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Drop paper limit submissions for alerts

basic_orders
Tyler Goodlet 2021-02-25 18:44:40 -05:00
parent 9f9b5480a6
commit 327129db37
2 changed files with 6 additions and 6 deletions
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5
piker/exchange/_ems.py
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@ -157,11 +157,6 @@ async def execute_triggers(
price = tick.get('price') price = tick.get('price')
ttype = tick['type'] ttype = tick['type']
# lel, fuck you ib
# if price < 0:
# log.error(f'!!?!?!VOLUME TICK {tick}!?!?')
# continue
# update to keep new cmds informed # update to keep new cmds informed
book.lasts[(broker, symbol)] = price book.lasts[(broker, symbol)] = price

7
piker/exchange/_paper_engine.py
View File

@ -67,6 +67,10 @@ class PaperBoi:
# {'local_trades': (event_name, msg)} # {'local_trades': (event_name, msg)}
reqid = str(uuid.uuid4()) reqid = str(uuid.uuid4())
if action == 'alert':
# bypass all fill simulation
return reqid
# TODO: net latency model # TODO: net latency model
# we checkpoint here quickly particulalry # we checkpoint here quickly particulalry
# for dark orders since we want the dark_executed # for dark orders since we want the dark_executed
@ -102,7 +106,8 @@ class PaperBoi:
): ):
await self.fake_fill(clear_price, size, action, reqid, oid) await self.fake_fill(clear_price, size, action, reqid, oid)
else: # register this submissions as a paper live order else:
# register this submissions as a paper live order
# submit order to book simulation fill loop # submit order to book simulation fill loop
if action == 'buy': if action == 'buy':