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Drop symbol section on Position serialization

decimalization_take_2
Guillermo Rodriguez 2023-03-01 21:04:36 -03:00
parent d704b153ca
commit 6be96a96aa
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1 changed files with 13 additions and 10 deletions
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23
piker/pp.py
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@ -192,17 +192,15 @@ class Position(Struct):
# listing venue here even when the backend isn't providing # listing venue here even when the backend isn't providing
# it via the trades ledger.. # it via the trades ledger..
# drop symbol obj in serialized form # drop symbol obj in serialized form
s = d.get('symbol') s = d.pop('symbol')
fqsn = s.front_fqsn() fqsn = s.front_fqsn()
broker, key, suffix = unpack_fqsn(fqsn) broker, key, suffix = unpack_fqsn(fqsn)
sym_info = s.broker_info[broker] sym_info = s.broker_info[broker]
d['symbol'] = { d['asset_type'] = sym_info['asset_type']
'asset_type': sym_info['asset_type'], d['price_tick_size'] = sym_info['price_tick_size']
'price_tick_size': sym_info['price_tick_size'], d['lot_tick_size'] = sym_info['lot_tick_size']
'lot_tick_size': sym_info['lot_tick_size']
}
if self.expiry is None: if self.expiry is None:
d.pop('expiry', None) d.pop('expiry', None)
@ -935,6 +933,13 @@ def open_pps(
# and update `PpTable` obj entries. # and update `PpTable` obj entries.
for fqsn, entry in pps.items(): for fqsn, entry in pps.items():
bsuid = entry['bsuid'] bsuid = entry['bsuid']
symbol = Symbol.from_fqsn(
fqsn, info={
'asset_type': entry['asset_type'],
'price_tick_size': entry['price_tick_size'],
'lot_tick_size': entry['lot_tick_size']
}
)
# convert clears sub-tables (only in this form # convert clears sub-tables (only in this form
# for toml re-presentation) back into a master table. # for toml re-presentation) back into a master table.
@ -959,8 +964,7 @@ def open_pps(
trans.append(Transaction( trans.append(Transaction(
fqsn=bsuid, fqsn=bsuid,
sym=Symbol.from_fqsn( sym=symbol,
fqsn, entry['symbol']),
bsuid=bsuid, bsuid=bsuid,
tid=tid, tid=tid,
size=clears_table['size'], size=clears_table['size'],
@ -981,8 +985,7 @@ def open_pps(
expiry = pendulum.parse(expiry) expiry = pendulum.parse(expiry)
pp = pp_objs[bsuid] = Position( pp = pp_objs[bsuid] = Position(
Symbol.from_fqsn( symbol,
fqsn, entry['symbol']),
size=size, size=size,
ppu=ppu, ppu=ppu,
split_ratio=split_ratio, split_ratio=split_ratio,