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Pre-loop clients to build out pps tables, handle missing commission field

doin_the_splits
Tyler Goodlet 2022-08-17 10:18:43 -04:00
parent 999ae5a1c6
commit 73d2e7716f
2 changed files with 5 additions and 3 deletions
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1
piker/brokers/ib/api.py
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@ -1245,7 +1245,6 @@ async def open_client_proxies() -> tuple[
]: ]:
async with ( async with (
tractor.trionics.maybe_open_context( tractor.trionics.maybe_open_context(
# acm_func=open_client_proxies,
acm_func=tractor.to_asyncio.open_channel_from, acm_func=tractor.to_asyncio.open_channel_from,
kwargs={'target': load_clients_for_trio}, kwargs={'target': load_clients_for_trio},

7
piker/brokers/ib/broker.py
View File

@ -462,8 +462,8 @@ async def trades_dialogue(
with ( with (
ExitStack() as lstack, ExitStack() as lstack,
): ):
# load ledgers and pps for all detected client-proxies
for account, proxy in proxies.items(): for account, proxy in proxies.items():
assert account in accounts_def assert account in accounts_def
accounts.add(account) accounts.add(account)
acctid = account.strip('ib.') acctid = account.strip('ib.')
@ -478,6 +478,7 @@ async def trades_dialogue(
open_pps('ib', acctid) open_pps('ib', acctid)
) )
for account, proxy in proxies.items():
client = aioclients[account] client = aioclients[account]
# process pp value reported from ib's system. we only use these # process pp value reported from ib's system. we only use these
@ -971,7 +972,9 @@ def norm_trade_records(
for tid, record in ledger.items(): for tid, record in ledger.items():
conid = record.get('conId') or record['conid'] conid = record.get('conId') or record['conid']
comms = record.get('commission') or -1*record['ibCommission'] comms = record.get('commission')
if comms is None:
comms = -1*record['ibCommission']
price = record.get('price') or record['tradePrice'] price = record.get('price') or record['tradePrice']
# the api doesn't do the -/+ on the quantity for you but flex # the api doesn't do the -/+ on the quantity for you but flex