pikers
/
piker
3
0
Fork 0
Code Issues 2 Pull Requests 5 Packages Projects Releases Wiki Activity

Filter pps loading to client-active accounts set

lifo_pps_ib
Tyler Goodlet 2022-06-15 09:56:14 -04:00
parent cd3bfb1ea4
commit cbcbb2b243
1 changed files with 11 additions and 3 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

14
piker/brokers/ib/broker.py
View File

@ -380,6 +380,7 @@ async def trades_dialogue(
accounts.add(account)
cids2pps = {}
used_accounts = set()
# process pp value reported from ib's system. we only use these
# to cross-check sizing since average pricing on their end uses
@ -390,7 +391,8 @@ async def trades_dialogue(
for pos in client.positions():
cid, msg = pack_position(pos)
msg.account = accounts_def.inverse[msg.account]
acctid = msg.account = accounts_def.inverse[msg.account]
used_accounts.add(acctid)
cids2pps[cid] = msg
assert msg.account in accounts, (
f'Position for unknown account: {msg.account}')
@ -404,12 +406,14 @@ 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').items():
for acctid, by_fqsn in pp.get_pps(
'ib', acctids=used_accounts,
).items():
for fqsn, posdict in by_fqsn.items():
ibppmsg = cids2pps[posdict['bsuid']]
msg = BrokerdPosition(
broker='ib',
# account=acctid + '.ib',
# XXX: ok so this is annoying, we're relaying
# an account name with the backend suffix prefixed
# but when reading accounts from ledgers we don't
@ -451,6 +455,10 @@ async def trades_dialogue(
all_positions.append(msg.dict())
if not all_positions and cids2pps:
raise RuntimeError(
'Positions report by ib but not found in `pps.toml` !?')
# log.info(f'Loaded {len(trades)} from this session')
# TODO: write trades to local ``trades.toml``
# - use above per-session trades data and write to local file