Avoid crash on trades ledger msgs
Just ignore them for now using new `match:` syntax B) but we'll do incremental update sooon! Resolves #311notokeninwswrapper
Tyler Goodlet
parent
9106d13dfe
commit
fcd7e0f3f3
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@ -70,6 +70,7 @@ class Trade(BaseModel):
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def pack_positions(
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acc: str,
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trades: dict
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) -> list[Any]:
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positions: dict[str, float] = {}
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vols: dict[str, float] = {}
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@ -104,8 +105,8 @@ def pack_positions(
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async def handle_order_requests(
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client: Client,
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ems_order_stream: tractor.MsgStream,
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client: Client,
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ems_order_stream: tractor.MsgStream,
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) -> None:
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@ -342,11 +343,13 @@ async def trades_dialogue(
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# TODO: maybe add multiple accounts
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n.start_soon(handle_order_requests, client, ems_stream)
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# pull and deliver trades ledger
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acc_name = 'kraken.' + client._name
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trades = await client.get_trades()
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log.info(
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f'Loaded {len(trades)} trades from account `{acc_name}`'
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)
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position_msgs = pack_positions(acc_name, trades)
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await ctx.started((position_msgs, (acc_name,)))
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# Get websocket token for authenticated data stream
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@ -355,74 +358,76 @@ async def trades_dialogue(
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# lol wtf is this..
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assert resp['error'] == []
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token = resp['result']['token']
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async with (
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ctx.open_stream() as ems_stream,
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trio.open_nursery() as n,
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):
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# TODO: maybe add multiple accounts
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n.start_soon(handle_order_requests, client, ems_stream)
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# Process trades msg stream of ws
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async with open_autorecon_ws(
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open_autorecon_ws(
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'wss://ws-auth.kraken.com/',
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fixture=subscribe,
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token=token,
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) as ws:
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async for msg in process_trade_msgs(ws):
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for trade in msg:
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# check the type of packaged message
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assert type(trade) == Trade
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) as ws,
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trio.open_nursery() as n,
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):
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# task for processing inbound requests from ems
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n.start_soon(handle_order_requests, client, ems_stream)
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# begin trade event processing
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async for msg in process_trade_msgs(ws):
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for trade in msg:
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match trade:
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# prepare and send a filled status update
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filled_msg = BrokerdStatus(
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reqid=trade.reqid,
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time_ns=time.time_ns(),
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case Trade():
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filled_msg = BrokerdStatus(
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reqid=trade.reqid,
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time_ns=time.time_ns(),
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account='kraken.spot',
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status='filled',
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filled=float(trade.size),
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reason='Order filled by kraken',
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broker_details={
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'name': 'kraken',
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'broker_time': trade.broker_time
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},
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account=acc_name,
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status='filled',
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filled=float(trade.size),
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reason='Order filled by kraken',
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broker_details={
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'name': 'kraken',
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'broker_time': trade.broker_time
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},
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# TODO: figure out if kraken gives a count
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# of how many units of underlying were
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# filled. Alternatively we can decrement
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# this value ourselves by associating and
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# calcing from the diff with the original
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# client-side request, see:
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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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# TODO: figure out if kraken gives a count
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# of how many units of underlying were
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# filled. Alternatively we can decrement
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# this value ourselves by associating and
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# calcing from the diff with the original
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# client-side request, see:
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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.dict())
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# send a fill msg for gui update
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fill_msg = BrokerdFill(
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reqid=trade.reqid,
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time_ns=time.time_ns(),
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# send a fill msg for gui update
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fill_msg = BrokerdFill(
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reqid=trade.reqid,
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time_ns=time.time_ns(),
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action=trade.action,
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size=float(trade.size),
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price=float(trade.price),
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# TODO: maybe capture more msg data i.e fees?
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broker_details={'name': 'kraken'},
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broker_time=float(trade.broker_time)
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)
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action=trade.action,
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size=float(trade.size),
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price=float(trade.price),
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# TODO: maybe capture more msg data i.e fees?
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broker_details={'name': 'kraken'},
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broker_time=float(trade.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.dict())
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case _:
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log.warning(f'Unhandled trades msg: {trade}')
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await tractor.breakpoint()
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async def process_trade_msgs(
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ws: NoBsWs,
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):
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'''
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Parse and pack data feed messages.
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Parse and pack trades subscription messages, deliver framed
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sequences of messages?
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'''
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sequence_counter = 0
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