`kraken`: balance <-> position disparities with crypto/crypto pairs

goodboy commented 2 years ago

Discovered by @iamzoltan and not surprising since i never tested any of this in the development of #349. The plan is to land that PR despite this issue (since master has a half working / bug filled order mode for kraken right now) and resolve this in post mortem fixes.

issue descr

More or less there seems to be the ValueError raised from the pp validation logic section of trades_dialogue() but reproducing this requires a ledger with the appropriate intercrypto pair transactions.

Solutions/TODO:

[ ] one approach could be to have @iamzoltan submit an example ledger file / trades log + balance values that exemplifies the issue
- hand over an example trades_kraken_spot.toml file
- hand over the balance values from Client.get_balances() which can be hard coded manually in the code for testing
[ ] @iamzoltan actually solves this directy 😂

traceback

[ ] this would be handy to have to get idea of the issue.

goodboy commented 1 year ago

I got something similar due to a couple different issues, so here is a (partial) follow up TODO list:

[ ] for wallet transfers out of an account we get a Transaction-like entry in our pps.toml of the form:
```
[kraken.spot."xrpeur.kraken"]
size = 78.31125778
ppu = 0.3222278400000044
bsuid = "xrpeur"
clears = [
{ dt = "2022-12-21T07:20:16.316061+00:00", ppu = 0.3222278400000044, accum_size = 778.33125778, price = 0.3212, size = 778.33125778, cost = 0.4, tid = "TJKLRL-7UE2L-BX2UE5" },
{ dt = "2022-12-21T07:26:56+00:00", ppu = 0.3222278400000044, accum_size = 78.31125778, price = "NaN", size = -700.02, cost = 0, tid = "1503A92E24BAA1E8B8E7B78E79A78AAF3E6C3F3E35227EF7D2C13754876B37D5" },
]
```
- Notice the price field has a Nan value which seemingly can break .pp.py clearing table calcs, though adjusting the clear iteration loop to sort on datetime seems to have resolved the crash?
- [ ] we should probably put in a type field which can be filled with things like 'withdrawal' or 'split' or 'reverse_split', which i'm pretty sure is a bullet somewhere in https://github.com/pikers/piker/issues/345

[ ] we aren't tabulating nor using the widthdrawal fee schedule in our cost field in each ledger entry, obviously this should resolve any accounting discrepancies a transfer-as-sell clear should have a cost (that kraken takes) as part of the position calc.

goodboy commented 1 year ago

ergg,

found another after a recent xrp transfer..


Traceback (most recent call last):
  File "/home/goodboy/repos/tractor/tractor/_runtime.py", line 196, in _invoke
    res = await coro
  File "/home/goodboy/repos/piker/piker/brokers/kraken/broker.py", line 609, in trades_dialogue
    raise ValueError(
ValueError: Could not reproduce balance:
dst: xrp, 7.78e-06

goodboy commented 1 year ago

Closed in favor of #515

pikers / piker