Split existing live-open case into its own block
Tyler Goodlet
parent
e2cd8c4aef
commit
f6ba95a6c7
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@ -741,6 +741,57 @@ async def handle_order_updates(
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txid, update_msg = list(order_msg.items())[0]
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match update_msg:
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# EMS-unknown live order that needs to be
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# delivered and loaded on the client-side.
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case {
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'userref': reqid,
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# during a fill this field is **not**
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# provided! but, it is always avail on
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# actual status updates.. see case above.
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'status': status,
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**rest,
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} if (
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ids.inverse.get(reqid) is None
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):
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# parse out existing live order
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descr = rest['descr']
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fqsn = descr['pair'].replace(
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'/', '').lower()
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price = float(descr['price'])
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size = float(rest['vol'])
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action = descr['type']
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# register the userref value from
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# kraken (usually an `int` staring
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# at 1?) as our reqid.
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reqids2txids[reqid] = txid
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oid = str(reqid)
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ids[oid] = reqid # NOTE!: str -> int
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# fill out ``Status`` + boxed ``Order``
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status_msg = Status(
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time_ns=time.time_ns(),
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resp='open',
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oid=oid,
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reqid=reqid,
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# embedded order info
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req=Order(
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action=action,
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exec_mode='live',
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oid=oid,
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symbol=fqsn,
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account=acc_name,
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price=price,
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size=size,
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),
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src='kraken',
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)
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apiflows[reqid].maps.append(status_msg)
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await ems_stream.send(status_msg)
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continue
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# XXX: eg. of full msg schema:
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# {'avg_price': _,
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# 'cost': _,
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@ -819,105 +870,56 @@ async def handle_order_updates(
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)
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oid = ids.inverse.get(reqid)
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# XXX: too fast edit handled by the
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# request handler task: this
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# scenario occurs when ems side
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# requests are coming in too quickly
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# such that there is no known txid
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# yet established for the ems
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# dialog's last reqid when the
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# request handler task is already
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# receceiving a new update for that
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# reqid. In this case we simply mark
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# the reqid as being "too fast" and
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# then when we get the next txid
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# update from kraken's backend, and
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# thus the new txid, we simply
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# cancel the order for now.
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# TODO: Ideally we eventually
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# instead make the client side of
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# the ems block until a submission
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# is confirmed by the backend
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# instead of this hacky throttle
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# style approach and avoid requests
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# coming in too quickly on the other
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# side of the ems, aka the client
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# <-> ems dialog.
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if (
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status == 'open'
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and (
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# XXX: too fast edit handled by the
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# request handler task: this
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# scenario occurs when ems side
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# requests are coming in too quickly
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# such that there is no known txid
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# yet established for the ems
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# dialog's last reqid when the
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# request handler task is already
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# receceiving a new update for that
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# reqid. In this case we simply mark
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# the reqid as being "too fast" and
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# then when we get the next txid
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# update from kraken's backend, and
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# thus the new txid, we simply
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# cancel the order for now.
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# TODO: Ideally we eventually
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# instead make the client side of
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# the ems block until a submission
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# is confirmed by the backend
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# instead of this hacky throttle
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# style approach and avoid requests
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# coming in too quickly on the other
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# side of the ems, aka the client
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# <-> ems dialog.
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(toofast := isinstance(
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reqids2txids.get(reqid),
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TooFastEdit
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))
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# pre-existing open order NOT from
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# this EMS session.
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or (noid := oid is None)
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and isinstance(
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reqids2txids.get(reqid),
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TooFastEdit
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)
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):
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if toofast:
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# TODO: don't even allow this case
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# by not moving the client side line
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# until an edit confirmation
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# arrives...
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log.cancel(
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f'Received too fast edit {txid}:\n'
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f'{update_msg}\n'
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'Cancelling order for now!..'
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)
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# call ws api to cancel:
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# https://docs.kraken.com/websockets/#message-cancelOrder
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await ws.send_msg({
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'event': 'cancelOrder',
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'token': token,
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'reqid': reqid or 0,
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'txid': [txid],
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})
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continue
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# a non-ems-active order, emit live
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# order embedded in status msg.
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elif noid:
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# parse out existing live order
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descr = rest['descr']
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fqsn = descr['pair'].replace(
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'/', '').lower()
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price = float(descr['price'])
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size = float(rest['vol'])
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action = descr['type']
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# register the userref value from
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# kraken (usually an `int` staring
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# at 1?) as our reqid.
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reqids2txids[reqid] = txid
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oid = str(reqid)
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ids[oid] = reqid # NOTE!: str -> int
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# fill out ``Status`` + boxed ``Order``
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status_msg = Status(
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time_ns=time.time_ns(),
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resp='open',
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oid=oid,
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reqid=reqid,
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# embedded order info
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req=Order(
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action=action,
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exec_mode='live',
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oid=oid,
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symbol=fqsn,
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account=acc_name,
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price=price,
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size=size,
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),
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src='kraken',
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)
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apiflows[reqid].maps.append(status_msg)
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await ems_stream.send(status_msg)
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continue
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# TODO: don't even allow this case
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# by not moving the client side line
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# until an edit confirmation
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# arrives...
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log.cancel(
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f'Received too fast edit {txid}:\n'
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f'{update_msg}\n'
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'Cancelling order for now!..'
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)
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# call ws api to cancel:
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# https://docs.kraken.com/websockets/#message-cancelOrder
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await ws.send_msg({
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'event': 'cancelOrder',
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'token': token,
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'reqid': reqid or 0,
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'txid': [txid],
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})
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continue
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# send BrokerdStatus messages for all
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# order state updates
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