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Cut schema-related comment down to major sections

lifo_pps_ib
Tyler Goodlet 2022-06-10 18:12:27 -04:00
parent dd05ed1371
commit 73fa320917
1 changed files with 13 additions and 56 deletions
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65
piker/brokers/ib/broker.py
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@ -325,62 +325,11 @@ async def trades_dialogue(
conf = get_config()
for proxy in proxies.values():
trade_entries = await proxy.trades()
# {
# 'commissionReport': CommissionReport(
# execId='',
# commission=0.0,
# currency='',
# realizedPNL=0.0,
# yield_=0.0,
# yieldRedemptionDate=0),
# 'contract': {
# 'comboLegs': [],
# 'comboLegsDescrip': '',
# 'conId': 477837024,
# 'currency': 'USD',
# 'deltaNeutralContract': None,
# 'exchange': 'GLOBEX',
# 'includeExpired': False,
# 'lastTradeDateOrContractMonth': '20220617',
# 'localSymbol': 'MNQM2',
# 'multiplier': '2',
# 'primaryExchange': '',
# 'right': '?',
# 'secId': '',
# 'secIdType': '',
# 'secType': 'FUT',
# 'strike': 0.0,
# 'symbol': 'MNQ',
# 'tradingClass': 'MNQ'
# },
# 'execution': Execution(
# execId='0000e1a7.62a2315f.01.01',
# time=1654801166.0,
# acctNumber='DU5612476',
# exchange='GLOBEX',
# side='BOT',
# shares=1.0,
# price=12443.5,
# permId=778998556,
# clientId=6116,
# orderId=555,
# liquidation=0,
# cumQty=1.0,
# avgPrice=12443.5,
# orderRef='',
# evRule='',
# evMultiplier=0.0,
# modelCode='',
# lastLiquidity=1
# ),
# 'time': 1654801166.0
# }
trades_by_account.update(
trades_to_records(
records = trades_to_records(
conf['accounts'].inverse,
trade_entries,
)
)
trades_by_account.update(records)
for acctid, trades_by_id in trades_by_account.items():
with config.open_trade_ledger('ib', acctid) as ledger:
@ -620,7 +569,7 @@ def norm_trade_records(
# NOTE: for flex records the normal fields won't be available so
# we have to do a lookup at some point to reverse map the conid
# to a fqsn.
# to a fqsn?
# con = await proxy.get_con(conid)
@ -661,6 +610,14 @@ def trades_to_records(
acctid = accounts[str(entry['accountId'])]
elif source_type == 'api':
# NOTE: example of schema we pull from the API client.
# {
# 'commissionReport': CommissionReport(...
# 'contract': {...
# 'execution': Execution(...
# 'time': 1654801166.0
# }
entry = {}
for section, obj in t.items():
match section: