Add some todo-reminders for ``msgspec`` stuff
parent
c26acb1fa8
commit
795d4d76f4
|
@ -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]
|
||||||
|
|
||||||
|
|
Loading…
Reference in New Issue