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Pass symbol with broker suffix to `.submit_limit()`; fix clearing

size_in_shm_token
Tyler Goodlet 2022-08-21 22:22:38 -04:00
parent c5447fda06
commit ecd93cb05a
1 changed files with 10 additions and 6 deletions
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16
piker/clearing/_paper_engine.py
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@ -325,10 +325,10 @@ async def simulate_fills(
# dark order price filter(s) # dark order price filter(s)
types=('ask', 'bid', 'trade', 'last') types=('ask', 'bid', 'trade', 'last')
): ):
# print(tick)
match tick: match tick:
case { case {
'price': tick_price, 'price': tick_price,
# 'type': ('ask' | 'trade' | 'last'),
'type': 'ask', 'type': 'ask',
}: }:
client.last_ask = ( client.last_ask = (
@ -345,6 +345,7 @@ async def simulate_fills(
case { case {
'price': tick_price, 'price': tick_price,
# 'type': ('bid' | 'trade' | 'last'),
'type': 'bid', 'type': 'bid',
}: }:
client.last_bid = ( client.last_bid = (
@ -364,14 +365,17 @@ async def simulate_fills(
'price': tick_price, 'price': tick_price,
'type': ('trade' | 'last'), 'type': ('trade' | 'last'),
}: }:
# TODO: simulate actual book queues and our orders # TODO: simulate actual book queues and our
# place in it, might require full L2 data? # orders place in it, might require full L2
# data?
continue continue
# iterate book prices descending # iterate book prices descending
for oid, our_price in book_sequence: for oid, our_price in book_sequence:
if pred(our_price): # print(tick)
# print((sym, list(book_sequence), client._buys, client._sells))
clearable = pred(our_price)
if clearable:
# retreive order info # retreive order info
(size, reqid, action) = orders.pop((oid, our_price)) (size, reqid, action) = orders.pop((oid, our_price))
@ -428,7 +432,7 @@ async def handle_order_requests(
# call our client api to submit the order # call our client api to submit the order
reqid = await client.submit_limit( reqid = await client.submit_limit(
oid=order.oid, oid=order.oid,
symbol=order.symbol, symbol=f'{order.symbol}.{client.broker}',
price=order.price, price=order.price,
action=order.action, action=order.action,
size=order.size, size=order.size,