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Support pp audits with multiple accounts

lifo_pps_ib
Tyler Goodlet 2022-06-20 15:49:07 -04:00
parent 2063b9d8bb
commit f32b4d37cb
1 changed files with 12 additions and 5 deletions
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17
piker/brokers/ib/broker.py
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@ -336,8 +336,9 @@ async def update_ledger_from_api_trades(
async def update_and_audit( async def update_and_audit(
acctid: str,
by_fqsn: dict[str, pp.Position], by_fqsn: dict[str, pp.Position],
cids2pps: dict[int, BrokerdPosition], cids2pps: dict[tuple[str, int], BrokerdPosition],
validate: bool = False, validate: bool = False,
) -> list[BrokerdPosition]: ) -> list[BrokerdPosition]:
@ -355,7 +356,7 @@ async def update_and_audit(
# retreive equivalent ib reported position message # retreive equivalent ib reported position message
# for comparison/audit versus the piker equivalent # for comparison/audit versus the piker equivalent
# breakeven pp calcs. # breakeven pp calcs.
ibppmsg = cids2pps[bsuid] ibppmsg = cids2pps[(acctid, bsuid)]
msg = BrokerdPosition( msg = BrokerdPosition(
broker='ib', broker='ib',
@ -466,7 +467,7 @@ async def trades_dialogue(
cid, msg = pack_position(pos) cid, msg = pack_position(pos)
acctid = msg.account = accounts_def.inverse[msg.account] acctid = msg.account = accounts_def.inverse[msg.account]
active_accts.add(acctid) active_accts.add(acctid)
cids2pps[cid] = msg cids2pps[(acctid.strip('ib.'), cid)] = msg
assert msg.account in accounts, ( assert msg.account in accounts, (
f'Position for unknown account: {msg.account}') f'Position for unknown account: {msg.account}')
@ -485,7 +486,12 @@ async def trades_dialogue(
pps_by_account = pp.get_pps('ib', acctids=active_accts) pps_by_account = pp.get_pps('ib', acctids=active_accts)
for acctid, by_fqsn in pps_by_account.items(): for acctid, by_fqsn in pps_by_account.items():
msgs = await update_and_audit(by_fqsn, cids2pps, validate=True) msgs = await update_and_audit(
acctid,
by_fqsn,
cids2pps,
validate=True,
)
all_positions.extend(msg.dict() for msg in msgs) all_positions.extend(msg.dict() for msg in msgs)
if not all_positions and cids2pps: if not all_positions and cids2pps:
@ -551,6 +557,7 @@ async def emit_pp_update(
if p.bsuid == trade_entry['contract']['conId']: if p.bsuid == trade_entry['contract']['conId']:
# should only be one right? # should only be one right?
msgs = await update_and_audit( msgs = await update_and_audit(
acctid,
{fqsn: p}, {fqsn: p},
cids2pps, cids2pps,
validate=False, validate=False,
@ -566,7 +573,7 @@ async def deliver_trade_events(
trade_event_stream: trio.MemoryReceiveChannel, trade_event_stream: trio.MemoryReceiveChannel,
ems_stream: tractor.MsgStream, ems_stream: tractor.MsgStream,
accounts_def: dict[str, str], accounts_def: dict[str, str],
cids2pps: dict[str, BrokerdPosition], cids2pps: dict[tuple[str, str], BrokerdPosition],
proxies: dict[str, MethodProxy], proxies: dict[str, MethodProxy],
) -> None: ) -> None: