Kraken ws orders - Githubissues

goodboy commented 2 years ago

WS based order management with fixes for #310, #296 and hopefully most of #290.

Leverage the new 3.10 match: syntax like crazy which turned out very nicely for making the msg loops way more grokable

Includes safeguard code to cancel all persistent orders found on startup until we get existing order loading working the EMS as per #293.

TODOs:

[x] factor msg loop into lone async func: handle_order_updates()
[x] get order "edits" fully working
[x] handle all error cases
[x] maybe break {event: '[submit/edit/cancel]Orderstatus'} blocks into a new sub-func?
[x] test real live clearable orders #310
[x] test real live dark cleared orders #310
[x] normalize symbols using assert pairs endpoint.
- ~[ ] maybe we should delegate to cryptofeed for symbol normalization? bc kraken has a diff set for rest vs. ws apis.... (kill me)~ solved this for now using kraken's own asset info and pairs mapping tables.
[x] use collections.ChainMap to track the dict-oriented flow of order dialogs on the kraken api leg.

Follow up (mostly pertaining to the wishlist in #345):

[x] what to do about balance transfers?
- [x] eg. position is built out but then some asset is withdrawn, i guess the way would be to simply include withdrawals in Position.size logic?
- [x] added basic withdrawal support in c3ac1d4
~[ ] using piker.pp immediate file updates, some we need to implement likely with the trio async file IO apis.~ added to #345 and will come in a follow up PR.
[x] report the userref always being 0 in the openOrders ep to kraken here: https://support.kraken.com/hc/en-us/requests/new?ticket_form_id=96688

goodboy commented 2 years ago

Order "edits" now fully working 🏄🏼

goodboy commented 2 years ago

Pretty sure everything is mostly working.

Just need to test some live clears and darks.

goodboy commented 2 years ago

@iamzoltan @guilledk think this puppy is finally ready!

I've tested all live cases and we now have basic withdrawal compensation such that a position size will reflect such transactions in the accumulated size of any open position 🏄🏼

pikers / piker

Kraken ws orders #349