Finally drop `Symbol`
It was replaced by `MktPair` long ago in, https://github.com/pikers/piker/pull/489 with follow up for final removal in, https://github.com/pikers/piker/issues/517 Resolves #517decimal_prices_thru_ems
parent
ec71dc2018
commit
cbbf674737
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@ -42,7 +42,6 @@ from ._mktinfo import (
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dec_digits,
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dec_digits,
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digits_to_dec,
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digits_to_dec,
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MktPair,
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MktPair,
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Symbol,
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unpack_fqme,
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unpack_fqme,
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_derivs as DerivTypes,
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_derivs as DerivTypes,
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)
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)
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@ -60,7 +59,6 @@ __all__ = [
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'Asset',
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'Asset',
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'MktPair',
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'MktPair',
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'Position',
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'Position',
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'Symbol',
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'Transaction',
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'Transaction',
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'TransactionLedger',
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'TransactionLedger',
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'dec_digits',
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'dec_digits',
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@ -390,8 +390,8 @@ class MktPair(Struct, frozen=True):
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cls,
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cls,
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fqme: str,
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fqme: str,
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price_tick: float | str,
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price_tick: float|str,
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size_tick: float | str,
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size_tick: float|str,
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bs_mktid: str,
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bs_mktid: str,
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broker: str | None = None,
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broker: str | None = None,
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@ -677,90 +677,3 @@ def unpack_fqme(
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# '.'.join([mkt_ep, venue]),
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# '.'.join([mkt_ep, venue]),
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suffix,
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suffix,
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)
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)
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class Symbol(Struct):
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'''
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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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'''
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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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suffix: str = ''
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broker_info: dict[str, dict[str, Any]] = {}
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@classmethod
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def from_fqme(
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cls,
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fqsn: str,
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info: dict[str, Any],
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) -> Symbol:
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broker, mktep, venue, suffix = unpack_fqme(fqsn)
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tick_size = info.get('price_tick_size', 0.01)
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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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@property
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def type_key(self) -> str:
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return list(self.broker_info.values())[0]['asset_type']
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@property
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def tick_size_digits(self) -> int:
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return float_digits(self.tick_size)
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@property
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def lot_size_digits(self) -> int:
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return float_digits(self.lot_tick_size)
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@property
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def price_tick(self) -> Decimal:
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return Decimal(str(self.tick_size))
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@property
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def size_tick(self) -> Decimal:
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return Decimal(str(self.lot_tick_size))
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@property
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def broker(self) -> str:
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return list(self.broker_info.keys())[0]
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@property
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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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size: float,
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) -> Decimal:
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digits = float_digits(self.lot_tick_size)
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return Decimal(size).quantize(
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Decimal(f'1.{"0".ljust(digits, "0")}'),
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rounding=ROUND_HALF_EVEN
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)
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# NOTE: when cast to `str` return fqme
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def __str__(self) -> str:
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return self.fqme
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