Add an `account` field to EMS msging schemas
parent
0d2cddec9a
commit
504040eb59
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@ -45,6 +45,7 @@ class Order(BaseModel):
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# internal ``emdsd`` unique "order id"
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# internal ``emdsd`` unique "order id"
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oid: str # uuid4
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oid: str # uuid4
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symbol: Union[str, Symbol]
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symbol: Union[str, Symbol]
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account: str # should we set a default as '' ?
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price: float
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price: float
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size: float
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size: float
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@ -86,6 +87,7 @@ class Status(BaseModel):
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# 'broker_cancelled',
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# 'broker_cancelled',
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# 'broker_executed',
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# 'broker_executed',
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# 'broker_filled',
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# 'broker_filled',
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# 'broker_errored',
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# 'alert_submitted',
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# 'alert_submitted',
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# 'alert_triggered',
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# 'alert_triggered',
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@ -118,6 +120,7 @@ class BrokerdCancel(BaseModel):
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oid: str # piker emsd order id
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oid: str # piker emsd order id
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time_ns: int
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time_ns: int
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account: str
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# "broker request id": broker specific/internal order id if this is
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# "broker request id": broker specific/internal order id if this is
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# None, creates a new order otherwise if the id is valid the backend
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# None, creates a new order otherwise if the id is valid the backend
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# api must modify the existing matching order. If the broker allows
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# api must modify the existing matching order. If the broker allows
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@ -131,6 +134,7 @@ class BrokerdOrder(BaseModel):
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action: str # {buy, sell}
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action: str # {buy, sell}
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oid: str
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oid: str
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account: str
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time_ns: int
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time_ns: int
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# "broker request id": broker specific/internal order id if this is
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# "broker request id": broker specific/internal order id if this is
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@ -162,6 +166,7 @@ class BrokerdOrderAck(BaseModel):
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# emsd id originally sent in matching request msg
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# emsd id originally sent in matching request msg
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oid: str
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oid: str
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account: str = ''
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class BrokerdStatus(BaseModel):
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class BrokerdStatus(BaseModel):
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@ -170,6 +175,9 @@ class BrokerdStatus(BaseModel):
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reqid: Union[int, str]
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reqid: Union[int, str]
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time_ns: int
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time_ns: int
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# XXX: should be best effort set for every update
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account: str = ''
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# {
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# {
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# 'submitted',
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# 'submitted',
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# 'cancelled',
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# 'cancelled',
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@ -224,7 +232,11 @@ class BrokerdError(BaseModel):
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This is still a TODO thing since we're not sure how to employ it yet.
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This is still a TODO thing since we're not sure how to employ it yet.
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'''
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'''
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name: str = 'error'
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name: str = 'error'
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reqid: Union[int, str]
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oid: str
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# if no brokerd order request was actually submitted (eg. we errored
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# at the ``pikerd`` layer) then there will be ``reqid`` allocated.
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reqid: Union[int, str] = ''
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symbol: str
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symbol: str
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reason: str
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reason: str
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