open System.Collections.Generic

open Microsoft.FSharpLu.Json

open Newtonsoft.Json

open Newtonsoft.Json.Serialization

​

// set up the serialization / deserialization based on answer from:

// https://stackoverflow.com/questions/62364229/ignoremissingmember-setting-doesnt-seem-to-work-with-fsharplu-json-deserializer/62364913#62364913

​

let settings =

    JsonSerializerSettings(

        NullValueHandling = NullValueHandling.Ignore,

        Converters = [| CompactUnionJsonConverter(true, true) |]

    )

​

let serialize object =

    JsonConvert.SerializeObject(object, settings)

​

let deserialize<'a> object =

    JsonConvert.DeserializeObject<'a>(object, settings)

​

​

// define the type used

type BookSide =

    | Bid

    | Ask

​

type BookEntry =

    {

        S : float

        P : float

    }

​

type BookSideData =

    Dictionary<int, BookEntry>

​

type BookData =

    {

        Data: Dictionary<BookSide, BookSideData>

    }

​

    static member empty =

        {

            Data = Dictionary<BookSide, BookSideData>(dict [ (BookSide.Bid, BookSideData()); (BookSide.Ask, BookSideData()) ])

        }

// make some sample data

let bookEntry = { S=3.; P=5. }

let bookData = BookData.empty

bookData.Data.[BookSide.Bid].Add(1, bookEntry)

​

// serialize. This part works

let s = serialize bookData

​

// deserialize. This part fails

deserialize<BookData> s

​

// with error:

// Could not convert string 'Bid' to dictionary key type 'FSI_0023+BookSide'. Create a TypeConverter to convert from the string to the key type object.

​

// some real data for testing:

// let a = "{\"Data\":{\"Bid\":{\"0\":{\"s\":39437.0,\"p\":9331.5},\"1\":{\"s\":712.0,\"p\":9330.5},\"2\":{\"s\":1021.0,\"p\":9330.0},\"3\":{\"s\":204.0,\"p\":9329.0},\"4\":{\"s\":224.0,\"p\":9328.5},\"5\":{\"s\":100.0,\"p\":9328.0},\"6\":{\"s\":689.0,\"p\":9327.0},\"7\":{\"s\":100.0,\"p\":9326.0},\"8\":{\"s\":99.0,\"p\":9325.0},\"9\":{\"s\":100.0,\"p\":9324.0}},\"Ask\":{\"0\":{\"s\":296.0,\"p\":9332.0},\"1\":{\"s\":80.0,\"p\":9332.5},\"2\":{\"s\":400.0,\"p\":9333.0},\"3\":{\"s\":200.0,\"p\":9333.5},\"4\":{\"s\":300.0,\"p\":9334.0},\"5\":{\"s\":100.0,\"p\":9336.0},\"6\":{\"s\":196.0,\"p\":9336.5},\"7\":{\"s\":100.0,\"p\":9338.0},\"8\":{\"s\":4.0,\"p\":9338.5},\"9\":{\"s\":98.0,\"p\":9339.0}}}}"

​