POC for atomic transaction, currently not violating other orders

#542

flumine/execution/transaction.py

@@ -30,15 +30,19 @@ class Transaction:
             t.place_order(order)  # both executed on transaction __exit__
     """
 
-    def __init__(self, market, id_: int, async_place_orders: bool):
+    def __init__(
+        self, market, id_: int, async_place_orders: bool, atomic: bool = False
+    ):
         self.market = market
+        self.atomic = atomic
         self._id = id_  # unique per market only
         self._async_place_orders = async_place_orders
         self._pending_orders = False
         self._pending_place = []  # list of (<Order>, market_version)
         self._pending_cancel = []  # list of (<Order>, None)
         self._pending_update = []  # list of (<Order>, None)
         self._pending_replace = []  # list of (<Order>, market_version)
+        self._control_error = False
 
     def place_order(
         self,
@@ -169,6 +173,7 @@ def _validate_controls(self, order, package_type: OrderPackageType) -> bool:
             for control in self.market.flumine.client.trading_controls:
                 control(order, package_type)
         except ControlError:
+            self._control_error = True
             return False
         else:
             return True
@@ -200,8 +205,12 @@ def _create_order_package(
         return packages
 
     def __enter__(self):
+        self._control_error = False  # reset
         return self
 
     def __exit__(self, exc_type, exc_val, exc_tb):
         if self._pending_orders:
-            self.execute()
+            if self.atomic and self._control_error:
+                logger.error("Transaction not executed due to control exception")
+            else:
+                self.execute()

flumine/markets/market.py

@@ -62,12 +62,17 @@ def close_market(self) -> None:
             extra=self.info,
         )
 
-    def transaction(self, async_place_orders: bool = None) -> Transaction:
+    def transaction(
+        self, async_place_orders: bool = None, atomic: bool = False
+    ) -> Transaction:
         if async_place_orders is None:
             async_place_orders = config.async_place_orders
         self._transaction_id += 1
         return Transaction(
-            self, id_=self._transaction_id, async_place_orders=async_place_orders
+            self,
+            id_=self._transaction_id,
+            async_place_orders=async_place_orders,
+            atomic=atomic,
         )
 
     # order