pikers
/
piker
3
0
Fork 0
Code Issues 5 Pull Requests 7 Packages Projects Releases Wiki Activity

`ib`: adjust to new simplified `Symbol` 

Drop usage of removed methods and attrs and only pass in the
`.tick_size: Decimal` value during construction.
rekt_pps
Tyler Goodlet 2023-03-14 20:29:57 -04:00
parent e65f3f84b9
commit a44b6f7c2f
1 changed files with 21 additions and 16 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

37
piker/brokers/ib/broker.py
View File

@ -21,6 +21,7 @@ from __future__ import annotations
from bisect import insort
from contextlib import ExitStack
from dataclasses import asdict
from decimal import Decimal
from functools import partial
from pprint import pformat
import time
@ -72,7 +73,6 @@ from piker.clearing._messages import (
)
from piker.accounting._mktinfo import (
Symbol,
float_digits,
)
from .api import (
_accounts2clients,
@ -414,7 +414,7 @@ async def update_and_audit_msgs(
# right since `.broker` is already included?
account=f'ib.{acctid}',
# XXX: the `.ib` is stripped..?
symbol=p.symbol.front_fqsn(),
symbol=p.symbol.fqme,
# currency=ibppmsg.currency,
size=p.size,
avg_price=p.ppu,
@ -625,7 +625,7 @@ async def trades_dialogue(
pairinfo = pp.symbol
if msg.size != pp.size:
log.error(
f'Pos size mismatch {pairinfo.front_fqsn()}:\n'
f'Pos size mismatch {pairinfo.fqsn}:\n'
f'ib: {msg.size}\n'
f'piker: {pp.size}\n'
)
@ -1110,7 +1110,6 @@ def norm_trade_records(
comms = -1*record['ibCommission']
price = record.get('price') or record['tradePrice']
price_tick_digits = float_digits(price)
# the api doesn't do the -/+ on the quantity for you but flex
# records do.. are you fucking serious ib...!?
@ -1153,7 +1152,9 @@ def norm_trade_records(
# special handling of symbol extraction from
# flex records using some ad-hoc schema parsing.
asset_type: str = record.get('assetCategory') or record.get('secType', 'STK')
asset_type: str = record.get(
'assetCategory'
) or record.get('secType', 'STK')
# TODO: XXX: WOA this is kinda hacky.. probably
# should figure out the correct future pair key more
@ -1170,34 +1171,38 @@ def norm_trade_records(
suffix = f'{exch}.{expiry}'
expiry = pendulum.parse(expiry)
src: str = record['currency']
# src: str = record['currency']
# price_tick_digits = float_digits(price)
tick_size = Decimal(
Decimal(10)**Decimal(str(price)).as_tuple().exponent
)
pair = Symbol.from_fqsn(
fqsn=f'{symbol}.{suffix}.ib',
info={
'tick_size_digits': price_tick_digits,
'tick_size': tick_size,
# NOTE: for "legacy" assets, volume is normally discreet, not
# a float, but we keep a digit in case the suitz decide
# to get crazy and change it; we'll be kinda ready
# schema-wise..
'lot_size_digits': 1,
'lot_tick_size': 0.0,
# TODO: remove when we switching from
# ``Symbol`` -> ``MktPair``
'asset_type': asset_type,
# TODO: figure out a target fin-type name
# set and normalize to that here!
'dst_type': asset_type.lower(),
# # TODO: figure out a target fin-type name
# # set and normalize to that here!
# 'dst_type': asset_type.lower(),
# starting to use new key naming as in ``MktPair``
# type have drafted...
'src': src,
'src_type': 'fiat',
# # starting to use new key naming as in ``MktPair``
# # type have drafted...
# 'src': src,
# 'src_type': 'fiat',
},
)
fqsn = pair.front_fqsn().rstrip('.ib')
fqsn = pair.fqme.rstrip('.ib')
# NOTE: for flex records the normal fields for defining an fqsn
# sometimes won't be available so we rely on two approaches for