Add decimal quantize API to Symbol to simplify by-broker truncation
Add symbol info to `pps.toml`
Move _assert call to outside the _async_main context manager
Minor indentation and styling changes, also convert a few prints to log calls
Fix multi write / race condition on open_pps call
Switch open_pps to not write by default
Fix integer math kraken syminfo _tick_size initialization
ensure not to write pp header on startup
Comment out pytest settings
Add comments explaining delete_testing_dir fixture
use nonlocal instead of global for test state
Add unpacking get_fqsn method
Format test_paper
Add comments explaining sync/async book.send calls
This is a simpler (and oddly more `trio`-nic and/or SC) way to handle
the cancelled-before-acked race for order dialogs. Will allow keeping
the `.req` field as solely an `Order` msg.
When the client is faster then a `brokerd` at submitting and cancelling
an order we run into the case where we need to specify that the EMS
cancels the order-flow as soon as the brokerd's ack arrives. Previously
we were stashing a `BrokerdCancel` msg as the `Status.req` msg (to be
both tested for as a "already cancelled" and sent immediately on ack arrival to
the broker), but for such
cases we can't use that msg to find the fqsn (since only the client side
msgs have it defined) which is required by the new
`Router.client_broadcast()`.
So, Since `Status.req` is supposed to be a client-side flow msg anyway,
and we need the fqsn for client broadcasting, we change this `.req`
value to the client's submitted `Cancel` msg (thus rectifying the
missing `Router.client_broadcast()` fqsn input issue) and build the
`BrokerdCancel` request from that `Cancel` inline in the relay loop
from the `.req: Cancel` status msg lookup.
Further we allow `Cancel` msgs to define an `.account` and adjust the
order mode loop to expect `Cancel` source requests in cancelled status
updates.
Except for paper accounts (in which case we need a trades dialog and
paper engine per symbol to enable simulated clearing) we can rely on the
instrument feed (symbol name) to be the caching key. Utilize
`tractor.trionics.maybe_open_context()` and the new key-as-callable
support in the paper case to ensure we have separate paper clearing
loops per symbol.
Requires https://github.com/goodboy/tractor/pull/329
With the refactor of the dark loop into a daemon task already-open order
relaying from a `brokerd` was broken since no subscribed clients were
registered prior to the relay loop sending status msgs for such existing
live orders. Repair that by adding one more synchronization phase to the
`Router.open_trade_relays()` task: deliver a `client_ready: trio.Event`
which is set by the client task once the client stream has been
established and don't start the `brokerd` order dialog relay loop until
this event is ready.
Further implementation deats:
- factor the `brokerd` relay caching back into it's own `@acm` method:
`maybe_open_brokerd_dialog()` since we do want (but only this) stream
singleton-cached per broker backend.
- spawn all relay tasks on every entry for the moment until we figure
out what we're caching against (any client pre-existing right, which
would mean there's an entry in the `.subscribers` table?)
- rename `_DarkBook` -> `DarkBook` and `DarkBook.orders` -> `.triggers`
Tyler Goodlet
Guillermo Rodriguez
jaredgoldman
algorandpa
goodboy