pikers
/
piker
3
0
Fork 0
Code Issues 4 Pull Requests 6 Packages Projects Releases Wiki Activity

`deribit`: various lib API compat fixes 

- port to new `msgspec` "default fields must come after non-default
  ones" shite they changed.
- adjust to  `open_jsonrpc_session()` kwarg remap: `dtype` ->
  `response_type=JSONRPCResult`.
deribit_updates
Tyler Goodlet 2023-02-28 00:23:16 -05:00
parent c85324f142
commit 18d70447cd
1 changed files with 17 additions and 12 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

21
piker/brokers/deribit/api.py
View File

@ -89,19 +89,20 @@ _ohlc_dtype = [
class JSONRPCResult(Struct): class JSONRPCResult(Struct):
jsonrpc: str = '2.0'
id: int id: int
result: Optional[dict] = None
error: Optional[dict] = None
usIn: int usIn: int
usOut: int usOut: int
usDiff: int usDiff: int
testnet: bool testnet: bool
jsonrpc: str = '2.0'
result: Optional[dict] = None
error: Optional[dict] = None
class JSONRPCChannel(Struct): class JSONRPCChannel(Struct):
jsonrpc: str = '2.0'
method: str method: str
params: dict params: dict
jsonrpc: str = '2.0'
class KLinesResult(Struct): class KLinesResult(Struct):
@ -114,6 +115,7 @@ class KLinesResult(Struct):
ticks: list[int] ticks: list[int]
volume: list[float] volume: list[float]
class Trade(Struct): class Trade(Struct):
trade_seq: int trade_seq: int
trade_id: str trade_id: str
@ -125,9 +127,10 @@ class Trade(Struct):
instrument_name: str instrument_name: str
index_price: float index_price: float
direction: str direction: str
amount: float
combo_trade_id: Optional[int] = 0, combo_trade_id: Optional[int] = 0,
combo_id: Optional[str] = '', combo_id: Optional[str] = '',
amount: float
class LastTradesResult(Struct): class LastTradesResult(Struct):
trades: list[Trade] trades: list[Trade]
@ -146,7 +149,7 @@ def str_to_cb_sym(name: str) -> Symbol:
if option_type == 'put': if option_type == 'put':
option_type = PUT option_type = PUT
elif option_type == 'call': elif option_type == 'call':
option_type = CALL option_type = CALL
else: else:
raise Exception("Couldn\'t parse option type") raise Exception("Couldn\'t parse option type")
@ -168,7 +171,7 @@ def piker_sym_to_cb_sym(name: str) -> Symbol:
if option_type == 'P': if option_type == 'P':
option_type = PUT option_type = PUT
elif option_type == 'C': elif option_type == 'C':
option_type = CALL option_type = CALL
else: else:
raise Exception("Couldn\'t parse option type") raise Exception("Couldn\'t parse option type")
@ -431,7 +434,9 @@ async def get_client(
async with ( async with (
trio.open_nursery() as n, trio.open_nursery() as n,
open_jsonrpc_session( open_jsonrpc_session(
_testnet_ws_url, dtype=JSONRPCResult) as json_rpc _testnet_ws_url,
response_type=JSONRPCResult
) as json_rpc
): ):
client = Client(json_rpc) client = Client(json_rpc)