Use modern `Union` pipe op syntax for msg fields
Tyler Goodlet
parent
7fe3e3f482
commit
b52c4092f3
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@ -18,14 +18,13 @@
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Clearing sub-system message and protocols.
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"""
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from collections import (
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ChainMap,
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deque,
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)
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# from collections import (
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# ChainMap,
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# deque,
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# )
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from typing import (
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Optional,
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Literal,
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Union,
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)
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from ..data._source import Symbol
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@ -55,7 +54,8 @@ from ..data.types import Struct
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# TODO: ``msgspec`` stuff worth paying attention to:
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# - schema evolution: https://jcristharif.com/msgspec/usage.html#schema-evolution
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# - schema evolution:
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# https://jcristharif.com/msgspec/usage.html#schema-evolution
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# - for eg. ``BrokerdStatus``, instead just have separate messages?
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# - use literals for a common msg determined by diff keys?
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# - https://jcristharif.com/msgspec/usage.html#literal
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@ -92,7 +92,7 @@ class Order(Struct):
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# internal ``emdsd`` unique "order id"
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oid: str # uuid4
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symbol: Union[str, Symbol]
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symbol: str | Symbol
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account: str # should we set a default as '' ?
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price: float
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@ -110,7 +110,6 @@ class Cancel(Struct):
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action: str = 'cancel'
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oid: str # uuid4
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symbol: str
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req: Optional[Order] = None
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# --------------
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@ -123,31 +122,38 @@ class Status(Struct):
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name: str = 'status'
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time_ns: int
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oid: str # uuid4 ems-order dialog id
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resp: Literal[
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'pending', # acked but not yet open
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'pending', # acked by broker but not yet open
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'open',
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'dark_open', # live in dark loop
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'triggered', # dark-submitted to brokerd-backend
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'dark_open', # dark/algo triggered order is open in ems clearing loop
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'triggered', # above triggered order sent to brokerd, or an alert closed
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'closed', # fully cleared all size/units
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'fill', # partial execution
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'canceled',
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'error',
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]
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oid: str # uuid4
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# this maps normally to the ``BrokerdOrder.reqid`` below, an id
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# normally allocated internally by the backend broker routing system
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reqid: Optional[Union[int, str]] = None
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reqid: Optional[int | str] = None
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# the (last) source order/request msg if provided
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# (eg. the Order/Cancel which causes this msg)
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req: Optional[Union[Order, Cancel]] = None
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# (eg. the Order/Cancel which causes this msg) and
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# acts as a back-reference to the corresponding
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# request message which was the source of this msg.
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req: Optional[Order | Cancel] = None
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# XXX: better design/name here?
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# flag that can be set to indicate a message for an order
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# event that wasn't originated by piker's emsd (eg. some external
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# trading system which does it's own order control but that you
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# might want to "track" using piker UIs/systems).
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src: Optional[str] = None
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# for relaying backend msg data "through" the ems layer
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# for relaying a boxed brokerd-dialog-side msg data "through" the
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# ems layer to clients.
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brokerd_msg: dict = {}
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@ -169,7 +175,7 @@ class BrokerdCancel(Struct):
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# for setting a unique order id then this value will be relayed back
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# on the emsd order request stream as the ``BrokerdOrderAck.reqid``
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# field
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reqid: Optional[Union[int, str]] = None
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reqid: Optional[int | str] = None
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class BrokerdOrder(Struct):
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@ -188,7 +194,7 @@ class BrokerdOrder(Struct):
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# for setting a unique order id then this value will be relayed back
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# on the emsd order request stream as the ``BrokerdOrderAck.reqid``
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# field
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reqid: Optional[Union[int, str]] = None
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reqid: Optional[int | str] = None
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symbol: str # fqsn
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price: float
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@ -211,7 +217,7 @@ class BrokerdOrderAck(Struct):
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name: str = 'ack'
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# defined and provided by backend
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reqid: Union[int, str]
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reqid: int | str
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# emsd id originally sent in matching request msg
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oid: str
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@ -221,7 +227,7 @@ class BrokerdOrderAck(Struct):
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class BrokerdStatus(Struct):
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name: str = 'status'
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reqid: Union[int, str]
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reqid: int | str
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time_ns: int
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status: Literal[
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'open',
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@ -235,14 +241,6 @@ class BrokerdStatus(Struct):
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reason: str = ''
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remaining: float = 0.0
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# external: bool = False
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# order: Optional[BrokerdOrder] = None
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# XXX: better design/name here?
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# flag that can be set to indicate a message for an order
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# event that wasn't originated by piker's emsd (eg. some external
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# trading system which does it's own order control but that you
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# might want to "track" using piker UIs/systems).
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# external: bool = False
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# XXX: not required schema as of yet
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@ -258,7 +256,7 @@ class BrokerdFill(Struct):
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'''
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name: str = 'fill'
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reqid: Union[int, str]
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reqid: int | str
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time_ns: int
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# order exeuction related
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@ -288,7 +286,7 @@ class BrokerdError(Struct):
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# if no brokerd order request was actually submitted (eg. we errored
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# at the ``pikerd`` layer) then there will be ``reqid`` allocated.
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reqid: Optional[Union[int, str]] = None
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reqid: Optional[int | str] = None
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symbol: str
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reason: str
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