From 11b6699a542a3ce2c445b600a11d22da59ae3857 Mon Sep 17 00:00:00 2001 From: Tyler Goodlet Date: Fri, 8 Jul 2022 10:53:33 -0400 Subject: [PATCH] Change all clearing msgs over to `msgspec` --- piker/clearing/_messages.py | 46 ++++++++++++++++--------------------- 1 file changed, 20 insertions(+), 26 deletions(-) diff --git a/piker/clearing/_messages.py b/piker/clearing/_messages.py index 4bb0be00..0d92a5f1 100644 --- a/piker/clearing/_messages.py +++ b/piker/clearing/_messages.py @@ -20,16 +20,15 @@ Clearing system messagingn types and protocols. """ from typing import Optional, Union -# TODO: try out just encoding/send direction for now? -# import msgspec -from pydantic import BaseModel - from ..data._source import Symbol +from ..data.types import Struct + +# -------------- # Client -> emsd +# -------------- - -class Cancel(BaseModel): +class Cancel(Struct): '''Cancel msg for removing a dark (ems triggered) or broker-submitted (live) trigger/order. @@ -39,7 +38,7 @@ class Cancel(BaseModel): symbol: str -class Order(BaseModel): +class Order(Struct): action: str # {'buy', 'sell', 'alert'} # internal ``emdsd`` unique "order id" @@ -59,20 +58,14 @@ class Order(BaseModel): # the backend broker exec_mode: str # {'dark', 'live', 'paper'} - class Config: - # just for pre-loading a ``Symbol`` when used - # in the order mode staging process - arbitrary_types_allowed = True - # don't copy this model instance when used in - # a recursive model - copy_on_model_validation = False +# -------------- # Client <- emsd +# -------------- # update msgs from ems which relay state change info # from the active clearing engine. - -class Status(BaseModel): +class Status(Struct): name: str = 'status' oid: str # uuid4 @@ -95,8 +88,6 @@ class Status(BaseModel): # } resp: str # "response", see above - # symbol: str - # trigger info trigger_price: Optional[float] = None # price: float @@ -111,10 +102,12 @@ class Status(BaseModel): brokerd_msg: dict = {} +# --------------- # emsd -> brokerd +# --------------- # requests *sent* from ems to respective backend broker daemon -class BrokerdCancel(BaseModel): +class BrokerdCancel(Struct): action: str = 'cancel' oid: str # piker emsd order id @@ -130,7 +123,7 @@ class BrokerdCancel(BaseModel): reqid: Optional[Union[int, str]] = None -class BrokerdOrder(BaseModel): +class BrokerdOrder(Struct): action: str # {buy, sell} oid: str @@ -150,11 +143,12 @@ class BrokerdOrder(BaseModel): size: float +# --------------- # emsd <- brokerd +# --------------- # requests *received* to ems from broker backend - -class BrokerdOrderAck(BaseModel): +class BrokerdOrderAck(Struct): ''' Immediate reponse to a brokerd order request providing the broker specific unique order id so that the EMS can associate this @@ -172,7 +166,7 @@ class BrokerdOrderAck(BaseModel): account: str = '' -class BrokerdStatus(BaseModel): +class BrokerdStatus(Struct): name: str = 'status' reqid: Union[int, str] @@ -205,7 +199,7 @@ class BrokerdStatus(BaseModel): } -class BrokerdFill(BaseModel): +class BrokerdFill(Struct): ''' A single message indicating a "fill-details" event from the broker if avaiable. @@ -230,7 +224,7 @@ class BrokerdFill(BaseModel): broker_time: float -class BrokerdError(BaseModel): +class BrokerdError(Struct): ''' Optional error type that can be relayed to emsd for error handling. @@ -249,7 +243,7 @@ class BrokerdError(BaseModel): broker_details: dict = {} -class BrokerdPosition(BaseModel): +class BrokerdPosition(Struct): '''Position update event from brokerd. '''