def test_order_update_to_betfair(betting_instrument):
result = order_update_to_betfair(
command=BetfairTestStubs.update_order_command(),
side=OrderSide.BUY,
venue_order_id=VenueOrderId("1"),
instrument=betting_instrument,
)
expected = {
"market_id": "1.179082386",
"customer_ref": result["customer_ref"],
"instructions": [{"betId": "1", "newPrice": 1.35}],
}
assert result == expected
async def test_replace_orders_single(self):
instrument = BetfairTestStubs.betting_instrument()
update_order_command = BetfairTestStubs.modify_order_command(
instrument_id=instrument.id,
client_order_id=ClientOrderId("1628717246480-1.186260932-rpl-0"),
)
replace_order = order_update_to_betfair(
command=update_order_command,
venue_order_id=VenueOrderId("240718603398"),
side=OrderSide.BUY,
instrument=instrument,
)
with mock_client_request(response=BetfairResponses.
betting_replace_orders_success()) as req:
resp = await self.client.replace_orders(**replace_order)
assert resp
expected = BetfairRequests.betting_replace_order()
result = req.call_args.kwargs["json"]
assert result == expected
async def _modify_order(self, command: ModifyOrder) -> None:
self._log.debug(f"Received modify_order {command}")
client_order_id: ClientOrderId = command.client_order_id
instrument = self._cache.instrument(command.instrument_id)
PyCondition.not_none(instrument, "instrument")
existing_order = self._cache.order(client_order_id) # type: Order
self.generate_order_pending_update(
strategy_id=command.strategy_id,
instrument_id=command.instrument_id,
client_order_id=command.client_order_id,
venue_order_id=command.venue_order_id,
ts_event=self._clock.timestamp_ns(),
)
if existing_order is None:
self._log.warning(
f"Attempting to update order that does not exist in the cache: {command}"
)
self.generate_order_modify_rejected(
strategy_id=command.strategy_id,
instrument_id=command.instrument_id,
client_order_id=client_order_id,
venue_order_id=command.venue_order_id,
reason="ORDER NOT IN CACHE",
ts_event=self._clock.timestamp_ns(),
)
return
if existing_order.venue_order_id is None:
self._log.warning(f"Order found does not have `id` set: {existing_order}")
PyCondition.not_none(command.strategy_id, "command.strategy_id")
PyCondition.not_none(command.instrument_id, "command.instrument_id")
PyCondition.not_none(client_order_id, "client_order_id")
self.generate_order_modify_rejected(
strategy_id=command.strategy_id,
instrument_id=command.instrument_id,
client_order_id=client_order_id,
venue_order_id=VenueOrderId("-1"),
reason="ORDER MISSING VENUE_ORDER_ID",
ts_event=self._clock.timestamp_ns(),
)
return
# Send order to client
kw = order_update_to_betfair(
command=command,
venue_order_id=existing_order.venue_order_id,
side=existing_order.side,
instrument=instrument,
)
self.pending_update_order_client_ids.add(
(command.client_order_id, existing_order.venue_order_id)
)
try:
result = await self._client.replace_orders(**kw)
except Exception as exc:
if isinstance(exc, BetfairAPIError):
await self.on_api_exception(exc=exc)
self._log.warning(f"Modify failed: {exc}")
self.generate_order_modify_rejected(
strategy_id=command.strategy_id,
instrument_id=command.instrument_id,
client_order_id=command.client_order_id,
venue_order_id=existing_order.venue_order_id,
reason="client error",
ts_event=self._clock.timestamp_ns(),
)
return
self._log.debug(f"result={result}")
for report in result["instructionReports"]:
if report["status"] == "FAILURE":
reason = f"{result['errorCode']}: {report['errorCode']}"
self._log.warning(f"replace failed - {reason}")
self.generate_order_rejected(
strategy_id=command.strategy_id,
instrument_id=command.instrument_id,
client_order_id=command.client_order_id,
reason=reason,
ts_event=self._clock.timestamp_ns(),
)
return
# Check the venue_order_id that has been deleted currently exists on our order
deleted_bet_id = report["cancelInstructionReport"]["instruction"]["betId"]
self._log.debug(f"{existing_order}, {deleted_bet_id}")
assert existing_order.venue_order_id == VenueOrderId(deleted_bet_id)
update_instruction = report["placeInstructionReport"]
venue_order_id = VenueOrderId(update_instruction["betId"])
self.venue_order_id_to_client_order_id[venue_order_id] = client_order_id
self.generate_order_updated(
strategy_id=command.strategy_id,
instrument_id=command.instrument_id,
client_order_id=client_order_id,
venue_order_id=VenueOrderId(update_instruction["betId"]),
quantity=Quantity(
update_instruction["instruction"]["limitOrder"]["size"], precision=4
),
price=price_to_probability(
str(update_instruction["instruction"]["limitOrder"]["price"])
),
trigger=None, # Not applicable for Betfair
ts_event=self._clock.timestamp_ns(),
venue_order_id_modified=True,
)