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c7c823046e
| Author | SHA1 | Date |
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Tyler Goodlet
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c7c823046e | |
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Tyler Goodlet
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41c35c07d3 | |
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Tyler Goodlet
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23eb089a2f | |
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Tyler Goodlet
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1c072b3ccd | |
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Tyler Goodlet
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45731e1bea | |
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Tyler Goodlet
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aaf7796cf2 |
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@ -1,8 +1,40 @@
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.accounting
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-----------
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piker.accounting
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________________
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A subsystem for transaction processing, storage and historical
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measurement.
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synopsis
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--------
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The big question for any trader is this:
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*what is the price that determines whether i take a loss or a gain on my
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trade?*
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In other words, at any given state of accounting your current assets,
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what is the price between any 2 assets you've transacted that determines
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at which price you can conduct **the next** transaction and know if you
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are making or losing more (or less) of the *source* asset versus the
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*destination* asset?
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Let's do a very simple example:
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> Joe wants to buy some tacos bc they're super hungo.
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> Joe has a friend who also likes tacos but doesn't mind if they're fresh; he doesn't mind having day old tacos.
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> Inflation is rampant and taco prices are trending up for no good reason besides everyone thinks prices are going up.
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> Joe goes to the taco stand and buys 4 tacos at 25 mxn.
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> This makes Joe's net cost `4 * 25 = 200` mxn.
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> Joe eats 3 tacos and realizes that he can't finish the last, so he puts it in the fridge to save for the next day (since he owns a comal).
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> The next day the price of tacos goes up to 30 mxn (for no good reason > besides the taco stand noticing Joe is a tourist and that > "inflation" is some thing that's used as an excuse for price changes).
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> Joe's friend from before got lit up (like he does every morning) and msgs Joe to buy him 2 tacos for when he shows up in the late morning.
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> Joe says "sure, but i also have a leftover if you want it, and I'm fasting today so you can have my sobras and i'll buy you a new one".
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> The friend coughs a couple times, and says "yee no problem man, just make sure you get them"
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>
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Prior *suit* definitions:
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- the canucks equiv of the IRS call this idea ["Adjusted cost base"](https://www.canada.ca/en/revenue-agency/services/tax/individuals/topics/about-your-tax-return/tax-return/completing-a-tax-return/personal-income/line-12700-capital-gains/definitions-capital-gains.html#Adjustedcostbase)
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.pnl
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----
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@ -40,7 +40,7 @@ import tomli_w # for fast ledger writing
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from piker.types import Struct
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from piker import config
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from ..log import get_logger
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from piker.log import get_logger
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from .calc import (
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iter_by_dt,
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)
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@ -239,7 +239,9 @@ class TransactionLedger(UserDict):
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symcache: SymbologyCache = self._symcache
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towrite: dict[str, Any] = {}
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for tid, txdict in self.tx_sort(self.data.copy()):
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for tid, txdict in self.tx_sort(
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self.data.copy()
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):
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# write blank-str expiry for non-expiring assets
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if (
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'expiry' in txdict
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@ -377,7 +379,7 @@ def open_trade_ledger(
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account,
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dirpath=_fp,
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)
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cpy = ledger_dict.copy()
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cpy: dict = ledger_dict.copy()
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# XXX NOTE: if not provided presume we are being called from
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# sync code and need to maybe run `trio` to generate..
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@ -406,7 +408,13 @@ def open_trade_ledger(
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account=account,
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mod=mod,
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symcache=symcache,
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tx_sort=getattr(mod, 'tx_sort', tx_sort),
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# NOTE: allow backends to provide custom ledger sorting
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tx_sort=getattr(
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mod,
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'tx_sort',
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tx_sort,
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),
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)
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try:
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yield ledger
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@ -305,8 +305,8 @@ class MktPair(Struct, frozen=True):
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# config right?
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# src_type: AssetTypeName
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# for derivs, info describing contract, egs.
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# strike price, call or put, swap type, exercise model, etc.
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# for derivs, info describing contract, egs. strike price, call
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# or put, swap type, exercise model, etc.
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contract_info: list[str] | None = None
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# TODO: rename to sectype since all of these can
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@ -251,10 +251,16 @@ def iter_by_dt(
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for k in parsers:
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if (
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isdict and k in tx
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or getattr(tx, k, None)
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or
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getattr(tx, k, None)
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):
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v = tx[k] if isdict else tx.dt
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assert v is not None, f'No valid value for `{k}`!?'
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v = (
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tx[k] if isdict
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else tx.dt
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)
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assert v is not None, (
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f'No valid value for `{k}`!?'
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)
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# only call parser on the value if not None from
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# the `parsers` table above (when NOT using
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@ -269,8 +275,21 @@ def iter_by_dt(
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return v
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else:
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# XXX: should never get here..
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breakpoint()
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# TODO: move to top?
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from piker.log import get_logger
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log = get_logger(__name__)
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# XXX: we should really never get here..
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# only if a ledger record has no expected sort(able)
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# field will we likely hit this.. like with ze IB.
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# if no sortable field just deliver epoch?
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log.warning(
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'No (time) sortable field for TXN:\n'
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f'{tx}\n'
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)
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return from_timestamp(0)
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# breakpoint()
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entry: tuple[str, dict] | Transaction
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for entry in sorted(
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@ -300,7 +300,8 @@ def disect(
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assert not df.is_empty()
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# muck around in pdbp REPL
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breakpoint()
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# tractor.devx.mk_pdb().set_trace()
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# breakpoint()
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# TODO: we REALLY need a better console REPL for this
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# kinda thing..
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@ -587,7 +587,7 @@ async def get_bars(
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data_cs.cancel()
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# spawn new data reset task
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data_cs, reset_done = await nurse.start(
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data_cs, reset_done = await tn.start(
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partial(
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wait_on_data_reset,
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proxy,
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@ -607,11 +607,11 @@ async def get_bars(
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# such that simultaneous symbol queries don't try data resettingn
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# too fast..
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unset_resetter: bool = False
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async with trio.open_nursery() as nurse:
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async with trio.open_nursery() as tn:
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# start history request that we allow
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# to run indefinitely until a result is acquired
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nurse.start_soon(query)
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tn.start_soon(query)
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# start history reset loop which waits up to the timeout
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# for a result before triggering a data feed reset.
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@ -631,7 +631,7 @@ async def get_bars(
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unset_resetter: bool = True
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# spawn new data reset task
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data_cs, reset_done = await nurse.start(
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data_cs, reset_done = await tn.start(
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partial(
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wait_on_data_reset,
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proxy,
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@ -705,7 +705,9 @@ async def _setup_quote_stream(
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# to_trio, from_aio = trio.open_memory_channel(2**8) # type: ignore
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def teardown():
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ticker.updateEvent.disconnect(push)
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log.error(f"Disconnected stream for `{symbol}`")
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log.error(
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f'Disconnected stream for `{symbol}`'
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)
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client.ib.cancelMktData(contract)
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# decouple broadcast mem chan
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@ -761,7 +763,10 @@ async def open_aio_quote_stream(
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symbol: str,
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contract: Contract | None = None,
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) -> trio.abc.ReceiveStream:
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) -> (
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trio.abc.Channel| # iface
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tractor.to_asyncio.LinkedTaskChannel # actually
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):
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from tractor.trionics import broadcast_receiver
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global _quote_streams
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@ -778,6 +783,7 @@ async def open_aio_quote_stream(
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yield from_aio
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return
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from_aio: tractor.to_asyncio.LinkedTaskChannel
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async with tractor.to_asyncio.open_channel_from(
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_setup_quote_stream,
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symbol=symbol,
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@ -983,17 +989,18 @@ async def stream_quotes(
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)
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cs: trio.CancelScope | None = None
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startup: bool = True
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iter_quotes: trio.abc.Channel
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while (
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startup
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or cs.cancel_called
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):
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with trio.CancelScope() as cs:
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async with (
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trio.open_nursery() as nurse,
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trio.open_nursery() as tn,
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open_aio_quote_stream(
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symbol=sym,
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contract=con,
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) as stream,
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) as iter_quotes,
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):
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# ugh, clear ticks since we've consumed them
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# (ahem, ib_insync is stateful trash)
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@ -1021,9 +1028,9 @@ async def stream_quotes(
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await rt_ev.wait()
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cs.cancel() # cancel called should now be set
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nurse.start_soon(reset_on_feed)
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tn.start_soon(reset_on_feed)
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async with aclosing(stream):
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async with aclosing(iter_quotes):
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# if syminfo.get('no_vlm', False):
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if not init_msg.shm_write_opts['has_vlm']:
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@ -1038,19 +1045,21 @@ async def stream_quotes(
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# wait for real volume on feed (trading might be
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# closed)
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while True:
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ticker = await stream.receive()
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ticker = await iter_quotes.receive()
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# for a real volume contract we rait for
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# the first "real" trade to take place
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if (
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# not calc_price
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# and not ticker.rtTime
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not ticker.rtTime
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False
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# not ticker.rtTime
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):
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# spin consuming tickers until we
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# get a real market datum
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log.debug(f"New unsent ticker: {ticker}")
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continue
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else:
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log.debug("Received first volume tick")
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# ugh, clear ticks since we've
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@ -1066,13 +1075,18 @@ async def stream_quotes(
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log.debug(f"First ticker received {quote}")
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# tell data-layer spawner-caller that live
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# quotes are now streaming.
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# quotes are now active desptie not having
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# necessarily received a first vlm/clearing
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# tick.
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ticker = await iter_quotes.receive()
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feed_is_live.set()
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fqme: str = quote['fqme']
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await send_chan.send({fqme: quote})
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# last = time.time()
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async for ticker in stream:
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async for ticker in iter_quotes:
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quote = normalize(ticker)
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fqme = quote['fqme']
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fqme: str = quote['fqme']
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await send_chan.send({fqme: quote})
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# ugh, clear ticks since we've consumed them
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@ -544,7 +544,7 @@ async def open_trade_dialog(
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# to be reloaded.
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balances: dict[str, float] = await client.get_balances()
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verify_balances(
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await verify_balances(
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acnt,
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src_fiat,
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balances,
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@ -37,6 +37,12 @@ import tractor
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from async_generator import asynccontextmanager
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import numpy as np
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import wrapt
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# TODO, port to `httpx`/`trio-websocket` whenver i get back to
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# writing a proper ws-api streamer for this backend (since the data
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# feeds are free now) as per GH feat-req:
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# https://github.com/pikers/piker/issues/509
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#
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import asks
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from ..calc import humanize, percent_change
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