Woops, implement `Symbol.fqme` same a `Mktpair`..
parent
ebe351e2ee
commit
98c043815a
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@ -552,6 +552,9 @@ class Symbol(Struct):
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'''
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key: str
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broker: str = ''
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venue: str = ''
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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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@ -571,9 +574,11 @@ class Symbol(Struct):
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lot_size = info.get('lot_tick_size', 0.0)
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return Symbol(
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broker=broker,
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key=mktep,
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tick_size=tick_size,
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lot_tick_size=lot_size,
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venue=venue,
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suffix=suffix,
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broker_info={broker: info},
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)
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@ -603,17 +608,13 @@ class Symbol(Struct):
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return list(self.broker_info.keys())[0]
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@property
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def fqsn(self) -> str:
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broker = self.broker
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key = self.key
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if self.suffix:
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tokens = (key, self.suffix, broker)
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else:
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tokens = (key, broker)
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return '.'.join(tokens).lower()
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fqme = fqsn
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def fqme(self) -> str:
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return maybe_cons_tokens([
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self.key, # final "pair name" (eg. qqq[/usd], btcusdt)
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self.venue,
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self.suffix, # includes expiry and other con info
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self.broker,
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])
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def quantize(
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self,
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