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
parent
eb51033b18
commit
de655bfe6a
51
piker/pp.py
51
piker/pp.py
|
@ -484,7 +484,9 @@ class Position(Struct):
|
||||||
if self.split_ratio is not None:
|
if self.split_ratio is not None:
|
||||||
size = round(size * self.split_ratio)
|
size = round(size * self.split_ratio)
|
||||||
|
|
||||||
return float(self.symbol.quantize_size(size))
|
return float(
|
||||||
|
self.symbol.quantize_size(size),
|
||||||
|
)
|
||||||
|
|
||||||
def minimize_clears(
|
def minimize_clears(
|
||||||
self,
|
self,
|
||||||
|
@ -564,9 +566,13 @@ class PpTable(Struct):
|
||||||
pps = self.pps
|
pps = self.pps
|
||||||
updated: dict[str, Position] = {}
|
updated: dict[str, Position] = {}
|
||||||
|
|
||||||
# lifo update all pps from records
|
# lifo update all pps from records, ensuring
|
||||||
for tid, t in trans.items():
|
# 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(
|
pp = pps.setdefault(
|
||||||
t.bsuid,
|
t.bsuid,
|
||||||
|
|
||||||
|
@ -590,7 +596,10 @@ class PpTable(Struct):
|
||||||
# included in the current pps state.
|
# included in the current pps state.
|
||||||
if (
|
if (
|
||||||
t.tid in clears
|
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
|
# NOTE: likely you'll see repeats of the same
|
||||||
# ``Transaction`` passed in here if/when you are restarting
|
# ``Transaction`` passed in here if/when you are restarting
|
||||||
|
@ -607,6 +616,8 @@ class PpTable(Struct):
|
||||||
for bsuid, pp in updated.items():
|
for bsuid, pp in updated.items():
|
||||||
pp.ensure_state()
|
pp.ensure_state()
|
||||||
|
|
||||||
|
# deliver only the position entries that were actually updated
|
||||||
|
# (modified the state) from the input transaction set.
|
||||||
return updated
|
return updated
|
||||||
|
|
||||||
def dump_active(
|
def dump_active(
|
||||||
|
@ -1031,6 +1042,36 @@ def open_pps(
|
||||||
table.write_config()
|
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__':
|
if __name__ == '__main__':
|
||||||
import sys
|
import sys
|
||||||
|
|
||||||
|
|
Loading…
Reference in New Issue