dodoxandClaude Sonnet 5
7a538cb300
- puga/: cached FIO + PRUNplanner clients, market view with order-book walk, econ formulas ported from PRUNplanner (tested against its suite and live FIO), saturation model v1 (reviewed by Opus) - tools/: scan (depth-aware), price, book, chain, state sync, plan_push (dry run default, [PuGa]-prefixed plans only), legacy prun_scan/prun_cxarb - docs/: mechanics (PRUNplanner is source of truth), roadmap, decisions, saturation design, archived handoff - secrets stay in .env (gitignored); ref/ holds PRUNplanner source (ignored) Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
54 lines
2.4 KiB
Python
54 lines
2.4 KiB
Python
"""Unified market view: FIO book totals merged with PRUNplanner VWAP/volume, plus order-book walks."""
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from dataclasses import dataclass
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from . import fio, prunplanner as pp
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CXS = ["AI1", "NC1", "CI1", "IC1", "NC2", "CI2"]
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@dataclass
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class Quote:
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tk: str
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cx: str
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ask: float | None = None
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bid: float | None = None
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supply: float = 0 # units on sell side (order-book total)
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demand: float = 0 # units on buy side
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vwap7: float | None = None
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vwap30: float | None = None
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traded7: float = 0 # avg units/day over 7d
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traded30: float = 0 # avg units/day over 30d
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mm_buy: float | None = None
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mm_sell: float | None = None
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def snapshot(refresh=False) -> dict[tuple[str, str], Quote]:
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q: dict[tuple[str, str], Quote] = {}
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for e in fio.exchange_all(refresh):
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k = (e["MaterialTicker"], e["ExchangeCode"])
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q[k] = Quote(k[0], k[1], e.get("Ask"), e.get("Bid"), e.get("Supply") or 0, e.get("Demand") or 0,
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mm_buy=e.get("MMBuy"), mm_sell=e.get("MMSell"))
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for e in pp.exchanges(refresh):
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k = (e["ticker"], e["exchange_code"])
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x = q.setdefault(k, Quote(k[0], k[1], e.get("ask"), e.get("bid"), e.get("supply") or 0, e.get("demand") or 0))
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x.vwap7, x.vwap30 = e.get("vwap_7d"), e.get("vwap_30d")
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x.traded7, x.traded30 = e.get("avg_traded_7d") or 0, e.get("avg_traded_30d") or 0
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return q
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def walk(mat: str, cx: str, qty: float, side: str, refresh=False) -> dict:
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"""Walk the live order book. side='buy' takes sell orders (you pay asks); side='sell' hits buy orders (you get bids).
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Returns avg price, units filled, worst price reached, total cost/proceeds. Shallow books give filled < qty."""
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ob = fio.order_book(mat, cx, refresh)
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orders = ob["SellingOrders"] if side == "buy" else ob["BuyingOrders"]
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# MM orders come with ItemCount None = unlimited depth; treat as infinite
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orders = sorted((o for o in orders if o.get("ItemCount") != 0), key=lambda o: o["ItemCost"], reverse=(side == "sell"))
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left, total, worst = qty, 0.0, None
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for o in orders:
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take = min(left, float("inf") if o.get("ItemCount") is None else o["ItemCount"])
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total += take * o["ItemCost"]
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worst, left = o["ItemCost"], left - take
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if left <= 0:
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break
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filled = qty - left
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return dict(avg=total / filled if filled else None, filled=filled, worst=worst, total=total, short=left > 0)
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