Add expiry and datetime support to ledger parsing

piker/brokers/ib/broker.py

@@ -370,7 +370,7 @@ async def update_and_audit(
             symbol=ibppmsg.symbol,
             currency=ibppmsg.currency,
             size=p.size,
-            avg_price=p.avg_price,
+            avg_price=p.be_price,
         )
         msgs.append(msg)
 
@@ -474,6 +474,7 @@ async def trades_dialogue(
         # connected api clients.
         for account, proxy in proxies.items():
             trades = await proxy.trades()
+            if trades:
                 await update_ledger_from_api_trades(
                     trades,
                     proxy,
@@ -481,10 +482,9 @@ async def trades_dialogue(
 
         # 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=active_accts,
-        ).items():
+        pps_by_account = pp.get_pps('ib', acctids=active_accts)
 
+        for acctid, by_fqsn in pps_by_account.items():
             msgs = await update_and_audit(by_fqsn, cids2pps, validate=True)
             all_positions.extend(msg.dict() for msg in msgs)
 
@@ -835,6 +835,20 @@ def norm_trade_records(
             print(f'skipping opts contract {symbol}')
             continue
 
+        # timestamping is way different in API records
+        date = record.get('date')
+        if not date:
+            # probably a flex record with a wonky non-std timestamp..
+            date, ts = record['dateTime'].split(';')
+            dt = pendulum.parse(date)
+            ts = f'{ts[:2]}:{ts[2:4]}:{ts[4:]}'
+            tsdt = pendulum.parse(ts)
+            dt.set(hour=tsdt.hour, minute=tsdt.minute, second=tsdt.second)
+
+        else:
+            epoch_dt = pendulum.from_timestamp(record.get('time'))
+            dt = pendulum.parse(date)
+
         # special handling of symbol extraction from
         # flex records using some ad-hoc schema parsing.
         instr = record.get('assetCategory')
@@ -847,17 +861,23 @@ def norm_trade_records(
         if expiry:
             expiry = str(expiry).strip(' ')
             suffix = f'{exch}.{expiry}'
+            expiry = pendulum.parse(expiry)
 
         fqsn = Symbol.from_fqsn(
             fqsn=f'{symbol}.{suffix}.ib',
             info={},
         ).front_fqsn().rstrip('.ib')
 
-        # NOTE: for flex records the normal fields won't be available so
-        # we have to do a lookup at some point to reverse map the conid
-        # to a fqsn?
-
-        # con = await proxy.get_con(conid)
+        # NOTE: for flex records the normal fields for defining an fqsn
+        # sometimes won't be available so we rely on two approaches for
+        # the "reverse lookup" of piker style fqsn keys:
+        # - when dealing with API trade records received from
+        #   `IB.trades()` we do a contract lookup at he time of processing
+        # - when dealing with flex records, it is assumed the record
+        #   is at least a day old and thus the TWS position reporting system
+        #   should already have entries if the pps are still open, in
+        #   which case, we can pull the fqsn from that table (see
+        #   `trades_dialogue()` above).
 
         records.append(pp.Transaction(
             fqsn=fqsn,
@@ -865,6 +885,8 @@ def norm_trade_records(
             size=size,
             price=price,
             cost=comms,
+            dt=dt,
+            expiry=expiry,
             bsuid=conid,
         ))