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Code Issues 10 Pull Requests 14 Packages Projects Releases Wiki Activity

Drop remaining `BaseModel` api usage from rest of codebase

drop_pydantic
Tyler Goodlet 2022-07-08 10:55:02 -04:00
parent b44e2d9ed9
commit 2a99f7a4d7
6 changed files with 54 additions and 62 deletions
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21
piker/brokers/ib/broker.py
View File

@ -148,7 +148,7 @@ async def handle_order_requests(
oid=request_msg['oid'],
symbol=request_msg['symbol'],
reason=f'No account found: `{account}` ?',
).dict())
))
continue
client = _accounts2clients.get(account)
@ -161,7 +161,7 @@ async def handle_order_requests(
oid=request_msg['oid'],
symbol=request_msg['symbol'],
reason=f'No api client loaded for account: `{account}` ?',
).dict())
))
continue
if action in {'buy', 'sell'}:
@ -188,7 +188,7 @@ async def handle_order_requests(
oid=request_msg['oid'],
symbol=request_msg['symbol'],
reason='Order already active?',
).dict())
))
# deliver ack that order has been submitted to broker routing
await ems_order_stream.send(
@ -197,9 +197,8 @@ async def handle_order_requests(
oid=order.oid,
# broker specific request id
reqid=reqid,
time_ns=time.time_ns(),
account=account,
).dict()
)
)
elif action == 'cancel':
@ -559,7 +558,7 @@ async def trades_dialogue(
cids2pps,
validate=True,
)
all_positions.extend(msg.dict() for msg in msgs)
all_positions.extend(msg for msg in msgs)
if not all_positions and cids2pps:
raise RuntimeError(
@ -665,7 +664,7 @@ async def emit_pp_update(
msg = msgs[0]
break
await ems_stream.send(msg.dict())
await ems_stream.send(msg)
async def deliver_trade_events(
@ -743,7 +742,7 @@ async def deliver_trade_events(
broker_details={'name': 'ib'},
)
await ems_stream.send(msg.dict())
await ems_stream.send(msg)
case 'fill':
@ -803,7 +802,7 @@ async def deliver_trade_events(
broker_time=trade_entry['broker_time'],
)
await ems_stream.send(msg.dict())
await ems_stream.send(msg)
# 2 cases:
# - fill comes first or
@ -879,7 +878,7 @@ async def deliver_trade_events(
cid, msg = pack_position(item)
# acctid = msg.account = accounts_def.inverse[msg.account]
# cuck ib and it's shitty fifo sys for pps!
# await ems_stream.send(msg.dict())
# await ems_stream.send(msg)
case 'event':
@ -891,7 +890,7 @@ async def deliver_trade_events(
# level...
# reqid = item.get('reqid', 0)
# if getattr(msg, 'reqid', 0) < -1:
# log.info(f"TWS triggered trade\n{pformat(msg.dict())}")
# log.info(f"TWS triggered trade\n{pformat(msg)}")
# msg.reqid = 'tws-' + str(-1 * reqid)

22
piker/brokers/kraken/broker.py
View File

@ -46,7 +46,7 @@ from piker.clearing._messages import (
BrokerdPosition,
BrokerdStatus,
)
from pikerd.data.types import Struct
from piker.data.types import Struct
from . import log
from .api import (
Client,
@ -110,7 +110,7 @@ async def handle_order_requests(
'https://github.com/pikers/piker/issues/299'
),
).dict())
))
continue
# validate
@ -136,7 +136,7 @@ async def handle_order_requests(
symbol=order.symbol,
reason="Failed order submission",
broker_details=resp
).dict()
)
)
else:
# TODO: handle multiple orders (cancels?)
@ -161,7 +161,7 @@ async def handle_order_requests(
# account the made the order
account=order.account
).dict()
)
)
elif action == 'cancel':
@ -189,7 +189,7 @@ async def handle_order_requests(
symbol=msg.symbol,
reason="Failed order cancel",
broker_details=resp
).dict()
)
)
if not error:
@ -217,7 +217,7 @@ async def handle_order_requests(
# cancels will eventually get cancelled
reason="Order cancel is still pending?",
broker_details=resp
).dict()
)
)
else: # order cancel success case.
@ -230,7 +230,7 @@ async def handle_order_requests(
status='cancelled',
reason='Order cancelled',
broker_details={'name': 'kraken'}
).dict()
)
)
else:
log.error(f'Unknown order command: {request_msg}')
@ -330,7 +330,7 @@ async def trades_dialogue(
avg_price=p.be_price,
currency='',
)
position_msgs.append(msg.dict())
position_msgs.append(msg)
await ctx.started(
(position_msgs, [acc_name])
@ -408,7 +408,7 @@ async def trades_dialogue(
broker_details={'name': 'kraken'},
broker_time=broker_time
)
await ems_stream.send(fill_msg.dict())
await ems_stream.send(fill_msg)
filled_msg = BrokerdStatus(
reqid=reqid,
@ -432,7 +432,7 @@ async def trades_dialogue(
# https://github.com/pikers/piker/issues/296
remaining=0,
)
await ems_stream.send(filled_msg.dict())
await ems_stream.send(filled_msg)
# update ledger and position tracking
trans = await update_ledger(acctid, trades)
@ -469,7 +469,7 @@ async def trades_dialogue(
# TODO
# currency=''
)
await ems_stream.send(pp_msg.dict())
await ems_stream.send(pp_msg)
case [
trades_msgs,

13
piker/clearing/_client.py
View File

@ -58,11 +58,11 @@ class OrderBook:
def send(
self,
msg: Order,
msg: Order | dict,
) -> dict:
self._sent_orders[msg.oid] = msg
self._to_ems.send_nowait(msg.dict())
self._to_ems.send_nowait(msg)
return msg
def update(
@ -73,9 +73,8 @@ class OrderBook:
) -> dict:
cmd = self._sent_orders[uuid]
msg = cmd.dict()
msg.update(data)
self._sent_orders[uuid] = Order(**msg)
msg = cmd.copy(update=data)
self._sent_orders[uuid] = msg
self._to_ems.send_nowait(msg)
return cmd
@ -88,7 +87,7 @@ class OrderBook:
oid=uuid,
symbol=cmd.symbol,
)
self._to_ems.send_nowait(msg.dict())
self._to_ems.send_nowait(msg)
_orders: OrderBook = None
@ -149,7 +148,7 @@ async def relay_order_cmds_from_sync_code(
book = get_orders()
async with book._from_order_book.subscribe() as orders_stream:
async for cmd in orders_stream:
if cmd['symbol'] == symbol_key:
if cmd.symbol == symbol_key:
log.info(f'Send order cmd:\n{pformat(cmd)}')
# send msg over IPC / wire
await to_ems_stream.send(cmd)

33
piker/clearing/_ems.py
View File

@ -231,7 +231,7 @@ async def clear_dark_triggers(
price=submit_price,
size=cmd['size'],
)
await brokerd_orders_stream.send(msg.dict())
await brokerd_orders_stream.send(msg)
# mark this entry as having sent an order
# request. the entry will be replaced once the
@ -247,14 +247,11 @@ async def clear_dark_triggers(
msg = Status(
oid=oid, # ems order id
resp=resp,
time_ns=time.time_ns(),
symbol=fqsn,
resp=resp,
trigger_price=price,
broker_details={'name': broker},
cmd=cmd, # original request message
).dict()
brokerd_msg=cmd,
)
# remove exec-condition from set
log.info(f'removing pred for {oid}')
@ -577,11 +574,11 @@ async def translate_and_relay_brokerd_events(
if name == 'position':
pos_msg = BrokerdPosition(**brokerd_msg).dict()
pos_msg = BrokerdPosition(**brokerd_msg)
# XXX: this will be useful for automatic strats yah?
# keep pps per account up to date locally in ``emsd`` mem
sym, broker = pos_msg['symbol'], pos_msg['broker']
sym, broker = pos_msg.symbol, pos_msg.broker
relay.positions.setdefault(
# NOTE: translate to a FQSN!
@ -672,7 +669,7 @@ async def translate_and_relay_brokerd_events(
entry.reqid = reqid
# tell broker to cancel immediately
await brokerd_trades_stream.send(entry.dict())
await brokerd_trades_stream.send(entry)
# - the order is now active and will be mirrored in
# our book -> registered as live flow
@ -712,7 +709,7 @@ async def translate_and_relay_brokerd_events(
# if 10147 in message: cancel
resp = 'broker_errored'
broker_details = msg.dict()
broker_details = msg
# don't relay message to order requester client
# continue
@ -747,7 +744,7 @@ async def translate_and_relay_brokerd_events(
resp = 'broker_' + msg.status
# pass the BrokerdStatus msg inside the broker details field
broker_details = msg.dict()
broker_details = msg
elif name in (
'fill',
@ -756,7 +753,7 @@ async def translate_and_relay_brokerd_events(
# proxy through the "fill" result(s)
resp = 'broker_filled'
broker_details = msg.dict()
broker_details = msg
log.info(f'\nFill for {oid} cleared with:\n{pformat(resp)}')
@ -774,7 +771,7 @@ async def translate_and_relay_brokerd_events(
time_ns=time.time_ns(),
broker_reqid=reqid,
brokerd_msg=broker_details,
).dict()
)
)
except KeyError:
log.error(
@ -846,7 +843,7 @@ async def process_client_order_cmds(
f'Submitting cancel for live order {reqid}'
)
await brokerd_order_stream.send(msg.dict())
await brokerd_order_stream.send(msg)
else:
# this might be a cancel for an order that hasn't been
@ -868,7 +865,7 @@ async def process_client_order_cmds(
resp='dark_cancelled',
oid=oid,
time_ns=time.time_ns(),
).dict()
)
)
# de-register this client dialogue
router.dialogues.pop(oid)
@ -923,7 +920,7 @@ async def process_client_order_cmds(
# handle relaying the ems side responses back to
# the client/cmd sender from this request
log.info(f'Sending live order to {broker}:\n{pformat(msg)}')
await brokerd_order_stream.send(msg.dict())
await brokerd_order_stream.send(msg)
# an immediate response should be ``BrokerdOrderAck``
# with ems order id from the ``trades_dialogue()``
@ -1003,7 +1000,7 @@ async def process_client_order_cmds(
resp=resp,
oid=oid,
time_ns=time.time_ns(),
).dict()
)
)

14
piker/clearing/_paper_engine.py
View File

@ -117,7 +117,7 @@ class PaperBoi:
reason='paper_trigger',
remaining=size,
)
await self.ems_trades_stream.send(msg.dict())
await self.ems_trades_stream.send(msg)
# if we're already a clearing price simulate an immediate fill
if (
@ -173,7 +173,7 @@ class PaperBoi:
broker=self.broker,
time_ns=time.time_ns(),
)
await self.ems_trades_stream.send(msg.dict())
await self.ems_trades_stream.send(msg)
async def fake_fill(
self,
@ -216,7 +216,7 @@ class PaperBoi:
'name': self.broker + '_paper',
},
)
await self.ems_trades_stream.send(msg.dict())
await self.ems_trades_stream.send(msg)
if order_complete:
@ -240,7 +240,7 @@ class PaperBoi:
'name': self.broker,
},
)
await self.ems_trades_stream.send(msg.dict())
await self.ems_trades_stream.send(msg)
# lookup any existing position
token = f'{symbol}.{self.broker}'
@ -268,7 +268,7 @@ class PaperBoi:
)
pp_msg.size, pp_msg.avg_price = pp.lifo_update(size, price)
await self.ems_trades_stream.send(pp_msg.dict())
await self.ems_trades_stream.send(pp_msg)
async def simulate_fills(
@ -384,7 +384,7 @@ async def handle_order_requests(
oid=request_msg['oid'],
symbol=request_msg['symbol'],
reason=f'Paper only. No account found: `{account}` ?',
).dict())
))
continue
# validate
@ -416,7 +416,7 @@ async def handle_order_requests(
# broker specific request id
reqid=reqid,
).dict()
)
)
elif action == 'cancel':

13
piker/ui/order_mode.py
View File

@ -264,7 +264,8 @@ class OrderMode:
self,
) -> OrderDialog:
'''Send execution order to EMS return a level line to
'''
Send execution order to EMS return a level line to
represent the order on a chart.
'''
@ -273,13 +274,9 @@ class OrderMode:
oid = str(uuid.uuid4())
# format order data for ems
fqsn = symbol.front_fqsn()
order = staged.copy(
update={
'symbol': fqsn,
'oid': oid,
}
)
order = staged.copy()
order.oid = oid
order.symbol = symbol.front_fqsn()
line = self.line_from_order(
order,