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Dark order and alert persistence #463

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algorandpa opened this issue Feb 16, 2023 · 2 comments
Open
4 tasks

Dark order and alert persistence #463

algorandpa opened this issue Feb 16, 2023 · 2 comments
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accounting prolly positioning: the accounting of "what/when (is) owned" clearing auction and mm tech: EMS, OMS, algo-trading feature-request New feature or request ledger trade, accounts and other user focal event history tracking, management and storage

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@algorandpa
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algorandpa commented Feb 16, 2023

We should be able to submit a dark order and/or alert that does not clear, stop and start pikerd, ensure order is both serialized to a local db (likely file system) on pikerd shutdown and reloaded and re-registered in emsd state and the dark clearing loop on restart.


Design and impl ToDo:

  • implement functionality to persist dark-orders by serializing Order into a toml style format much like how we currently store positions and trade ledgers.
  • add an api to both read and write Order structs to the filesystem as well as startup/teardown code inside the emsd actor to sync the clearing engine state with any offline stored entries

Testing ToDo:

  • tests to verify submitted-non-cleared darks and alerts are written to file after ems shutdown
  • tests to verify dark order / alert state on reboot of emsd all via client APIs
@goodboy goodboy added feature-request New feature or request clearing auction and mm tech: EMS, OMS, algo-trading ledger trade, accounts and other user focal event history tracking, management and storage accounting prolly positioning: the accounting of "what/when (is) owned" labels Feb 16, 2023
@goodboy
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goodboy commented Feb 21, 2023

@algorandpa probably the stuff proposed in terms of better TOML infra / libs in #345 is worth linking here.

@goodboy goodboy changed the title Ensure dark order persistence between sessions Dark order persistence Feb 21, 2023
@goodboy goodboy changed the title Dark order persistence Dark order and alert persistence Feb 21, 2023
@goodboy
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goodboy commented May 25, 2023

Oh, also the same idea / storage format should likely be applied for reloading "live paper" limits that were submitted but should get reloaded after the paper engine has gone through a full power cycle 😂

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Labels
accounting prolly positioning: the accounting of "what/when (is) owned" clearing auction and mm tech: EMS, OMS, algo-trading feature-request New feature or request ledger trade, accounts and other user focal event history tracking, management and storage
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