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8299c65818
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8299c65818 | |
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170c95da28 | |
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e1cd3fd955 |
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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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for fill in fills:
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con: Contract = fill.contract
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con: Contract = fill.contract
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conid: str = con.conId
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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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if not pexch:
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cons = await client.get_con(conid=conid)
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cons = await client.get_con(conid=conid)
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@ -38,7 +38,7 @@ from bidict import bidict
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import trio
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import trio
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import tractor
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import tractor
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from tractor.devx.pformat import ppfmt
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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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from piker.accounting import (
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Position,
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Position,
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@ -97,13 +97,6 @@ MsgUnion = Union[
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]
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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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# 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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# and give it methods to submit cancel vs. add vs. edit
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# requests?
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# requests?
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@ -138,15 +131,16 @@ async def handle_order_requests(
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apiflows: OrderDialogs,
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apiflows: OrderDialogs,
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ids: bidict[str, int],
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ids: bidict[str, int],
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reqids2txids: dict[int, str],
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reqids2txids: dict[int, str],
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toofastedit: set[int],
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) -> None:
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) -> None:
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'''
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'''
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Process new order submission requests from the EMS
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`trio.Task` which handles order ctl requests from the EMS and
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and deliver acks or errors.
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deliver acks or errors back on that IPC dialog.
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'''
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'''
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# XXX: UGH, let's unify this.. with ``msgspec``!!!
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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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async for msg in ems_order_stream:
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log.info(f'Rx order msg:\n{pformat(msg)}')
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log.info(f'Rx order msg:\n{pformat(msg)}')
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match msg:
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match msg:
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@ -160,8 +154,13 @@ async def handle_order_requests(
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txid = reqids2txids[reqid]
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txid = reqids2txids[reqid]
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except KeyError:
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except KeyError:
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# XXX: not sure if this block ever gets hit now?
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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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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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await ems_order_stream.send(
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BrokerdError(
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BrokerdError(
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oid=msg['oid'],
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oid=msg['oid'],
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@ -199,13 +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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# XXX: not sure if this block ever gets hit now?
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log.error('TOO FAST EDIT')
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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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await ems_order_stream.send(
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BrokerdError(
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BrokerdError(
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oid=msg['oid'],
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oid=msg['oid'],
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symbol=msg['symbol'],
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symbol=msg['symbol'],
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reason=(
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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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)
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)
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@ -328,11 +329,19 @@ async def subscribe(
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'''
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'''
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# more specific logic for this in kraken's sync client:
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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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# https://github.com/krakenfx/kraken-wsclient-py/blob/master/kraken_wsclient_py/kraken_wsclient_py.py#L188
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assert (
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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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token
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and
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!=
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token == await client.get_ws_token()
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latest_token
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)
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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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subnames: set[str] = set()
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for name, sub_opts in subs:
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for name, sub_opts in subs:
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@ -340,7 +349,8 @@ async def subscribe(
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'event': 'subscribe',
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'event': 'subscribe',
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'subscription': {
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'subscription': {
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'name': name,
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'name': name,
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'token': await client.get_ws_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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**sub_opts,
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}
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}
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}
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}
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@ -665,6 +675,10 @@ async def open_trade_dialog(
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token: str = await client.get_ws_token()
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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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ws: NoBsWs
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async with (
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async with (
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ctx.open_stream() as ems_stream,
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ctx.open_stream() as ems_stream,
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@ -680,15 +694,16 @@ async def open_trade_dialog(
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trio.open_nursery() as tn,
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trio.open_nursery() as tn,
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):
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):
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# task for processing inbound requests from ems
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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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handle_order_requests,
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ws,
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ws=ws,
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client,
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client=client,
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ems_stream,
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ems_order_stream=ems_stream,
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apiflows,
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apiflows=apiflows,
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ids,
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ids=ids,
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reqids2txids,
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reqids2txids=reqids2txids,
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)
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toofastedit=toofastedit,
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))
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# enter relay loop
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# enter relay loop
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await handle_order_updates(
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await handle_order_updates(
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@ -699,6 +714,7 @@ async def open_trade_dialog(
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apiflows=apiflows,
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apiflows=apiflows,
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ids=ids,
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ids=ids,
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reqids2txids=reqids2txids,
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reqids2txids=reqids2txids,
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toofastedit=toofastedit,
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acnt=acnt,
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acnt=acnt,
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ledger=ledger,
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ledger=ledger,
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acctid=acctid,
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acctid=acctid,
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@ -714,6 +730,7 @@ async def handle_order_updates(
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apiflows: OrderDialogs,
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apiflows: OrderDialogs,
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ids: bidict[str, int],
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ids: bidict[str, int],
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reqids2txids: bidict[int, str],
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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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acnt: Account,
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# transaction records which will be updated
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# transaction records which will be updated
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@ -851,7 +868,7 @@ async def handle_order_updates(
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for order_msg in order_msgs:
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for order_msg in order_msgs:
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log.info(
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log.info(
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f'`openOrders` msg update_{seq}:\n'
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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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)
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txid, update_msg = list(order_msg.items())[0]
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txid, update_msg = list(order_msg.items())[0]
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@ -1021,10 +1038,8 @@ async def handle_order_updates(
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# <-> ems dialog.
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# <-> ems dialog.
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if (
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if (
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status == 'open'
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status == 'open'
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and isinstance(
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and
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reqids2txids.get(reqid),
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reqid in toofastedit
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TooFastEdit
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)
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):
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):
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# TODO: don't even allow this case
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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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# by not moving the client side line
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@ -1186,7 +1201,8 @@ async def handle_order_updates(
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txid
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txid
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# we throttle too-fast-requests on the ems side
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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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):
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):
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# client was editting too quickly
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# client was editting too quickly
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# so we instead cancel this order
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# so we instead cancel this order
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