hook callback back in to risk

aat/callback.py

@@ -40,6 +40,9 @@ def onExit(self):
 
     def onAnalyze(self, engine):
         '''onAnalyze'''
+        if not engine:
+            return
+
         import pandas
         import numpy as np
         import matplotlib

aat/exchanges/gemini.py

@@ -88,5 +88,6 @@ async def get_data_sub_pair(ws, sub=None):
                             self.callback(res.type, res)
             else:
                 event = json.loads(val[0].data)
+                print(event)
                 if event.get('type', 'subscription_ack') in ('subscription_ack', 'heartbeat'):
                     continue

aat/order_entry.py

@@ -164,8 +164,7 @@ def sell(self, req: TradeRequest) -> TradeResponse:
         return resp
 
     def cancel(self, resp: TradeResponse):
-        params = tradereq_to_ccxt_order(resp)
-        self.oe_client().cancel_order(**params)
+        self.oe_client().cancel_order(resp.order_id)
 
     def cancelAll(self, order_ids: List[str] = None):
         if order_ids:

aat/query.py

@@ -42,6 +42,8 @@ def __init__(self,
         self._trade_resps_by_instrument = {}
 
         self._strats = []
+        self._risk = risk
+        self._execution = execution
 
     def registerStrategy(self, strat: TradingStrategy):
         self._strats.append(strat)  # add to tickables
@@ -134,6 +136,7 @@ def onTrade(self, data: MarketData) -> None:
             resp.remaining = data.remaining
             for strat in self._strats:
                 strat.onFill(resp)
+            self._risk.update(resp)
 
         if data.order_id in self._pending.keys() and data.remaining <= 0:
             del self._pending[data.order_id]

aat/risk.py

@@ -108,6 +108,6 @@ def requestSell(self, req: TradeRequest):
         '''precheck for risk compliance'''
         return self.request(req)
 
-    def update(self, data: TradeResponse):
+    def update(self, resp: TradeResponse):
         '''update risk after execution'''
-        pass
+        log.critical('NOT IMPLEMENTED')