Implement `MktPair.from_msg()` constructor
Handle case where `'dst'` field is just a `str` (in which case delegate to `.from_fqme()`) as well as do `Asset` loading and use our `Struct.copy()` to enforce type-casting to (for eg. `Decimal`s) such that we'll now capture typing errors despite IPC transport. Change `Symbol.tick_size` and `.lot_tick_size` defaults to decimal for proper casting and type `MktPair.atype: str` since `msgspec` can't cast to `AssetTypeName` without special handling..rekt_pps
parent
25363ebd2e
commit
6d5d9731ed
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@ -111,7 +111,7 @@ class Asset(Struct, frozen=True):
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'''
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name: str
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atype: AssetTypeName
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atype: str # AssetTypeName
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# minimum transaction size / precision.
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# eg. for buttcoin this is a "satoshi".
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@ -223,7 +223,7 @@ class MktPair(Struct, frozen=True):
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@classmethod
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def from_msg(
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self,
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cls,
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msg: dict[str, Any],
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) -> MktPair:
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@ -231,7 +231,17 @@ class MktPair(Struct, frozen=True):
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Constructor for a received msg-dict normally received over IPC.
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'''
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raise NotImplementedError
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dst_asset_msg = msg.pop('dst')
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if isinstance(dst_asset_msg, str):
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return cls.from_fqme(
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dst_asset_msg,
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**msg,
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)
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# NOTE: we call `.copy()` here to ensure
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# type casting!
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dst = Asset(**dst_asset_msg).copy()
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return cls(dst=dst, **msg).copy()
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@property
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def resolved(self) -> bool:
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@ -264,7 +274,7 @@ class MktPair(Struct, frozen=True):
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broker=broker,
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**kwargs,
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)
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).copy()
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@property
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def key(self) -> str:
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@ -425,8 +435,11 @@ class Symbol(Struct):
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'''
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key: str
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tick_size: Decimal = 0.01
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lot_tick_size: Decimal = 0.0 # "volume" precision as min step value
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# precision descriptors for price and vlm
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tick_size: Decimal = Decimal('0.01')
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lot_tick_size: Decimal = Decimal('0.0')
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suffix: str = ''
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broker_info: dict[str, dict[str, Any]] = {}
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