Only emit pps msg for trade triggering instrument
We can probably make this better (and with less file sys accesses) later such that we keep a consistent pps state in mem and only write async maybe from another side-task?lifo_pps_ib
parent
ecdc747ced
commit
b6f344f34a
|
@ -71,7 +71,6 @@ from .api import (
|
|||
Client,
|
||||
MethodProxy,
|
||||
)
|
||||
# from .feed import open_data_client
|
||||
|
||||
|
||||
def pack_position(
|
||||
|
@ -285,7 +284,6 @@ async def recv_trade_updates(
|
|||
|
||||
async def update_ledger_from_api_trades(
|
||||
trade_entries: list[dict[str, Any]],
|
||||
ib_pp_msgs: dict[int, BrokerdPosition], # conid -> msg
|
||||
client: Union[Client, MethodProxy],
|
||||
|
||||
) -> dict[str, Any]:
|
||||
|
@ -478,7 +476,6 @@ async def trades_dialogue(
|
|||
trades = await proxy.trades()
|
||||
await update_ledger_from_api_trades(
|
||||
trades,
|
||||
cids2pps, # pass these in to map to correct fqsns..
|
||||
proxy,
|
||||
)
|
||||
|
||||
|
@ -542,24 +539,25 @@ async def emit_pp_update(
|
|||
proxy = proxies[acctid]
|
||||
await update_ledger_from_api_trades(
|
||||
[trade_entry],
|
||||
cids2pps, # pass these in to map to correct fqsns..
|
||||
proxy,
|
||||
)
|
||||
# load all positions from `pps.toml`, cross check with
|
||||
# ib's positions data, and relay re-formatted pps as
|
||||
# msgs to the ems.
|
||||
for acctid, by_fqsn in pp.get_pps(
|
||||
'ib',
|
||||
acctids={acctid},
|
||||
).items():
|
||||
by_acct = pp.get_pps('ib', acctids={acctid})
|
||||
by_fqsn = by_acct[acctid.strip('ib.')]
|
||||
|
||||
for fqsn, p in by_fqsn.items():
|
||||
if p.bsuid == trade_entry['contract']['conId']:
|
||||
# should only be one right?
|
||||
msgs = await update_and_audit(
|
||||
by_fqsn,
|
||||
{fqsn: p},
|
||||
cids2pps,
|
||||
validate=False,
|
||||
)
|
||||
for msg in msgs:
|
||||
msg = msgs[0]
|
||||
break
|
||||
|
||||
await ems_stream.send(msg.dict())
|
||||
|
||||
|
||||
|
@ -714,7 +712,6 @@ async def deliver_trade_events(
|
|||
|
||||
if comms or cost_already_rx:
|
||||
# only send a pp update once we have a cost report
|
||||
print("EMITTING PP")
|
||||
await emit_pp_update(
|
||||
ems_stream,
|
||||
trade_entry,
|
||||
|
@ -739,7 +736,6 @@ async def deliver_trade_events(
|
|||
)
|
||||
|
||||
if fill_already_rx:
|
||||
print("EMITTING PP")
|
||||
await emit_pp_update(
|
||||
ems_stream,
|
||||
trade_entry,
|
||||
|
|
Loading…
Reference in New Issue