Add `MktPair.suffix: str` read from contract info

To be compat with the `Symbol` (for now) and generally allow for reading
the (derivative) contract specific part of the fqme. Adjust
`contract_info: list[str]` and make `src: str = ''` by default.
pre_overruns_ctxcancelled
Tyler Goodlet 2023-03-21 16:40:33 -04:00
parent 52de60c7ee
commit d7c1e5e188
1 changed files with 30 additions and 4 deletions

View File

@ -154,7 +154,7 @@ def maybe_cons_tokens(
sequence of elements in ``tokens``.
'''
return '.'.join(filter(bool, tokens)).lower()
return delim_char.join(filter(bool, tokens)).lower()
class MktPair(Struct, frozen=True):
@ -195,7 +195,7 @@ class MktPair(Struct, frozen=True):
# required; the reason is for backward compat since more positioning
# calculations were not originally stored with a src asset..
src: str | Asset | None = None
src: str | Asset = ''
# "source asset" (name) used to buy *from*
# (or used to sell *to*).
@ -217,7 +217,7 @@ class MktPair(Struct, frozen=True):
# for derivs, info describing contract, egs.
# strike price, call or put, swap type, exercise model, etc.
contract_info: str | None = None
contract_info: list[str] | None = None
_atype: str = ''
@ -287,7 +287,32 @@ class MktPair(Struct, frozen=True):
"symbol".
'''
return maybe_cons_tokens([str(self.dst), self.src])
return maybe_cons_tokens(
[str(self.dst), self.src],
delim_char='',
)
@property
def suffix(self) -> str:
'''
The "contract suffix" for this market.
Eg. mnq/usd.20230616.cme.ib
^ ----- ^
or tsla/usd.20230324.200c.cboe.ib
^ ---------- ^
In most other tina platforms they only show you these details in
some kinda "meta data" format, we have FQMEs so we do this up
front and explicit.
'''
field_strs = [self.expiry]
con_info = self.contract_info
if con_info is not None:
field_strs.extend(con_info)
return maybe_cons_tokens(field_strs)
# NOTE: the main idea behind an fqme is to map a "market address"
# to some endpoint from a transaction provider (eg. a broker) such
@ -387,6 +412,7 @@ class MktPair(Struct, frozen=True):
def unpack_fqme(
fqme: str,
) -> tuple[str, str, str]:
'''
Unpack a fully-qualified-symbol-name to ``tuple``.