Ensure clearing table entries are time-sorted..

Not sure how this worked before but, the PPU calculation critically
requires that the order of clearing transactions are in the correct
chronological order! Fix this by sorting `trans: dict[str, Transaction]`
in the `PpTable.update_from_trans()` method.

Also, move the `get_likely_pair()` parser from the `kraken` backend here
for future use particularly when we revamp the asset-transaction
processing layer.
xdotool_fixes
Tyler Goodlet 2023-03-10 14:59:46 -05:00
parent eb51033b18
commit de655bfe6a
1 changed files with 46 additions and 5 deletions

View File

@ -484,7 +484,9 @@ class Position(Struct):
if self.split_ratio is not None:
size = round(size * self.split_ratio)
return float(self.symbol.quantize_size(size))
return float(
self.symbol.quantize_size(size),
)
def minimize_clears(
self,
@ -564,9 +566,13 @@ class PpTable(Struct):
pps = self.pps
updated: dict[str, Position] = {}
# lifo update all pps from records
for tid, t in trans.items():
# lifo update all pps from records, ensuring
# we compute the PPU and size sorted in time!
for t in sorted(
trans.values(),
key=lambda t: t.dt,
reverse=True,
):
pp = pps.setdefault(
t.bsuid,
@ -590,7 +596,10 @@ class PpTable(Struct):
# included in the current pps state.
if (
t.tid in clears
or first_clear_dt and t.dt < first_clear_dt
or (
first_clear_dt
and t.dt < first_clear_dt
)
):
# NOTE: likely you'll see repeats of the same
# ``Transaction`` passed in here if/when you are restarting
@ -607,6 +616,8 @@ class PpTable(Struct):
for bsuid, pp in updated.items():
pp.ensure_state()
# deliver only the position entries that were actually updated
# (modified the state) from the input transaction set.
return updated
def dump_active(
@ -1031,6 +1042,36 @@ def open_pps(
table.write_config()
def get_likely_pair(
src: str,
dst: str,
bsuid: str,
) -> str:
'''
Attempt to get the likely trading pair matching a given destination
asset `dst: str`.
'''
try:
src_name_start = bsuid.rindex(src)
except (
ValueError, # substr not found
):
# TODO: handle nested positions..(i.e.
# positions where the src fiat was used to
# buy some other dst which was furhter used
# to buy another dst..)
log.warning(
f'No src fiat {src} found in {bsuid}?'
)
return
likely_dst = bsuid[:src_name_start]
if likely_dst == dst:
return bsuid
if __name__ == '__main__':
import sys