Merge pull request #1214 from tgibson11/missing-data-6

Replace fill_exceeds_trade named_object with exception

syscore/constants.py

@@ -9,7 +9,6 @@ def __repr__(self):
         return self._name
 
 
-fill_exceeds_trade = named_object("fill too big for trade")
 arg_not_supplied = named_object("arg not supplied")
 user_exit = named_object("exit")
 

syscore/exceptions.py

@@ -23,6 +23,10 @@ class marketClosed(Exception):
     pass
 
 
+class fillExceedsTrade(Exception):
+    pass
+
+
 class existingData(Exception):
     pass
 

sysexecution/order_stacks/broker_order_stack.py

@@ -1,6 +1,5 @@
 import datetime
 
-from syscore.constants import fill_exceeds_trade
 from sysexecution.orders.named_order_objects import missing_order
 from sysexecution.order_stacks.order_stack import orderStackData
 from sysexecution.orders.broker_orders import brokerOrder
@@ -16,11 +15,9 @@ def add_execution_details_from_matched_broker_order(
         self, broker_order_id: int, matched_broker_order: brokerOrder
     ):
         db_broker_order = self.get_order_with_id_from_stack(broker_order_id)
-        result = db_broker_order.add_execution_details_from_matched_broker_order(
+        db_broker_order.add_execution_details_from_matched_broker_order(
             matched_broker_order
         )
-        if result is fill_exceeds_trade:
-            return fill_exceeds_trade
 
         self._change_order_on_stack(broker_order_id, db_broker_order)
 

sysexecution/orders/broker_orders.py

@@ -1,5 +1,6 @@
 import datetime
 
+from syscore.exceptions import fillExceedsTrade
 from sysexecution.orders.named_order_objects import (
     missing_order,
     no_order_id,
@@ -26,7 +27,7 @@
     if_empty_string_return_object,
     if_object_matches_return_empty_string,
 )
-from syscore.constants import fill_exceeds_trade, success
+from syscore.constants import success
 
 
 class brokerOrderType(orderType):
@@ -355,7 +356,7 @@ def add_execution_details_from_matched_broker_order(self, matched_broker_order):
             matched_broker_order.fill
         )
         if not fill_qty_okay:
-            return fill_exceeds_trade
+            raise fillExceedsTrade
         self.fill_order(
             matched_broker_order.fill,
             filled_price=matched_broker_order.filled_price,

sysexecution/stack_handler/fills.py

@@ -1,6 +1,6 @@
 import datetime
 import numpy as np
-from syscore.constants import fill_exceeds_trade
+from syscore.exceptions import fillExceedsTrade
 from sysexecution.orders.named_order_objects import (
     missing_order,
     no_order_id,
@@ -79,12 +79,12 @@ def apply_broker_order_fills_to_database(
             data_broker.calculate_total_commission_for_broker_order(broker_order)
         )
 
-        # This will add commissions, fills, etc
-        result = self.broker_stack.add_execution_details_from_matched_broker_order(
-            broker_order_id, broker_order_with_commissions
-        )
-
-        if result is fill_exceeds_trade:
+        try:
+            # This will add commissions, fills, etc
+            self.broker_stack.add_execution_details_from_matched_broker_order(
+                broker_order_id, broker_order_with_commissions
+            )
+        except fillExceedsTrade:
             self.log.warning(
                 "Fill for exceeds trade for %s, ignoring fill... (hopefully will go away)"
                 % (broker_order)