Merge pull request #281 from pikers/trigger_finger

Trigger finger

piker/brokers/ib.py

@@ -20,6 +20,7 @@ Interactive Brokers API backend.
 Note the client runs under an ``asyncio`` loop (since ``ib_insync`` is
 built on it) and thus actor aware API calls must be spawned with
 ``infected_aio==True``.
+
 """
 from contextlib import asynccontextmanager as acm
 from dataclasses import asdict
@@ -547,10 +548,12 @@ class Client:
         # existing order so ask the client to create a new one (which it
         # seems to do by allocating an int counter - collision prone..)
         reqid: int = None,
-    ) -> int:
-        """Place an order and return integer request id provided by client.
 
-        """
+    ) -> int:
+        '''
+        Place an order and return integer request id provided by client.
+
+        '''
         try:
             contract = self._contracts[symbol]
         except KeyError:
@@ -1608,7 +1611,7 @@ async def handle_order_requests(
 
     global _accounts2clients
 
-    # request_msg: dict
+    request_msg: dict
     async for request_msg in ems_order_stream:
         log.info(f'Received order request {request_msg}')
 

piker/clearing/_ems.py

@@ -54,7 +54,8 @@ def mk_check(
     action: str,
 
 ) -> Callable[[float, float], bool]:
-    """Create a predicate for given ``exec_price`` based on last known
+    '''
+    Create a predicate for given ``exec_price`` based on last known
     price, ``known_last``.
 
     This is an automatic alert level thunk generator based on where the
@@ -62,7 +63,7 @@ def mk_check(
     interest is; pick an appropriate comparison operator based on
     avoiding the case where the a predicate returns true immediately.
 
-    """
+    '''
     # str compares:
     # https://stackoverflow.com/questions/46708708/compare-strings-in-numba-compiled-function
 
@@ -139,29 +140,32 @@ async def clear_dark_triggers(
     book: _DarkBook,
 
 ) -> None:
-    """Core dark order trigger loop.
+    '''
+    Core dark order trigger loop.
 
     Scan the (price) data feed and submit triggered orders
     to broker.
 
-    """
+    '''
-    # this stream may eventually contain multiple symbols
     # XXX: optimize this for speed!
+    # TODO:
+    # - numba all this!
+    # - this stream may eventually contain multiple symbols
     async for quotes in quote_stream:
-
-        # TODO: numba all this!
-
         # start = time.time()
         for sym, quote in quotes.items():
-
+            execs = book.orders.get(sym, {})
-            execs = book.orders.get(sym, None)
-            if execs is None:
-                continue
 
             for tick in iterticks(
                 quote,
                 # dark order price filter(s)
-                types=('ask', 'bid', 'trade', 'last')
+                types=(
+                    'ask',
+                    'bid',
+                    'trade',
+                    'last',
+                    # 'dark_trade',  # TODO: should allow via config?
+                )
             ):
                 price = tick.get('price')
                 ttype = tick['type']
@@ -178,7 +182,6 @@ async def clear_dark_triggers(
                 ) in (
                     tuple(execs.items())
                 ):
-
                     if (
                         not pred or
                         ttype not in tf or
@@ -290,7 +293,8 @@ class TradesRelay:
 
 
 class Router(BaseModel):
-    '''Order router which manages and tracks per-broker dark book,
+    '''
+    Order router which manages and tracks per-broker dark book,
     alerts, clearing and related data feed management.
 
     A singleton per ``emsd`` actor.
@@ -521,7 +525,8 @@ async def translate_and_relay_brokerd_events(
     router: Router,
 
 ) -> AsyncIterator[dict]:
-    '''Trades update loop - receive updates from ``brokerd`` trades
+    '''
+    Trades update loop - receive updates from ``brokerd`` trades
     endpoint, convert to EMS response msgs, transmit **only** to
     ordering client(s).
 

piker/clearing/_messages.py

@@ -155,8 +155,11 @@ class BrokerdOrder(BaseModel):
 
 
 class BrokerdOrderAck(BaseModel):
-    '''Immediate reponse to a brokerd order request providing
+    '''
-    the broker specifci unique order id.
+    Immediate reponse to a brokerd order request providing the broker
+    specific unique order id so that the EMS can associate this
+    (presumably differently formatted broker side ID) with our own
+    ``.oid`` (which is a uuid4).
 
     '''
     name: str = 'ack'
@@ -203,7 +206,8 @@ class BrokerdStatus(BaseModel):
 
 
 class BrokerdFill(BaseModel):
-    '''A single message indicating a "fill-details" event from the broker
+    '''
+    A single message indicating a "fill-details" event from the broker
     if avaiable.
 
     '''
@@ -227,9 +231,11 @@ class BrokerdFill(BaseModel):
 
 
 class BrokerdError(BaseModel):
-    '''Optional error type that can be relayed to emsd for error handling.
+    '''
+    Optional error type that can be relayed to emsd for error handling.
 
     This is still a TODO thing since we're not sure how to employ it yet.
+
     '''
     name: str = 'error'
     oid: str