Code

Kraken ws orders#349

Code

Merged

goodboy merged 50 commits intomasterpikers/piker:masterfrom kraken_ws_orderspikers/piker:kraken_ws_ordersCopy head branch name to clipboardAug 6, 2022

+1,273-486

Commits

Commits on Jul 30, 2022

• First draft, working WS based order management

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  00378c3

• Use match: syntax in data feed subs processing

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  f79d986

• Make ems relay loop report on brokerd .reqid changes

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• Get order "editing" working fully

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• Drop uneeded count-sequencec verification

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• Factor msg loop into new func: handle_order_updates()

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• Factor status handling into a new process_status() helper

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• Update ledger *after* pps updates from new trades

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  bbcc55b

• Don't require an ems msg symbol on error statuses

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• Try out a backend readme

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• Add ledger and pps.toml snippets

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• Pass our manually mapped reqid: int to EMS

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• Lol, gotta float() that vlm before * XD

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• Use aclosing() around ws async gen

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• Cancel any live orders found on connect

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• TOSQUASH: lingering .dict()s

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• Use cancel level logging for cancelled orders

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• Fixes for state updates and clears

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• Provide symbol norming via a classmethod + global table

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• Make all .bsuids the normed symbol "altname"s

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• Handle pre-existing open orders specifically by checking for null oid

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• Handle too-fast-edits, add ChainMap msg tracing

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• Also map the ws symbol set to the alt set

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• Use aclosing() on all msg async-gens

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• Add balance and assets retreival methods, cache assets on startup

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• Finally get real-time pp updates workin for kraken

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  3b79743

• Accept direct fqsn matches on position msg updates

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• TOSQUASH: revert to 22Hz display throttle

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• Drop old reversed order idea for rt-pp msg testing

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• Update ledger from api immediately, cruft cleaning

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• Add a Client.get_xfers() to retreive withdrawal transactions

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• Add transfers knowledge to positions validation

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  8b609f5

• Go back to using Position.size property in pp loading audits

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• Look for transfers after ledger + api trans load

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• Renames to ppu

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• Add warning msg for openOrders.userref always being 0

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• Add casting method to our struct variant

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• Drop remaining pydantic usage, convert OHLC to our struct variant

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• Drop field import

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Commits on Jul 31, 2022

• Drop forgotten pydantic dataclass in binance backend..

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• WIP: use userref field over reqid...

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• Use both reqid and userref in order requests

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• Use the newuserref field on order edits

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• Merge pull request #370 from pikers/kill_pydantic_from_kraken

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  7f3f7f0

Commits on Aug 1, 2022

• Drop status event processing at large

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• Drop subs ack handling from streamer

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• Emit fills from openOrders block

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Commits on Aug 3, 2022

• Merge pull request #368 from pikers/kraken_userref_hackzin

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  goodboy

  authored
  ef5829a

Commits on Aug 5, 2022

• Repair normalize method logic to only error on lookup failure

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Commits on Aug 6, 2022

• Fix to-fast-edit guard case

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