Cut schema-related comment down to major sections
parent
dd05ed1371
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73fa320917
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@ -325,62 +325,11 @@ async def trades_dialogue(
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conf = get_config()
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for proxy in proxies.values():
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trade_entries = await proxy.trades()
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# {
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# 'commissionReport': CommissionReport(
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# execId='',
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# commission=0.0,
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# currency='',
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# realizedPNL=0.0,
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# yield_=0.0,
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# yieldRedemptionDate=0),
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# 'contract': {
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# 'comboLegs': [],
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# 'comboLegsDescrip': '',
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# 'conId': 477837024,
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# 'currency': 'USD',
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# 'deltaNeutralContract': None,
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# 'exchange': 'GLOBEX',
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# 'includeExpired': False,
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# 'lastTradeDateOrContractMonth': '20220617',
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# 'localSymbol': 'MNQM2',
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# 'multiplier': '2',
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# 'primaryExchange': '',
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# 'right': '?',
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# 'secId': '',
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# 'secIdType': '',
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# 'secType': 'FUT',
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# 'strike': 0.0,
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# 'symbol': 'MNQ',
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# 'tradingClass': 'MNQ'
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# },
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# 'execution': Execution(
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# execId='0000e1a7.62a2315f.01.01',
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# time=1654801166.0,
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# acctNumber='DU5612476',
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# exchange='GLOBEX',
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# side='BOT',
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# shares=1.0,
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# price=12443.5,
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# permId=778998556,
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# clientId=6116,
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# orderId=555,
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# liquidation=0,
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# cumQty=1.0,
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# avgPrice=12443.5,
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# orderRef='',
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# evRule='',
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# evMultiplier=0.0,
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# modelCode='',
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# lastLiquidity=1
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# ),
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# 'time': 1654801166.0
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# }
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trades_by_account.update(
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trades_to_records(
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conf['accounts'].inverse,
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trade_entries,
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)
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records = trades_to_records(
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conf['accounts'].inverse,
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trade_entries,
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)
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trades_by_account.update(records)
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for acctid, trades_by_id in trades_by_account.items():
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with config.open_trade_ledger('ib', acctid) as ledger:
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@ -620,7 +569,7 @@ def norm_trade_records(
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# NOTE: for flex records the normal fields won't be available so
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# we have to do a lookup at some point to reverse map the conid
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# to a fqsn.
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# to a fqsn?
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# con = await proxy.get_con(conid)
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@ -661,6 +610,14 @@ def trades_to_records(
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acctid = accounts[str(entry['accountId'])]
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elif source_type == 'api':
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# NOTE: example of schema we pull from the API client.
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# {
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# 'commissionReport': CommissionReport(...
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# 'contract': {...
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# 'execution': Execution(...
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# 'time': 1654801166.0
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# }
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entry = {}
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for section, obj in t.items():
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match section:
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