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
Tyler Goodlet 2022-06-16 15:31:22 -04:00
parent ecdc747ced
commit b6f344f34a
1 changed files with 14 additions and 18 deletions

View File

@ -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,
)
@ -542,25 +539,26 @@ 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.')]
# should only be one right?
msgs = await update_and_audit(
by_fqsn,
cids2pps,
validate=False,
)
for msg in msgs:
await ems_stream.send(msg.dict())
for fqsn, p in by_fqsn.items():
if p.bsuid == trade_entry['contract']['conId']:
# should only be one right?
msgs = await update_and_audit(
{fqsn: p},
cids2pps,
validate=False,
)
msg = msgs[0]
break
await ems_stream.send(msg.dict())
async def deliver_trade_events(
@ -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,