First try mega-basic stock (reverse) split support with `ib` and `pps.toml`

piker/brokers/ib/broker.py

@@ -36,8 +36,6 @@ from trio_typing import TaskStatus
 import tractor
 from ib_insync.contract import (
     Contract,
-    # Option,
-    # Forex,
 )
 from ib_insync.order import (
     Trade,
@@ -357,11 +355,24 @@ async def update_and_audit_msgs(
                 # presume we're at least not more in the shit then we
                 # thought.
                 if diff:
+                    reverse_split_ratio = pikersize / ibsize
+                    split_ratio = 1/reverse_split_ratio
+
+                    if split_ratio >= reverse_split_ratio:
+                        entry = f'split_ratio = {int(split_ratio)}'
+                    else:
+                        entry = f'split_ratio = 1/{int(reverse_split_ratio)}'
+
                     raise ValueError(
                         f'POSITION MISMATCH ib <-> piker ledger:\n'
                         f'ib: {ibppmsg}\n'
                         f'piker: {msg}\n'
-                        'YOU SHOULD FIGURE OUT WHY TF YOUR LEDGER IS OFF!?!?'
+                        f'reverse_split_ratio: {reverse_split_ratio}\n'
+                        f'split_ratio: {split_ratio}\n\n'
+                        'FIGURE OUT WHY TF YOUR LEDGER IS OFF!?!?\n\n'
+                        'If you are expecting a (reverse) split in this '
+                        'instrument you should probably put the following '
+                        f'in the `pps.toml` section:\n{entry}'
                     )
                     msg.size = ibsize
 
@@ -480,6 +491,7 @@ async def trades_dialogue(
                     # sure know which positions to update from the ledger if
                     # any are missing from the ``pps.toml``
                     bsuid, msg = pack_position(pos)
+
                     acctid = msg.account = accounts_def.inverse[msg.account]
                     acctid = acctid.strip('ib.')
                     cids2pps[(acctid, bsuid)] = msg
@@ -493,7 +505,7 @@ async def trades_dialogue(
                         or pp.size != msg.size
                     ):
                         trans = norm_trade_records(ledger)
-                        updated = table.update_from_trans(trans)
+                        table.update_from_trans(trans)
                         # update trades ledgers for all accounts from connected
                         # api clients which report trades for **this session**.
                         trades = await proxy.trades()
@@ -519,14 +531,22 @@ async def trades_dialogue(
                             trans = trans_by_acct.get(acctid)
                             if trans:
                                 table.update_from_trans(trans)
-                                updated = table.update_from_trans(trans)
 
                         # XXX: not sure exactly why it wouldn't be in
                         # the updated output (maybe this is a bug?) but
                         # if you create a pos from TWS and then load it
                         # from the api trades it seems we get a key
                         # error from ``update[bsuid]`` ?
-                        pp = table.pps[bsuid]
+                        pp = table.pps.get(bsuid)
+                        if not pp:
+                            log.error(
+                                f'The contract id for {msg} may have '
+                                f'changed to {bsuid}\nYou may need to '
+                                'adjust your ledger for this, skipping '
+                                'for now.'
+                            )
+                            continue
+
                         if msg.size != pp.size:
                             log.error(
                                 'Position mismatch {pp.symbol.front_fqsn()}:\n'
@@ -670,6 +690,22 @@ async def emit_pp_update(
     await ems_stream.send(msg)
 
 
+_statuses: dict[str, str] = {
+    'cancelled': 'canceled',
+    'submitted': 'open',
+
+    # XXX: just pass these through? it duplicates actual fill events other
+    # then the case where you the `.remaining == 0` case which is our
+    # 'closed'` case.
+    # 'filled': 'pending',
+    # 'pendingsubmit': 'pending',
+
+    # TODO: see a current ``ib_insync`` issue around this:
+    # https://github.com/erdewit/ib_insync/issues/363
+    'inactive': 'pending',
+}
+
+
 async def deliver_trade_events(
 
     trade_event_stream: trio.MemoryReceiveChannel,

piker/pp.py

@@ -134,6 +134,8 @@ class Position(Struct):
     # unique backend symbol id
     bsuid: str
 
+    split_ratio: Optional[int] = None
+
     # ordered record of known constituent trade messages
     clears: dict[
         Union[str, int, Status],  # trade id
@@ -159,6 +161,9 @@ class Position(Struct):
         clears = d.pop('clears')
         expiry = d.pop('expiry')
 
+        if self.split_ratio is None:
+            d.pop('split_ratio')
+
         # TODO: we need to figure out how to have one top level
         # listing venue here even when the backend isn't providing
         # it via the trades ledger..
@@ -384,12 +389,22 @@ class Position(Struct):
                 asize_h.append(accum_size)
                 ppu_h.append(ppu_h[-1])
 
-        return ppu_h[-1] if ppu_h else 0
+        final_ppu = ppu_h[-1] if ppu_h else 0
+
+        # handle any split info entered (for now) manually by user
+        if self.split_ratio is not None:
+            final_ppu /= self.split_ratio
+
+        return final_ppu
 
     def calc_size(self) -> float:
         size: float = 0
         for tid, entry in self.clears.items():
             size += entry['size']
+
+        if self.split_ratio is not None:
+            size = round(size * self.split_ratio)
+
         return size
 
     def minimize_clears(
@@ -848,6 +863,7 @@ def open_pps(
         size = entry['size']
         # TODO: remove but, handle old field name for now
         ppu = entry.get('ppu', entry.get('be_price', 0))
+        split_ratio = entry.get('split_ratio')
 
         expiry = entry.get('expiry')
         if expiry:
@@ -857,6 +873,7 @@ def open_pps(
             Symbol.from_fqsn(fqsn, info={}),
             size=size,
             ppu=ppu,
+            split_ratio=split_ratio,
             expiry=expiry,
             bsuid=entry['bsuid'],