Add a new `class TransactionLedger(collections.UserDict)` for managing
ledger (files) from a `dict`-like API. The main motivations being easy
conversion between `dict` <-> `Transaction` obj forms as well as dynamic
(toml) file updates via a set of methods:
- `.write_config()` to render and write state to the local toml file.
- `.iter_trans()` to allow iterator style conversion to `Transaction`
form for each entry.
- `.to_trans()` for the dict output from the above.
Some adjustments to `Transaction` namely making `.sym/.sys` optional for
now so that paper engine entries can be loaded (offline) without
connecting to the emulated broker backend. Move to using `pathlib.Path`
throughout for bootyful toml file mgmt B)
When loading a `Position` from a pps file we might not have the entire
`MktPair` field-set loaded (though going forward that shouldn't really
ever happen except in the case of a legacy `pps.toml`), in which case we
can check if the `.fqme: str` value loaded from the transaction is
longer and use that instead - presuming it must have more mkt meta-data
filled out.
Also includes some more `fqsn` -> `fqme` renames.
Been meaning to do this port for a while and since it makes passing
around file handles (presumably alongside the in mem obj form) a lot
simpler/nicer and the implementations of all the config file handling
much more terse with less presumptions about the form of filename/dir
`str` values all over the place B)
moar technically, let's us:
- drop remaining `.config` usage of `os.path`.
- return `Path`s from most routines.
- adds a special case to `get_conf_path()` such that if the input name
contains a `pps.` pattern, we avoid validating the name; this is going
to be used by new `.accounting.open_pps()` code which will instead
write a separate TOML file for each account B)
Previous we were re-processing all ledgers for every position msg
received from the API, per client.. Instead do that once in a first pass
and drop all key-miss lookups for `bs_mktid`s; it should never happen.
Better typing for in-routine vars, convert pos msg/objects to `dict`
prior to logging so it's sane to read on console. Skip processing
specifically option contracts for now.
Turns out `binance` is pretty great with their schema since they have
more or less the same data schema for their exchange info ep which we
wrap in a `Pair` struct:
https://binance-docs.github.io/apidocs/spot/en/#exchange-information
That makes it super easy to provide the most general case for filling
out a `MktPair` with both `.src/dst: Asset` to maintain maximum
meta-data B)
Deatz:
- adjust `Pair` to have `.size/price_tick: Decimal` by parsing out
the values from the filters field; TODO: we should probably just rewrite
the input `.filter` at init time so we can keep the frozen style.
- rename `Client.mkt_info()` (was `.symbol_info` to `.exch_info()`
better matching the ep name and have it build, cache, and return
a `dict[str, Pair]`; allows dropping `.cache_symbols()`
- only pass the `mkt_info: MktPair` field in the init msg!
Accept a msg with any of:
- `.src: Asset` and `.dst: Asset`
- `.src: str` and `.dst: str`
- `.src: Asset` and `.dst: str`
but not the final combo tho XD
Also, fix `.key` to properly cast any `.src: Asset` to string!
If user has loaded from a flex report then we don't want the API records
from the same period to override those; instead just update with any
missing fields from the API schema.
Also, always `str`-ify the contract id (what is set for the `.bs_mktid`
*before* packing into transaction type to ensure when serialized to
`pps.toml` there are no discrepancies at the codec level.. smh
Instead adjust `load_aio_clients()` to only reload clients detected as
non-loaded or disconnected (2 birds), and avoid use of the global module
table which could result in stale disconnected clients persisting on
multiple `brokerd` client reconnects, resulting in error.
To make nested `msgspec.Struct`s work we need to tell the codec that the
`.symbol` is some struct def, since we don't really need to enforce that
(yet) we're just going to enc/dec as `str` until we further formalize
and/or need something more complex.
Initial attempt at getting the sampling and shm layer to use the new mkt
info meta-data type. Draft out a potential `BackendInitMsg:
msgspec.Struct` for validating the init msg returned from the
`stream_quotes()` start value; obvs don't actually use it yet.
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.
Tyler Goodlet