Convert symbol type to use pydantic
parent
0c184b1b41
commit
c3fa31e731
piker/data
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@ -272,9 +272,10 @@ async def open_feed(
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for sym, data in init_msg.items():
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for sym, data in init_msg.items():
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si = data['symbol_info']
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si = data['symbol_info']
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symbol = Symbol(
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symbol = Symbol(
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sym,
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key=sym,
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min_tick=si.get('minTick', 0.01),
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tick_size=si.get('price_tick_size', 0.01),
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)
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)
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symbol.broker_info[brokername] = si
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symbol.broker_info[brokername] = si
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@ -19,10 +19,10 @@ numpy data source coversion helpers.
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"""
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"""
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from typing import Dict, Any, List
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from typing import Dict, Any, List
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import decimal
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import decimal
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from dataclasses import dataclass, field
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import numpy as np
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import numpy as np
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import pandas as pd
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import pandas as pd
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from pydantic import BaseModel
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# from numba import from_dtype
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# from numba import from_dtype
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@ -75,18 +75,16 @@ def ohlc_zeros(length: int) -> np.ndarray:
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return np.zeros(length, dtype=base_ohlc_dtype)
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return np.zeros(length, dtype=base_ohlc_dtype)
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@dataclass
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class Symbol(BaseModel):
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class Symbol:
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"""I guess this is some kinda container thing for dealing with
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"""I guess this is some kinda container thing for dealing with
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all the different meta-data formats from brokers?
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all the different meta-data formats from brokers?
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Yah, i guess dats what it izz.
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Yah, i guess dats what it izz.
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"""
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"""
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key: str = ''
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key: str
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tick_size: float = 0.01
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tick_size: float = 0.01
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v_tick_size: float = 0.01
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lot_tick_size: float = 0.01 # "volume" precision as min step value
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broker_info: Dict[str, Dict[str, Any]] = field(default_factory=dict)
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broker_info: Dict[str, Dict[str, Any]] = {}
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deriv: str = ''
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@property
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@property
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def brokers(self) -> List[str]:
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def brokers(self) -> List[str]:
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