# reqid = item.get('reqid', 0)
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# if getattr(msg, 'reqid', 0) < -1:
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# log.info(f"TWS triggered trade\n{pformat(msg.dict())}")
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# log.info(f"TWS triggered trade\n{pformat(msg)}")
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# msg.reqid = 'tws-' + str(-1 * reqid)
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@ -184,7 +184,7 @@ async def handle_order_requests(
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'Invalid request msg:\n{msg}'
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),
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).dict()
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)
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)
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@ -282,7 +282,7 @@ async def trades_dialogue(
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avg_price=p.be_price,
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currency='',
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)
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position_msgs.append(msg.dict())
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position_msgs.append(msg)
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await ctx.started(
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(position_msgs, [acc_name])
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@ -405,7 +405,7 @@ async def handle_order_updates(
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broker_details={'name': 'kraken'},
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broker_time=broker_time
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)
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await ems_stream.send(fill_msg.dict())
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await ems_stream.send(fill_msg)
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filled_msg = BrokerdStatus(
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reqid=reqid,
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@ -429,7 +429,7 @@ async def handle_order_updates(
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# https://github.com/pikers/piker/issues/296
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remaining=0,
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)
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await ems_stream.send(filled_msg.dict())
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await ems_stream.send(filled_msg)
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# update ledger and position tracking
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with open_ledger(acctid, trades) as trans:
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@ -466,7 +466,7 @@ async def handle_order_updates(
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# TODO
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# currency=''
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)
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await ems_stream.send(pp_msg.dict())
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await ems_stream.send(pp_msg)
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# process and relay order state change events
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# https://docs.kraken.com/websockets/#message-openOrders
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@ -563,7 +563,7 @@ async def handle_order_updates(
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),
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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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await ems_stream.send(resp)
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case _:
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log.warning(
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@ -603,7 +603,7 @@ async def handle_order_updates(
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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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await ems_stream.send(resp)
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case _:
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log.warning(f'Unhandled trades update msg: {msg}')
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@ -58,11 +58,11 @@ class OrderBook:
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def send(
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self,
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msg: Order,
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msg: Order | dict,
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) -> dict:
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self._sent_orders[msg.oid] = msg
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self._to_ems.send_nowait(msg.dict())
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self._to_ems.send_nowait(msg)
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return msg
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def update(
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@ -73,9 +73,8 @@ class OrderBook:
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) -> dict:
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cmd = self._sent_orders[uuid]
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msg = cmd.dict()
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msg.update(data)
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self._sent_orders[uuid] = Order(**msg)
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msg = cmd.copy(update=data)
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self._sent_orders[uuid] = msg
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self._to_ems.send_nowait(msg)
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return cmd
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@ -88,7 +87,7 @@ class OrderBook:
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oid=uuid,
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symbol=cmd.symbol,
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)
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self._to_ems.send_nowait(msg.dict())
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self._to_ems.send_nowait(msg)
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_orders: OrderBook = None
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@ -149,7 +148,7 @@ async def relay_order_cmds_from_sync_code(
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book = get_orders()
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async with book._from_order_book.subscribe() as orders_stream:
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async for cmd in orders_stream:
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if cmd['symbol'] == symbol_key:
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if cmd.symbol == symbol_key:
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log.info(f'Send order cmd:\n{pformat(cmd)}')
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# send msg over IPC / wire
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await to_ems_stream.send(cmd)
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@ -232,7 +232,7 @@ async def clear_dark_triggers(
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price=submit_price,
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size=cmd['size'],
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)
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await brokerd_orders_stream.send(msg.dict())
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await brokerd_orders_stream.send(msg)
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# mark this entry as having sent an order
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# request. the entry will be replaced once the
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@ -248,14 +248,11 @@ async def clear_dark_triggers(
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msg = Status(
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oid=oid, # ems order id
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resp=resp,
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time_ns=time.time_ns(),
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symbol=fqsn,
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resp=resp,
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trigger_price=price,
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broker_details={'name': broker},
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cmd=cmd, # original request message
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).dict()
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brokerd_msg=cmd,
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)
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# remove exec-condition from set
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log.info(f'removing pred for {oid}')
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@ -578,11 +575,11 @@ async def translate_and_relay_brokerd_events(
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if name == 'position':
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pos_msg = BrokerdPosition(**brokerd_msg).dict()
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pos_msg = BrokerdPosition(**brokerd_msg)
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# XXX: this will be useful for automatic strats yah?
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# keep pps per account up to date locally in ``emsd`` mem
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sym, broker = pos_msg['symbol'], pos_msg['broker']
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sym, broker = pos_msg.symbol, pos_msg.broker
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relay.positions.setdefault(
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# NOTE: translate to a FQSN!
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@ -684,7 +681,7 @@ async def translate_and_relay_brokerd_events(
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entry.reqid = reqid
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# tell broker to cancel immediately
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await brokerd_trades_stream.send(entry.dict())
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await brokerd_trades_stream.send(entry)
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# - the order is now active and will be mirrored in
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# our book -> registered as live flow
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@ -724,7 +721,7 @@ async def translate_and_relay_brokerd_events(
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# if 10147 in message: cancel
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resp = 'broker_errored'
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broker_details = msg.dict()
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broker_details = msg
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# don't relay message to order requester client
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# continue
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@ -759,7 +756,7 @@ async def translate_and_relay_brokerd_events(
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resp = 'broker_' + msg.status
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# pass the BrokerdStatus msg inside the broker details field
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broker_details = msg.dict()
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broker_details = msg
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elif name in (
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'fill',
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@ -768,7 +765,7 @@ async def translate_and_relay_brokerd_events(
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# proxy through the "fill" result(s)
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resp = 'broker_filled'
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broker_details = msg.dict()
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broker_details = msg
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log.info(f'\nFill for {oid} cleared with:\n{pformat(resp)}')
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@ -786,7 +783,7 @@ async def translate_and_relay_brokerd_events(
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time_ns=time.time_ns(),
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broker_reqid=reqid,
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brokerd_msg=broker_details,
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).dict()
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)
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)
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except KeyError:
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log.error(
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@ -858,7 +855,7 @@ async def process_client_order_cmds(
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f'Submitting cancel for live order {reqid}'
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)
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await brokerd_order_stream.send(msg.dict())
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await brokerd_order_stream.send(msg)
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else:
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# this might be a cancel for an order that hasn't been
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@ -880,7 +877,7 @@ async def process_client_order_cmds(
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resp='dark_cancelled',
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oid=oid,
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time_ns=time.time_ns(),
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).dict()
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)
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)
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# de-register this client dialogue
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router.dialogues.pop(oid)
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@ -935,7 +932,7 @@ async def process_client_order_cmds(
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# handle relaying the ems side responses back to
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# the client/cmd sender from this request
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log.info(f'Sending live order to {broker}:\n{pformat(msg)}')
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await brokerd_order_stream.send(msg.dict())
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await brokerd_order_stream.send(msg)
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# an immediate response should be ``BrokerdOrderAck``
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# with ems order id from the ``trades_dialogue()``
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@ -1015,7 +1012,7 @@ async def process_client_order_cmds(
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resp=resp,
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oid=oid,
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time_ns=time.time_ns(),
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).dict()
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)
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)
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@ -117,7 +117,7 @@ class PaperBoi:
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reason='paper_trigger',
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remaining=size,
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)
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await self.ems_trades_stream.send(msg.dict())
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await self.ems_trades_stream.send(msg)
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# if we're already a clearing price simulate an immediate fill
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if (
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@ -173,7 +173,7 @@ class PaperBoi:
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broker=self.broker,
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time_ns=time.time_ns(),
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)
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await self.ems_trades_stream.send(msg.dict())
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await self.ems_trades_stream.send(msg)
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async def fake_fill(
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self,
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@ -216,7 +216,7 @@ class PaperBoi:
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'name': self.broker + '_paper',
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},
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)
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await self.ems_trades_stream.send(msg.dict())
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await self.ems_trades_stream.send(msg)
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if order_complete:
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@ -240,7 +240,7 @@ class PaperBoi:
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'name': self.broker,
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},
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)
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await self.ems_trades_stream.send(msg.dict())
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await self.ems_trades_stream.send(msg)
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# lookup any existing position
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token = f'{symbol}.{self.broker}'
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@ -268,7 +268,7 @@ class PaperBoi:
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)
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pp_msg.size, pp_msg.avg_price = pp.lifo_update(size, price)
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await self.ems_trades_stream.send(pp_msg.dict())
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await self.ems_trades_stream.send(pp_msg)
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async def simulate_fills(
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@ -384,7 +384,7 @@ async def handle_order_requests(
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oid=request_msg['oid'],
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symbol=request_msg['symbol'],
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reason=f'Paper only. No account found: `{account}` ?',
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).dict())
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))
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continue
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# validate
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@ -416,7 +416,7 @@ async def handle_order_requests(
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# broker specific request id
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reqid=reqid,
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).dict()
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)
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)
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elif action == 'cancel':
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@ -264,7 +264,8 @@ class OrderMode:
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self,
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) -> OrderDialog:
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'''Send execution order to EMS return a level line to
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'''
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Send execution order to EMS return a level line to
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represent the order on a chart.
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'''
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@ -273,13 +274,9 @@ class OrderMode:
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oid = str(uuid.uuid4())
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# format order data for ems
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fqsn = symbol.front_fqsn()
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order = staged.copy(
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update={
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'symbol': fqsn,
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'oid': oid,
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}
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)
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order = staged.copy()
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order.oid = oid
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order.symbol = symbol.front_fqsn()
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line = self.line_from_order(
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order,
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