`kraken`: don't presume src fiat symbol size in pos predicate
Tyler Goodlet
parent
f3ef73ef41
commit
70ad1a1860
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@ -413,20 +413,27 @@ async def trades_dialogue(
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) -> AsyncIterator[dict[str, Any]]:
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# XXX: required to propagate ``tractor`` loglevel to piker logging
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# XXX: required to propagate ``tractor`` loglevel to ``piker`` logging
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get_console_log(loglevel or tractor.current_actor().loglevel)
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async with get_client() as client:
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# TODO: make ems flip to paper mode via
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# some returned signal if the user only wants to use
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# the data feed or we return this?
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# await ctx.started(({}, ['paper']))
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if not client._api_key:
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raise RuntimeError(
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'Missing Kraken API key in `brokers.toml`!?!?')
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# TODO: make ems flip to paper mode via
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# some returned signal if the user only wants to use
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# the data feed or we return this?
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# else:
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# await ctx.started(({}, ['paper']))
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# NOTE: currently we expect the user to define a "source fiat"
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# (much like the web UI let's you set an "account currency")
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# such that all positions (nested or flat) will be translated to
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# this source currency's terms.
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src_fiat = client.conf['src_fiat']
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# auth required block
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acctid = client._name
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acc_name = 'kraken.' + acctid
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@ -444,10 +451,9 @@ async def trades_dialogue(
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# NOTE: testing code for making sure the rt incremental update
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# of positions, via newly generated msgs works. In order to test
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# this,
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# - delete the *ABSOLUTE LAST* entry from accont's corresponding
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# - delete the *ABSOLUTE LAST* entry from account's corresponding
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# trade ledgers file (NOTE this MUST be the last record
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# delivered from the
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# api ledger),
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# delivered from the api ledger),
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# - open you ``pps.toml`` and find that same tid and delete it
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# from the pp's clears table,
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# - set this flag to `True`
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@ -486,27 +492,51 @@ async def trades_dialogue(
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# and do diff with ledger to determine
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# what amount of trades-transactions need
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# to be reloaded.
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sizes = await client.get_balances()
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for dst, size in sizes.items():
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balances = await client.get_balances()
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for dst, size in balances.items():
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# we don't care about tracking positions
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# in the user's source fiat currency.
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if dst == client.conf['src_fiat']:
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if dst == src_fiat:
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continue
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def has_pp(dst: str) -> Position | bool:
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pps_dst_assets = {bsuid[:3]: bsuid for bsuid in table.pps}
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pair = pps_dst_assets.get(dst)
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pp = table.pps.get(pair)
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def has_pp(
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dst: str,
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size: float,
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if (
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not pair or not pp
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or not math.isclose(pp.size, size)
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):
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return False
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) -> Position | bool:
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return pp
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src2dst: dict[str, str] = {}
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for bsuid in table.pps:
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try:
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dst_name_start = bsuid.rindex(src_fiat)
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except IndexError:
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# TODO: handle nested positions..(i.e.
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# positions where the src fiat was used to
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# buy some other dst which was furhter used
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# to buy another dst..)
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log.warning(
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f'No src fiat {src_fiat} found in {bsuid}?'
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)
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continue
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pos = has_pp(dst)
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_dst = bsuid[:dst_name_start]
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if _dst != dst:
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continue
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src2dst[src_fiat] = dst
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for src, dst in src2dst.items():
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pair = f'{dst}{src_fiat}'
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pp = table.pps.get(pair)
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if (
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pp
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and math.isclose(pp.size, size)
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):
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return pp
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return False
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pos = has_pp(dst, size)
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if not pos:
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# we have a balance for which there is no pp
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@ -514,12 +544,15 @@ async def trades_dialogue(
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# ledger.
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updated = table.update_from_trans(ledger_trans)
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log.info(f'Updated pps from ledger:\n{pformat(updated)}')
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pos = has_pp(dst)
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pos = has_pp(dst, size)
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if not pos and not simulate_pp_update:
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if (
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not pos
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and not simulate_pp_update
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):
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# try reloading from API
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table.update_from_trans(api_trans)
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pos = has_pp(dst)
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pos = has_pp(dst, size)
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if not pos:
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# get transfers to make sense of abs balances.
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@ -557,7 +590,7 @@ async def trades_dialogue(
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f'{pformat(updated)}'
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)
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if not has_pp(dst):
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if not has_pp(dst, size):
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raise ValueError(
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'Could not reproduce balance:\n'
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f'dst: {dst}, {size}\n'
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