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Use new ledger pps but cross-ref with what ib says

lifo_pps_ib
Tyler Goodlet 2022-06-11 00:05:30 -04:00
parent b629ce177d
commit ce1eb11b59
1 changed files with 30 additions and 2 deletions
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32
piker/brokers/ib/broker.py
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@ -48,6 +48,7 @@ from ib_insync.objects import Position
import pendulum import pendulum
from piker import config from piker import config
from piker.pp import update_pps_conf
from piker.pp import TradeRecord from piker.pp import TradeRecord
from piker.log import get_console_log from piker.log import get_console_log
from piker.clearing._messages import ( from piker.clearing._messages import (
@ -310,17 +311,17 @@ async def trades_dialogue(
assert account in accounts_def assert account in accounts_def
accounts.add(account) accounts.add(account)
pp_msgs = {}
for client in aioclients.values(): for client in aioclients.values():
for pos in client.positions(): for pos in client.positions():
msg = pack_position(pos) msg = pack_position(pos)
msg.account = accounts_def.inverse[msg.account] msg.account = accounts_def.inverse[msg.account]
pp_msgs[msg.symbol] = msg
assert msg.account in accounts, ( assert msg.account in accounts, (
f'Position for unknown account: {msg.account}') f'Position for unknown account: {msg.account}')
all_positions.append(msg.dict())
trades_by_account: dict = {} trades_by_account: dict = {}
conf = get_config() conf = get_config()
for proxy in proxies.values(): for proxy in proxies.values():
@ -335,6 +336,33 @@ async def trades_dialogue(
with config.open_trade_ledger('ib', acctid) as ledger: with config.open_trade_ledger('ib', acctid) as ledger:
ledger.update(trades_by_id) ledger.update(trades_by_id)
records = norm_trade_records(trades_by_id)
active = update_pps_conf('ib', acctid, records)
for fqsn, pp in active.items():
ibppmsg = pp_msgs[fqsn.rstrip('.ib')]
msg = BrokerdPosition(
broker='ib',
# account=acctid + '.ib',
account=ibppmsg.account,
# XXX: the `.ib` is stripped..?
symbol=ibppmsg.symbol,
currency=ibppmsg.currency,
size=pp['size'],
avg_price=pp['avg_price'],
)
assert ibppmsg.size == msg.size
if ibppmsg.avg_price != msg.avg_price:
# TODO: make this a "propoganda" log level?
log.warning(
'The mega-cucks at IB want you to believe with their '
'"FIFO" positioning the following:\n'
f'"ib" mega-cucker avg price: {ibppmsg.avg_price}\n'
f'piker, legitamous-ness, LIFO avg price: {msg.avg_price}'
)
all_positions.append(msg.dict())
# log.info(f'Loaded {len(trades)} from this session') # log.info(f'Loaded {len(trades)} from this session')
# TODO: write trades to local ``trades.toml`` # TODO: write trades to local ``trades.toml``
# - use above per-session trades data and write to local file # - use above per-session trades data and write to local file