Merge pull request #398 from pikers/paper_clear_logics_fix
Oof, reverse clearing logic-routines in paper engkraken_fill_bugs
commit
c724117c1a
piker/clearing
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@ -333,7 +333,7 @@ async def simulate_fills(
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key=itemgetter(0),
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key=itemgetter(0),
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))
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))
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def sell_on_bid(our_price):
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def buy_on_ask(our_price):
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return tick_price <= our_price
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return tick_price <= our_price
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sells: bidict[str, tuple] = client._sells[sym]
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sells: bidict[str, tuple] = client._sells[sym]
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@ -342,7 +342,7 @@ async def simulate_fills(
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key=itemgetter(0)
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key=itemgetter(0)
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)
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)
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def buy_on_ask(our_price):
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def sell_on_bid(our_price):
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return tick_price >= our_price
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return tick_price >= our_price
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match tick:
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match tick:
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@ -358,7 +358,7 @@ async def simulate_fills(
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iter_entries = zip(
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iter_entries = zip(
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iter_buys,
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iter_buys,
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itertools.repeat(sell_on_bid)
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itertools.repeat(buy_on_ask)
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)
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)
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case {
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case {
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@ -373,7 +373,7 @@ async def simulate_fills(
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iter_entries = zip(
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iter_entries = zip(
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iter_sells,
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iter_sells,
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itertools.repeat(buy_on_ask)
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itertools.repeat(sell_on_bid)
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)
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)
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case {
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case {
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@ -394,7 +394,7 @@ async def simulate_fills(
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):
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):
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for order_info, pred in zip(
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for order_info, pred in zip(
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pair,
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pair,
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itertools.cycle([sell_on_bid, buy_on_ask]),
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itertools.cycle([buy_on_ask, sell_on_bid]),
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):
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):
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yield order_info, pred
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yield order_info, pred
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