From 29b73b41fb8637afecb5ab88b434a4f506a1285d Mon Sep 17 00:00:00 2001 From: Tyler Goodlet Date: Wed, 31 Mar 2021 14:20:37 -0400 Subject: [PATCH] Slight rename; fix predicate is None bug --- piker/clearing/_ems.py | 10 +++++----- 1 file changed, 5 insertions(+), 5 deletions(-) diff --git a/piker/clearing/_ems.py b/piker/clearing/_ems.py index ed9a2102..5880dd50 100644 --- a/piker/clearing/_ems.py +++ b/piker/clearing/_ems.py @@ -72,7 +72,7 @@ def mk_check( return check_lt else: - return None, None + return None @dataclass @@ -511,7 +511,6 @@ async def process_order_cmds( exec_mode = cmd['exec_mode'] broker = brokers[0] - last = dark_book.lasts[(broker, sym)] if exec_mode == 'live' and action in ('buy', 'sell',): @@ -556,9 +555,10 @@ async def process_order_cmds( # price received from the feed, instead of being # like every other shitty tina platform that makes # the user choose the predicate operator. + last = dark_book.lasts[(broker, sym)] pred = mk_check(trigger_price, last, action) - tick_slap: float = 5 + spread_slap: float = 5 min_tick = feed.symbols[sym].tick_size if action == 'buy': @@ -568,12 +568,12 @@ async def process_order_cmds( # TODO: we probably need to scale this based # on some near term historical spread # measure? - abs_diff_away = tick_slap * min_tick + abs_diff_away = spread_slap * min_tick elif action == 'sell': tickfilter = ('bid', 'last', 'trade') percent_away = -0.005 - abs_diff_away = -tick_slap * min_tick + abs_diff_away = -spread_slap * min_tick else: # alert tickfilter = ('trade', 'utrade', 'last')