From b16167b8f35367d86e7aed55a51f80c801786860 Mon Sep 17 00:00:00 2001 From: Tyler Goodlet Date: Fri, 18 Mar 2022 10:59:57 -0400 Subject: [PATCH] Add prelim fqsn support into our `Symbol` type --- piker/data/_source.py | 69 +++++++++++++++++++++++++++++++++++++++---- 1 file changed, 63 insertions(+), 6 deletions(-) diff --git a/piker/data/_source.py b/piker/data/_source.py index ac6f6d82..da2f3d00 100644 --- a/piker/data/_source.py +++ b/piker/data/_source.py @@ -92,6 +92,28 @@ def ohlc_zeros(length: int) -> np.ndarray: return np.zeros(length, dtype=base_ohlc_dtype) +def uncons_fqsn(fqsn: str) -> tuple[str, str, str]: + ''' + Unpack a fully-qualified-symbol-name to ``tuple``. + + ''' + # TODO: probably reverse the order of all this XD + tokens = fqsn.split('.') + if len(tokens) > 3: + symbol, venue, suffix, broker = tokens + else: + symbol, venue, broker = tokens + suffix = '' + + # head, _, broker = fqsn.rpartition('.') + # symbol, _, suffix = head.rpartition('.') + return ( + broker, + '.'.join([symbol, venue]), + suffix, + ) + + class Symbol(BaseModel): """I guess this is some kinda container thing for dealing with all the different meta-data formats from brokers? @@ -103,6 +125,7 @@ class Symbol(BaseModel): lot_tick_size: float = 0.0 # "volume" precision as min step value tick_size_digits: int = 2 lot_size_digits: int = 0 + suffix: str = '' broker_info: dict[str, dict[str, Any]] = {} # specifies a "class" of financial instrument @@ -115,6 +138,7 @@ class Symbol(BaseModel): broker: str, symbol: str, info: dict[str, Any], + suffix: str = '', # XXX: like wtf.. # ) -> 'Symbol': @@ -129,9 +153,27 @@ class Symbol(BaseModel): lot_tick_size=lot_tick_size, tick_size_digits=float_digits(tick_size), lot_size_digits=float_digits(lot_tick_size), + suffix=suffix, broker_info={broker: info}, ) + @classmethod + def from_fqsn( + cls, + fqsn: str, + info: dict[str, Any], + + # XXX: like wtf.. + # ) -> 'Symbol': + ) -> None: + broker, key, suffix = uncons_fqsn(fqsn) + return cls.from_broker_info( + broker, + key, + info=info, + suffix=suffix, + ) + @property def type_key(self) -> str: return list(self.broker_info.values())[0]['asset_type'] @@ -141,9 +183,10 @@ class Symbol(BaseModel): return list(self.broker_info.keys()) def nearest_tick(self, value: float) -> float: - """Return the nearest tick value based on mininum increment. + ''' + Return the nearest tick value based on mininum increment. - """ + ''' mult = 1 / self.tick_size return round(value * mult) / mult @@ -159,11 +202,25 @@ class Symbol(BaseModel): self.key, ) + def front_fqsn(self) -> str: + broker, key = self.front_feed() + if self.suffix: + tokens = (key, self.suffix, broker) + else: + tokens = (key, broker) + + fqsn = '.'.join(tokens) + return fqsn + def iterfqsns(self) -> list[str]: - return [ - mk_fqsn(self.key, broker) - for broker in self.broker_info.keys() - ] + keys = [] + for broker in self.broker_info.keys(): + fqsn = mk_fqsn(self.key, broker) + if self.suffix: + fqsn += f'.{self.suffix}' + keys.append(fqsn) + + return keys def from_df(