From d6b7273e2156dd6c67acac356e421e5aba5c3a12 Mon Sep 17 00:00:00 2001
From: liampauling <paulingliam@gmail.com>
Date: Fri, 7 Jan 2022 08:24:52 +0000
Subject: [PATCH] POC for atomic transaction, currently not violating other
 orders #542

---
 flumine/execution/transaction.py | 13 +++++++++++--
 flumine/markets/market.py        |  9 +++++++--
 2 files changed, 18 insertions(+), 4 deletions(-)

diff --git a/flumine/execution/transaction.py b/flumine/execution/transaction.py
index 57f6f114..2ce6fabe 100644
--- a/flumine/execution/transaction.py
+++ b/flumine/execution/transaction.py
@@ -30,8 +30,11 @@ 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
@@ -39,6 +42,7 @@ def __init__(self, market, id_: int, async_place_orders: bool):
         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()
diff --git a/flumine/markets/market.py b/flumine/markets/market.py
index 949603ac..33767872 100644
--- a/flumine/markets/market.py
+++ b/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