Just warn log on mismatched `MktPair` in paper eng

distribute_dis
Tyler Goodlet 2024-01-10 17:52:50 -05:00
parent 52b349fe79
commit 7c96c9fafe
1 changed files with 7 additions and 1 deletions

View File

@ -26,6 +26,7 @@ from contextlib import asynccontextmanager as acm
from datetime import datetime
from operator import itemgetter
import itertools
from pprint import pformat
import time
from typing import (
Callable,
@ -697,7 +698,12 @@ async def open_trade_dialog(
# sanity check all the mkt infos
for fqme, flume in feed.flumes.items():
mkt: MktPair = symcache.mktmaps.get(fqme) or mkt_by_fqme[fqme]
assert mkt == flume.mkt
if mkt != flume.mkt:
diff: tuple = mkt - flume.mkt
log.warning(
'MktPair sig mismatch?\n'
f'{pformat(diff)}'
)
get_cost: Callable = getattr(
brokermod,