Merge pull request #353 from pikers/drop_pydantic

Drop `pydantic`

piker/_daemon.py

@@ -22,10 +22,10 @@
 from contextlib import asynccontextmanager as acm
 from collections import defaultdict
 
-from pydantic import BaseModel
+from msgspec import Struct
+import tractor
 import trio
 from trio_typing import TaskStatus
-import tractor
 
 from .log import get_logger, get_console_log
 from .brokers import get_brokermod
@@ -47,16 +47,13 @@
 ]
 
 
-class Services(BaseModel):
+class Services(Struct):
 
     actor_n: tractor._supervise.ActorNursery
     service_n: trio.Nursery
     debug_mode: bool  # tractor sub-actor debug mode flag
     service_tasks: dict[str, tuple[trio.CancelScope, tractor.Portal]] = {}
 
-    class Config:
-        arbitrary_types_allowed = True
-
     async def start_service_task(
         self,
         name: str,

piker/brokers/binance.py

@@ -34,13 +34,13 @@
 import numpy as np
 import tractor
 from pydantic.dataclasses import dataclass
-from pydantic import BaseModel
 import wsproto
 
 from .._cacheables import open_cached_client
 from ._util import resproc, SymbolNotFound
 from ..log import get_logger, get_console_log
 from ..data import ShmArray
+from ..data.types import Struct
 from ..data._web_bs import open_autorecon_ws, NoBsWs
 
 log = get_logger(__name__)
@@ -79,12 +79,14 @@
 
 
 # https://binance-docs.github.io/apidocs/spot/en/#exchange-information
-class Pair(BaseModel):
+class Pair(Struct, frozen=True):
     symbol: str
     status: str
 
     baseAsset: str
     baseAssetPrecision: int
+    cancelReplaceAllowed: bool
+    allowTrailingStop: bool
     quoteAsset: str
     quotePrecision: int
     quoteAssetPrecision: int
@@ -287,7 +289,7 @@ async def get_client() -> Client:
 
 
 # validation type
-class AggTrade(BaseModel):
+class AggTrade(Struct):
     e: str  # Event type
     E: int  # Event time
     s: str  # Symbol
@@ -341,7 +343,9 @@ async def stream_messages(ws: NoBsWs) -> AsyncGenerator[NoBsWs, dict]:
 
         elif msg.get('e') == 'aggTrade':
 
-            # validate
+            # NOTE: this is purely for a definition, ``msgspec.Struct``
+            # does not runtime-validate until you decode/encode.
+            # see: https://jcristharif.com/msgspec/structs.html#type-validation
             msg = AggTrade(**msg)
 
             # TODO: type out and require this quote format
@@ -352,8 +356,8 @@ async def stream_messages(ws: NoBsWs) -> AsyncGenerator[NoBsWs, dict]:
                 'brokerd_ts': time.time(),
                 'ticks': [{
                     'type': 'trade',
-                    'price': msg.p,
-                    'size': msg.q,
+                    'price': float(msg.p),
+                    'size': float(msg.q),
                     'broker_ts': msg.T,
                 }],
             }
@@ -448,7 +452,7 @@ async def stream_quotes(
             d = cache[sym.upper()]
             syminfo = Pair(**d)  # validation
 
-            si = sym_infos[sym] = syminfo.dict()
+            si = sym_infos[sym] = syminfo.to_dict()
 
             # XXX: after manually inspecting the response format we
             # just directly pick out the info we need

piker/brokers/ib/broker.py

@@ -148,7 +148,7 @@ async def handle_order_requests(
                 oid=request_msg['oid'],
                 symbol=request_msg['symbol'],
                 reason=f'No account found: `{account}` ?',
-            ).dict())
+            ))
             continue
 
         client = _accounts2clients.get(account)
@@ -161,7 +161,7 @@ async def handle_order_requests(
                 oid=request_msg['oid'],
                 symbol=request_msg['symbol'],
                 reason=f'No api client loaded for account: `{account}` ?',
-            ).dict())
+            ))
             continue
 
         if action in {'buy', 'sell'}:
@@ -188,7 +188,7 @@ async def handle_order_requests(
                     oid=request_msg['oid'],
                     symbol=request_msg['symbol'],
                     reason='Order already active?',
-                ).dict())
+                ))
 
             # deliver ack that order has been submitted to broker routing
             await ems_order_stream.send(
@@ -197,9 +197,8 @@ async def handle_order_requests(
                     oid=order.oid,
                     # broker specific request id
                     reqid=reqid,
-                    time_ns=time.time_ns(),
                     account=account,
-                ).dict()
+                )
             )
 
         elif action == 'cancel':
@@ -559,7 +558,7 @@ async def open_stream(
                     cids2pps,
                     validate=True,
                 )
-                all_positions.extend(msg.dict() for msg in msgs)
+                all_positions.extend(msg for msg in msgs)
 
         if not all_positions and cids2pps:
             raise RuntimeError(
@@ -665,7 +664,7 @@ async def emit_pp_update(
             msg = msgs[0]
             break
 
-    await ems_stream.send(msg.dict())
+    await ems_stream.send(msg)
 
 
 async def deliver_trade_events(
@@ -743,7 +742,7 @@ async def deliver_trade_events(
 
                     broker_details={'name': 'ib'},
                 )
-                await ems_stream.send(msg.dict())
+                await ems_stream.send(msg)
 
             case 'fill':
 
@@ -803,7 +802,7 @@ async def deliver_trade_events(
                     broker_time=trade_entry['broker_time'],
 
                 )
-                await ems_stream.send(msg.dict())
+                await ems_stream.send(msg)
 
                 # 2 cases:
                 # - fill comes first or
@@ -879,7 +878,7 @@ async def deliver_trade_events(
                 cid, msg = pack_position(item)
                 # acctid = msg.account = accounts_def.inverse[msg.account]
                 # cuck ib and it's shitty fifo sys for pps!
-                # await ems_stream.send(msg.dict())
+                # await ems_stream.send(msg)
 
             case 'event':
 
@@ -891,7 +890,7 @@ async def deliver_trade_events(
                 # level...
                 # reqid = item.get('reqid', 0)
                 # if getattr(msg, 'reqid', 0) < -1:
-                # log.info(f"TWS triggered trade\n{pformat(msg.dict())}")
+                # log.info(f"TWS triggered trade\n{pformat(msg)}")
 
                 # msg.reqid = 'tws-' + str(-1 * reqid)
 

piker/brokers/kraken/broker.py

@@ -32,7 +32,6 @@
 )
 
 import pendulum
-from pydantic import BaseModel
 import trio
 import tractor
 import wsproto
@@ -47,6 +46,7 @@
     BrokerdPosition,
     BrokerdStatus,
 )
+from piker.data.types import Struct
 from . import log
 from .api import (
     Client,
@@ -62,7 +62,7 @@
 )
 
 
-class Trade(BaseModel):
+class Trade(Struct):
     '''
     Trade class that helps parse and validate ownTrades stream
 
@@ -110,7 +110,7 @@ async def handle_order_requests(
                         'https://github.com/pikers/piker/issues/299'
                     ),
 
-                ).dict())
+                ))
                 continue
 
             # validate
@@ -136,7 +136,7 @@ async def handle_order_requests(
                         symbol=order.symbol,
                         reason="Failed order submission",
                         broker_details=resp
-                    ).dict()
+                    )
                 )
             else:
                 # TODO: handle multiple orders (cancels?)
@@ -161,7 +161,7 @@ async def handle_order_requests(
                         # account the made the order
                         account=order.account
 
-                    ).dict()
+                    )
                 )
 
         elif action == 'cancel':
@@ -189,7 +189,7 @@ async def handle_order_requests(
                         symbol=msg.symbol,
                         reason="Failed order cancel",
                         broker_details=resp
-                    ).dict()
+                    )
                 )
 
                 if not error:
@@ -217,7 +217,7 @@ async def handle_order_requests(
                                 # cancels will eventually get cancelled
                                 reason="Order cancel is still pending?",
                                 broker_details=resp
-                            ).dict()
+                            )
                         )
 
                 else:  # order cancel success case.
@@ -230,7 +230,7 @@ async def handle_order_requests(
                             status='cancelled',
                             reason='Order cancelled',
                             broker_details={'name': 'kraken'}
-                        ).dict()
+                        )
                     )
     else:
         log.error(f'Unknown order command: {request_msg}')
@@ -330,7 +330,7 @@ async def trades_dialogue(
                     avg_price=p.be_price,
                     currency='',
                 )
-                position_msgs.append(msg.dict())
+                position_msgs.append(msg)
 
         await ctx.started(
             (position_msgs, [acc_name])
@@ -408,7 +408,7 @@ async def trades_dialogue(
                                 broker_details={'name': 'kraken'},
                                 broker_time=broker_time
                             )
-                            await ems_stream.send(fill_msg.dict())
+                            await ems_stream.send(fill_msg)
 
                             filled_msg = BrokerdStatus(
                                 reqid=reqid,
@@ -432,7 +432,7 @@ async def trades_dialogue(
                                 # https://github.com/pikers/piker/issues/296
                                 remaining=0,
                             )
-                            await ems_stream.send(filled_msg.dict())
+                            await ems_stream.send(filled_msg)
 
                         # update ledger and position tracking
                         trans = await update_ledger(acctid, trades)
@@ -469,7 +469,7 @@ async def trades_dialogue(
                                 # TODO
                                 # currency=''
                             )
-                            await ems_stream.send(pp_msg.dict())
+                            await ems_stream.send(pp_msg)
 
                     case [
                         trades_msgs,

piker/brokers/kraken/feed.py

@@ -31,7 +31,6 @@
 from fuzzywuzzy import process as fuzzy
 import numpy as np
 import pendulum
-from pydantic import BaseModel
 from trio_typing import TaskStatus
 import tractor
 import trio
@@ -45,6 +44,7 @@
 )
 from piker.log import get_console_log
 from piker.data import ShmArray
+from piker.data.types import Struct
 from piker.data._web_bs import open_autorecon_ws, NoBsWs
 from . import log
 from .api import (
@@ -54,7 +54,7 @@
 
 
 # https://www.kraken.com/features/api#get-tradable-pairs
-class Pair(BaseModel):
+class Pair(Struct):
     altname: str  # alternate pair name
     wsname: str  # WebSocket pair name (if available)
     aclass_base: str  # asset class of base component
@@ -316,7 +316,7 @@ async def stream_quotes(
             sym = sym.upper()
 
             si = Pair(**await client.symbol_info(sym))  # validation
-            syminfo = si.dict()
+            syminfo = si.to_dict()
             syminfo['price_tick_size'] = 1 / 10**si.pair_decimals
             syminfo['lot_tick_size'] = 1 / 10**si.lot_decimals
             syminfo['asset_type'] = 'crypto'