Add `_ws_token` cache attr to `Client` with a
`force_renewal` flag on `get_ws_token()`. Drop
the `token` param threading through
`handle_order_requests()` and
`handle_order_updates()` — all call sites now
use `await client.get_ws_token()` instead.
Deats,
- `api.py`: add `_ws_token: str|None = None`,
return cached token unless `force_renewal`,
comment out `InvalidKey`/`InvalidSession`
classes and `reg_err_types()` call (WIP move).
- `broker.py`: drop `token` param from
`handle_order_requests()`,
`handle_order_updates()`, and call sites;
replace all `token` refs with
`await client.get_ws_token()`.
- `subscribe()`: rework `InvalidSession` handling
to match on `(etype_str, ev_msg)` tuple, call
`get_ws_token(force_renewal=True)` and
`continue` the sub-ack loop; extract `fmt_msg`
var to avoid repeated `ppfmt()` calls.
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Introduce `InvalidSession` for stale ws auth sessions (err-msg
'ESession:Invalid session') and factor the token-fetch into a new
`Client.get_ws_token()`. In `subscribe()`, dynamically resolve the exc
type from kraken's error-type str via `getattr()` on the `api` mod and
begin handling `InvalidSession` with a token refresh attempt.
Deats,
- `.kraken.api`: add `InvalidSession(RuntimeError)` with `subscription`
attr, register it alongside `InvalidKey` in `reg_err_types()`, add
`get_ws_token()` method.
- `.broker`: import `api` mod instead of individual names (`Client`,
`BrokerError`), rework ws sub error handling to parse the kraken
error-type prefix and resolve the matching exc class, add catch-all
`case _:` for unknown ws events, pass `client` to `subscribe()`
fixture, replace inline token fetch with `client.get_ws_token()`.
Also,
- Rename `nurse` -> `tn` for "task nursery" convention.
- Use `ppfmt()` for ws msg formatting.
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Rename `Client._name` -> `Client._key_descr` so the attr actually
describes what it holds (the `key_descr` field from `brokers.toml`). In
`open_trade_dialog()` look up the account-alias via `conf['accounts']`
and raise a `ConfigurationError` with a config-file example when no
matching entry exists.
Deats,
- `api.py`: rename `name` param/attr to `key_descr`, add docstring to
`get_client()`, pull `conf['key_descr']` into a named local.
- `broker.py`: replace `acc_name` with `fqan` (fully-qualified account
name), add accounts dict validation with actionable error msg.
- `brokers.toml`: add `src_fiat`, `accounts.spot` entry, and comments
explaining the required field relationships.
(this commit-msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Hoist inline `from tractor._exceptions import reg_err_types` calls up to
the module-level import block across 5 files so they follow normal
import ordering.
Other,
- `kraken/broker.py`: same; also add `ConfigurationError` import and
raise on missing `src_fiat` config field instead of `KeyError`.
- `storage/__init__.py`: same; also switch from relative to absolute
`piker.*` imports and reorder the import block.
- comment out stray `await tractor.pause()` in binance `feed.py`.
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Call `reg_err_types()` for every piker-defined
exception so they can be marshalled and re-raised
across actor boundaries.
Deats,
- `brokers/_util.py`: auto-register `BrokerError` +
all `__subclasses__()` (6 types).
- `config.py`: `ConfigurationError` +
`__subclasses__()` (`NoSignature`).
- `data/validate.py`: `FeedInitializationError`.
- `service/_ahab.py`: `DockerNotStarted`,
`ApplicationLogError`.
- `service/marketstore.py`: `MarketStoreError`.
- `storage/__init__.py`: `TimeseriesNotFound`,
`StorageConnectionError`.
- `brokers/kraken/api.py`: `InvalidKey`.
- `brokers/kraken/broker.py`: `TooFastEdit`.
- `brokers/questrade.py`: `QuestradeError`.
Also,
- uncomment `execution_venue` field on kraken `Pair`.
(this patch was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Add `get_or_raise_on_pair_schema_mismatch()` helper
and `SchemaMismatch` error type in `brokers._util`
to standardize the "provider changed their API" error
reporting across backends.
Deats,
- add `SchemaMismatch(BrokerError)` exc type.
- `get_or_raise_on_pair_schema_mismatch()`: catch
`TypeError` on `Pair` ctor, build `ppfmt()`-ed
report with provider name, fall back to
`pair_type._api_url` if no explicit URL passed,
then raise `SchemaMismatch`.
- binance `api.py`: replace inline `try/except` +
`e.add_note()` with the new helper.
- kraken `api.py`: replace bare `Pair(...)` ctor
with the new helper inside crash handler.
Also,
- add `_api_url: ClassVar[str]` to binance
`FutesPair` and kraken `Pair` structs.
- binance `feed.py`: warn on missing `.<provider>`
in fqme; raise `SymbolNotFound` on empty venue.
- reformat `start_dt`/`end_dt` unions to
`datetime|None` style in binance `Client`.
- wrap binance `_pairs` lookup in
`maybe_open_crash_handler()`.
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Of course I missed this first try but, we need to use the ws market pair
symbology set (since apparently kraken loves redundancy at least 3 times
XD) when processing transactions that arrive from live clears since it's
an entirely different `LTC/EUR` style key then the `XLTCEUR` style
delivered from the ReST eps..
As part of this:
- add `Client._altnames`, `._wsnames` as `dict[str, Pair]` tables,
leaving the `._AssetPairs` table as is keyed by the "xname"s.
- Change `Pair.respname: str` -> `.xname` since these keys all just seem
to have a weird 'X' prefix.
- do the appropriately keyed pair table lookup via a new `api_name_set:
str` to `norm_trade_records()` and set is correctly in the ws live txn
handler task.
This was more involved then expected but on the bright side, is going to
help drive a more general `Account` update/processing/loading API
providing for all the high-level txn update methods needed for any
backend to generically update the participant's account *state* via
an input ledger/txn set B)
Key changes to enable `SymbologyCache` compat:
- adjust `Client` pairs / assets lookup tables to include a duplicate
keying of all assets and "asset pairs" using the (chitty) default key
set that kraken ships which is NOT the `.altname` no `.wsname` keys;
the "default ReST response keys" i guess?
- `._AssetPairs` and `._Assets` are *these ^* rest-key sets delivered
verbatim from the endpoint responses,
- `._pairs` and `._assets` the equivalent value-sets keyed by piker
style FQME-looking keys (now provided via the new
`.kraken.symbols.Pair.bs_fqme: str` and the delivered `'altname'`
field (for assets) respectively.
- re-implement `.get_assets()` and `.get_mkt_pairs()` to appropriately
delegate to internal methods and these new (multi-keyed) tables to
deliver the cacheable set of symbology info.
- adjust `.feed.get_mkt_info()` to handle parsing of both fqme-style and
wtv(-the-shit-stupid) kraken key set a caller passes via
a key-matches-first-table-style-scan after pre-processing the
input `fqme: str`; also do the `Asset` lookups from the new
`Pair.bs_dst/src_asset: str` fields which should always map correctly
to an internal asset entry delivered by `Client.get_assets()`.
Dirty impl deatz:
- add new `.kraken.symbols` and move the newly refined `Pair` there.
- add `.kraken.ledger` and move in the factored out ledger processing
routines.
- also move out what was the `has_pp()` and large chung of nested-ish
looking acnt-position verification logic blocks into a new
`verify_balances()` B)
As just added for binance move to using an explicit `.<venue>.kraken`
style for spot markets which makes the current spot symbology expand to
`<PAIR>.SPOT` from the new `Pair.bs_fqme: str`. Reasons for why are
laid out in the equivalent patch for binance. Obviously this also primes
for supporting kraken's futures venue APIs as well 🏄https://docs.futures.kraken.com/#introduction
Detalles:
- add `.spot.kraken` parsing to `get_mkt_info()` so that if the venue
token is not passed by caller we implicitly expand it in.
- change `normalize()` to only return the `quote: dict` not the topic
key.
- rewrite live feed msg loop to use `match:` syntax B)
Turns out the reason we were originally making the `time: float` column in our
ohlcv arrays was bc that's what **only** ib uses XD (and/or 🤦)
Instead we changed the default field type to be an `int` (which is also
more correct to avoid `float` rounding/precision discrepancies) and thus
**do not need to override it** in all other (crypto) backends (except
`ib`). Now we only do the customization (via `._ohlc_dtype`) to `float`
only for `ib` for now (though pretty sure we can also not do that
eventually as well..)!
Allows building a `MktPair` from the backend specific `Pair` for
eventual use in the data feed layer. Also adds `Pair.price/tick_size` to
get to the expected tick precision info format.
Try out using our new internal type for storing info about kraken's asset
infos now stored in the `Client.assets: dict[str, Asset]` table. Handle
a server error when requesting such info msgs.
Our issue was not having the correct value set on each
`Symbol.lot_tick_size`.. and then doing PPU calcs with the default set
for legacy mkts..
Also,
- actually write `pps.toml` on broker mode exit.
- drop `get_likely_pair()` and import from pp module.
Also includes a retyping of `Client._pair: dict[str, Pair]` to look up
pair structs and map all alt-key-name-sets to each for easy precision
info lookup to set the `.sym` field for each transaction including for
on-chain transfers which kraken provides as an "asset decimals" field,
presumably pulled from the particular block-token's limitation info.
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
Gud Boi
Tyler Goodlet