Add some todo-reminders for ``msgspec`` stuff
parent
b250a48b8d
commit
2e3cac1407
|
@ -1,5 +1,5 @@
|
|||
# piker: trading gear for hackers
|
||||
# Copyright (C) Tyler Goodlet (in stewardship for piker0)
|
||||
# Copyright (C) Tyler Goodlet (in stewardship for pikers)
|
||||
|
||||
# This program is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU Affero General Public License as published by
|
||||
|
@ -15,7 +15,7 @@
|
|||
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
||||
|
||||
"""
|
||||
Clearing system messagingn types and protocols.
|
||||
Clearing sub-system message and protocols.
|
||||
|
||||
"""
|
||||
from typing import Optional, Union
|
||||
|
@ -24,6 +24,12 @@ from ..data._source import Symbol
|
|||
from ..data.types import Struct
|
||||
|
||||
|
||||
# TODO: ``msgspec`` stuff worth paying attention to:
|
||||
# - schema evolution: https://jcristharif.com/msgspec/usage.html#schema-evolution
|
||||
# - use literals for a common msg determined by diff keys?
|
||||
# - https://jcristharif.com/msgspec/usage.html#literal
|
||||
# - for eg. ``BrokerdStatus``, instead just have separate messages?
|
||||
|
||||
# --------------
|
||||
# Client -> emsd
|
||||
# --------------
|
||||
|
@ -40,6 +46,8 @@ class Cancel(Struct):
|
|||
|
||||
class Order(Struct):
|
||||
|
||||
# TODO: use ``msgspec.Literal``
|
||||
# https://jcristharif.com/msgspec/usage.html#literal
|
||||
action: str # {'buy', 'sell', 'alert'}
|
||||
# internal ``emdsd`` unique "order id"
|
||||
oid: str # uuid4
|
||||
|
@ -47,6 +55,9 @@ class Order(Struct):
|
|||
account: str # should we set a default as '' ?
|
||||
|
||||
price: float
|
||||
# TODO: could we drop the ``.action`` field above and instead just
|
||||
# use +/- values here? Would make the msg smaller at the sake of a
|
||||
# teensie fp precision?
|
||||
size: float
|
||||
brokers: list[str]
|
||||
|
||||
|
|
Loading…
Reference in New Issue