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Slight rename; fix predicate is None bug

cached_feeds
Tyler Goodlet 2021-03-31 14:20:37 -04:00
parent 24bda8636e
commit 29b73b41fb
1 changed files with 5 additions and 5 deletions
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10
piker/clearing/_ems.py
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@ -72,7 +72,7 @@ def mk_check(
return check_lt return check_lt
else: else:
return None, None return None
@dataclass @dataclass
@ -511,7 +511,6 @@ async def process_order_cmds(
exec_mode = cmd['exec_mode'] exec_mode = cmd['exec_mode']
broker = brokers[0] broker = brokers[0]
last = dark_book.lasts[(broker, sym)]
if exec_mode == 'live' and action in ('buy', 'sell',): 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 # price received from the feed, instead of being
# like every other shitty tina platform that makes # like every other shitty tina platform that makes
# the user choose the predicate operator. # the user choose the predicate operator.
last = dark_book.lasts[(broker, sym)]
pred = mk_check(trigger_price, last, action) pred = mk_check(trigger_price, last, action)
tick_slap: float = 5 spread_slap: float = 5
min_tick = feed.symbols[sym].tick_size min_tick = feed.symbols[sym].tick_size
if action == 'buy': if action == 'buy':
@ -568,12 +568,12 @@ async def process_order_cmds(
# TODO: we probably need to scale this based # TODO: we probably need to scale this based
# on some near term historical spread # on some near term historical spread
# measure? # measure?
abs_diff_away = tick_slap * min_tick abs_diff_away = spread_slap * min_tick
elif action == 'sell': elif action == 'sell':
tickfilter = ('bid', 'last', 'trade') tickfilter = ('bid', 'last', 'trade')
percent_away = -0.005 percent_away = -0.005
abs_diff_away = -tick_slap * min_tick abs_diff_away = -spread_slap * min_tick
else: # alert else: # alert
tickfilter = ('trade', 'utrade', 'last') tickfilter = ('trade', 'utrade', 'last')