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kraken.trades_dialogue() doesn't handle reconnects, assert fails on trades ledger msg.. #311

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goodboy opened this issue May 10, 2022 · 0 comments
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kraken.trades_dialogue() doesn't handle reconnects, assert fails on trades ledger msg.. #311

goodboy opened this issue May 10, 2022 · 0 comments
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bug guille broke it prolly clearing auction and mm tech: EMS, OMS, algo-trading

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goodboy commented May 10, 2022 •
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The following pikerd logging before this issue happens:

May 10 10:52:56 (brokerd.kraken, 56732, trades_dialogue)) [INFO] piker.data._web_bs _web_bs.py:97 Connection success: wss://ws-auth.kraken.com/
May 10 10:52:56 (brokerd.kraken, 56732, piker.brokers.kraken.stream_quotes)) [INFO] piker.data._web_bs _web_bs.py:97 Connection success: wss://ws.kraken.com/
May 10 10:52:56 (brokerd.kraken, 56732, trades_dialogue)) [INFO] piker.data._web_bs _web_bs.py:97 Connection success: wss://ws-auth.kraken.com/

UNHANDLED MSG: 
[
[{'TCF6H2-WERBY-JNXCDU': {'cost': '124.96468', 'fee': '0.32491', 
'margin': '0.00000', 'ordertxid': 'OAH2LZ-IKTGB-5XUK6H', 'ordertype': 'limit',
 'pair': 'XBT/EUR', 'postxid': 'TKH2SE-M7IF5-CFI7LT', 'price': '29818.60000', 'time': '1652118788.621332', 
'type': 'buy', 'vol': '<redacted>'}},

{'TFWDAS-3SL2R-4VVQBX': {'cost': '<redacted>', 'fee': '0.48000000', 'margin': '0.00000000',
 'ordertxid': 'OJ66JV-D62X4-TVPB2K', 'ordertype': 'limit', 'pair': 'XMR/EUR', 'postxid': 'TKH2SE-M7IF5-CFI7LT', 
'price': '153.59000000', 'time': '1646354770.950569', 'type': 'buy', 'vol': '<redacted>'}}, 

{'TDKMPS-OYQHN-5IEM3U': {'cost': '<redacted>', 'fee': '0.80533956', 'margin': '0.00000000', 'ordertxid': 'OT2TN3-7YNCO-5EFWKZ', 'ordertype': 'limit', 'pair': 'XMR/EUR', 'postxid': 'TKH2SE-M7IF5-CFI7LT', 'price': '120.66000000', 'time': '1643033234.045000', 'type': 'buy', 'vol': '<redacted>'}}],
 'ownTrades', {'sequence': 1}]

The unhandled message appears to be the trade ledger as a single list.
-> this makes sense since that's what the ownTrades endpoint delivers on startup

Clearly we need to handle this case 😂 via an ownTrades msg parser..
Probably pertains to work needed in #290 ..
@goodboy goodboy added bug guille broke it prolly clearing auction and mm tech: EMS, OMS, algo-trading labels May 10, 2022
goodboy added a commit that referenced this issue Jun 29, 2022
@goodboy
Avoid crash on trades ledger msgs
d8d182a 
Just ignore them for now using new `match:` syntax B)
but we'll do incremental update sooon!

Resolves #311
goodboy added a commit that referenced this issue Jul 3, 2022
@goodboy
Add real-time incremental pp updates
7846446 
Moves to using the new `piker.pp` apis to both store real-time trade
events in a ledger file as well emit position update msgs (which were
not in this backend at all prior) when new orders clear (aka fill).

In terms of outstanding issues,
- solves the pp update part of the bugs reported in #310
- starts a msg case block in prep for #293

Details of rework:
- move the `subscribe()` ws fixture to module level and `partial()` in
  the client token instead of passing it to the instance; in prep for
  removal of the `.token` attr from the `NoBsWs` wrapper.
- drop `make_auth_sub()` since it was too thin and we can just
  do it all succinctly in `subscribe()`
- filter trade update msgs to those not yet stored int the toml ledger
- much better kraken api msg unpacking using new `match:` synax B)

Resolves #311
@goodboy goodboy mentioned this issue Jul 3, 2022
Merged
@goodboy goodboy closed this as completed in fcd7e0f Jul 6, 2022
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