refactor get_positions into get_trades, and refactor pack_position with postion calc logic

piker/brokers/kraken.py

@@ -265,15 +265,14 @@ class Client:
         data['nonce'] = str(int(1000*time.time()))
         return await self._private(method, data, uri_path)
 
-    async def get_positions(
+    async def get_trades(
         self,
         data: Dict[str, Any] = {}
-    ) -> (Dict[str, Any], Dict[str, Any]):
+    ) -> Dict[str, Any]:
         data['ofs'] = 0
-        positions = {}
-        vols = {}
         # Grab all trade history
         # https://docs.kraken.com/rest/#operation/getTradeHistory
+        # Kraken uses 'ofs' to refer to the offset
         while True:
             resp = await self.endpoint('TradesHistory', data)
             # grab the first 50 trades
@@ -298,31 +297,7 @@ class Client:
         # make sure you grabbed all the trades
         assert count == len(trades.values())
 
-        # positions
+        return trades
-        # TODO: Make sure to add option to include fees in positions calc
-        for trade in trades.values():
-            sign = -1 if trade['type'] == 'sell' else 1
-            # This catch is for populating the dict with new values
-            # as the plus assigment will fail if there no value
-            # tied to the key
-            try:
-                positions[trade['pair']] += sign * float(trade['cost'])
-                vols[trade['pair']] += sign * float(trade['vol'])
-            except KeyError:
-                positions[trade['pair']] = sign * float(trade['cost'])
-                vols[trade['pair']] = sign * float(trade['vol'])
-        # This cycles through the summed trades of an asset and then
-        # normalizes the price with the current volume of the asset
-        # you are holding. If you have no more of the asset, the balance
-        # is 0, then it sets the position to 0.
-        for pair in positions.keys():
-            asset_balance = vols[pair]
-            if asset_balance == 0:
-                positions[pair] = 0
-            else:
-                positions[pair] /= asset_balance
-
-        return positions, vols
 
     async def submit_limit(
         self,
@@ -488,21 +463,49 @@ async def get_client() -> Client:
     yield client
 
 
-def pack_position(
+def pack_positions(
     acc: str,
-    symkey: str,
+    trades: dict
-    pos: float,
+) -> list[Any]:
-    vol: float
+    positions: dict[str, float] = {}
-) -> dict[str, Any]:
+    vols: dict[str, float] = {}
+    costs: dict[str, float] = {}
+    position_msgs: list[Any] = []
 
-    return BrokerdPosition(
+    for trade in trades.values():
-        broker='kraken',
+        sign = -1 if trade['type'] == 'sell' else 1
-        account=acc,
+        # This catch is for populating the dict with new values
-        symbol=symkey,
+        # as the plus assigment will fail if there no value
-        currency=symkey[-3:],
+        # tied to the key
-        size=float(vol),
+        pair = trade['pair']
-        avg_price=float(pos),
+        vol = float(trade['vol'])
-    )
+        # This is for the initial addition of a pair so the 
+        # += operation does not fail.
+        vols[pair] = vols.setdefault(pair, 0)
+        costs[pair] = costs.setdefault(pair, 0)
+        positions[pair] = positions.setdefault(pair, 0)
+        vols[pair] += sign * vol
+        costs[pair] += sign * float(trade['cost'])
+        if vols[pair] != 0:
+            positions[pair] = costs[pair] / vols[pair]
+        else:
+            positions[pair] = 0
+
+    for ticker, pos in positions.items():
+        norm_sym = normalize_symbol(ticker)
+        vol = float(vols[ticker])
+        if vol != 0:
+            msg = BrokerdPosition(
+                broker='kraken',
+                account=acc,
+                symbol=norm_sym,
+                currency=norm_sym[-3:],
+                size=vol,
+                avg_price=float(pos),
+            )
+            position_msgs.append(msg.dict())
+
+    return position_msgs
 
 
 def normalize_symbol(
@@ -667,8 +670,6 @@ async def trades_dialogue(
     # XXX: required to propagate ``tractor`` loglevel to piker logging
     get_console_log(loglevel or tractor.current_actor().loglevel)
 
-    # Generate
-
     @asynccontextmanager
     async def subscribe(ws: wsproto.WSConnection, token: str):
         # XXX: setup subs
@@ -699,17 +700,11 @@ async def trades_dialogue(
     # Authenticated block
     async with get_client() as client:
         acc_name = 'kraken.' + client._name
-        positions, vols = await client.get_positions()
+        trades = await client.get_trades()
 
-        all_positions = []
+        position_msgs = pack_positions(acc_name, trades)
 
-        for ticker, pos in positions.items():
+        await ctx.started((position_msgs, (acc_name,)))
-            norm_sym = normalize_symbol(ticker)
-            if float(vols[ticker]) != 0:
-                msg = pack_position(acc_name, norm_sym, pos, vols[ticker])
-                all_positions.append(msg.dict())
-
-        await ctx.started((all_positions, (acc_name,)))
 
         # Get websocket token for authenticated data stream
         # Assert that a token was actually received