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Add some todo-reminders for ``msgspec`` stuff

dpbackup
Tyler Goodlet 2022-07-08 17:09:28 -04:00
parent b250a48b8d
commit 2e3cac1407
1 changed files with 13 additions and 2 deletions
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15
piker/clearing/_messages.py
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@ -1,5 +1,5 @@
# piker: trading gear for hackers # 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 # 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 # 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/>. # 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 from typing import Optional, Union
@ -24,6 +24,12 @@ from ..data._source import Symbol
from ..data.types import Struct 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 # Client -> emsd
# -------------- # --------------
@ -40,6 +46,8 @@ class Cancel(Struct):
class Order(Struct): class Order(Struct):
# TODO: use ``msgspec.Literal``
# https://jcristharif.com/msgspec/usage.html#literal
action: str # {'buy', 'sell', 'alert'} action: str # {'buy', 'sell', 'alert'}
# internal ``emdsd`` unique "order id" # internal ``emdsd`` unique "order id"
oid: str # uuid4 oid: str # uuid4
@ -47,6 +55,9 @@ class Order(Struct):
account: str # should we set a default as '' ? account: str # should we set a default as '' ?
price: float 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 size: float
brokers: list[str] brokers: list[str]