From 309b91676d8472272d6a71f0bdde835d3dc045bc Mon Sep 17 00:00:00 2001
From: Tyler Goodlet <jgbt@protonmail.com>
Date: Fri, 7 Jul 2023 13:31:43 -0400
Subject: [PATCH] Finally, support full `MktPair` + `Asset` msgs

Previously we weren't necessarily serializing mkt pairs (for IPC msging)
entirely bc the assets `.src/.dst` were being sent just by their
str-names. This now properly supports fully serializing `Asset`s as
`dict`-msgs such that use of `MktPair.to_dict()` can be transmitted over
`tractor.MsgStream`s and deserialized entirely back to struct from on
the receiver end.

Deats:
- implement `Asset.to_dict()` and `.from_msg()`
- adjust `MktPair.to_dict()` and `.from_msg()` to use these methods.
  - drop all the hacky "if .src/.dst is str" handling.
- add better `MktPair.from_fqme()` input handling for expiry and venue;
  ensure that either can be extracted from passed fqme *and* if so they
  are also popped from any duplicate passed in `**kwargs**`.
---
 piker/accounting/_mktinfo.py | 82 ++++++++++++++++++++++++------------
 1 file changed, 56 insertions(+), 26 deletions(-)

diff --git a/piker/accounting/_mktinfo.py b/piker/accounting/_mktinfo.py
index 6cab676b..4532de6a 100644
--- a/piker/accounting/_mktinfo.py
+++ b/piker/accounting/_mktinfo.py
@@ -130,8 +130,26 @@ class Asset(Struct, frozen=True):
     # should not be explicitly required in our generic API.
     info: dict | None = None
 
-    # TODO?
-    # _to_dict_skip = {'info'}
+    # `None` is not toml-compat so drop info
+    # if no extra data added..
+    def to_dict(self) -> dict:
+        dct = super().to_dict()
+        if (info := dct.pop('info', None)):
+            dct['info'] = info
+
+        assert dct['tx_tick']
+        return dct
+
+    @classmethod
+    def from_msg(
+        cls,
+        msg: dict[str, Any],
+    ) -> Asset:
+        return Asset(
+            tx_tick=Decimal(str(msg.pop('tx_tick'))),
+            info=msg.pop('info', None),
+            **msg,
+        )
 
     def __str__(self) -> str:
         return self.name
@@ -288,6 +306,8 @@ class MktPair(Struct, frozen=True):
     # strike price, call or put, swap type, exercise model, etc.
     contract_info: list[str] | None = None
 
+    # TODO: rename to sectype since all of these can
+    # be considered "securities"?
     _atype: str = ''
 
     # allow explicit disable of the src part of the market
@@ -298,6 +318,18 @@ class MktPair(Struct, frozen=True):
     def __str__(self) -> str:
         return self.fqme
 
+    def to_dict(self) -> dict:
+        d = super().to_dict()
+        d['src'] = self.src.to_dict()
+        d['dst'] = self.dst.to_dict()
+
+        if self.contract_info is None:
+            d.pop('contract_info')
+
+        # d.pop('_fqme_without_src')
+
+        return d
+
     @classmethod
     def from_msg(
         cls,
@@ -309,35 +341,20 @@ class MktPair(Struct, frozen=True):
 
         '''
         dst_asset_msg = msg.pop('dst')
+        dst = Asset.from_msg(dst_asset_msg)  # .copy()
+
         src_asset_msg = msg.pop('src')
+        src = Asset.from_msg(src_asset_msg)  # .copy()
 
-        if isinstance(dst_asset_msg, str):
-            src: str = str(src_asset_msg)
-            assert isinstance(src, str)
-            return cls.from_fqme(
-                dst_asset_msg,
-                src=src,
-                **msg,
-            )
-
-        else:
-            # NOTE: we call `.copy()` here to ensure
-            # type casting!
-            dst = Asset(**dst_asset_msg).copy()
-            if not isinstance(src_asset_msg, str):
-                src = Asset(**src_asset_msg).copy()
-            else:
-                src = str(src_asset_msg)
-
-        return cls(
-            dst=dst,
-            src=src,
-            **msg,
         # XXX NOTE: ``msgspec`` can encode `Decimal`
         # but it doesn't decide to it by default since
         # we aren't spec-cing these msgs as structs, SO
         # we have to ensure we do a struct type case (which `.copy()`
         # does) to ensure we get the right type!
+        return cls(
+            dst=dst,
+            src=src,
+            **msg,
         ).copy()
 
     @property
@@ -365,7 +382,20 @@ class MktPair(Struct, frozen=True):
         ):
             _fqme = f'{fqme}.{broker}'
 
-        broker, mkt_ep_key, venue, suffix = unpack_fqme(_fqme)
+        broker, mkt_ep_key, venue, expiry = unpack_fqme(_fqme)
+
+        kven: str = kwargs.pop('venue', venue)
+        if venue:
+            assert venue == kven
+        else:
+            venue = kven
+
+        exp: str = kwargs.pop('expiry', expiry)
+        if expiry:
+            assert exp == expiry
+        else:
+            expiry = exp
+
         dst: Asset = Asset.guess_from_mkt_ep_key(
             mkt_ep_key,
             atype=kwargs.get('_atype'),
@@ -384,7 +414,7 @@ class MktPair(Struct, frozen=True):
             venue=venue,
             # XXX NOTE: we presume this token
             # if the expiry for now!
-            expiry=suffix,
+            expiry=expiry,
 
             price_tick=price_tick,
             size_tick=size_tick,