pikers
/
piker
3
0
Fork 0
Code Issues 4 Pull Requests 6 Packages Projects Releases Wiki Activity

Lol, gotta `float()` that vlm before `*` XD

tractor_typed_msg_hackin
Tyler Goodlet 2022-07-07 16:27:14 -04:00
parent 2664360474
commit 861826dd7b
1 changed files with 7 additions and 3 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

10
piker/brokers/kraken/broker.py
View File

@ -361,6 +361,10 @@ async def handle_order_updates(
defined in the signature clear to the reader. defined in the signature clear to the reader.
''' '''
# transaction records which will be updated
# on new trade clearing events (aka order "fills")
trans: list[pp.Transaction]
async for msg in stream_messages(ws): async for msg in stream_messages(ws):
match msg: match msg:
# process and relay clearing trade events to ems # process and relay clearing trade events to ems
@ -370,7 +374,7 @@ async def handle_order_updates(
'ownTrades', 'ownTrades',
{'sequence': seq}, {'sequence': seq},
]: ]:
# flatten msgs for processing # flatten msgs to an {id -> data} table for processing
trades = { trades = {
tid: trade tid: trade
for entry in trades_msgs for entry in trades_msgs
@ -720,7 +724,7 @@ def norm_trade_records(
records: list[pp.Transaction] = [] records: list[pp.Transaction] = []
for tid, record in ledger.items(): for tid, record in ledger.items():
size = record.get('vol') * { size = float(record.get('vol')) * {
'buy': 1, 'buy': 1,
'sell': -1, 'sell': -1,
}[record['type']] }[record['type']]
@ -731,7 +735,7 @@ def norm_trade_records(
pp.Transaction( pp.Transaction(
fqsn=f'{norm_sym}.kraken', fqsn=f'{norm_sym}.kraken',
tid=tid, tid=tid,
size=float(size), size=size,
price=float(record['price']), price=float(record['price']),
cost=float(record['fee']), cost=float(record['fee']),
dt=pendulum.from_timestamp(float(record['time'])), dt=pendulum.from_timestamp(float(record['time'])),