def get_point_size_base_currency(self, instrument_code):
point_size_instrument_currency = self.get_point_size(instrument_code)
instrument_currency = self.get_currency(instrument_code)
currency_data = currencyData(self.data)
point_size_currency_value = currencyValue(
instrument_currency, point_size_instrument_currency)
value = currency_data.currency_value_in_base(point_size_currency_value)
return value
def broker_get_account_value_across_currency_across_accounts(self) -> list:
list_of_currencies = self._get_list_of_currencies_for_liquidation_values(
)
list_of_values_per_currency = list([
currencyValue(
currency,
self._get_liquidation_value_for_currency_across_accounts(
currency),
) for currency in list_of_currencies
])
return list_of_values_per_currency
def extract_totals_from_fill_data_for_contract_id(
list_of_fills_for_contractid):
"""
Sum up info over fills
:param list_of_fills: list of named tuples
:return: broker_clientid, broker_tempid, filled_price, fill_datetime, commission (as list of tuples)
"""
qty_and_price_and_datetime_and_id = [(
fill.cum_qty,
fill.avg_price,
fill.time,
fill.temp_id,
fill.client_id,
fill.signed_qty,
) for fill in list_of_fills_for_contractid]
# sort by total quantity
qty_and_price_and_datetime_and_id.sort(key=lambda x: x[0])
final_fill = qty_and_price_and_datetime_and_id[-1]
(
_,
filled_price,
fill_datetime,
broker_tempid,
broker_clientid,
signed_qty,
) = final_fill
commission = [
currencyValue(fill.commission_ccy, fill.commission)
for fill in list_of_fills_for_contractid
]
return (
broker_clientid,
broker_tempid,
filled_price,
fill_datetime,
commission,
signed_qty,
)
def _get_named_value_across_currency(
self,
named_value: str,
account_id: str = arg_not_supplied) -> listOfCurrencyValues:
list_of_currencies = self._get_list_of_currencies_for_named_values(
named_value)
list_of_values_per_currency = list([
currencyValue(
currency,
self._get_named_value_for_currency_across_accounts(
currency, account_id=account_id, named_value=named_value),
) for currency in list_of_currencies
])
list_of_values_per_currency = listOfCurrencyValues(
list_of_values_per_currency)
return list_of_values_per_currency