ems_no_last_required: don't require last
field to boot dark-pool engine #38
|
@ -168,7 +168,6 @@ class OrderClient(Struct):
|
||||||
|
|
||||||
|
|
||||||
async def relay_orders_from_sync_code(
|
async def relay_orders_from_sync_code(
|
||||||
|
|
||||||
client: OrderClient,
|
client: OrderClient,
|
||||||
symbol_key: str,
|
symbol_key: str,
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||||||
to_ems_stream: tractor.MsgStream,
|
to_ems_stream: tractor.MsgStream,
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||||||
|
@ -242,6 +241,11 @@ async def open_ems(
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||||||
|
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||||||
async with maybe_open_emsd(
|
async with maybe_open_emsd(
|
||||||
broker,
|
broker,
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||||||
|
# XXX NOTE, LOL so this determines the daemon `emsd` loglevel
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||||||
|
# then FYI.. that's kinda wrong no?
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||||||
|
# -[ ] shouldn't it be set by `pikerd -l` or no?
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||||||
|
# -[ ] would make a lot more sense to have a subsys ctl for
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||||||
|
# levels.. like `-l emsd.info` or something?
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||||||
loglevel=loglevel,
|
loglevel=loglevel,
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||||||
) as portal:
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) as portal:
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||||||
|
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||||||
|
|
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@ -653,7 +653,11 @@ class Router(Struct):
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||||||
flume = feed.flumes[fqme]
|
flume = feed.flumes[fqme]
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||||||
first_quote: dict = flume.first_quote
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first_quote: dict = flume.first_quote
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||||||
book: DarkBook = self.get_dark_book(broker)
|
book: DarkBook = self.get_dark_book(broker)
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book.lasts[fqme]: float = float(first_quote['last'])
|
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|
if not (last := first_quote.get('last')):
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||||||
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last: float = flume.rt_shm.array[-1]['close']
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||||||
|
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||||||
|
book.lasts[fqme]: float = float(last)
|
||||||
|
|
||||||
async with self.maybe_open_brokerd_dialog(
|
async with self.maybe_open_brokerd_dialog(
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brokermod=brokermod,
|
brokermod=brokermod,
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||||||
|
@ -716,7 +720,7 @@ class Router(Struct):
|
||||||
subs = self.subscribers[sub_key]
|
subs = self.subscribers[sub_key]
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||||||
|
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||||||
sent_some: bool = False
|
sent_some: bool = False
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||||||
for client_stream in subs:
|
for client_stream in subs.copy():
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try:
|
try:
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||||||
await client_stream.send(msg)
|
await client_stream.send(msg)
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||||||
sent_some = True
|
sent_some = True
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||||||
|
@ -1010,10 +1014,14 @@ async def translate_and_relay_brokerd_events(
|
||||||
status_msg.brokerd_msg = msg
|
status_msg.brokerd_msg = msg
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||||||
status_msg.src = msg.broker_details['name']
|
status_msg.src = msg.broker_details['name']
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||||||
|
|
||||||
await router.client_broadcast(
|
if not status_msg.req:
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||||||
status_msg.req.symbol,
|
# likely some order change state?
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||||||
status_msg,
|
await tractor.pause()
|
||||||
)
|
else:
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||||||
|
await router.client_broadcast(
|
||||||
|
status_msg.req.symbol,
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||||||
|
status_msg,
|
||||||
|
)
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||||||
|
|
||||||
if status == 'closed':
|
if status == 'closed':
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||||||
log.info(f'Execution for {oid} is complete!')
|
log.info(f'Execution for {oid} is complete!')
|
||||||
|
|
|
@ -297,6 +297,8 @@ class PaperBoi(Struct):
|
||||||
|
|
||||||
# transmit pp msg to ems
|
# transmit pp msg to ems
|
||||||
pp: Position = self.acnt.pps[bs_mktid]
|
pp: Position = self.acnt.pps[bs_mktid]
|
||||||
|
# TODO, this will break if `require_only=True` was passed to
|
||||||
|
# `.update_from_ledger()`
|
||||||
|
|
||||||
pp_msg = BrokerdPosition(
|
pp_msg = BrokerdPosition(
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||||||
broker=self.broker,
|
broker=self.broker,
|
||||||
|
|
|
@ -30,6 +30,7 @@ subsys: str = 'piker.clearing'
|
||||||
|
|
||||||
log = get_logger(subsys)
|
log = get_logger(subsys)
|
||||||
|
|
||||||
|
# TODO, oof doesn't this ignore the `loglevel` then???
|
||||||
get_console_log = partial(
|
get_console_log = partial(
|
||||||
get_console_log,
|
get_console_log,
|
||||||
name=subsys,
|
name=subsys,
|
||||||
|
|
|
@ -273,7 +273,7 @@ async def _reconnect_forever(
|
||||||
nobsws._connected.set()
|
nobsws._connected.set()
|
||||||
await trio.sleep_forever()
|
await trio.sleep_forever()
|
||||||
except HandshakeError:
|
except HandshakeError:
|
||||||
log.exception(f'Retrying connection')
|
log.exception('Retrying connection')
|
||||||
|
|
||||||
# ws & nursery block ends
|
# ws & nursery block ends
|
||||||
|
|
||||||
|
@ -359,8 +359,8 @@ async def open_autorecon_ws(
|
||||||
|
|
||||||
|
|
||||||
'''
|
'''
|
||||||
JSONRPC response-request style machinery for transparent multiplexing of msgs
|
JSONRPC response-request style machinery for transparent multiplexing
|
||||||
over a NoBsWs.
|
of msgs over a `NoBsWs`.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
|
|
||||||
|
@ -377,43 +377,82 @@ async def open_jsonrpc_session(
|
||||||
url: str,
|
url: str,
|
||||||
start_id: int = 0,
|
start_id: int = 0,
|
||||||
response_type: type = JSONRPCResult,
|
response_type: type = JSONRPCResult,
|
||||||
request_type: Optional[type] = None,
|
msg_recv_timeout: float = float('inf'),
|
||||||
request_hook: Optional[Callable] = None,
|
# ^NOTE, since only `deribit` is using this jsonrpc stuff atm
|
||||||
error_hook: Optional[Callable] = None,
|
# and options mkts are generally "slow moving"..
|
||||||
|
#
|
||||||
|
# FURTHER if we break the underlying ws connection then since we
|
||||||
|
# don't pass a `fixture` to the task that manages `NoBsWs`, i.e.
|
||||||
|
# `_reconnect_forever()`, the jsonrpc "transport pipe" get's
|
||||||
|
# broken and never restored with wtv init sequence is required to
|
||||||
|
# re-establish a working req-resp session.
|
||||||
|
|
||||||
) -> Callable[[str, dict], dict]:
|
) -> Callable[[str, dict], dict]:
|
||||||
|
'''
|
||||||
|
Init a json-RPC-over-websocket connection to the provided `url`.
|
||||||
|
|
||||||
|
A `json_rpc: Callable[[str, dict], dict` is delivered to the
|
||||||
|
caller for sending requests and a bg-`trio.Task` handles
|
||||||
|
processing of response msgs including error reporting/raising in
|
||||||
|
the parent/caller task.
|
||||||
|
|
||||||
|
'''
|
||||||
|
# NOTE, store all request msgs so we can raise errors on the
|
||||||
|
# caller side!
|
||||||
|
req_msgs: dict[int, dict] = {}
|
||||||
|
|
||||||
async with (
|
async with (
|
||||||
trio.open_nursery() as n,
|
trio.open_nursery() as tn,
|
||||||
open_autorecon_ws(url) as ws
|
open_autorecon_ws(
|
||||||
|
url=url,
|
||||||
|
msg_recv_timeout=msg_recv_timeout,
|
||||||
|
) as ws
|
||||||
):
|
):
|
||||||
rpc_id: Iterable = count(start_id)
|
rpc_id: Iterable[int] = count(start_id)
|
||||||
rpc_results: dict[int, dict] = {}
|
rpc_results: dict[int, dict] = {}
|
||||||
|
|
||||||
async def json_rpc(method: str, params: dict) -> dict:
|
async def json_rpc(
|
||||||
|
method: str,
|
||||||
|
params: dict,
|
||||||
|
) -> dict:
|
||||||
'''
|
'''
|
||||||
perform a json rpc call and wait for the result, raise exception in
|
perform a json rpc call and wait for the result, raise exception in
|
||||||
case of error field present on response
|
case of error field present on response
|
||||||
'''
|
'''
|
||||||
|
nonlocal req_msgs
|
||||||
|
|
||||||
|
req_id: int = next(rpc_id)
|
||||||
msg = {
|
msg = {
|
||||||
'jsonrpc': '2.0',
|
'jsonrpc': '2.0',
|
||||||
'id': next(rpc_id),
|
'id': req_id,
|
||||||
'method': method,
|
'method': method,
|
||||||
'params': params
|
'params': params
|
||||||
}
|
}
|
||||||
_id = msg['id']
|
_id = msg['id']
|
||||||
|
|
||||||
rpc_results[_id] = {
|
result = rpc_results[_id] = {
|
||||||
'result': None,
|
'result': None,
|
||||||
'event': trio.Event()
|
'error': None,
|
||||||
|
'event': trio.Event(), # signal caller resp arrived
|
||||||
}
|
}
|
||||||
|
req_msgs[_id] = msg
|
||||||
|
|
||||||
await ws.send_msg(msg)
|
await ws.send_msg(msg)
|
||||||
|
|
||||||
|
# wait for reponse before unblocking requester code
|
||||||
await rpc_results[_id]['event'].wait()
|
await rpc_results[_id]['event'].wait()
|
||||||
|
|
||||||
ret = rpc_results[_id]['result']
|
if (maybe_result := result['result']):
|
||||||
|
ret = maybe_result
|
||||||
|
del rpc_results[_id]
|
||||||
|
|
||||||
del rpc_results[_id]
|
else:
|
||||||
|
err = result['error']
|
||||||
|
raise Exception(
|
||||||
|
f'JSONRPC request failed\n'
|
||||||
|
f'req: {msg}\n'
|
||||||
|
f'resp: {err}\n'
|
||||||
|
)
|
||||||
|
|
||||||
if ret.error is not None:
|
if ret.error is not None:
|
||||||
raise Exception(json.dumps(ret.error, indent=4))
|
raise Exception(json.dumps(ret.error, indent=4))
|
||||||
|
@ -428,6 +467,7 @@ async def open_jsonrpc_session(
|
||||||
the server side.
|
the server side.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
|
nonlocal req_msgs
|
||||||
async for msg in ws:
|
async for msg in ws:
|
||||||
match msg:
|
match msg:
|
||||||
case {
|
case {
|
||||||
|
@ -451,19 +491,28 @@ async def open_jsonrpc_session(
|
||||||
'params': _,
|
'params': _,
|
||||||
}:
|
}:
|
||||||
log.debug(f'Recieved\n{msg}')
|
log.debug(f'Recieved\n{msg}')
|
||||||
if request_hook:
|
|
||||||
await request_hook(request_type(**msg))
|
|
||||||
|
|
||||||
case {
|
case {
|
||||||
'error': error
|
'error': error
|
||||||
}:
|
}:
|
||||||
log.warning(f'Recieved\n{error}')
|
# retreive orig request msg, set error
|
||||||
if error_hook:
|
# response in original "result" msg,
|
||||||
await error_hook(response_type(**msg))
|
# THEN FINALLY set the event to signal caller
|
||||||
|
# to raise the error in the parent task.
|
||||||
|
req_id: int = error['id']
|
||||||
|
req_msg: dict = req_msgs[req_id]
|
||||||
|
result: dict = rpc_results[req_id]
|
||||||
|
result['error'] = error
|
||||||
|
result['event'].set()
|
||||||
|
log.error(
|
||||||
|
f'JSONRPC request failed\n'
|
||||||
|
f'req: {req_msg}\n'
|
||||||
|
f'resp: {error}\n'
|
||||||
|
)
|
||||||
|
|
||||||
case _:
|
case _:
|
||||||
log.warning(f'Unhandled JSON-RPC msg!?\n{msg}')
|
log.warning(f'Unhandled JSON-RPC msg!?\n{msg}')
|
||||||
|
|
||||||
n.start_soon(recv_task)
|
tn.start_soon(recv_task)
|
||||||
yield json_rpc
|
yield json_rpc
|
||||||
n.cancel_scope.cancel()
|
tn.cancel_scope.cancel()
|
||||||
|
|
Loading…
Reference in New Issue