goodboy
GitHub
commit
8bef67642e
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@ -1127,6 +1127,12 @@ async def load_aio_clients(
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# careful.
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timeout=connect_timeout,
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)
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# create and cache client
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client = Client(ib)
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# update all actor-global caches
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log.info(f"Caching client for {sockaddr}")
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_client_cache[sockaddr] = client
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break
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except (
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@ -1150,21 +1156,9 @@ async def load_aio_clients(
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log.warning(
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f'Failed to connect on {port} for {i} time, retrying...')
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# create and cache client
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client = Client(ib)
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# Pre-collect all accounts available for this
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# connection and map account names to this client
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# instance.
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pps = ib.positions()
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if pps:
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for pp in pps:
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accounts_found[
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accounts_def.inverse[pp.account]
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] = client
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# if there are accounts without positions we should still
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# register them for this client
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for value in ib.accountValues():
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acct_number = value.account
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@ -1185,10 +1179,6 @@ async def load_aio_clients(
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f'{pformat(accounts_found)}'
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)
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# update all actor-global caches
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log.info(f"Caching client for {sockaddr}")
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_client_cache[sockaddr] = client
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# XXX: why aren't we just updating this directy above
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# instead of using the intermediary `accounts_found`?
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_accounts2clients.update(accounts_found)
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@ -1245,7 +1235,6 @@ async def open_client_proxies() -> tuple[
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]:
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async with (
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tractor.trionics.maybe_open_context(
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# acm_func=open_client_proxies,
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acm_func=tractor.to_asyncio.open_channel_from,
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kwargs={'target': load_clients_for_trio},
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@ -18,6 +18,7 @@ Order and trades endpoints for use with ``piker``'s EMS.
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"""
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from __future__ import annotations
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from bisect import insort
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from contextlib import ExitStack
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from dataclasses import asdict
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from functools import partial
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@ -36,8 +37,6 @@ from trio_typing import TaskStatus
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import tractor
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from ib_insync.contract import (
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Contract,
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# Option,
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# Forex,
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)
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from ib_insync.order import (
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Trade,
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@ -357,11 +356,24 @@ async def update_and_audit_msgs(
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# presume we're at least not more in the shit then we
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# thought.
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if diff:
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reverse_split_ratio = pikersize / ibsize
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split_ratio = 1/reverse_split_ratio
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if split_ratio >= reverse_split_ratio:
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entry = f'split_ratio = {int(split_ratio)}'
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else:
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entry = f'split_ratio = 1/{int(reverse_split_ratio)}'
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raise ValueError(
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f'POSITION MISMATCH ib <-> piker ledger:\n'
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f'ib: {ibppmsg}\n'
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f'piker: {msg}\n'
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'YOU SHOULD FIGURE OUT WHY TF YOUR LEDGER IS OFF!?!?'
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f'reverse_split_ratio: {reverse_split_ratio}\n'
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f'split_ratio: {split_ratio}\n\n'
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'FIGURE OUT WHY TF YOUR LEDGER IS OFF!?!?\n\n'
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'If you are expecting a (reverse) split in this '
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'instrument you should probably put the following '
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f'in the `pps.toml` section:\n{entry}'
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)
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msg.size = ibsize
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@ -394,11 +406,12 @@ async def update_and_audit_msgs(
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avg_price=p.ppu,
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)
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if validate and p.size:
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raise ValueError(
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f'UNEXPECTED POSITION ib <-> piker ledger:\n'
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# raise ValueError(
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log.error(
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f'UNEXPECTED POSITION says ib:\n'
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f'piker: {msg}\n'
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'YOU SHOULD FIGURE OUT WHY TF YOUR LEDGER IS OFF!?\n'
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'MAYBE THEY LIQUIDATED YOU BRO!??!'
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'THEY LIQUIDATED YOU OR YOUR MISSING LEDGER RECORDS!?'
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)
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msgs.append(msg)
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@ -423,7 +436,6 @@ async def trades_dialogue(
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# deliver positions to subscriber before anything else
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all_positions = []
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accounts = set()
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clients: list[tuple[Client, trio.MemoryReceiveChannel]] = []
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acctids = set()
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cids2pps: dict[str, BrokerdPosition] = {}
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@ -450,8 +462,8 @@ async def trades_dialogue(
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with (
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ExitStack() as lstack,
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):
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# load ledgers and pps for all detected client-proxies
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for account, proxy in proxies.items():
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assert account in accounts_def
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accounts.add(account)
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acctid = account.strip('ib.')
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@ -466,6 +478,7 @@ async def trades_dialogue(
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open_pps('ib', acctid)
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)
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for account, proxy in proxies.items():
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client = aioclients[account]
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# process pp value reported from ib's system. we only use these
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@ -473,28 +486,29 @@ async def trades_dialogue(
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# the so called (bs) "FIFO" style which more or less results in
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# a price that's not useful for traders who want to not lose
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# money.. xb
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# for client in aioclients.values():
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for pos in client.positions():
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# collect all ib-pp reported positions so that we can be
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# sure know which positions to update from the ledger if
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# any are missing from the ``pps.toml``
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bsuid, msg = pack_position(pos)
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acctid = msg.account = accounts_def.inverse[msg.account]
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acctid = acctid.strip('ib.')
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cids2pps[(acctid, bsuid)] = msg
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assert msg.account in accounts, (
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f'Position for unknown account: {msg.account}')
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ledger = ledgers[acctid]
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table = tables[acctid]
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pp = table.pps.get(bsuid)
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if (
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not pp
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or pp.size != msg.size
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):
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trans = norm_trade_records(ledger)
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updated = table.update_from_trans(trans)
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pp = updated[bsuid]
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table.update_from_trans(trans)
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# update trades ledgers for all accounts from connected
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# api clients which report trades for **this session**.
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@ -521,9 +535,34 @@ async def trades_dialogue(
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trans = trans_by_acct.get(acctid)
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if trans:
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table.update_from_trans(trans)
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updated = table.update_from_trans(trans)
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assert msg.size == pp.size, 'WTF'
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# XXX: not sure exactly why it wouldn't be in
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# the updated output (maybe this is a bug?) but
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# if you create a pos from TWS and then load it
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# from the api trades it seems we get a key
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# error from ``update[bsuid]`` ?
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pp = table.pps.get(bsuid)
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if not pp:
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log.error(
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f'The contract id for {msg} may have '
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f'changed to {bsuid}\nYou may need to '
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'adjust your ledger for this, skipping '
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'for now.'
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)
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continue
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# XXX: not sure exactly why it wouldn't be in
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# the updated output (maybe this is a bug?) but
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# if you create a pos from TWS and then load it
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# from the api trades it seems we get a key
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# error from ``update[bsuid]`` ?
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pp = table.pps[bsuid]
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if msg.size != pp.size:
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log.error(
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'Position mismatch {pp.symbol.front_fqsn()}:\n'
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f'ib: {msg.size}\n'
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f'piker: {pp.size}\n'
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)
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active_pps, closed_pps = table.dump_active()
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@ -558,6 +597,7 @@ async def trades_dialogue(
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# proxy wrapper for starting trade event stream
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async def open_trade_event_stream(
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client: Client,
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task_status: TaskStatus[
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trio.abc.ReceiveChannel
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] = trio.TASK_STATUS_IGNORED,
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@ -575,18 +615,25 @@ async def trades_dialogue(
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ctx.open_stream() as ems_stream,
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trio.open_nursery() as n,
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):
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trade_event_stream = await n.start(open_trade_event_stream)
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clients.append((client, trade_event_stream))
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# start order request handler **before** local trades
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# event loop
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n.start_soon(handle_order_requests, ems_stream, accounts_def)
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for client in set(aioclients.values()):
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trade_event_stream = await n.start(
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open_trade_event_stream,
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client,
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)
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# allocate event relay tasks for each client connection
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for client, stream in clients:
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# start order request handler **before** local trades
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# event loop
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n.start_soon(
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handle_order_requests,
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ems_stream,
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accounts_def,
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)
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# allocate event relay tasks for each client connection
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n.start_soon(
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deliver_trade_events,
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stream,
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trade_event_stream,
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ems_stream,
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accounts_def,
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cids2pps,
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@ -661,6 +708,22 @@ async def emit_pp_update(
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await ems_stream.send(msg)
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_statuses: dict[str, str] = {
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'cancelled': 'canceled',
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'submitted': 'open',
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# XXX: just pass these through? it duplicates actual fill events other
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# then the case where you the `.remaining == 0` case which is our
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# 'closed'` case.
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# 'filled': 'pending',
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# 'pendingsubmit': 'pending',
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# TODO: see a current ``ib_insync`` issue around this:
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# https://github.com/erdewit/ib_insync/issues/363
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'inactive': 'pending',
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}
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async def deliver_trade_events(
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trade_event_stream: trio.MemoryReceiveChannel,
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@ -914,11 +977,13 @@ def norm_trade_records(
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ledger into our standard record format.
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'''
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records: dict[str, Transaction] = {}
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records: list[Transaction] = []
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for tid, record in ledger.items():
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conid = record.get('conId') or record['conid']
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comms = record.get('commission') or -1*record['ibCommission']
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comms = record.get('commission')
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if comms is None:
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comms = -1*record['ibCommission']
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price = record.get('price') or record['tradePrice']
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# the api doesn't do the -/+ on the quantity for you but flex
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@ -991,19 +1056,22 @@ def norm_trade_records(
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# should already have entries if the pps are still open, in
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# which case, we can pull the fqsn from that table (see
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# `trades_dialogue()` above).
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records[tid] = Transaction(
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fqsn=fqsn,
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tid=tid,
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size=size,
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price=price,
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cost=comms,
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dt=dt,
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expiry=expiry,
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bsuid=conid,
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insort(
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records,
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Transaction(
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fqsn=fqsn,
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tid=tid,
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size=size,
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price=price,
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cost=comms,
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dt=dt,
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expiry=expiry,
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bsuid=conid,
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),
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key=lambda t: t.dt
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)
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return records
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return {r.tid: r for r in records}
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def trades_to_ledger_entries(
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193
piker/pp.py
193
piker/pp.py
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@ -134,11 +134,14 @@ class Position(Struct):
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# unique backend symbol id
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bsuid: str
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split_ratio: Optional[int] = None
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# ordered record of known constituent trade messages
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clears: dict[
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Union[str, int, Status], # trade id
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dict[str, Any], # transaction history summaries
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] = {}
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first_clear_dt: Optional[datetime] = None
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expiry: Optional[datetime] = None
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@ -159,6 +162,12 @@ class Position(Struct):
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clears = d.pop('clears')
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expiry = d.pop('expiry')
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if self.split_ratio is None:
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d.pop('split_ratio')
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# should be obvious from clears/event table
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d.pop('first_clear_dt')
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# TODO: we need to figure out how to have one top level
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# listing venue here even when the backend isn't providing
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# it via the trades ledger..
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@ -166,16 +175,14 @@ class Position(Struct):
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s = d.pop('symbol')
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fqsn = s.front_fqsn()
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size = d.pop('size')
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ppu = d.pop('ppu')
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d['size'], d['ppu'] = self.audit_sizing(size, ppu)
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if self.expiry is None:
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d.pop('expiry', None)
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elif expiry:
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d['expiry'] = str(expiry)
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toml_clears_list = []
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# reverse sort so latest clears are at top of section?
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for tid, data in sorted(
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list(clears.items()),
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@ -184,7 +191,8 @@ class Position(Struct):
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):
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inline_table = toml.TomlDecoder().get_empty_inline_table()
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inline_table['dt'] = data['dt']
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# serialize datetime to parsable `str`
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inline_table['dt'] = str(data['dt'])
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# insert optional clear fields in column order
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for k in ['ppu', 'accum_size']:
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@ -203,35 +211,51 @@ class Position(Struct):
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return fqsn, d
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def audit_sizing(
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self,
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size: Optional[float] = None,
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ppu: Optional[float] = None,
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) -> tuple[float, float]:
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def ensure_state(self) -> None:
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'''
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Audit either the `.size` and `.ppu` values or equvialent
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passed in values against the clears table calculations and
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return the calc-ed values if they differ and log warnings to
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console.
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Audit either the `.size` and `.ppu` local instance vars against
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the clears table calculations and return the calc-ed values if
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they differ and log warnings to console.
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'''
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size = size or self.size
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ppu = ppu or self.ppu
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clears = list(self.clears.values())
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self.first_clear_dt = min(list(entry['dt'] for entry in clears))
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last_clear = clears[-1]
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csize = self.calc_size()
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cppu = self.calc_ppu()
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accum = last_clear['accum_size']
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if not self.expired():
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if (
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csize != accum
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and csize != round(accum * self.split_ratio or 1)
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):
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raise ValueError(f'Size mismatch: {csize}')
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else:
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assert csize == 0, 'Contract is expired but non-zero size?'
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if size != csize:
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log.warning(f'size != calculated size: {size} != {csize}')
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size = csize
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if ppu != cppu:
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if self.size != csize:
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log.warning(
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f'ppu != calculated ppu: {ppu} != {cppu}'
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'Position state mismatch:\n'
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f'{self.size} => {csize}'
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)
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ppu = cppu
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self.size = csize
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return size, ppu
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cppu = self.calc_ppu()
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ppu = last_clear['ppu']
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if (
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cppu != ppu
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and self.split_ratio is not None
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# handle any split info entered (for now) manually by user
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and cppu != (ppu / self.split_ratio)
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):
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raise ValueError(f'PPU mismatch: {cppu}')
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|
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if self.ppu != cppu:
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log.warning(
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'Position state mismatch:\n'
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f'{self.ppu} => {cppu}'
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)
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self.ppu = cppu
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def update_from_msg(
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self,
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|
@ -384,12 +408,40 @@ class Position(Struct):
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asize_h.append(accum_size)
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ppu_h.append(ppu_h[-1])
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return ppu_h[-1] if ppu_h else 0
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final_ppu = ppu_h[-1] if ppu_h else 0
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# handle any split info entered (for now) manually by user
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if self.split_ratio is not None:
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final_ppu /= self.split_ratio
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return final_ppu
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def expired(self) -> bool:
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'''
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Predicate which checks if the contract/instrument is past its expiry.
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||||
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'''
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return bool(self.expiry) and self.expiry < now()
|
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def calc_size(self) -> float:
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'''
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Calculate the unit size of this position in the destination
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asset using the clears/trade event table; zero if expired.
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||||
|
||||
'''
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||||
size: float = 0
|
||||
|
||||
# time-expired pps (normally derivatives) are "closed"
|
||||
# and have a zero size.
|
||||
if self.expired():
|
||||
return 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(
|
||||
|
|
@ -434,20 +486,24 @@ class Position(Struct):
|
|||
'cost': t.cost,
|
||||
'price': t.price,
|
||||
'size': t.size,
|
||||
'dt': str(t.dt),
|
||||
'dt': t.dt,
|
||||
}
|
||||
|
||||
# TODO: compute these incrementally instead
|
||||
# of re-looping through each time resulting in O(n**2)
|
||||
# behaviour..
|
||||
# compute these **after** adding the entry
|
||||
# in order to make the recurrence relation math work
|
||||
# inside ``.calc_size()``.
|
||||
# behaviour..?
|
||||
|
||||
# NOTE: we compute these **after** adding the entry in order to
|
||||
# make the recurrence relation math work inside
|
||||
# ``.calc_size()``.
|
||||
self.size = clear['accum_size'] = self.calc_size()
|
||||
self.ppu = clear['ppu'] = self.calc_ppu()
|
||||
|
||||
return clear
|
||||
|
||||
def sugest_split(self) -> float:
|
||||
...
|
||||
|
||||
|
||||
class PpTable(Struct):
|
||||
|
||||
|
|
@ -484,16 +540,22 @@ class PpTable(Struct):
|
|||
expiry=t.expiry,
|
||||
)
|
||||
)
|
||||
clears = pp.clears
|
||||
if clears:
|
||||
first_clear_dt = pp.first_clear_dt
|
||||
|
||||
# don't do updates for ledger records we already have
|
||||
# included in the current pps state.
|
||||
if t.tid in pp.clears:
|
||||
# NOTE: likely you'll see repeats of the same
|
||||
# ``Transaction`` passed in here if/when you are restarting
|
||||
# a ``brokerd.ib`` where the API will re-report trades from
|
||||
# the current session, so we need to make sure we don't
|
||||
# "double count" these in pp calculations.
|
||||
continue
|
||||
# don't do updates for ledger records we already have
|
||||
# included in the current pps state.
|
||||
if (
|
||||
t.tid in clears
|
||||
or first_clear_dt and t.dt < first_clear_dt
|
||||
):
|
||||
# NOTE: likely you'll see repeats of the same
|
||||
# ``Transaction`` passed in here if/when you are restarting
|
||||
# a ``brokerd.ib`` where the API will re-report trades from
|
||||
# the current session, so we need to make sure we don't
|
||||
# "double count" these in pp calculations.
|
||||
continue
|
||||
|
||||
# update clearing table
|
||||
pp.add_clear(t)
|
||||
|
|
@ -501,7 +563,7 @@ class PpTable(Struct):
|
|||
|
||||
# minimize clears tables and update sizing.
|
||||
for bsuid, pp in updated.items():
|
||||
pp.size, pp.ppu = pp.audit_sizing()
|
||||
pp.ensure_state()
|
||||
|
||||
return updated
|
||||
|
||||
|
|
@ -534,7 +596,7 @@ class PpTable(Struct):
|
|||
# if bsuid == qqqbsuid:
|
||||
# breakpoint()
|
||||
|
||||
pp.size, pp.ppu = pp.audit_sizing()
|
||||
pp.ensure_state()
|
||||
|
||||
if (
|
||||
# "net-zero" is a "closed" position
|
||||
|
|
@ -574,6 +636,7 @@ class PpTable(Struct):
|
|||
# keep the minimal amount of clears that make up this
|
||||
# position since the last net-zero state.
|
||||
pos.minimize_clears()
|
||||
pos.ensure_state()
|
||||
|
||||
# serialize to pre-toml form
|
||||
fqsn, asdict = pos.to_pretoml()
|
||||
|
|
@ -835,19 +898,35 @@ def open_pps(
|
|||
# index clears entries in "object" form by tid in a top
|
||||
# level dict instead of a list (as is presented in our
|
||||
# ``pps.toml``).
|
||||
pp = pp_objs.get(bsuid)
|
||||
if pp:
|
||||
clears = pp.clears
|
||||
else:
|
||||
clears = {}
|
||||
clears = pp_objs.setdefault(bsuid, {})
|
||||
|
||||
# TODO: should be make a ``Struct`` for clear/event entries?
|
||||
# convert "clear events table" from the toml config (list of
|
||||
# a dicts) and load it into object form for use in position
|
||||
# processing of new clear events.
|
||||
trans: list[Transaction] = []
|
||||
|
||||
for clears_table in clears_list:
|
||||
tid = clears_table.pop('tid')
|
||||
dtstr = clears_table['dt']
|
||||
dt = pendulum.parse(dtstr)
|
||||
clears_table['dt'] = dt
|
||||
trans.append(Transaction(
|
||||
fqsn=bsuid,
|
||||
bsuid=bsuid,
|
||||
tid=tid,
|
||||
size=clears_table['size'],
|
||||
price=clears_table['price'],
|
||||
cost=clears_table['cost'],
|
||||
dt=dt,
|
||||
))
|
||||
clears[tid] = clears_table
|
||||
|
||||
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:
|
||||
|
|
@ -857,19 +936,21 @@ def open_pps(
|
|||
Symbol.from_fqsn(fqsn, info={}),
|
||||
size=size,
|
||||
ppu=ppu,
|
||||
split_ratio=split_ratio,
|
||||
expiry=expiry,
|
||||
bsuid=entry['bsuid'],
|
||||
|
||||
# XXX: super critical, we need to be sure to include
|
||||
# all pps.toml clears to avoid reusing clears that were
|
||||
# already included in the current incremental update
|
||||
# state, since today's records may have already been
|
||||
# processed!
|
||||
clears=clears,
|
||||
)
|
||||
|
||||
# XXX: super critical, we need to be sure to include
|
||||
# all pps.toml clears to avoid reusing clears that were
|
||||
# already included in the current incremental update
|
||||
# state, since today's records may have already been
|
||||
# processed!
|
||||
for t in trans:
|
||||
pp.add_clear(t)
|
||||
|
||||
# audit entries loaded from toml
|
||||
pp.size, pp.ppu = pp.audit_sizing()
|
||||
pp.ensure_state()
|
||||
|
||||
try:
|
||||
yield table
|
||||
|
|
|
|||
Loading…
Reference in New Issue