Comment out "unknown msg" case for now

the_ems_flattening
Tyler Goodlet 2022-08-04 16:25:46 -04:00
parent 72889b4d1f
commit e28c1748fc
1 changed files with 48 additions and 49 deletions

View File

@ -192,10 +192,11 @@ async def clear_dark_triggers(
ttype not in tf or
not pred(price)
):
log.debug(
f'skipping quote for {sym} '
f'{pred}, {ttype} not in {tf}?, {pred(price)}'
)
# log.runtime(
# f'skipping quote for {sym} '
# f'{pred} -> {pred(price)}\n'
# f'{ttype} not in {tf}?'
# )
# majority of iterations will be non-matches
continue
@ -731,46 +732,47 @@ async def translate_and_relay_brokerd_events(
log.info(f'\nFill for {oid} cleared with:\n{pformat(resp)}')
# unknown valid message case?
case {
'name': name,
'symbol': sym,
'reqid': reqid, # brokerd generated order-request id
# 'oid': oid, # ems order-dialog id
'broker_details': details,
# case {
# 'name': name,
# 'symbol': sym,
# 'reqid': reqid, # brokerd generated order-request id
# # 'oid': oid, # ems order-dialog id
# 'broker_details': details,
} if (
book._ems2brokerd_ids.inverse.get(reqid) is None
):
# TODO: pretty sure we can drop this now?
# XXX: paper clearing special cases
# paper engine race case: ``Client.submit_limit()`` hasn't
# returned yet and provided an output reqid to register
# locally, so we need to retreive the oid that was already
# packed at submission since we already know it ahead of
# time
paper = details.get('paper_info')
ext = details.get('external')
# } if (
# book._ems2brokerd_ids.inverse.get(reqid) is None
# ):
# # TODO: pretty sure we can drop this now?
if paper:
# paperboi keeps the ems id up front
oid = paper['oid']
# # XXX: paper clearing special cases
# # paper engine race case: ``Client.submit_limit()`` hasn't
# # returned yet and provided an output reqid to register
# # locally, so we need to retreive the oid that was already
# # packed at submission since we already know it ahead of
# # time
# paper = details.get('paper_info')
# ext = details.get('external')
elif ext:
# may be an order msg specified as "external" to the
# piker ems flow (i.e. generated by some other
# external broker backend client (like tws for ib)
log.error(f"External trade event {name}@{ext}")
# if paper:
# # paperboi keeps the ems id up front
# oid = paper['oid']
else:
# something is out of order, we don't have an oid for
# this broker-side message.
log.error(
f'Unknown oid: {oid} for msg {name}:\n'
f'{pformat(brokerd_msg)}\n'
'Unable to relay message to client side!?'
)
# elif ext:
# # may be an order msg specified as "external" to the
# # piker ems flow (i.e. generated by some other
# # external broker backend client (like tws for ib)
# log.error(f"External trade event {name}@{ext}")
continue
# else:
# # something is out of order, we don't have an oid for
# # this broker-side message.
# log.error(
# f'Unknown oid: {oid} for msg {name}:\n'
# f'{pformat(brokerd_msg)}\n'
# 'Unable to relay message to client side!?'
# )
# continue
case _:
raise ValueError(f'Brokerd message {brokerd_msg} is invalid')
@ -811,11 +813,11 @@ async def translate_and_relay_brokerd_events(
async def process_client_order_cmds(
client_order_stream: tractor.MsgStream, # noqa
client_order_stream: tractor.MsgStream,
brokerd_order_stream: tractor.MsgStream,
symbol: str,
feed: Feed, # noqa
feed: Feed,
dark_book: _DarkBook,
router: Router,
@ -837,7 +839,6 @@ async def process_client_order_cmds(
live_entry = dark_book._ems_entries.get(oid)
match cmd:
# existing live-broker order cancel
case {
'action': 'cancel',
@ -1035,17 +1036,16 @@ async def process_client_order_cmds(
@tractor.context
async def _emsd_main(
ctx: tractor.Context,
fqsn: str,
exec_mode: str, # ('paper', 'live')
loglevel: str = 'info',
) -> None:
'''EMS (sub)actor entrypoint providing the
execution management (micro)service which conducts broker
order clearing control on behalf of clients.
'''
EMS (sub)actor entrypoint providing the execution management
(micro)service which conducts broker order clearing control on
behalf of clients.
This is the daemon (child) side routine which starts an EMS runtime
task (one per broker-feed) and and begins streaming back alerts from
@ -1089,9 +1089,8 @@ async def _emsd_main(
# tractor.Context instead of strictly requiring a ctx arg.
ems_ctx = ctx
feed: Feed
# spawn one task per broker feed
feed: Feed
async with (
maybe_open_feed(
[fqsn],