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nautechsystems / nautilus_trader

A high-performance algorithmic trading platform and event-driven backtester
https://nautilustrader.io
GNU Lesser General Public License v3.0
2.02k stars 461 forks source link

Add parsable raw string representation of Money object #1612

Closed filipmacek closed 5 months ago

filipmacek commented 5 months ago

Pull Request

Currently to_str function of Money object returns a string representation of a number with an underscore. For example, we return 10_000.00 USD instead of more native 10000.00 USD(and easier to parse by other systems).
This looks right in logging where its easier to see bigger numbers with this separator but poses a problem for parsing with Rust where we cannot deserialize it back to the Money type. A lot of these from_dict functions rely on serde_json to convert it back to native Rust type, and they fail on Money type deserialization So to_raw_str was created to represent this more parsing-friendly format and it was added across to_dict method of instruments

filipmacek commented 5 months ago

Closing, as it was resolved by Rust parsing fix