Mk `Brokerd[Order].price` avoid `float`-errs
By re-typing to a `.price: Decimal` field on both legs of the EMS. It seems we must do it ourselves since, - these msg's (fields) are relayed through the clearing engine to each `brokerd` backend and, - bc many (if not all) of those backends `.broker`-clients (nor their encapsulated "brokerage services") **are not** doing any precision-truncation themselves. So, for now, instead we opt to expect rounding at the source. This means we will explicitly require casting to/from `float` at the line-graphics interface to the order-clearing-engine (as implemented throughout `.ui.order_mode.OrderMode`); and this is coming shortly.decimal_prices_thru_ems
parent
17aebf44a9
commit
ec71dc2018
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@ -1182,12 +1182,16 @@ async def process_client_order_cmds(
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submitting live orders immediately if requested by the client.
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'''
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# cmd: dict
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# TODO, only allow `msgspec.Struct` form!
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cmd: dict
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async for cmd in client_order_stream:
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log.info(f'Received order cmd:\n{pformat(cmd)}')
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log.info(
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f'Received order cmd:\n'
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f'{pformat(cmd)}\n'
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)
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# CAWT DAMN we need struct support!
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oid = str(cmd['oid'])
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oid: str = str(cmd['oid'])
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# register this stream as an active order dialog (msg flow) for
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# this order id such that translated message from the brokerd
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@ -1347,7 +1351,11 @@ async def process_client_order_cmds(
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# (``translate_and_relay_brokerd_events()`` above) will
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# handle relaying the ems side responses back to
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# the client/cmd sender from this request
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log.info(f'Sending live order to {broker}:\n{pformat(msg)}')
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log.info(
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f'Sending live order to {broker}:\n'
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f'{pformat(msg)}'
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)
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await brokerd_order_stream.send(msg)
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# an immediate response should be ``BrokerdOrderAck``
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@ -19,6 +19,7 @@ Clearing sub-system message and protocols.
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"""
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from __future__ import annotations
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from decimal import Decimal
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from typing import (
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Literal,
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)
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@ -71,7 +72,15 @@ class Order(Struct):
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symbol: str # | MktPair
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account: str # should we set a default as '' ?
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price: float
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# https://docs.python.org/3/library/decimal.html#decimal-objects
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#
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# ?TODO? decimal usage throughout?
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# -[ ] possibly leverage the `Encoder(decimal_format='number')`
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# bit?
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# |_https://jcristharif.com/msgspec/supported-types.html#decimal
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# -[ ] should we also use it for .size?
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#
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price: Decimal
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size: float # -ve is "sell", +ve is "buy"
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brokers: list[str] = []
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@ -178,7 +187,7 @@ class BrokerdOrder(Struct):
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time_ns: int
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symbol: str # fqme
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price: float
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price: Decimal
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size: float
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# TODO: if we instead rely on a +ve/-ve size to determine
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