Merge pull request #370 from pikers/kill_pydantic_from_kraken

Kill `pydantic` from `kraken`

piker/brokers/binance.py

@@ -33,7 +33,6 @@
 from fuzzywuzzy import process as fuzzy
 import numpy as np
 import tractor
-from pydantic.dataclasses import dataclass
 import wsproto
 
 from .._cacheables import open_cached_client
@@ -106,14 +105,14 @@ class Pair(Struct, frozen=True):
     permissions: list[str]
 
 
-@dataclass
-class OHLC:
-    """Description of the flattened OHLC quote format.
+class OHLC(Struct):
+    '''
+    Description of the flattened OHLC quote format.
 
     For schema details see:
     https://binance-docs.github.io/apidocs/spot/en/#kline-candlestick-streams
 
-    """
+    '''
     time: int
 
     open: float
@@ -262,6 +261,7 @@ async def bars(
         for i, bar in enumerate(bars):
 
             bar = OHLC(*bar)
+            bar.typecast()
 
             row = []
             for j, (name, ftype) in enumerate(_ohlc_dtype[1:]):

piker/brokers/kraken/api.py

@@ -19,7 +19,6 @@
 
 '''
 from contextlib import asynccontextmanager as acm
-from dataclasses import field
 from datetime import datetime
 import itertools
 from typing import (
@@ -34,7 +33,6 @@
 import asks
 from fuzzywuzzy import process as fuzzy
 import numpy as np
-from pydantic.dataclasses import dataclass
 import urllib.parse
 import hashlib
 import hmac
@@ -78,31 +76,6 @@
 }
 
 
-@dataclass
-class OHLC:
-    '''
-    Description of the flattened OHLC quote format.
-
-    For schema details see:
-        https://docs.kraken.com/websockets/#message-ohlc
-
-    '''
-    chan_id: int  # internal kraken id
-    chan_name: str  # eg. ohlc-1  (name-interval)
-    pair: str  # fx pair
-    time: float  # Begin time of interval, in seconds since epoch
-    etime: float  # End time of interval, in seconds since epoch
-    open: float  # Open price of interval
-    high: float  # High price within interval
-    low: float  # Low price within interval
-    close: float  # Close price of interval
-    vwap: float  # Volume weighted average price within interval
-    volume: float  # Accumulated volume **within interval**
-    count: int  # Number of trades within interval
-    # (sampled) generated tick data
-    ticks: list[Any] = field(default_factory=list)
-
-
 def get_config() -> dict[str, Any]:
 
     conf, path = config.load()

piker/brokers/kraken/feed.py

@@ -19,7 +19,6 @@
 
 '''
 from contextlib import asynccontextmanager as acm
-from dataclasses import asdict
 from datetime import datetime
 from typing import (
     Any,
@@ -50,7 +49,6 @@
 from . import log
 from .api import (
     Client,
-    OHLC,
 )
 
 
@@ -88,6 +86,30 @@ class Pair(Struct):
     ordermin: float  # minimum order volume for pair
 
 
+class OHLC(Struct):
+    '''
+    Description of the flattened OHLC quote format.
+
+    For schema details see:
+        https://docs.kraken.com/websockets/#message-ohlc
+
+    '''
+    chan_id: int  # internal kraken id
+    chan_name: str  # eg. ohlc-1  (name-interval)
+    pair: str  # fx pair
+    time: float  # Begin time of interval, in seconds since epoch
+    etime: float  # End time of interval, in seconds since epoch
+    open: float  # Open price of interval
+    high: float  # High price within interval
+    low: float  # Low price within interval
+    close: float  # Close price of interval
+    vwap: float  # Volume weighted average price within interval
+    volume: float  # Accumulated volume **within interval**
+    count: int  # Number of trades within interval
+    # (sampled) generated tick data
+    ticks: list[Any] = []
+
+
 async def stream_messages(
     ws: NoBsWs,
 ):
@@ -176,12 +198,14 @@ async def process_data_feed_msgs(
                 pair
             ]:
                 if 'ohlc' in chan_name:
-                    yield 'ohlc', OHLC(
+                    ohlc = OHLC(
                         chan_id,
                         chan_name,
                         pair,
                         *payload_array[0]
                     )
+                    ohlc.typecast()
+                    yield 'ohlc', ohlc
 
                 elif 'spread' in chan_name:
 
@@ -214,7 +238,7 @@ def normalize(
     ohlc: OHLC,
 
 ) -> dict:
-    quote = asdict(ohlc)
+    quote = ohlc.to_dict()
     quote['broker_ts'] = quote['time']
     quote['brokerd_ts'] = time.time()
     quote['symbol'] = quote['pair'] = quote['pair'].replace('/', '')

piker/data/types.py

@@ -66,3 +66,10 @@ def copy(
         ).decode(
             msgspec.msgpack.Encoder().encode(self)
         )
+
+    def typecast(
+        self,
+        # fields: Optional[list[str]] = None,
+    ) -> None:
+        for fname, ftype in self.__annotations__.items():
+            setattr(self, fname, ftype(getattr(self, fname)))