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8 Commits
c210c286a5
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887e1ea6b7
| Author | SHA1 | Date |
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887e1ea6b7 | |
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54da297304 | |
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9f7c38a37b | |
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8299c65818 | |
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170c95da28 | |
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e1cd3fd955 | |
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8cefc1bdf8 | |
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709269fcf7 |
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@ -501,7 +501,7 @@ async def update_ledger_from_api_trades(
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for fill in fills:
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con: Contract = fill.contract
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conid: str = con.conId
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pexch: str | None = con.primaryExchange
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pexch: str|None = con.primaryExchange or con.exchange
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if not pexch:
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cons = await client.get_con(conid=conid)
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@ -35,7 +35,7 @@ import hashlib
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import hmac
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import base64
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import tractor
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from tractor._exceptions import reg_err_types
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# from tractor._exceptions import reg_err_types
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import trio
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from piker import config
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@ -109,37 +109,37 @@ def get_kraken_signature(
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return sigdigest.decode()
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class InvalidKey(ValueError):
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'''
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EAPI:Invalid key
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# class InvalidKey(ValueError):
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# '''
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# EAPI:Invalid key
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This error is returned when the API key used for the call is
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either expired or disabled, please review the API key in your
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Settings -> API tab of account management or generate a new one
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and update your application.
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# This error is returned when the API key used for the call is
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# either expired or disabled, please review the API key in your
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# Settings -> API tab of account management or generate a new one
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# and update your application.
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'''
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# '''
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class InvalidSession(RuntimeError):
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'''
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ESession:Invalid session
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# class InvalidSession(RuntimeError):
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# '''
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# ESession:Invalid session
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This error is returned when the ws API key used for an authenticated
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sub/endpoint becomes stale, normally after a sufficient network
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disconnect/outage.
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# This error is returned when the ws API key used for an authenticated
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# sub/endpoint becomes stale, normally after a sufficient network
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# disconnect/outage.
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Normally the sub will need to be restarted, likely re-init of the
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auth handshake sequence.
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# Normally the sub will need to be restarted, likely re-init of the
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# auth handshake sequence.
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'''
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subscription: dict
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# '''
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# subscription: dict
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reg_err_types([
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InvalidKey,
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InvalidSession,
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])
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# reg_err_types([
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# InvalidKey,
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# InvalidSession,
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# ])
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class Client:
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@ -176,6 +176,7 @@ class Client:
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self._api_key = api_key
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self._secret = secret
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self.conf: dict[str, str] = config
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self._ws_token: str|None = None
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@property
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def pairs(self) -> dict[str, Pair]:
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@ -263,13 +264,22 @@ class Client:
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async def get_ws_token(
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self,
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params: dict = {},
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force_renewal: bool = False,
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) -> str:
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'''
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Get websocket token for authenticated data stream.
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Get websocket token for authenticated data stream and cache
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it for reuse.
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Assert a value was actually received before return.
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'''
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if (
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not force_renewal
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and
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self._ws_token
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):
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return self._ws_token
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resp = await self.endpoint(
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'GetWebSocketsToken',
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{},
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@ -280,6 +290,8 @@ class Client:
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# resp token for ws init
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token: str = resp['result']['token']
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assert token
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self._ws_token: str = token
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return token
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async def get_assets(
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@ -38,7 +38,7 @@ from bidict import bidict
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import trio
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import tractor
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from tractor.devx.pformat import ppfmt
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from tractor._exceptions import reg_err_types
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# from tractor._exceptions import reg_err_types
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from piker.accounting import (
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Position,
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@ -97,13 +97,6 @@ MsgUnion = Union[
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]
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class TooFastEdit(Exception):
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'Edit requests faster then api submissions'
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reg_err_types([TooFastEdit])
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# TODO: make this wrap the `api.Client` and `ws` instances
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# and give it methods to submit cancel vs. add vs. edit
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# requests?
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@ -135,19 +128,19 @@ async def handle_order_requests(
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ws: NoBsWs,
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client: api.Client,
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ems_order_stream: tractor.MsgStream,
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token: str,
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apiflows: OrderDialogs,
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ids: bidict[str, int],
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reqids2txids: dict[int, str],
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toofastedit: set[int],
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) -> None:
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'''
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Process new order submission requests from the EMS
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and deliver acks or errors.
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`trio.Task` which handles order ctl requests from the EMS and
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deliver acks or errors back on that IPC dialog.
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'''
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# XXX: UGH, let's unify this.. with ``msgspec``!!!
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msg: dict | Order
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msg: dict|Order
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async for msg in ems_order_stream:
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log.info(f'Rx order msg:\n{pformat(msg)}')
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match msg:
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@ -161,8 +154,13 @@ async def handle_order_requests(
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txid = reqids2txids[reqid]
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except KeyError:
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# XXX: not sure if this block ever gets hit now?
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# SEEMS TO on the race case with the update task?
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# - update dark order quickly after
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# triggered-submitted and then we have inavlid
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# value in `reqids2txids` sent over ws.send()??
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log.error('TOO FAST CANCEL/EDIT')
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reqids2txids[reqid] = TooFastEdit(reqid)
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toofastedit.add(reqid)
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reqids2txids[reqid] = reqid
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await ems_order_stream.send(
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BrokerdError(
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oid=msg['oid'],
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@ -178,7 +176,7 @@ async def handle_order_requests(
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# https://docs.kraken.com/websockets/#message-cancelOrder
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await ws.send_msg({
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'event': 'cancelOrder',
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'token': token,
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'token': await client.get_ws_token(),
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'reqid': reqid,
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'txid': [txid], # should be txid from submission
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})
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@ -200,13 +198,15 @@ async def handle_order_requests(
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# XXX: not sure if this block ever gets hit now?
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log.error('TOO FAST EDIT')
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reqids2txids[reqid] = TooFastEdit(reqid)
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reqids2txids[reqid] = reqid
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toofastedit.add(reqid)
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await tractor.pause()
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await ems_order_stream.send(
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BrokerdError(
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oid=msg['oid'],
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symbol=msg['symbol'],
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reason=(
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f'TooFastEdit reqid:{reqid}, cancelling..'
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f'TooFastEdit reqid: {reqid}, cancelling..'
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),
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)
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@ -252,7 +252,7 @@ async def handle_order_requests(
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# https://docs.kraken.com/websockets/#message-addOrder
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req = {
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'event': ep,
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'token': token,
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'token': await client.get_ws_token(),
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'reqid': reqid, # remapped-to-int uid from ems
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# XXX: we set these to the same value since for us
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@ -296,7 +296,8 @@ async def handle_order_requests(
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symbol=msg['symbol'],
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reason=(
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'Invalid request msg:\n{msg}'
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))
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),
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)
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)
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@ -328,7 +329,19 @@ async def subscribe(
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'''
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# more specific logic for this in kraken's sync client:
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# https://github.com/krakenfx/kraken-wsclient-py/blob/master/kraken_wsclient_py/kraken_wsclient_py.py#L188
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assert token
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latest_token: str = await client.get_ws_token()
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if (
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token
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!=
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latest_token
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):
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log.info(
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f'RE-subscribing to WS connection..\n'
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f'orig-token: {token!r}\n'
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f'latest-token: {latest_token!r}\n'
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)
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token = latest_token
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subnames: set[str] = set()
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for name, sub_opts in subs:
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@ -336,7 +349,8 @@ async def subscribe(
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'event': 'subscribe',
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'subscription': {
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'name': name,
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'token': token,
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# 'token': await client.get_ws_token(),
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'token': latest_token,
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**sub_opts,
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}
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}
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@ -351,7 +365,9 @@ async def subscribe(
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# wait on subscriptionn acks
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with trio.move_on_after(5):
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while True:
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match (msg := await ws.recv_msg()):
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msg: dict = await ws.recv_msg()
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fmt_msg: str = ppfmt(msg)
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match msg:
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case {
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'event': 'subscriptionStatus',
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'status': 'subscribed',
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@ -382,23 +398,36 @@ async def subscribe(
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exc = etype(
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f'{ev_msg}\n'
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f'\n'
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f'{ppfmt(msg)}'
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f'{fmt_msg}'
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)
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# !TODO, for `InvalidSession` we should
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# attempt retries to resub and ensure all
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# sibling (task) `token` holders update
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# their refs accoridingly!
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if isinstance(exc, api.InvalidSession):
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# attempt ws-token refresh
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token: str = await client.get_ws_token()
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await tractor.pause()
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match (etype_str, ev_msg):
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case (
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'ESession',
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'Invalid session',
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):
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# attempt ws-token refresh
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token: str = await client.get_ws_token(
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force_renewal=True
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)
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await tractor.pause()
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continue
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case _:
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log.warning(
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f'Unhandled subscription-status,\n'
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f'{fmt_msg}'
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)
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raise exc
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case _:
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log.warning(
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f'Unknown ws event rxed?\n'
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f'{ppfmt(msg)}'
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f'{fmt_msg}'
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)
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yield
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@ -646,6 +675,10 @@ async def open_trade_dialog(
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token: str = await client.get_ws_token()
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# XXX tracks EMS orders which are updated too quickly
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# on the emds side with sync-issues on the kraken side.
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toofastedit: set[int] = set()
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ws: NoBsWs
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async with (
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ctx.open_stream() as ems_stream,
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@ -661,16 +694,16 @@ async def open_trade_dialog(
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trio.open_nursery() as tn,
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):
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# task for processing inbound requests from ems
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tn.start_soon(
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tn.start_soon(partial(
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handle_order_requests,
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ws,
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client,
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ems_stream,
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token,
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apiflows,
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ids,
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reqids2txids,
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)
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ws=ws,
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client=client,
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ems_order_stream=ems_stream,
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apiflows=apiflows,
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ids=ids,
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reqids2txids=reqids2txids,
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toofastedit=toofastedit,
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))
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# enter relay loop
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await handle_order_updates(
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@ -681,11 +714,11 @@ async def open_trade_dialog(
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apiflows=apiflows,
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ids=ids,
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reqids2txids=reqids2txids,
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toofastedit=toofastedit,
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acnt=acnt,
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ledger=ledger,
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acctid=acctid,
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acc_name=fqan,
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token=token,
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)
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@ -697,6 +730,7 @@ async def handle_order_updates(
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apiflows: OrderDialogs,
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ids: bidict[str, int],
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reqids2txids: bidict[int, str],
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toofastedit: set[int],
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acnt: Account,
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# transaction records which will be updated
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@ -705,7 +739,6 @@ async def handle_order_updates(
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# ledger_trans: dict[str, Transaction],
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acctid: str,
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acc_name: str,
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token: str,
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) -> None:
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'''
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@ -835,7 +868,7 @@ async def handle_order_updates(
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for order_msg in order_msgs:
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log.info(
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f'`openOrders` msg update_{seq}:\n'
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f'{pformat(order_msg)}'
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f'{ppfmt(order_msg)}'
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)
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txid, update_msg = list(order_msg.items())[0]
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@ -1005,10 +1038,8 @@ async def handle_order_updates(
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# <-> ems dialog.
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if (
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status == 'open'
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and isinstance(
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reqids2txids.get(reqid),
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TooFastEdit
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)
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and
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reqid in toofastedit
|
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):
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# TODO: don't even allow this case
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# by not moving the client side line
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@ -1023,7 +1054,8 @@ async def handle_order_updates(
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# https://docs.kraken.com/websockets/#message-cancelOrder
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await ws.send_msg({
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'event': 'cancelOrder',
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'token': token,
|
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# 'token': token,
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'token': await client.get_ws_token(),
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'reqid': reqid or 0,
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'txid': [txid],
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})
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@ -1169,7 +1201,8 @@ async def handle_order_updates(
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txid
|
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|
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# we throttle too-fast-requests on the ems side
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and not isinstance(txid, TooFastEdit)
|
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and
|
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reqid in toofastedit
|
||||
):
|
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# client was editting too quickly
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# so we instead cancel this order
|
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|
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@ -1177,7 +1210,8 @@ async def handle_order_updates(
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f'Cancelling {reqid}@{txid} due to:\n {event}')
|
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await ws.send_msg({
|
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'event': 'cancelOrder',
|
||||
'token': token,
|
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# 'token': token,
|
||||
'token': await client.get_ws_token(),
|
||||
'reqid': reqid or 0,
|
||||
'txid': [txid],
|
||||
})
|
||||
|
|
|
|||
|
|
@ -1022,13 +1022,22 @@ async def open_order_mode(
|
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started.set()
|
||||
|
||||
for oid, msg in ems_dialog_msgs.items():
|
||||
|
||||
# HACK ALERT: ensure a resp field is filled out since
|
||||
# techincally the call below expects a ``Status``. TODO:
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# parse into proper ``Status`` equivalents ems-side?
|
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# msg.setdefault('resp', msg['broker_details']['resp'])
|
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# msg.setdefault('oid', msg['broker_details']['oid'])
|
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msg['brokerd_msg'] = msg
|
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ya_msg: dict = msg.setdefault(
|
||||
'brokerd_msg',
|
||||
msg,
|
||||
)
|
||||
if msg is not ya_msg:
|
||||
log.warning(
|
||||
f'A `.brokerd_msg` was already set for ems-dialog msg?\n'
|
||||
f'oid: {oid!r}\n'
|
||||
f'ya_msg: {ya_msg!r}\n'
|
||||
f'msg: {ya_msg!r}\n'
|
||||
)
|
||||
|
||||
await process_trade_msg(
|
||||
mode,
|
||||
|
|
|
|||
Loading…
Reference in New Issue