For `price_tick` and `size_tick` we read in `str` and decimal-ize
and now correctly fail over to default values of the same type..
Also, always treat `bs_mktid` field as a `str` in TOML form.
Drop the strange `clears: dict` var from the loading code (not sure why
that was left in smh) and better name `toml_clears_list` for the
TOML-loaded-pre-transaction sequence.
Handle case where `'dst'` field is just a `str` (in which case delegate to
`.from_fqme()`) as well as do `Asset` loading and use our
`Struct.copy()` to enforce type-casting to (for eg. `Decimal`s) such
that we'll now capture typing errors despite IPC transport.
Change `Symbol.tick_size` and `.lot_tick_size` defaults to decimal
for proper casting and type `MktPair.atype: str` since `msgspec` can't
cast to `AssetTypeName` without special handling..
Add a logic branch for now that switches on an instance check.
Generally swap over all `Position.symbol` and `Transaction.sym` refs to
`MktPair`. Do a wholesale rename of all `.bsuid` var names to
`.bs_mktid`.
Instead let's name it `.sys` for "system", the thing we use to conduct
the "transactions" ..
Also rename `.bsuid` -> `.bs_mktid` for "backend system market id`
which is more explicit, easier to remember and read.
Prepping to entirely replace `Symbol`; this adds a buncha docs/comments,
better implementation for representing and parsing the FQME: "fully
qualified market endpoint".
Deatz:
- make `.src` an optional field until we figure out how we're going
to support loading source assets from all backends sensibly..
- implement `MktPair.fqme: str` (what was previously called `fqsn`)
using a new util func: `maybe_cons_tokens()`.
- `Symbol.brokers` and expect only `.broker` usage.
- remap anything with `fqsn` in the name to `fqme` with aliases from the
old name.
- implement `unpack_fqme()` with `match:` syntax B)
- add `MktPair.tick_size_digits`, `.lot_size_digits`, `.fqsn`, `.key` for
backward compat.
- make all fqme generation related fields empty `str`s by default.
- add `MktPair.resolved: bool` a flag indicating whether or not `.dst`
is an `Asset` instance or just a string and, `.bs_mktid` the field
to hold the "backend system market id" per broker.
Drop everything we can in terms of methods and attrs from `Symbol`:
- kill `.tokens()`, `.front_feed()`, `.tokens()`, `.nearest_tick()`,
`.front_fqsn()`, instead moving logic from these methods into
dependents (and obviously removing any usage from rest of code base,
coming in follow up commits).
- rename `.quantize_size()` -> `.quantize()`.
- re-implement `.brokers`, `.lot_size_digits`, `.tick_size_digits` as
`@property` methods; for the latter two, allows us to minimize to only
accepting min tick decimal values on alternative constructor class
methods and to drop the equivalent instance vars.
- map `_fqsn` related variable names to new and preferred `_fqme`.
We also juggle around some utility functions, moving limited precision
related `decimal.Decimal` routines to the top of module and soon-to-be
legacy `fqsn` related routines to the bottom.
`MktPair` draft type extensions:
- drop requirements for `src_type`, and offer the optional `.dst_type`
field as either a `str` or (new `typing.Literal`) `AssetTypeName`.
- define an equivalent `.quantize()` as (re)defined in `Symbol` but with
`quantity_type: str` field which specifies whether to use the price or
the size precision.
- add a lot more docs, a `.key` property for the "symbol" name, draft
property for a `.fqme: str`
- allow `.src` and `.dst` to be of type `str | Asset`
Add a new `Asset` to capture "things which can be used in markets and/or
transactions" XD
- defines a `.name`, `.atype: AssetTypeName` a financial category tag, `tx_tick:
Decimal` the precision limit for transactions and of course
a `.quantime()` method for doing accounting arithmetic on a given tech
stack.
- define the `atype: AssetTypeName` type as a finite set of `str`s
expected to be used in various ways for default settings in other
parts of the data and order control layers..
Tyler Goodlet