cache_symbols refactor

deribit_fix
Nelson Torres 2024-11-15 11:20:48 -03:00
parent 89e241c132
commit 156a35b606
1 changed files with 31 additions and 3 deletions

View File

@ -433,10 +433,38 @@ class Client:
async def cache_symbols( async def cache_symbols(
self, self,
) -> dict: venue: MarketType = 'option',
if not self._pairs: ) -> None:
self._pairs = await self.symbol_info() # lookup internal mkt-specific pair table to update
pair_table: dict[str, Pair] = self._pairs
# make API request(s)
mkt_pairs = await self.symbol_info()
if not mkt_pairs:
raise SymbolNotFound(f'No market pairs found!?:\n{resp}')
pairs_view_subtable: dict[str, Pair] = {}
for instrument in mkt_pairs:
pair_type: Type = PAIRTYPES[venue]
try:
pair: Pair = pair_type(**mkt_pairs[instrument].to_dict())
except Exception as e:
e.add_note(
"\nDon't panic, prolly stupid binance changed their symbology schema again..\n"
'Check out their API docs here:\n\n'
'https://binance-docs.github.io/apidocs/spot/en/#exchange-information'
)
raise
pair_table[pair.symbol.upper()] = pair
# update an additional top-level-cross-venue-table
# `._pairs: ChainMap` for search B0
pairs_view_subtable[pair.bs_fqme] = pair
self._pairs.maps.append(pairs_view_subtable)
return self._pairs return self._pairs