Rename `fqsn` -> `fqme` in paper engine
parent
6272cae8d4
commit
406565f74d
|
@ -46,7 +46,7 @@ from ..accounting import (
|
|||
open_pps,
|
||||
)
|
||||
from ..data._normalize import iterticks
|
||||
from ..data._source import unpack_fqsn
|
||||
from ..accounting._mktinfo import unpack_fqme
|
||||
from ..log import get_logger
|
||||
from ._messages import (
|
||||
BrokerdCancel,
|
||||
|
@ -195,7 +195,7 @@ class PaperBoi(Struct):
|
|||
async def fake_fill(
|
||||
self,
|
||||
|
||||
fqsn: str,
|
||||
fqme: str,
|
||||
price: float,
|
||||
size: float,
|
||||
action: str, # one of {'buy', 'sell'}
|
||||
|
@ -249,10 +249,10 @@ class PaperBoi(Struct):
|
|||
await self.ems_trades_stream.send(msg)
|
||||
|
||||
# lookup any existing position
|
||||
key = fqsn.rstrip(f'.{self.broker}')
|
||||
key = fqme.rstrip(f'.{self.broker}')
|
||||
t = Transaction(
|
||||
fqsn=fqsn,
|
||||
sym=self._syms[fqsn],
|
||||
fqsn=fqme,
|
||||
sym=self._syms[fqme],
|
||||
tid=oid,
|
||||
size=size,
|
||||
price=price,
|
||||
|
@ -275,7 +275,7 @@ class PaperBoi(Struct):
|
|||
pp_msg = BrokerdPosition(
|
||||
broker=self.broker,
|
||||
account='paper',
|
||||
symbol=fqsn,
|
||||
symbol=fqme,
|
||||
# TODO: we need to look up the asset currency from
|
||||
# broker info. i guess for crypto this can be
|
||||
# inferred from the pair?
|
||||
|
@ -419,7 +419,7 @@ async def simulate_fills(
|
|||
|
||||
# clearing price would have filled entirely
|
||||
await client.fake_fill(
|
||||
fqsn=sym,
|
||||
fqme=sym,
|
||||
# todo slippage to determine fill price
|
||||
price=tick_price,
|
||||
size=size,
|
||||
|
@ -518,7 +518,7 @@ async def trades_dialogue(
|
|||
|
||||
ctx: tractor.Context,
|
||||
broker: str,
|
||||
fqsn: str,
|
||||
fqme: str,
|
||||
loglevel: str = None,
|
||||
|
||||
) -> None:
|
||||
|
@ -527,7 +527,7 @@ async def trades_dialogue(
|
|||
|
||||
async with (
|
||||
data.open_feed(
|
||||
[fqsn],
|
||||
[fqme],
|
||||
loglevel=loglevel,
|
||||
) as feed,
|
||||
|
||||
|
@ -571,8 +571,8 @@ async def trades_dialogue(
|
|||
# TODO: load postions from ledger file
|
||||
_trade_ledger={},
|
||||
_syms={
|
||||
fqsn: flume.symbol
|
||||
for fqsn, flume in feed.flumes.items()
|
||||
fqme: flume.symbol
|
||||
for fqme, flume in feed.flumes.items()
|
||||
}
|
||||
)
|
||||
|
||||
|
@ -588,7 +588,7 @@ async def trades_dialogue(
|
|||
|
||||
@asynccontextmanager
|
||||
async def open_paperboi(
|
||||
fqsn: str,
|
||||
fqme: str,
|
||||
loglevel: str,
|
||||
|
||||
) -> Callable:
|
||||
|
@ -597,7 +597,7 @@ async def open_paperboi(
|
|||
its context.
|
||||
|
||||
'''
|
||||
broker, symbol, expiry = unpack_fqsn(fqsn)
|
||||
broker, symbol, expiry = unpack_fqme(fqme)
|
||||
service_name = f'paperboi.{broker}'
|
||||
|
||||
async with (
|
||||
|
@ -617,7 +617,7 @@ async def open_paperboi(
|
|||
async with portal.open_context(
|
||||
trades_dialogue,
|
||||
broker=broker,
|
||||
fqsn=fqsn,
|
||||
fqme=fqme,
|
||||
loglevel=loglevel,
|
||||
|
||||
) as (ctx, first):
|
||||
|
|
Loading…
Reference in New Issue