Lol, gotta `float()` that vlm before `*` XD
parent
804e9afdde
commit
ba93f96c71
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@ -368,6 +368,10 @@ async def handle_order_updates(
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defined in the signature clear to the reader.
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defined in the signature clear to the reader.
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'''
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'''
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# transaction records which will be updated
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# on new trade clearing events (aka order "fills")
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trans: list[pp.Transaction]
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async for msg in stream_messages(ws):
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async for msg in stream_messages(ws):
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match msg:
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match msg:
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# process and relay clearing trade events to ems
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# process and relay clearing trade events to ems
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@ -379,7 +383,7 @@ async def handle_order_updates(
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# 'userref': reqid,
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# 'userref': reqid,
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{'sequence': seq},
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{'sequence': seq},
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]:
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]:
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# flatten msgs for processing
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# flatten msgs to an {id -> data} table for processing
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trades = {
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trades = {
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tid: trade
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tid: trade
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for entry in trades_msgs
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for entry in trades_msgs
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@ -725,7 +729,7 @@ def norm_trade_records(
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records: list[pp.Transaction] = []
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records: list[pp.Transaction] = []
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for tid, record in ledger.items():
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for tid, record in ledger.items():
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size = record.get('vol') * {
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size = float(record.get('vol')) * {
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'buy': 1,
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'buy': 1,
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'sell': -1,
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'sell': -1,
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}[record['type']]
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}[record['type']]
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@ -736,7 +740,7 @@ def norm_trade_records(
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pp.Transaction(
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pp.Transaction(
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fqsn=f'{norm_sym}.kraken',
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fqsn=f'{norm_sym}.kraken',
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tid=tid,
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tid=tid,
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size=float(size),
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size=size,
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price=float(record['price']),
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price=float(record['price']),
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cost=float(record['fee']),
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cost=float(record['fee']),
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dt=pendulum.from_timestamp(float(record['time'])),
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dt=pendulum.from_timestamp(float(record['time'])),
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