Async enter/open the symcache in paper engine
Since we don't want to be doing a `trio.run()` from async code (being already in the `tractor` runtime and all); for now just put a top level block wrapping async enter until we figure out to embed it (likely) inside `open_account()` and pass the ref to `open_trade_ledger()`.account_tests
Tyler Goodlet
parent
108e8c7082
commit
06c581bfab
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@ -49,9 +49,10 @@ from ..accounting import (
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Transaction,
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TransactionLedger,
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open_trade_ledger,
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open_pps,
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open_account,
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)
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from ..data import iterticks
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from ..data._symcache import open_symcache
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from ..accounting import unpack_fqme
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from ._util import (
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log, # sub-sys logger
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@ -541,141 +542,146 @@ async def open_trade_dialog(
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# enable piker.clearing console log for *this* subactor
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get_console_log(loglevel)
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acnt: Account
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ledger: TransactionLedger
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with (
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open_pps(
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broker,
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'paper',
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write_on_exit=True,
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) as acnt,
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async with open_symcache(get_brokermod(broker)) as symcache:
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acnt: Account
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ledger: TransactionLedger
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with (
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open_trade_ledger(
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broker,
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'paper',
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) as ledger
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):
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# NOTE: retreive market(pair) info from the backend broker
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# since ledger entries (in their backend native format) often
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# don't contain necessary market info per trade record entry..
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# - if no fqme was passed in, we presume we're running in
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# "ledger-sync-only mode" and thus we load mkt info for
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# each symbol found in the ledger to a acnt table manually.
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# TODO: probably do the symcache and ledger loading
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# implicitly behind this? Deliver an account, and ledger
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# pair or make the ledger an attr of the account?
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open_account(
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broker,
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'paper',
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write_on_exit=True,
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) as acnt,
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# TODO: how to process ledger info from backends?
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# - should we be rolling our own actor-cached version of these
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# client API refs or using portal IPC to send requests to the
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# existing brokerd daemon?
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# - alternatively we can possibly expect and use
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# a `.broker.norm_trade_records()` ep?
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brokermod = get_brokermod(broker)
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gmi = getattr(brokermod, 'get_mkt_info', None)
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open_trade_ledger(
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broker,
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'paper',
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symcache=symcache,
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) as ledger
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):
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# NOTE: retreive market(pair) info from the backend broker
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# since ledger entries (in their backend native format) often
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# don't contain necessary market info per trade record entry..
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# - if no fqme was passed in, we presume we're running in
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# "ledger-sync-only mode" and thus we load mkt info for
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# each symbol found in the ledger to a acnt table manually.
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# update all transactions with mkt info before
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# loading any pps
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mkt_by_fqme: dict[str, MktPair] = {}
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if fqme:
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bs_fqme, _, broker = fqme.rpartition('.')
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mkt, pair = await brokermod.get_mkt_info(bs_fqme)
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mkt_by_fqme[mkt.fqme] = mkt
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# TODO: how to process ledger info from backends?
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# - should we be rolling our own actor-cached version of these
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# client API refs or using portal IPC to send requests to the
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# existing brokerd daemon?
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# - alternatively we can possibly expect and use
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# a `.broker.norm_trade_records()` ep?
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brokermod = get_brokermod(broker)
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gmi = getattr(brokermod, 'get_mkt_info', None)
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# for each sym in the ledger load it's `MktPair` info
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for tid, txdict in ledger.data.items():
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l_fqme: str = txdict.get('fqme') or txdict['fqsn']
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# update all transactions with mkt info before
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# loading any pps
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mkt_by_fqme: dict[str, MktPair] = {}
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if fqme:
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bs_fqme, _, broker = fqme.rpartition('.')
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mkt, pair = await brokermod.get_mkt_info(bs_fqme)
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mkt_by_fqme[mkt.fqme] = mkt
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if (
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gmi
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and l_fqme not in mkt_by_fqme
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):
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mkt, pair = await gmi(
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l_fqme.rstrip(f'.{broker}'),
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)
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mkt_by_fqme[l_fqme] = mkt
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# for each sym in the ledger load it's `MktPair` info
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for tid, txdict in ledger.data.items():
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l_fqme: str = txdict.get('fqme') or txdict['fqsn']
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# if an ``fqme: str`` input was provided we only
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# need a ``MktPair`` for that one market, since we're
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# running in real simulated-clearing mode, not just ledger
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# syncing.
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if (
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fqme is not None
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and fqme in mkt_by_fqme
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):
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break
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if (
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gmi
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and l_fqme not in mkt_by_fqme
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):
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mkt, pair = await gmi(
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l_fqme.rstrip(f'.{broker}'),
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)
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mkt_by_fqme[l_fqme] = mkt
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# update pos table from ledger history and provide a ``MktPair``
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# lookup for internal position accounting calcs.
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acnt.update_from_ledger(ledger)
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# if an ``fqme: str`` input was provided we only
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# need a ``MktPair`` for that one market, since we're
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# running in real simulated-clearing mode, not just ledger
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# syncing.
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if (
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fqme is not None
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and fqme in mkt_by_fqme
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):
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break
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pp_msgs: list[BrokerdPosition] = []
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pos: Position
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token: str # f'{symbol}.{self.broker}'
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for token, pos in acnt.pps.items():
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pp_msgs.append(BrokerdPosition(
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broker=broker,
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account='paper',
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symbol=pos.mkt.fqme,
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size=pos.size,
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avg_price=pos.ppu,
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# update pos table from ledger history and provide a ``MktPair``
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# lookup for internal position accounting calcs.
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acnt.update_from_ledger(ledger)
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pp_msgs: list[BrokerdPosition] = []
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pos: Position
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token: str # f'{symbol}.{self.broker}'
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for token, pos in acnt.pps.items():
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pp_msgs.append(BrokerdPosition(
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broker=broker,
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account='paper',
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symbol=pos.mkt.fqme,
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size=pos.size,
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avg_price=pos.ppu,
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))
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await ctx.started((
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pp_msgs,
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['paper'],
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))
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await ctx.started((
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pp_msgs,
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['paper'],
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))
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# write new positions state in case ledger was
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# newer then that tracked in pps.toml
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acnt.write_config()
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# write new positions state in case ledger was
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# newer then that tracked in pps.toml
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acnt.write_config()
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# exit early since no fqme was passed,
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# normally this case is just to load
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# positions "offline".
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if fqme is None:
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log.warning(
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'Paper engine only running in position delivery mode!\n'
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'NO SIMULATED CLEARING LOOP IS ACTIVE!'
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)
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await trio.sleep_forever()
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return
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async with (
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data.open_feed(
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[fqme],
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loglevel=loglevel,
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) as feed,
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):
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# sanity check all the mkt infos
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for fqme, flume in feed.flumes.items():
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mkt = mkt_by_fqme[fqme]
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print(mkt - flume.mkt)
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assert mkt == flume.mkt
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# exit early since no fqme was passed,
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# normally this case is just to load
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# positions "offline".
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if fqme is None:
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log.warning(
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'Paper engine only running in position delivery mode!\n'
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'NO SIMULATED CLEARING LOOP IS ACTIVE!'
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)
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await trio.sleep_forever()
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return
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async with (
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ctx.open_stream() as ems_stream,
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trio.open_nursery() as n,
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data.open_feed(
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[fqme],
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loglevel=loglevel,
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) as feed,
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):
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client = PaperBoi(
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broker=broker,
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ems_trades_stream=ems_stream,
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acnt=acnt,
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ledger=ledger,
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# sanity check all the mkt infos
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for fqme, flume in feed.flumes.items():
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mkt = mkt_by_fqme[fqme]
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assert mkt == flume.mkt
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_buys=_buys,
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_sells=_sells,
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_reqids=_reqids,
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async with (
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ctx.open_stream() as ems_stream,
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trio.open_nursery() as n,
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):
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client = PaperBoi(
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broker=broker,
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ems_trades_stream=ems_stream,
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acnt=acnt,
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ledger=ledger,
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_mkts=mkt_by_fqme,
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_buys=_buys,
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_sells=_sells,
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_reqids=_reqids,
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)
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_mkts=mkt_by_fqme,
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n.start_soon(
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handle_order_requests,
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client,
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ems_stream,
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)
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)
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# paper engine simulator clearing task
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await simulate_fills(feed.streams[broker], client)
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n.start_soon(
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handle_order_requests,
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client,
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ems_stream,
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)
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# paper engine simulator clearing task
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await simulate_fills(feed.streams[broker], client)
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@acm
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Loading…
Reference in New Issue