pikers
/
piker
3
0
Fork 0
Code Issues 2 Pull Requests 4 Packages Projects Releases Wiki Activity

Make our `Symbol` a `msgspec.Struct`

lifo_pps_ib
Tyler Goodlet 2022-06-10 13:24:39 -04:00
parent f768576060
commit eb2bad5138
2 changed files with 5 additions and 10 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

1
piker/config.py
View File

@ -289,7 +289,6 @@ def write(
def load_accounts( def load_accounts(
providers: Optional[list[str]] = None providers: Optional[list[str]] = None
) -> bidict[str, Optional[str]]: ) -> bidict[str, Optional[str]]:

14
piker/data/_source.py
View File

@ -23,7 +23,7 @@ import decimal
from bidict import bidict from bidict import bidict
import numpy as np import numpy as np
from pydantic import BaseModel from msgspec import Struct
# from numba import from_dtype # from numba import from_dtype
@ -126,7 +126,7 @@ def unpack_fqsn(fqsn: str) -> tuple[str, str, str]:
) )
class Symbol(BaseModel): class Symbol(Struct):
''' '''
I guess this is some kinda container thing for dealing with I guess this is some kinda container thing for dealing with
all the different meta-data formats from brokers? all the different meta-data formats from brokers?
@ -152,9 +152,7 @@ class Symbol(BaseModel):
info: dict[str, Any], info: dict[str, Any],
suffix: str = '', suffix: str = '',
# XXX: like wtf.. ) -> Symbol:
# ) -> 'Symbol':
) -> None:
tick_size = info.get('price_tick_size', 0.01) tick_size = info.get('price_tick_size', 0.01)
lot_tick_size = info.get('lot_tick_size', 0.0) lot_tick_size = info.get('lot_tick_size', 0.0)
@ -175,9 +173,7 @@ class Symbol(BaseModel):
fqsn: str, fqsn: str,
info: dict[str, Any], info: dict[str, Any],
# XXX: like wtf.. ) -> Symbol:
# ) -> 'Symbol':
) -> None:
broker, key, suffix = unpack_fqsn(fqsn) broker, key, suffix = unpack_fqsn(fqsn)
return cls.from_broker_info( return cls.from_broker_info(
broker, broker,
@ -240,7 +236,7 @@ class Symbol(BaseModel):
''' '''
tokens = self.tokens() tokens = self.tokens()
fqsn = '.'.join(tokens) fqsn = '.'.join(map(str.lower, tokens))
return fqsn return fqsn
def iterfqsns(self) -> list[str]: def iterfqsns(self) -> list[str]: