ib: expose trade EP as `open_trade_dialog()`
Should be the final production backend to switch this over B) Also tidy up the `update_and_audit_msgs()` validator to log vs. raise when `validate: bool` is set; turn it off by default to avoid raises until we figure out wtf is up with ib ledger processing or wtv..basic_buy_bot
Tyler Goodlet
parent
b1ef549276
commit
3be1d610e0
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@ -34,12 +34,12 @@ from .feed import (
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stream_quotes,
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)
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from .broker import (
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trades_dialogue,
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open_trade_dialog,
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)
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__all__ = [
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'get_client',
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'trades_dialogue',
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'open_trade_dialog',
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'open_history_client',
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'open_symbol_search',
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'stream_quotes',
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@ -29,7 +29,7 @@ import subprocess
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import tractor
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from .._util import get_logger
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from piker.brokers._util import get_logger
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if TYPE_CHECKING:
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from .api import Client
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@ -85,8 +85,9 @@ import numpy as np
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# non-relative for backends so that non-builting backends
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# can be easily modelled after this style B)
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from piker import config
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from piker.brokers._util import (
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from ._util import (
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log,
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# only for the ib_sync internal logging
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get_logger,
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)
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@ -60,6 +60,7 @@ from piker.accounting import (
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Position,
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Transaction,
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open_trade_ledger,
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TransactionLedger,
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iter_by_dt,
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open_pps,
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PpTable,
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@ -78,10 +79,10 @@ from piker.clearing._messages import (
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from piker.accounting import (
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MktPair,
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)
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from ._util import log
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from .api import (
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_accounts2clients,
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con2fqme,
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log,
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get_config,
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open_client_proxies,
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Client,
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@ -90,6 +91,7 @@ from .api import (
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from ._flex_reports import parse_flex_dt
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def pack_position(
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pos: IbPosition
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@ -339,7 +341,7 @@ async def update_and_audit_msgs(
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acctid: str, # no `ib.` prefix is required!
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pps: list[Position],
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cids2pps: dict[tuple[str, int], BrokerdPosition],
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validate: bool = False,
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validate: bool = True,
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) -> list[BrokerdPosition]:
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@ -352,9 +354,9 @@ async def update_and_audit_msgs(
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# for comparison/audit versus the piker equivalent
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# breakeven pp calcs.
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ibppmsg = cids2pps.get((acctid, bs_mktid))
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if ibppmsg:
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symbol = ibppmsg.symbol
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symbol: str = ibppmsg.symbol
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msg = BrokerdPosition(
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broker='ib',
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@ -375,36 +377,41 @@ async def update_and_audit_msgs(
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ibfmtmsg = pformat(ibppmsg.to_dict())
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pikerfmtmsg = pformat(msg.to_dict())
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if validate:
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ibsize = ibppmsg.size
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pikersize = msg.size
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diff = pikersize - ibsize
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ibsize = ibppmsg.size
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pikersize = msg.size
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diff = pikersize - ibsize
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# if ib reports a lesser pp it's not as bad since we can
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# presume we're at least not more in the shit then we
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# thought.
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if diff and pikersize:
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reverse_split_ratio = pikersize / ibsize
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split_ratio = 1/reverse_split_ratio
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# if ib reports a lesser pp it's not as bad since we can
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# presume we're at least not more in the shit then we
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# thought.
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if diff and pikersize:
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reverse_split_ratio = pikersize / ibsize
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split_ratio = 1/reverse_split_ratio
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if split_ratio >= reverse_split_ratio:
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entry = f'split_ratio = {int(split_ratio)}'
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else:
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entry = f'split_ratio = 1/{int(reverse_split_ratio)}'
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if split_ratio >= reverse_split_ratio:
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entry = f'split_ratio = {int(split_ratio)}'
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else:
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entry = f'split_ratio = 1/{int(reverse_split_ratio)}'
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# raise ValueError(
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log.error(
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f'Pos mismatch in ib vs. the piker ledger!\n'
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f'IB:\n{ibfmtmsg}\n\n'
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f'PIKER:\n{pikerfmtmsg}\n\n'
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'If you are expecting a (reverse) split in this '
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'instrument you should probably put the following'
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'in the `pps.toml` section:\n'
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f'{entry}\n'
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# f'reverse_split_ratio: {reverse_split_ratio}\n'
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# f'split_ratio: {split_ratio}\n\n'
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)
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msg.size = ibsize
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msg.size = ibsize
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logmsg: str = (
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f'Pos mismatch in ib vs. the piker ledger!\n'
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f'IB:\n{ibfmtmsg}\n\n'
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f'PIKER:\n{pikerfmtmsg}\n\n'
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'If you are expecting a (reverse) split in this '
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'instrument you should probably put the following'
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'in the `pps.toml` section:\n'
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f'{entry}\n'
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# f'reverse_split_ratio: {reverse_split_ratio}\n'
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# f'split_ratio: {split_ratio}\n\n'
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)
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if validate:
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raise ValueError(logmsg)
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else:
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# await tractor.pause()
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log.error(logmsg)
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if ibppmsg.avg_price != msg.avg_price:
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# TODO: make this a "propaganda" log level?
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@ -432,12 +439,16 @@ async def update_and_audit_msgs(
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size=p.size,
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avg_price=p.ppu,
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)
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if validate and p.size:
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# raise ValueError(
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log.error(
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if p.size:
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logmsg: str = (
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f'UNEXPECTED POSITION says IB => {msg.symbol}\n'
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'Maybe they LIQUIDATED YOU or are missing ledger entries?\n'
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)
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log.error(logmsg)
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# if validate:
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# raise ValueError(logmsg)
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msgs.append(msg)
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return msgs
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@ -520,10 +531,8 @@ async def open_trade_event_stream(
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@tractor.context
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async def trades_dialogue(
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async def open_trade_dialog(
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ctx: tractor.Context,
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# loglevel: str = None,
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) -> AsyncIterator[dict[str, Any]]:
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@ -575,6 +584,7 @@ async def trades_dialogue(
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# open ledger and pptable wrapper for each
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# detected account.
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ledger: TransactionLedger
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ledger = ledgers[acctid] = lstack.enter_context(
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open_trade_ledger(
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'ib',
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@ -643,13 +653,14 @@ async def trades_dialogue(
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# TODO: fix this `tractor` BUG!
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# https://github.com/goodboy/tractor/issues/354
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# await tractor.breakpoint()
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# await tractor.pp()
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if trade_entries:
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# write ledger with all new api_trades
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# **AFTER** we've updated the `pps.toml`
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# from the original ledger state! (i.e. this
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# is currently done on exit)
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for tid, entry in trade_entries.items():
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ledger.setdefault(tid, {}).update(entry)
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@ -670,6 +681,7 @@ async def trades_dialogue(
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# -> collect all ib-pp reported positions so that we can be
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# sure know which positions to update from the ledger if
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# any are missing from the ``pps.toml``
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# await tractor.pp()
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pos: IbPosition # named tuple subtype
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for pos in client.positions():
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@ -702,7 +714,7 @@ async def trades_dialogue(
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acctid,
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pps.values(),
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cids2pps,
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validate=True,
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validate=False,
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)
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all_positions.extend(msg for msg in msgs)
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