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ib: finally convert ledger processing to use `MktPair`

rekt_pps
Tyler Goodlet 2023-04-18 19:27:44 -04:00
parent 6008497b89
commit d1cf90e2ae
1 changed files with 26 additions and 34 deletions
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52
piker/brokers/ib/broker.py
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@ -55,6 +55,8 @@ import pendulum
from piker import config from piker import config
from piker.accounting import ( from piker.accounting import (
dec_digits,
digits_to_dec,
Position, Position,
Transaction, Transaction,
open_trade_ledger, open_trade_ledger,
@ -73,8 +75,8 @@ from piker.clearing._messages import (
BrokerdFill, BrokerdFill,
BrokerdError, BrokerdError,
) )
from piker.accounting._mktinfo import ( from piker.accounting import (
Symbol, MktPair,
) )
from .api import ( from .api import (
_accounts2clients, _accounts2clients,
@ -433,7 +435,7 @@ async def update_and_audit_msgs(
# raise ValueError( # raise ValueError(
log.error( log.error(
f'UNEXPECTED POSITION says IB:\n' 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' f'PIKER:\n{pikerfmtmsg}\n\n'
) )
msgs.append(msg) msgs.append(msg)
@ -1203,48 +1205,38 @@ def norm_trade_records(
if asset_type == 'FUT': if asset_type == 'FUT':
# (flex) ledger entries don't have any simple 3-char key? # (flex) ledger entries don't have any simple 3-char key?
symbol = record['symbol'][:3] symbol = record['symbol'][:3]
asset_type: str = 'future'
elif asset_type == 'STK':
asset_type: str = 'stock'
# try to build out piker fqsn from record. # try to build out piker fqsn from record.
expiry = record.get( expiry = (
'lastTradeDateOrContractMonth') or record.get('expiry') record.get('lastTradeDateOrContractMonth')
or record.get('expiry')
)
if expiry: if expiry:
expiry = str(expiry).strip(' ') expiry = str(expiry).strip(' ')
suffix = f'{exch}.{expiry}' suffix = f'{exch}.{expiry}'
expiry = pendulum.parse(expiry) expiry = pendulum.parse(expiry)
# src: str = record['currency'] # src: str = record['currency']
price_tick: Decimal = digits_to_dec(dec_digits(price))
# price_tick_digits = float_digits(price) pair = MktPair.from_fqme(
tick_size = Decimal( fqme=f'{symbol}.{suffix}.ib',
Decimal(10)**Decimal(str(price)).as_tuple().exponent bs_mktid=str(conid),
) _atype=asset_type,
# TODO: convert to MktPair!!!
pair = Symbol.from_fqsn(
fqsn=f'{symbol}.{suffix}.ib',
info={
'tick_size': tick_size,
price_tick=price_tick,
# NOTE: for "legacy" assets, volume is normally discreet, not # NOTE: for "legacy" assets, volume is normally discreet, not
# a float, but we keep a digit in case the suitz decide # a float, but we keep a digit in case the suitz decide
# to get crazy and change it; we'll be kinda ready # to get crazy and change it; we'll be kinda ready
# schema-wise.. # schema-wise..
'lot_tick_size': 0.0, size_tick='1',
# 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 fqme = pair.fqme
# NOTE: for flex records the normal fields for defining an fqme # NOTE: for flex records the normal fields for defining an fqme