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

rekt_pps
Tyler Goodlet 2023-03-28 17:35:06 -04:00
parent 29a5910b90
commit 50be10a9bd
1 changed files with 7 additions and 5 deletions
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12
piker/brokers/ib/broker.py
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@ -1233,6 +1233,8 @@ def norm_trade_records(
tick_size = Decimal( tick_size = Decimal(
Decimal(10)**Decimal(str(price)).as_tuple().exponent Decimal(10)**Decimal(str(price)).as_tuple().exponent
) )
# TODO: convert to MktPair!!!
pair = Symbol.from_fqsn( pair = Symbol.from_fqsn(
fqsn=f'{symbol}.{suffix}.ib', fqsn=f'{symbol}.{suffix}.ib',
info={ info={
@ -1258,22 +1260,22 @@ def norm_trade_records(
# 'src_type': 'fiat', # '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 # 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 # - when dealing with API trade records received from
# `IB.trades()` we do a contract lookup at he time of processing # `IB.trades()` we do a contract lookup at he time of processing
# - when dealing with flex records, it is assumed the record # - when dealing with flex records, it is assumed the record
# is at least a day old and thus the TWS position reporting system # is at least a day old and thus the TWS position reporting system
# should already have entries if the pps are still open, in # 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). # `trades_dialogue()` above).
insort( insort(
records, records,
Transaction( Transaction(
fqsn=fqsn, fqsn=fqme,
sym=pair, sym=pair,
tid=tid, tid=tid,
size=size, size=size,