Rename `fqsn` -> `fqme` in paper engine

pre_overruns_ctxcancelled
Tyler Goodlet 2023-03-22 08:23:01 -04:00
parent f7f2d1247b
commit 2a1d485cd1
1 changed files with 14 additions and 14 deletions

View File

@ -46,7 +46,7 @@ from ..accounting import (
open_pps, open_pps,
) )
from ..data._normalize import iterticks from ..data._normalize import iterticks
from ..data._source import unpack_fqsn from ..accounting._mktinfo import unpack_fqme
from ..log import get_logger from ..log import get_logger
from ._messages import ( from ._messages import (
BrokerdCancel, BrokerdCancel,
@ -195,7 +195,7 @@ class PaperBoi(Struct):
async def fake_fill( async def fake_fill(
self, self,
fqsn: str, fqme: str,
price: float, price: float,
size: float, size: float,
action: str, # one of {'buy', 'sell'} action: str, # one of {'buy', 'sell'}
@ -249,10 +249,10 @@ class PaperBoi(Struct):
await self.ems_trades_stream.send(msg) await self.ems_trades_stream.send(msg)
# lookup any existing position # lookup any existing position
key = fqsn.rstrip(f'.{self.broker}') key = fqme.rstrip(f'.{self.broker}')
t = Transaction( t = Transaction(
fqsn=fqsn, fqsn=fqme,
sym=self._syms[fqsn], sym=self._syms[fqme],
tid=oid, tid=oid,
size=size, size=size,
price=price, price=price,
@ -275,7 +275,7 @@ class PaperBoi(Struct):
pp_msg = BrokerdPosition( pp_msg = BrokerdPosition(
broker=self.broker, broker=self.broker,
account='paper', account='paper',
symbol=fqsn, symbol=fqme,
# TODO: we need to look up the asset currency from # TODO: we need to look up the asset currency from
# broker info. i guess for crypto this can be # broker info. i guess for crypto this can be
# inferred from the pair? # inferred from the pair?
@ -419,7 +419,7 @@ async def simulate_fills(
# clearing price would have filled entirely # clearing price would have filled entirely
await client.fake_fill( await client.fake_fill(
fqsn=sym, fqme=sym,
# todo slippage to determine fill price # todo slippage to determine fill price
price=tick_price, price=tick_price,
size=size, size=size,
@ -518,7 +518,7 @@ async def trades_dialogue(
ctx: tractor.Context, ctx: tractor.Context,
broker: str, broker: str,
fqsn: str, fqme: str,
loglevel: str = None, loglevel: str = None,
) -> None: ) -> None:
@ -527,7 +527,7 @@ async def trades_dialogue(
async with ( async with (
data.open_feed( data.open_feed(
[fqsn], [fqme],
loglevel=loglevel, loglevel=loglevel,
) as feed, ) as feed,
@ -571,8 +571,8 @@ async def trades_dialogue(
# TODO: load postions from ledger file # TODO: load postions from ledger file
_trade_ledger={}, _trade_ledger={},
_syms={ _syms={
fqsn: flume.symbol fqme: flume.symbol
for fqsn, flume in feed.flumes.items() for fqme, flume in feed.flumes.items()
} }
) )
@ -588,7 +588,7 @@ async def trades_dialogue(
@asynccontextmanager @asynccontextmanager
async def open_paperboi( async def open_paperboi(
fqsn: str, fqme: str,
loglevel: str, loglevel: str,
) -> Callable: ) -> Callable:
@ -597,7 +597,7 @@ async def open_paperboi(
its context. its context.
''' '''
broker, symbol, expiry = unpack_fqsn(fqsn) broker, symbol, expiry = unpack_fqme(fqme)
service_name = f'paperboi.{broker}' service_name = f'paperboi.{broker}'
async with ( async with (
@ -617,7 +617,7 @@ async def open_paperboi(
async with portal.open_context( async with portal.open_context(
trades_dialogue, trades_dialogue,
broker=broker, broker=broker,
fqsn=fqsn, fqme=fqme,
loglevel=loglevel, loglevel=loglevel,
) as (ctx, first): ) as (ctx, first):