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Port everything to `Position.be_price`

lifo_pps_ib
Tyler Goodlet 2022-06-18 15:53:12 -04:00
parent ff74f4302a
commit c617a06905
4 changed files with 13 additions and 13 deletions
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12
piker/clearing/_allocate.py
View File

@ -130,7 +130,7 @@ class Allocator(BaseModel):
l_sub_pp = self.units_limit - abs_live_size l_sub_pp = self.units_limit - abs_live_size
elif size_unit == 'currency': elif size_unit == 'currency':
live_cost_basis = abs_live_size * live_pp.avg_price live_cost_basis = abs_live_size * live_pp.be_price
slot_size = currency_per_slot / price slot_size = currency_per_slot / price
l_sub_pp = (self.currency_limit - live_cost_basis) / price l_sub_pp = (self.currency_limit - live_cost_basis) / price
@ -162,7 +162,7 @@ class Allocator(BaseModel):
if size_unit == 'currency': if size_unit == 'currency':
# compute the "projected" limit's worth of units at the # compute the "projected" limit's worth of units at the
# current pp (weighted) price: # current pp (weighted) price:
slot_size = currency_per_slot / live_pp.avg_price slot_size = currency_per_slot / live_pp.be_price
else: else:
slot_size = u_per_slot slot_size = u_per_slot
@ -204,7 +204,7 @@ class Allocator(BaseModel):
Position( Position(
symbol=sym, symbol=sym,
size=order_size, size=order_size,
avg_price=price, be_price=price,
bsuid=sym, bsuid=sym,
) )
) )
@ -233,8 +233,8 @@ class Allocator(BaseModel):
abs_pp_size = abs(pp.size) abs_pp_size = abs(pp.size)
if self.size_unit == 'currency': if self.size_unit == 'currency':
# live_currency_size = size or (abs_pp_size * pp.avg_price) # live_currency_size = size or (abs_pp_size * pp.be_price)
live_currency_size = abs_pp_size * pp.avg_price live_currency_size = abs_pp_size * pp.be_price
prop = live_currency_size / self.currency_limit prop = live_currency_size / self.currency_limit
else: else:
@ -304,7 +304,7 @@ def mk_allocator(
# if the current position is already greater then the limit # if the current position is already greater then the limit
# settings, increase the limit to the current position # settings, increase the limit to the current position
if alloc.size_unit == 'currency': if alloc.size_unit == 'currency':
startup_size = startup_pp.size * startup_pp.avg_price startup_size = startup_pp.size * startup_pp.be_price
if startup_size > alloc.currency_limit: if startup_size > alloc.currency_limit:
alloc.currency_limit = round(startup_size, ndigits=2) alloc.currency_limit = round(startup_size, ndigits=2)

2
piker/clearing/_paper_engine.py
View File

@ -263,7 +263,7 @@ class PaperBoi:
pp = Position( pp = Position(
Symbol(key=symbol), Symbol(key=symbol),
size=pp_msg.size, size=pp_msg.size,
avg_price=pp_msg.avg_price, be_price=pp_msg.avg_price,
uid=symbol.front_fqsn(), uid=symbol.front_fqsn(),
) )
pp_msg.size, pp_msg.avg_price = pp.lifo_update(size, price) pp_msg.size, pp_msg.avg_price = pp.lifo_update(size, price)

10
piker/ui/_position.py
View File

@ -106,8 +106,8 @@ async def update_pnl_from_feed(
# compute and display pnl status # compute and display pnl status
order_mode.pane.pnl_label.format( order_mode.pane.pnl_label.format(
pnl=copysign(1, size) * pnl( pnl=copysign(1, size) * pnl(
# live.avg_price, # live.be_price,
order_mode.current_pp.live_pp.avg_price, order_mode.current_pp.live_pp.be_price,
tick['price'], tick['price'],
), ),
) )
@ -357,7 +357,7 @@ class SettingsPane:
# last historical close price # last historical close price
last = feed.shm.array[-1][['close']][0] last = feed.shm.array[-1][['close']][0]
pnl_value = copysign(1, size) * pnl( pnl_value = copysign(1, size) * pnl(
tracker.live_pp.avg_price, tracker.live_pp.be_price,
last, last,
) )
@ -557,7 +557,7 @@ class PositionTracker:
pp = position or self.live_pp pp = position or self.live_pp
self.update_line( self.update_line(
pp.avg_price, pp.be_price,
pp.size, pp.size,
self.chart.linked.symbol.lot_size_digits, self.chart.linked.symbol.lot_size_digits,
) )
@ -571,7 +571,7 @@ class PositionTracker:
self.hide() self.hide()
else: else:
self._level_marker.level = pp.avg_price self._level_marker.level = pp.be_price
# these updates are critical to avoid lag on view/scene changes # these updates are critical to avoid lag on view/scene changes
self._level_marker.update() # trigger paint self._level_marker.update() # trigger paint

2
piker/ui/order_mode.py
View File

@ -606,7 +606,7 @@ async def open_order_mode(
startup_pp = Position( startup_pp = Position(
symbol=symbol, symbol=symbol,
size=0, size=0,
avg_price=0, be_price=0,
# XXX: BLEH, do we care about this on the client side? # XXX: BLEH, do we care about this on the client side?
bsuid=symbol, bsuid=symbol,