Change name `be_price` -> `ppu` throughout codebase
Tyler Goodlet
parent
a0c238daa7
commit
ae71168216
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@ -383,7 +383,7 @@ async def update_and_audit_msgs(
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symbol=ibppmsg.symbol,
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currency=ibppmsg.currency,
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size=p.size,
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avg_price=p.be_price,
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avg_price=p.ppu,
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)
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msgs.append(msg)
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@ -430,7 +430,7 @@ async def update_and_audit_msgs(
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symbol=p.symbol.front_fqsn(),
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# currency=ibppmsg.currency,
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size=p.size,
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avg_price=p.be_price,
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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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@ -126,7 +126,7 @@ class Allocator(Struct):
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l_sub_pp = self.units_limit - abs_live_size
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elif size_unit == 'currency':
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live_cost_basis = abs_live_size * live_pp.be_price
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live_cost_basis = abs_live_size * live_pp.ppu
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slot_size = currency_per_slot / price
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l_sub_pp = (self.currency_limit - live_cost_basis) / price
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@ -158,7 +158,7 @@ class Allocator(Struct):
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if size_unit == 'currency':
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# compute the "projected" limit's worth of units at the
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# current pp (weighted) price:
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slot_size = currency_per_slot / live_pp.be_price
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slot_size = currency_per_slot / live_pp.ppu
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else:
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slot_size = u_per_slot
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@ -200,7 +200,7 @@ class Allocator(Struct):
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Position(
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symbol=sym,
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size=order_size,
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be_price=price,
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ppu=price,
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bsuid=sym,
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)
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)
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@ -229,8 +229,8 @@ class Allocator(Struct):
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abs_pp_size = abs(pp.size)
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if self.size_unit == 'currency':
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# live_currency_size = size or (abs_pp_size * pp.be_price)
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live_currency_size = abs_pp_size * pp.be_price
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# live_currency_size = size or (abs_pp_size * pp.ppu)
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live_currency_size = abs_pp_size * pp.ppu
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prop = live_currency_size / self.currency_limit
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else:
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@ -303,7 +303,7 @@ def mk_allocator(
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# if the current position is already greater then the limit
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# settings, increase the limit to the current position
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if alloc.size_unit == 'currency':
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startup_size = startup_pp.size * startup_pp.be_price
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startup_size = startup_pp.size * startup_pp.ppu
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if startup_size > alloc.currency_limit:
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alloc.currency_limit = round(startup_size, ndigits=2)
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@ -259,7 +259,7 @@ class PaperBoi:
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Position(
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Symbol(key=symbol),
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size=size,
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be_price=price,
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ppu=price,
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bsuid=symbol,
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)
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)
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@ -283,7 +283,7 @@ class PaperBoi:
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# inferred from the pair?
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currency='',
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size=pp.size,
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avg_price=pp.be_price,
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avg_price=pp.ppu,
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)
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await self.ems_trades_stream.send(pp_msg)
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43
piker/pp.py
43
piker/pp.py
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@ -129,7 +129,7 @@ class Position(Struct):
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# "breakeven price" above or below which pnl moves above and below
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# zero for the entirety of the current "trade state".
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be_price: float
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ppu: float
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# unique backend symbol id
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bsuid: str
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@ -167,8 +167,8 @@ class Position(Struct):
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fqsn = s.front_fqsn()
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size = d.pop('size')
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be_price = d.pop('be_price')
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d['size'], d['be_price'] = self.audit_sizing(size, be_price)
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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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@ -206,32 +206,32 @@ class Position(Struct):
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def audit_sizing(
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self,
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size: Optional[float] = None,
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be_price: Optional[float] = None,
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ppu: Optional[float] = None,
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) -> tuple[float, float]:
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'''
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Audit either the `.size` and `.be_price` values or equvialent
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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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'''
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size = size or self.size
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be_price = be_price or self.be_price
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ppu = ppu or self.ppu
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csize = self.calc_size()
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cbe_price = self.calc_ppu()
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cppu = self.calc_ppu()
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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 be_price != cbe_price:
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if ppu != cppu:
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log.warning(
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f'be_price != calculated be_price: {be_price} != {cbe_price}'
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f'ppu != calculated ppu: {ppu} != {cppu}'
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)
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be_price = cbe_price
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ppu = cppu
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return size, be_price
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return size, ppu
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def update_from_msg(
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self,
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@ -243,7 +243,7 @@ class Position(Struct):
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symbol = self.symbol
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lot_size_digits = symbol.lot_size_digits
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be_price, size = (
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ppu, size = (
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round(
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msg['avg_price'],
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ndigits=symbol.tick_size_digits
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@ -254,7 +254,7 @@ class Position(Struct):
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),
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)
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self.be_price = be_price
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self.ppu = ppu
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self.size = size
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@property
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@ -264,7 +264,7 @@ class Position(Struct):
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terms.
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'''
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return self.be_price * self.size
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return self.ppu * self.size
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# TODO: idea: "real LIFO" dynamic positioning.
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# - when a trade takes place where the pnl for
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@ -444,7 +444,7 @@ class Position(Struct):
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# in order to make the recurrence relation math work
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# inside ``.calc_size()``.
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self.size = clear['accum_size'] = self.calc_size()
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self.be_price = clear['ppu'] = self.calc_ppu()
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self.ppu = clear['ppu'] = self.calc_ppu()
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return clear
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@ -479,7 +479,7 @@ class PpTable(Struct):
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info={},
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),
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size=0.0,
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be_price=0.0,
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ppu=0.0,
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bsuid=t.bsuid,
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expiry=t.expiry,
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)
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@ -501,7 +501,7 @@ class PpTable(Struct):
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# minimize clears tables and update sizing.
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for bsuid, pp in updated.items():
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pp.size, pp.be_price = pp.audit_sizing()
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pp.size, pp.ppu = pp.audit_sizing()
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return updated
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@ -534,7 +534,7 @@ class PpTable(Struct):
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# if bsuid == qqqbsuid:
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# breakpoint()
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pp.size, pp.be_price = pp.audit_sizing()
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pp.size, pp.ppu = pp.audit_sizing()
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if (
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# "net-zero" is a "closed" position
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@ -846,7 +846,8 @@ def open_pps(
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clears[tid] = clears_table
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size = entry['size']
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be_price = entry['be_price']
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# TODO: remove but, handle old field name for now
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ppu = entry.get('ppu', entry.get('be_price', 0))
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expiry = entry.get('expiry')
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if expiry:
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@ -855,7 +856,7 @@ def open_pps(
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pp = pp_objs[bsuid] = Position(
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Symbol.from_fqsn(fqsn, info={}),
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size=size,
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be_price=be_price,
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ppu=ppu,
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expiry=expiry,
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bsuid=entry['bsuid'],
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@ -868,7 +869,7 @@ def open_pps(
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)
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# audit entries loaded from toml
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pp.size, pp.be_price = pp.audit_sizing()
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pp.size, pp.ppu = pp.audit_sizing()
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try:
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yield table
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@ -106,8 +106,8 @@ async def update_pnl_from_feed(
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# compute and display pnl status
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order_mode.pane.pnl_label.format(
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pnl=copysign(1, size) * pnl(
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# live.be_price,
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order_mode.current_pp.live_pp.be_price,
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# live.ppu,
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order_mode.current_pp.live_pp.ppu,
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tick['price'],
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),
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)
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@ -357,7 +357,7 @@ class SettingsPane:
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# last historical close price
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last = feed.shm.array[-1][['close']][0]
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pnl_value = copysign(1, size) * pnl(
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tracker.live_pp.be_price,
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tracker.live_pp.ppu,
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last,
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)
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@ -557,7 +557,7 @@ class PositionTracker:
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pp = position or self.live_pp
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self.update_line(
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pp.be_price,
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pp.ppu,
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pp.size,
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self.chart.linked.symbol.lot_size_digits,
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)
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@ -571,7 +571,7 @@ class PositionTracker:
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self.hide()
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else:
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self._level_marker.level = pp.be_price
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self._level_marker.level = pp.ppu
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# these updates are critical to avoid lag on view/scene changes
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self._level_marker.update() # trigger paint
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@ -610,7 +610,7 @@ async def open_order_mode(
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startup_pp = Position(
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symbol=symbol,
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size=0,
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be_price=0,
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ppu=0,
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# XXX: BLEH, do we care about this on the client side?
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bsuid=symbol,
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