Cancel any live orders found on connect

More or less just to avoid orders the user wasn't aware of from
persisting until we get "open order relaying" through the ems working.

Some further fixes which required a new `reqids2txids` map which keeps
track of which `kraken` "txid" is mapped to our `reqid: int`; mainly
this was needed for cancel requests which require knowing the underlying
`txid`s (since apparently kraken doesn't keep track of the "reqid"  we
pass it). Pass the ws instance into `handle_order_updates()` to enable
the cancelling orders on startup. Don't key error on unknown `reqid`
values (for eg. when receiving historical trade events on startup).
Handle cancel requests first in the ems side loop.

piker/brokers/kraken/broker.py

@@ -32,6 +32,7 @@ from typing import (
     Union,
 )
 
+from async_generator import aclosing
 from bidict import bidict
 import pendulum
 # from pydantic import BaseModel
@@ -82,6 +83,7 @@ async def handle_order_requests(
     token: str,
     emsflow: dict[str, list[MsgUnion]],
     ids: bidict[str, int],
+    reqids2txids: dict[int, str],
 
 ) -> None:
     '''
@@ -97,6 +99,23 @@ async def handle_order_requests(
     async for msg in ems_order_stream:
         log.info(f'Rx order msg:\n{pformat(msg)}')
         match msg:
+            case {
+                'action': 'cancel',
+            }:
+                cancel = BrokerdCancel(**msg)
+                last = emsflow[cancel.oid]
+                reqid = ids[cancel.oid]
+                txid = reqids2txids[reqid]
+
+                # call ws api to cancel:
+                # https://docs.kraken.com/websockets/#message-cancelOrder
+                await ws.send_msg({
+                    'event': 'cancelOrder',
+                    'token': token,
+                    'reqid': reqid,
+                    'txid': [txid],  # should be txid from submission
+                })
+
             case {
                 'account': 'kraken.spot' as account,
                 'action': action,
@@ -109,10 +128,9 @@ async def handle_order_requests(
                 if order.oid in ids:
                     ep = 'editOrder'
                     reqid = ids[order.oid]  # integer not txid
-                    last = emsflow[order.oid][-1]
+                    txid = reqids2txids[reqid]
-                    assert last.reqid == order.reqid
                     extra = {
-                        'orderid': last.reqid,  # txid
+                        'orderid': txid,  # txid
                     }
 
                 else:
@@ -159,23 +177,6 @@ async def handle_order_requests(
                 # placehold for sanity checking in relay loop
                 emsflow.setdefault(order.oid, []).append(order)
 
-            case {
-                'account': 'kraken.spot' as account,
-                'action': 'cancel',
-            }:
-                cancel = BrokerdCancel(**msg)
-                assert cancel.oid in emsflow
-                reqid = ids[cancel.oid]
-
-                # call ws api to cancel:
-                # https://docs.kraken.com/websockets/#message-cancelOrder
-                await ws.send_msg({
-                    'event': 'cancelOrder',
-                    'token': token,
-                    'reqid': reqid,
-                    'txid': [cancel.reqid],  # should be txid from submission
-                })
-
             case _:
                 account = msg.get('account')
                 if account != 'kraken.spot':
@@ -317,6 +318,7 @@ async def trades_dialogue(
                 ),
             ) as ws,
             trio.open_nursery() as n,
+            aclosing(stream_messages(ws)) as stream,
         ):
             # task local msg dialog tracking
             emsflow: dict[
@@ -326,6 +328,7 @@ async def trades_dialogue(
 
             # 2way map for ems ids to kraken int reqids..
             ids: bidict[str, int] = bidict()
+            reqids2txids: dict[int, str] = {}
 
             # task for processing inbound requests from ems
             n.start_soon(
@@ -336,14 +339,17 @@ async def trades_dialogue(
                 token,
                 emsflow,
                 ids,
+                reqids2txids,
             )
 
             # enter relay loop
             await handle_order_updates(
                 ws,
+                stream,
                 ems_stream,
                 emsflow,
                 ids,
+                reqids2txids,
                 trans,
                 acctid,
                 acc_name,
@@ -353,9 +359,11 @@ async def trades_dialogue(
 
 async def handle_order_updates(
     ws: NoBsWs,
+    ws_stream: AsyncIterator,
     ems_stream: tractor.MsgStream,
     emsflow: dict[str, list[MsgUnion]],
     ids: bidict[str, int],
+    reqids2txids: dict[int, str],
     trans: list[pp.Transaction],
     acctid: str,
     acc_name: str,
@@ -369,7 +377,11 @@ async def handle_order_updates(
     defined in the signature clear to the reader.
 
     '''
-    async for msg in stream_messages(ws):
+    # transaction records which will be updated
+    # on new trade clearing events (aka order "fills")
+    trans: list[pp.Transaction]
+
+    async for msg in ws_stream:
         match msg:
             # process and relay clearing trade events to ems
             # https://docs.kraken.com/websockets/#message-ownTrades
@@ -380,7 +392,7 @@ async def handle_order_updates(
                 # 'userref': reqid,
                 {'sequence': seq},
             ]:
-                # flatten msgs for processing
+                # flatten msgs to an {id -> data} table for processing
                 trades = {
                     tid: trade
                     for entry in trades_msgs
@@ -547,7 +559,29 @@ async def handle_order_updates(
                             submit_vlm = rest.get('vol', 0)
                             exec_vlm = rest.get('vol_exec', 0)
 
-                            oid = ids.inverse[reqid]
+                            reqids2txids[reqid] = txid
+
+                            oid = ids.inverse.get(reqid)
+                            if not oid:
+                                # TODO: handle these and relay them
+                                # through the EMS to the client / UI
+                                # side!
+                                log.warning(
+                                    f'Received active order {txid}:\n'
+                                    f'{update_msg}\n'
+                                    'Cancelling order for now!..'
+                                )
+
+                                # call ws api to cancel:
+                                # https://docs.kraken.com/websockets/#message-cancelOrder
+                                await ws.send_msg({
+                                    'event': 'cancelOrder',
+                                    'token': token,
+                                    'reqid': reqid,
+                                    'txid': [txid],
+                                })
+                                continue
+
                             msgs = emsflow[oid]
 
                             # send BrokerdStatus messages for all
@@ -586,6 +620,7 @@ async def handle_order_updates(
                 'event': etype,
                 'status': status,
                 'reqid': reqid,
+                **rest,
             } as event if (
                 etype in {
                     'addOrderStatus',
@@ -593,7 +628,18 @@ async def handle_order_updates(
                     'cancelOrderStatus',
                 }
             ):
-                oid = ids.inverse[reqid]
+                oid = ids.inverse.get(reqid)
+                if not oid:
+                    log.warning(
+                        'Unknown order status update?:\n'
+                        f'{event}'
+                    )
+                    continue
+
+                txid = rest.get('txid')
+                if txid:
+                    reqids2txids[reqid] = txid
+
                 msgs = emsflow[oid]
                 last = msgs[-1]
                 resps, errored = process_status(
@@ -603,19 +649,10 @@ async def handle_order_updates(
                     msgs,
                     last,
                 )
-                # if errored:
-                #     if we rx any error cancel the order again
-                #     await ws.send_msg({
-                #         'event': 'cancelOrder',
-                #         'token': token,
-                #         'reqid': reqid,
-                #         'txid': [last.reqid],  # txid from submission
-                #     })
-
                 if resps:
                     msgs.extend(resps)
                     for resp in resps:
-                        await ems_stream.send(resp.dict())
+                        await ems_stream.send(resp)
 
             case _:
                 log.warning(f'Unhandled trades update msg: {msg}')
@@ -726,7 +763,7 @@ def norm_trade_records(
     records: list[pp.Transaction] = []
     for tid, record in ledger.items():
 
-        size = record.get('vol') * {
+        size = float(record.get('vol')) * {
             'buy': 1,
             'sell': -1,
         }[record['type']]
@@ -737,7 +774,7 @@ def norm_trade_records(
             pp.Transaction(
                 fqsn=f'{norm_sym}.kraken',
                 tid=tid,
-                size=float(size),
+                size=size,
                 price=float(record['price']),
                 cost=float(record['fee']),
                 dt=pendulum.from_timestamp(float(record['time'])),