Move to using the websocket API for all order control ops and dropping
the sync rest api approach which resulted in a bunch of buggy races.
Further this gets us must faster (batch) order cancellation for free
and a simpler ems request handler loop. We now heavily leverage the new
py3.10 `match:` syntax for all kraken-side API msg parsing and
processing and handle both the `openOrders` and `ownTrades` subscription
streams.
We also block "order editing" (by immediate cancellation) for now since
the EMS isn't entirely yet equipped to handle brokerd side `.reqid`
changes (which is how kraken implements so called order "updates" or
"edits") for a given order-request dialog and we may want to even
consider just implementing "updates" ourselves via independent cancel
and submit requests? Definitely something to ponder. Alternatively we
can "masquerade" such updates behind the count-style `.oid` remapping we
had to implement anyway (kraken's limitation) and maybe everything will
just work?
Further details in this patch:
- create 2 tables for tracking the EMS's `.oid` (uui4) value to `int`s
that kraken expects (for `reqid`s): `ids` and `reqmsgs` which enable
local lookup of ems uids to piker-backend-client-side request ids and
received order messages.
- add `openOrders` sub support which more or less directly relays to
equivalent `BrokerdStatus` updates and calc the `.filled` and
`.remaining` values based on cleared vlm updates.
- add handler blocks for `[add/edit/cancel]OrderStatus` events including
error msg cases.
- don't do any order request response processing in
`handle_order_requests()` since responses are always received via one
(or both?) of the new ws subs: `ownTrades` and `openOrders` and thus
such msgs are now handled in the response relay loop.
Relates to #290Resolves#310, #296
Tyler Goodlet