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Code Issues 4 Pull Requests 6 Packages Projects Releases Wiki Activity

Minimize clears and audit sizing for all updates in `.update_from_trans()`

ppu_history
Tyler Goodlet 2022-07-25 13:03:22 -04:00
parent 958e542f7d
commit 5520e9ef21
1 changed files with 16 additions and 14 deletions
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30
piker/pp.py
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@ -164,11 +164,12 @@ class Position(Struct):
be_price = d.pop('be_price') be_price = d.pop('be_price')
d['size'], d['be_price'] = self.audit_sizing(size, be_price) d['size'], d['be_price'] = self.audit_sizing(size, be_price)
if expiry: if self.expiry is None:
d.pop('expiry', None)
elif expiry:
d['expiry'] = str(expiry) d['expiry'] = str(expiry)
clears_list = [] toml_clears_list = []
for tid, data in clears.items(): for tid, data in clears.items():
inline_table = toml.TomlDecoder().get_empty_inline_table() inline_table = toml.TomlDecoder().get_empty_inline_table()
inline_table['tid'] = tid inline_table['tid'] = tid
@ -176,9 +177,9 @@ class Position(Struct):
for k, v in data.items(): for k, v in data.items():
inline_table[k] = v inline_table[k] = v
clears_list.append(inline_table) toml_clears_list.append(inline_table)
d['clears'] = clears_list d['clears'] = toml_clears_list
return d return d
@ -413,6 +414,11 @@ class PpTable(Struct):
pp.add_clear(r) pp.add_clear(r)
updated[r.bsuid] = pp updated[r.bsuid] = pp
# minimize clears tables and update sizing.
for bsuid, pp in updated.items():
pp.minimize_clears()
pp.size, pp.be_price = pp.audit_sizing()
return updated return updated
def dump_active( def dump_active(
@ -434,7 +440,7 @@ class PpTable(Struct):
# NOTE: newly closed position are also important to report/return # NOTE: newly closed position are also important to report/return
# since a consumer, like an order mode UI ;), might want to react # since a consumer, like an order mode UI ;), might want to react
# based on the closure. # based on the closure.
pp_entries = {} pp_active_entries = {}
closed_pp_objs: dict[str, Position] = {} closed_pp_objs: dict[str, Position] = {}
pp_objs = self.pps pp_objs = self.pps
@ -446,9 +452,8 @@ class PpTable(Struct):
# if bsuid == qqqbsuid: # if bsuid == qqqbsuid:
# breakpoint() # breakpoint()
size, be_price = pp.audit_sizing()
pp.minimize_clears() pp.minimize_clears()
size, be_price = pp.audit_sizing()
if ( if (
# "net-zero" is a "closed" position # "net-zero" is a "closed" position
@ -464,7 +469,7 @@ class PpTable(Struct):
# used to check for duplicate clears that may come in as # used to check for duplicate clears that may come in as
# new transaction from some backend API and need to be # new transaction from some backend API and need to be
# ignored; the closed positions won't be written to the # ignored; the closed positions won't be written to the
# ``pps.toml`` since ``pp_entries`` above is what's # ``pps.toml`` since ``pp_active_entries`` above is what's
# written. # written.
# closed_pp = pp_objs.pop(bsuid, None) # closed_pp = pp_objs.pop(bsuid, None)
closed_pp = pp_objs.get(bsuid) closed_pp = pp_objs.get(bsuid)
@ -475,9 +480,6 @@ class PpTable(Struct):
# serialize to pre-toml form # serialize to pre-toml form
asdict = pp.to_pretoml() asdict = pp.to_pretoml()
if pp.expiry is None:
asdict.pop('expiry', None)
# TODO: we need to figure out how to have one top level # TODO: we need to figure out how to have one top level
# listing venue here even when the backend isn't providing # listing venue here even when the backend isn't providing
# it via the trades ledger.. # it via the trades ledger..
@ -490,9 +492,9 @@ class PpTable(Struct):
# the broker name.. maybe we need to rethink this? # the broker name.. maybe we need to rethink this?
brokerless_key = fqsn.removeprefix(f'{brokername}.') brokerless_key = fqsn.removeprefix(f'{brokername}.')
pp_entries[brokerless_key] = asdict pp_active_entries[brokerless_key] = asdict
return pp_entries, closed_pp_objs return pp_active_entries, closed_pp_objs
def update_pps( def update_pps(