ib: handle order errors via `reqid` lookup
Finally this is a reason to use our new `OrderDialogs` abstraction; on order submission errors IB doesn't really pass back anything other then the `orderId` and the reason so we have to conduct our own lookup for a message to relay to the EMS.. So, for every EMS msg we send, add it to the dialog tracker and then use the `flows: OrderDialogs` for lookup in the case where we need to relay said error. Also, include sending a `canceled` status such that the order won't get stuck as a stale entry in the `emsd`'s own dialog table. For now we just filter out errors that are unrelated from the stream since there's always going to be stuff to do with live/history data queries..account_tests
Tyler Goodlet
parent
85a38d057b
commit
ff2bbd5aca
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@ -916,22 +916,20 @@ class Client:
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) -> None:
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reason = errorString
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reason: str = errorString
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if reqId == -1:
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# it's a general event?
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key = 'event'
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key: str = 'event'
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log.info(errorString)
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else:
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key = 'error'
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key: str = 'error'
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log.error(errorString)
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try:
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to_trio.send_nowait((
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key,
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# error "object"
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{
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'type': key,
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'reqid': reqId,
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@ -20,7 +20,6 @@ Order and trades endpoints for use with ``piker``'s EMS.
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"""
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from __future__ import annotations
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from contextlib import ExitStack
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from dataclasses import asdict
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from functools import partial
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from pprint import pformat
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import time
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@ -64,6 +63,7 @@ from piker.data import (
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open_symcache,
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SymbologyCache,
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)
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from piker.clearing import OrderDialogs
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from piker.clearing._messages import (
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Order,
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Status,
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@ -124,6 +124,7 @@ async def handle_order_requests(
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ems_order_stream: tractor.MsgStream,
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accounts_def: dict[str, str],
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flows: OrderDialogs,
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) -> None:
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@ -169,8 +170,9 @@ async def handle_order_requests(
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# there is no existing order so ask the client to create
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# a new one (which it seems to do by allocating an int
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# counter - collision prone..)
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reqid = order.reqid
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reqid: int | None = order.reqid
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if reqid is not None:
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log.error(f'TYPE .reqid: {reqid} -> {type(reqid)}')
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reqid = int(reqid)
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# call our client api to submit the order
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@ -191,15 +193,15 @@ async def handle_order_requests(
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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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BrokerdOrderAck(
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# ems order request id
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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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account=account,
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)
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ack = BrokerdOrderAck(
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# ems order request id
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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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account=account,
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)
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await ems_order_stream.send(ack)
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flows.add_msg(reqid, ack.to_dict())
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elif action == 'cancel':
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msg = BrokerdCancel(**request_msg)
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@ -521,6 +523,8 @@ async def open_trade_dialog(
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) -> AsyncIterator[dict[str, Any]]:
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# task local msg dialog tracking
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flows = OrderDialogs()
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accounts_def = config.load_accounts(['ib'])
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# deliver positions to subscriber before anything else
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@ -755,6 +759,7 @@ async def open_trade_dialog(
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handle_order_requests,
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ems_stream,
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accounts_def,
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flows,
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)
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# allocate event relay tasks for each client connection
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@ -767,6 +772,7 @@ async def open_trade_dialog(
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proxies,
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ledgers,
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tables,
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flows,
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)
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# write account and ledger files immediately!
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@ -985,6 +991,8 @@ async def deliver_trade_events(
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ledgers,
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tables,
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flows: OrderDialogs,
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) -> None:
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'''
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Format and relay all trade events for a given client to emsd.
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@ -1013,6 +1021,7 @@ async def deliver_trade_events(
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# unwrap needed data from ib_insync internal types
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trade: Trade = item
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reqid: str = str(trade.order.orderId)
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status: OrderStatus = trade.orderStatus
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status_str: str = _statuses[status.status]
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remaining: float = status.remaining
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@ -1027,7 +1036,7 @@ async def deliver_trade_events(
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# NOTE: should match the value returned from
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# `.submit_limit()`
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reqid=execu.orderId,
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reqid=reqid,
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action=_action_map[execu.side],
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size=execu.shares,
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@ -1040,7 +1049,9 @@ async def deliver_trade_events(
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# XXX: required by order mode currently
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broker_time=execu.time,
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)
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await ems_stream.send(fill_msg)
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flows.add_msg(reqid, fill_msg.to_dict())
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if remaining == 0:
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# emit a closed status on filled statuses where
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@ -1050,7 +1061,7 @@ async def deliver_trade_events(
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# skip duplicate filled updates - we get the deats
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# from the execution details event
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msg = BrokerdStatus(
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reqid=trade.order.orderId,
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reqid=reqid,
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time_ns=time.time_ns(), # cuz why not
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account=accounts_def.inverse[trade.order.account],
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@ -1067,8 +1078,7 @@ 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)
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continue
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flows.add_msg(reqid, msg.to_dict())
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# XXX: for wtv reason this is a separate event type
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# from IB, not sure why it's needed other then for extra
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@ -1199,12 +1209,26 @@ async def deliver_trade_events(
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)
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case 'error':
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# NOTE: see impl deats in
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# `Client.inline_errors()::push_err()`
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err: dict = item
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# f$#$% gawd dammit insync..
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con = err['contract']
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if isinstance(con, Contract):
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err['contract'] = asdict(con)
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code: int = err['error_code']
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if code in {
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200, # uhh
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# hist pacing / connectivity
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162,
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165,
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# 'No market data during competing live session'
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1669,
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}:
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continue
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reqid: str = err['reqid']
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acnt: str = flows.get(reqid)['account']
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reason: str = err['reason']
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if err['reqid'] == -1:
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log.error(f'TWS external order error:\n{pformat(err)}')
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@ -1213,14 +1237,27 @@ async def deliver_trade_events(
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# so we need some further filtering logic here..
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# for most cases the 'status' block above should take
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# care of this.
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# await ems_stream.send(BrokerdStatus(
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# status='error',
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# reqid=err['reqid'],
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# reason=err['reason'],
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# time_ns=time.time_ns(),
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# account=accounts_def.inverse[trade.order.account],
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# broker_details={'name': 'ib'},
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# ))
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await ems_stream.send(
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BrokerdStatus(
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status='error',
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reqid=reqid,
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reason=reason,
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time_ns=time.time_ns(),
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account=acnt,
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broker_details={'name': 'ib'},
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)
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)
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canceled = BrokerdStatus(
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reqid=reqid,
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time_ns=time.time_ns(), # cuz why not
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status='canceled',
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reason=reason,
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account=acnt,
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broker_details={'name': 'ib'},
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)
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await ems_stream.send(canceled)
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flows.add_msg(reqid, canceled.to_dict())
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case 'event':
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Loading…
Reference in New Issue