Merge pull request #88 from r0fls/rd/broker-id

use broker id for order management
r0fls · Nov 27, 2024 · 2e43bdb · 2e43bdb
2 parents 05ee06f + f3d535e
commit 2e43bdb
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Showing 5 changed files with 22 additions and 2 deletions.
diff --git a/brokers/base_broker.py b/brokers/base_broker.py
@@ -403,13 +403,16 @@ async def _place_order_generic(
                 response = broker_order_func(
                     symbol, quantity, side, price, order_type)
 
+            broker_id = response.get('order_id', None)
+
             logger.info(
                 'Order placed successfully',
                 extra={
                     'response': response,
                     'symbol': symbol,
                     'quantity': quantity,
                     'side': side,
+                    'broker_id': broker_id,
                     'strategy': strategy})
 
             # Extract price if not given
@@ -423,6 +426,7 @@ async def _place_order_generic(
                 executed_price=price,
                 side=side,
                 status='open',
+                broker_id=broker_id,
                 timestamp=datetime.now(),
                 broker=self.broker_name,
                 strategy=strategy,

diff --git a/brokers/tastytrade_broker.py b/brokers/tastytrade_broker.py
@@ -244,6 +244,9 @@ async def _place_option_order(self, symbol, quantity, side, price=None, order_ty
             return {'filled_price': None}
 
         response = account.place_order(self.session, order, dry_run=False)
+        # TODO: refactor as part of introducing generic order method
+        if hasattr(response, 'order'):
+            return response.order
         return response
 
     async def _place_order(self, symbol, quantity, side, price=None, order_type='limit'):
@@ -317,7 +320,12 @@ async def _place_order(self, symbol, quantity, side, price=None, order_type='lim
                 else:
                     logger.info('Order likely still open', extra={
                                 'order_data': response, 'symbol': symbol, 'quantity': quantity, 'side': side, 'price': price, 'order_type': order_type})
-                return {'filled_price': price, 'order_id': getattr(response, 'id', 0)}
+                if hasattr(response, 'order'):
+                    return {'filled_price': price, 'order_id': response.order.id}
+                else:
+                    logger.error('Order placement failed', extra={'response': str(
+                        response), 'symbol': symbol, 'quantity': quantity, 'side': side, 'price': price, 'order_type': order_type})
+                    return response
 
         except Exception as e:
             logger.error('Failed to place order', extra={'error': str(e)})

diff --git a/brokers/tradier_broker.py b/brokers/tradier_broker.py
@@ -188,6 +188,7 @@ def _place_order(self, symbol, quantity, side, price=None, order_type='limit'):
             data = order_json or {}
             if data.get('filled_price') is None:
                 data['filled_price'] = price
+            data['order_id'] = order_id
             logger.info('Order execution complete', extra={'order_data': data})
             return data
         except Exception as e:

diff --git a/database/models.py b/database/models.py
@@ -9,6 +9,8 @@ class Trade(Base):
     __tablename__ = 'trades'
 
     id = Column(Integer, primary_key=True)
+    # TODO: make non-nullable
+    broker_id = Column(Integer, nullable=True)
     symbol = Column(String, nullable=False)
     quantity = Column(Integer, nullable=False)
     price = Column(Float, nullable=False)

diff --git a/order_manager/manager.py b/order_manager/manager.py
@@ -20,6 +20,7 @@ async def reconcile_orders(self, orders):
     async def reconcile_order(self, order):
         logger.info(f'Reconciling order {order.id}', extra={
             'order_id': order.id,
+            'broker_id': order.broker_id,
             'broker': order.broker,
             'symbol': order.symbol,
             'quantity': order.quantity,
@@ -43,7 +44,11 @@ async def reconcile_order(self, order):
 
         # If the order is not stale, reconcile it
         broker = self.brokers[order.broker]
-        filled = await broker.is_order_filled(order.id)
+        if order.broker_id is None:
+            # If the order has no broker_id, mark it as stale
+            logger.info(f'Marking order {order.id} as stale, missing broker_id', extra={'order_id': order.id})
+            await self.db_manager.update_trade_status(order.id, 'stale')
+        filled = await broker.is_order_filled(order.broker_id)
         if filled:
             try:
                 await self.db_manager.set_trade_filled(order.id)