From d1cf90e2aed570d951fdf35ef3b88fde8a51d1d5 Mon Sep 17 00:00:00 2001 From: Tyler Goodlet Date: Tue, 18 Apr 2023 19:27:44 -0400 Subject: [PATCH] ib: finally convert ledger processing to use `MktPair` --- piker/brokers/ib/broker.py | 60 +++++++++++++++++--------------------- 1 file changed, 26 insertions(+), 34 deletions(-) diff --git a/piker/brokers/ib/broker.py b/piker/brokers/ib/broker.py index fdabb645..8379ce5e 100644 --- a/piker/brokers/ib/broker.py +++ b/piker/brokers/ib/broker.py @@ -55,6 +55,8 @@ import pendulum from piker import config from piker.accounting import ( + dec_digits, + digits_to_dec, Position, Transaction, open_trade_ledger, @@ -73,8 +75,8 @@ from piker.clearing._messages import ( BrokerdFill, BrokerdError, ) -from piker.accounting._mktinfo import ( - Symbol, +from piker.accounting import ( + MktPair, ) from .api import ( _accounts2clients, @@ -433,7 +435,7 @@ async def update_and_audit_msgs( # raise ValueError( log.error( f'UNEXPECTED POSITION says IB:\n' - 'Maybe they LIQUIDATED YOU or your missing ledger records?\n' + 'Maybe they LIQUIDATED YOU or are missing ledger txs?\n' f'PIKER:\n{pikerfmtmsg}\n\n' ) msgs.append(msg) @@ -1203,48 +1205,38 @@ def norm_trade_records( if asset_type == 'FUT': # (flex) ledger entries don't have any simple 3-char key? symbol = record['symbol'][:3] + asset_type: str = 'future' + + elif asset_type == 'STK': + asset_type: str = 'stock' # try to build out piker fqsn from record. - expiry = record.get( - 'lastTradeDateOrContractMonth') or record.get('expiry') + expiry = ( + record.get('lastTradeDateOrContractMonth') + or record.get('expiry') + ) + if expiry: expiry = str(expiry).strip(' ') suffix = f'{exch}.{expiry}' expiry = pendulum.parse(expiry) # src: str = record['currency'] + price_tick: Decimal = digits_to_dec(dec_digits(price)) - # price_tick_digits = float_digits(price) - tick_size = Decimal( - Decimal(10)**Decimal(str(price)).as_tuple().exponent + pair = MktPair.from_fqme( + fqme=f'{symbol}.{suffix}.ib', + bs_mktid=str(conid), + _atype=asset_type, + + price_tick=price_tick, + # NOTE: for "legacy" assets, volume is normally discreet, not + # a float, but we keep a digit in case the suitz decide + # to get crazy and change it; we'll be kinda ready + # schema-wise.. + size_tick='1', ) - # TODO: convert to MktPair!!! - pair = Symbol.from_fqsn( - fqsn=f'{symbol}.{suffix}.ib', - info={ - 'tick_size': tick_size, - - # NOTE: for "legacy" assets, volume is normally discreet, not - # a float, but we keep a digit in case the suitz decide - # to get crazy and change it; we'll be kinda ready - # schema-wise.. - 'lot_tick_size': 0.0, - - # TODO: remove when we switching from - # ``Symbol`` -> ``MktPair`` - 'asset_type': asset_type, - - # # TODO: figure out a target fin-type name - # # set and normalize to that here! - # 'dst_type': asset_type.lower(), - - # # starting to use new key naming as in ``MktPair`` - # # type have drafted... - # 'src': src, - # 'src_type': 'fiat', - }, - ) fqme = pair.fqme # NOTE: for flex records the normal fields for defining an fqme