pikers
/
piker
3
0
Fork 0
Code Issues 4 Pull Requests 6 Packages Projects Releases Wiki Activity

`ib`: drop pp mismatch err block, we already do it in audit routine

pre_overruns_ctxcancelled
Tyler Goodlet 2023-03-30 17:25:44 -04:00
parent b8d7c05d74
commit 1cc37673a4
1 changed files with 3 additions and 19 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

22
piker/brokers/ib/broker.py
View File

@ -683,23 +683,6 @@ async def trades_dialogue(
assert msg.account in accounts, ( assert msg.account in accounts, (
f'Position for unknown account: {msg.account}') f'Position for unknown account: {msg.account}')
ledger: dict = ledgers[acctid]
table: PpTable = tables[acctid]
pp: Position = table.pps.get(bs_mktid)
if (
not pp
or pp.size != msg.size
):
pp = table.pps[bs_mktid]
pairinfo = pp.symbol
if msg.size != pp.size:
log.error(
f'Pos size mismatch {pairinfo.fqsn}:\n'
f'ib: {msg.size}\n'
f'piker: {pp.size}\n'
)
# iterate all (newly) updated pps tables for every # iterate all (newly) updated pps tables for every
# client-account and build out position msgs to deliver to # client-account and build out position msgs to deliver to
# EMS. # EMS.
@ -802,13 +785,14 @@ async def emit_pp_update(
active, closed = table.dump_active() active, closed = table.dump_active()
# NOTE: update ledger with all new trades # NOTE: update ledger with all new trades
for acctid, trades_by_id in api_to_ledger_entries.items(): for fq_acctid, trades_by_id in api_to_ledger_entries.items():
acctid = fq_acctid.strip('ib.')
ledger = ledgers[acctid] ledger = ledgers[acctid]
for tid, tdict in trades_by_id.items(): for tid, tdict in trades_by_id.items():
# NOTE: don't override flex/previous entries with new API # NOTE: don't override flex/previous entries with new API
# ones, just update with new fields! # ones, just update with new fields!
ledger.setdefaults(tid, {}).update(tdict) ledger.setdefault(tid, {}).update(tdict)
# generate pp msgs and cross check with ib's positions data, relay # generate pp msgs and cross check with ib's positions data, relay
# re-formatted pps as msgs to the ems. # re-formatted pps as msgs to the ems.