Listening for Alpaca order updates

martingale.py

conn = tradeapi.StreamConn(
    self.key_id,
    self.secret_key,
    self.base_url
)

# Listen for updates to our orders
@conn.on(r'trade_updates')
async def handle_trade(conn, channel, data):
    symbol = data.order['symbol']
    if symbol != self.symbol:
        # The order was for a position unrelated to this script
        return

    event_type = data.event
    qty = int(data.order['filled_qty'])
    side = data.order['side']
    oid = data.order['id']

    if event_type == 'fill' or event_type == 'partial_fill':
        # Our position size has changed
        self.position = int(data.position_qty)
        print(f'New position size due to order fill: {self.position}')
        if (event_type == 'fill' and self.current_order
            and self.current_order.id == oid):
            self.current_order = None
    elif event_type == 'rejected' or event_type == 'canceled':
        if self.current_order and self.current_order.id == oid:
            # Our last order should be removed
            self.current_order = None
    elif event_type != 'new':
        print(f'Unexpected order event type {event_type} received')
        
conn.run(['trade_updates'])