pikers
/
piker
3
0
Fork 0
Code Issues 4 Pull Requests 6 Packages Projects Releases Wiki Activity

`ib`: keep broker name in `Transaction.fqsn`

pre_overruns_ctxcancelled
Tyler Goodlet 2023-03-28 17:35:06 -04:00
parent ba31f2dfb3
commit 4631af60e9
1 changed files with 7 additions and 5 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

12
piker/brokers/ib/broker.py
View File

@ -1233,6 +1233,8 @@ def norm_trade_records(
tick_size = Decimal(
Decimal(10)**Decimal(str(price)).as_tuple().exponent
)
# TODO: convert to MktPair!!!
pair = Symbol.from_fqsn(
fqsn=f'{symbol}.{suffix}.ib',
info={
@ -1258,22 +1260,22 @@ def norm_trade_records(
# 'src_type': 'fiat',
},
)
fqsn = pair.fqme.rstrip('.ib')
fqme = pair.fqme
# NOTE: for flex records the normal fields for defining an fqsn
# NOTE: for flex records the normal fields for defining an fqme
# sometimes won't be available so we rely on two approaches for
# the "reverse lookup" of piker style fqsn keys:
# the "reverse lookup" of piker style fqme keys:
# - when dealing with API trade records received from
# `IB.trades()` we do a contract lookup at he time of processing
# - when dealing with flex records, it is assumed the record
# is at least a day old and thus the TWS position reporting system
# should already have entries if the pps are still open, in
# which case, we can pull the fqsn from that table (see
# which case, we can pull the fqme from that table (see
# `trades_dialogue()` above).
insort(
records,
Transaction(
fqsn=fqsn,
fqsn=fqme,
sym=pair,
tid=tid,
size=size,