kraken: drop `Client.cache_assets()`, simpler `.pair_info()`, drop `.mkt_info()`
parent
d0e01ff9b6
commit
0d93871c88
|
@ -43,7 +43,6 @@ from piker import config
|
||||||
from piker.data.types import Struct
|
from piker.data.types import Struct
|
||||||
from piker.accounting._mktinfo import (
|
from piker.accounting._mktinfo import (
|
||||||
Asset,
|
Asset,
|
||||||
MktPair,
|
|
||||||
digits_to_dec,
|
digits_to_dec,
|
||||||
)
|
)
|
||||||
from piker.brokers._util import (
|
from piker.brokers._util import (
|
||||||
|
@ -274,9 +273,10 @@ class Client:
|
||||||
for sym, bal in by_bsmktid.items()
|
for sym, bal in by_bsmktid.items()
|
||||||
}
|
}
|
||||||
|
|
||||||
async def get_assets(self) -> dict[str, dict]:
|
async def get_assets(self) -> dict[str, Asset]:
|
||||||
'''
|
'''
|
||||||
Get all assets available for trading and xfer.
|
Load and cache all asset infos and pack into
|
||||||
|
our native ``Asset`` struct.
|
||||||
|
|
||||||
https://docs.kraken.com/rest/#tag/Market-Data/operation/getAssetInfo
|
https://docs.kraken.com/rest/#tag/Market-Data/operation/getAssetInfo
|
||||||
|
|
||||||
|
@ -292,27 +292,21 @@ class Client:
|
||||||
|
|
||||||
'''
|
'''
|
||||||
resp = await self._public('Assets', {})
|
resp = await self._public('Assets', {})
|
||||||
return resp['result']
|
assets = resp['result']
|
||||||
|
|
||||||
async def cache_assets(self) -> None:
|
|
||||||
'''
|
|
||||||
Load and cache all asset infos and pack into
|
|
||||||
our native ``Asset`` struct.
|
|
||||||
|
|
||||||
'''
|
|
||||||
assets = await self.get_assets()
|
|
||||||
for bs_mktid, info in assets.items():
|
for bs_mktid, info in assets.items():
|
||||||
|
altname = self._altnames[bs_mktid] = info['altname']
|
||||||
aname = self._altnames[bs_mktid] = info['altname']
|
|
||||||
aclass = info['aclass']
|
aclass = info['aclass']
|
||||||
|
|
||||||
self.assets[bs_mktid] = Asset(
|
self.assets[bs_mktid] = Asset(
|
||||||
name=aname.lower(),
|
name=altname.lower(),
|
||||||
atype=f'crypto_{aclass}',
|
atype=f'crypto_{aclass}',
|
||||||
tx_tick=digits_to_dec(info['decimals']),
|
tx_tick=digits_to_dec(info['decimals']),
|
||||||
info=info,
|
info=info,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
return self.assets
|
||||||
|
|
||||||
async def get_trades(
|
async def get_trades(
|
||||||
self,
|
self,
|
||||||
fetch_limit: int | None = None,
|
fetch_limit: int | None = None,
|
||||||
|
@ -475,57 +469,42 @@ class Client:
|
||||||
|
|
||||||
async def pair_info(
|
async def pair_info(
|
||||||
self,
|
self,
|
||||||
pair: str | None = None,
|
pair_patt: str | None = None,
|
||||||
|
|
||||||
) -> dict[str, Pair] | Pair:
|
) -> dict[str, Pair] | Pair:
|
||||||
|
'''
|
||||||
|
Query for a tradeable asset pair (info), or all if no input
|
||||||
|
pattern is provided.
|
||||||
|
|
||||||
if pair is not None:
|
https://docs.kraken.com/rest/#tag/Market-Data/operation/getTradableAssetPairs
|
||||||
pairs = {'pair': pair}
|
|
||||||
else:
|
|
||||||
pairs = None # get all pairs
|
|
||||||
|
|
||||||
resp = await self._public('AssetPairs', pairs)
|
'''
|
||||||
|
# get all pairs by default, or filter
|
||||||
|
# to whatever pattern is provided as input.
|
||||||
|
pairs: dict[str, str] | None = None
|
||||||
|
if pair_patt is not None:
|
||||||
|
pairs = {'pair': pair_patt}
|
||||||
|
|
||||||
|
resp = await self._public(
|
||||||
|
'AssetPairs',
|
||||||
|
pairs,
|
||||||
|
)
|
||||||
err = resp['error']
|
err = resp['error']
|
||||||
if err:
|
if err:
|
||||||
symbolname = pairs['pair'] if pair else None
|
raise SymbolNotFound(pair_patt)
|
||||||
raise SymbolNotFound(f'{symbolname}.kraken')
|
|
||||||
|
|
||||||
pairs = resp['result']
|
pairs: dict[str, Pair] = {
|
||||||
|
|
||||||
if pair is not None:
|
key: Pair(**data)
|
||||||
_, data = next(iter(pairs.items()))
|
for key, data in resp['result'].items()
|
||||||
return Pair(**data)
|
}
|
||||||
else:
|
# always cache so we can possibly do faster lookup
|
||||||
return {
|
self._pairs.update(pairs)
|
||||||
key: Pair(**data)
|
|
||||||
for key, data in pairs.items()
|
|
||||||
}
|
|
||||||
|
|
||||||
async def mkt_info(
|
if pair_patt is not None:
|
||||||
self,
|
return next(iter(pairs.items()))[1]
|
||||||
pair_str: str,
|
|
||||||
|
|
||||||
) -> MktPair:
|
return pairs
|
||||||
|
|
||||||
(
|
|
||||||
bs_mktid, # str
|
|
||||||
pair_info, # Pair
|
|
||||||
) = Client.normalize_symbol(pair_str)
|
|
||||||
|
|
||||||
dst_asset = self.assets[pair_info.base]
|
|
||||||
|
|
||||||
# NOTE XXX parse out the src asset name until we figure out
|
|
||||||
# how to get the src asset's `Pair` info from kraken..
|
|
||||||
src_key = pair_str.lstrip(dst_asset.name.upper()).lower()
|
|
||||||
|
|
||||||
return MktPair(
|
|
||||||
dst=dst_asset,
|
|
||||||
price_tick=pair_info.price_tick,
|
|
||||||
size_tick=pair_info.size_tick,
|
|
||||||
bs_mktid=bs_mktid,
|
|
||||||
src=src_key,
|
|
||||||
broker='kraken',
|
|
||||||
)
|
|
||||||
|
|
||||||
async def cache_symbols(self) -> dict:
|
async def cache_symbols(self) -> dict:
|
||||||
'''
|
'''
|
||||||
|
@ -538,14 +517,15 @@ class Client:
|
||||||
|
|
||||||
'''
|
'''
|
||||||
if not self._pairs:
|
if not self._pairs:
|
||||||
self._pairs.update(await self.pair_info())
|
pairs = await self.pair_info()
|
||||||
|
assert self._pairs == pairs
|
||||||
|
|
||||||
# table of all ws and rest keys to their alt-name values.
|
# table of all ws and rest keys to their alt-name values.
|
||||||
ntable: dict[str, str] = {}
|
ntable: dict[str, str] = {}
|
||||||
|
|
||||||
for rest_key in list(self._pairs.keys()):
|
for rest_key in list(pairs.keys()):
|
||||||
|
|
||||||
pair: Pair = self._pairs[rest_key]
|
pair: Pair = pairs[rest_key]
|
||||||
altname = pair.altname
|
altname = pair.altname
|
||||||
wsname = pair.wsname
|
wsname = pair.wsname
|
||||||
ntable[altname] = ntable[rest_key] = ntable[wsname] = altname
|
ntable[altname] = ntable[rest_key] = ntable[wsname] = altname
|
||||||
|
@ -561,7 +541,6 @@ class Client:
|
||||||
async def search_symbols(
|
async def search_symbols(
|
||||||
self,
|
self,
|
||||||
pattern: str,
|
pattern: str,
|
||||||
limit: int = None,
|
|
||||||
|
|
||||||
) -> dict[str, Any]:
|
) -> dict[str, Any]:
|
||||||
'''
|
'''
|
||||||
|
@ -672,8 +651,7 @@ class Client:
|
||||||
the 'AssetPairs' endpoint, see methods above.
|
the 'AssetPairs' endpoint, see methods above.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
ticker = cls._ntable[ticker]
|
return cls._ntable[ticker].lower()
|
||||||
return ticker.lower(), cls._pairs[ticker]
|
|
||||||
|
|
||||||
|
|
||||||
@acm
|
@acm
|
||||||
|
@ -693,7 +671,7 @@ async def get_client() -> Client:
|
||||||
# at startup, load all symbols, and asset info in
|
# at startup, load all symbols, and asset info in
|
||||||
# batch requests.
|
# batch requests.
|
||||||
async with trio.open_nursery() as nurse:
|
async with trio.open_nursery() as nurse:
|
||||||
nurse.start_soon(client.cache_assets)
|
nurse.start_soon(client.get_assets)
|
||||||
await client.cache_symbols()
|
await client.cache_symbols()
|
||||||
|
|
||||||
yield client
|
yield client
|
||||||
|
|
Loading…
Reference in New Issue