binance.api: add venue qualified symcache support
Meaning we add the `Client.get_assets()` and `.get_mkt_pairs()` methods. Also implement `.exch_info()` to take in a `expiry: str` to detect whether to look up a derivative venue instead of spot. In support of all this we now explicitly key all assets (via `._cache_pairs() during the populate of `._venue2assets` sub-tables) with their `.bs_dst_asset: str` value to ensure, for ex., a spot `BTCUSDT` has a distinct value from any futures contracts with the same `Pair.symbol: str` value! Also, ensure we always create a `brokers.toml` (from template) if DNE and binance is the user's first used backend XDaccount_tests
parent
3c84ac326a
commit
19be8348e5
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@ -78,7 +78,7 @@ def get_config() -> dict:
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conf: dict
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conf: dict
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path: Path
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path: Path
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conf, path = config.load()
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conf, path = config.load(touch_if_dne=True)
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section = conf.get('binance')
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section = conf.get('binance')
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@ -396,7 +396,6 @@ class Client:
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) -> None:
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) -> None:
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# lookup internal mkt-specific pair table to update
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# lookup internal mkt-specific pair table to update
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pair_table: dict[str, Pair] = self._venue2pairs[venue]
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pair_table: dict[str, Pair] = self._venue2pairs[venue]
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asset_table: dict[str, Asset] = self._venue2assets[venue]
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# make API request(s)
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# make API request(s)
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resp = await self._api(
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resp = await self._api(
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@ -408,6 +407,7 @@ class Client:
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venue=venue,
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venue=venue,
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allow_testnet=False, # XXX: never use testnet for symbol lookups
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allow_testnet=False, # XXX: never use testnet for symbol lookups
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)
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)
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mkt_pairs = resp['symbols']
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mkt_pairs = resp['symbols']
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if not mkt_pairs:
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if not mkt_pairs:
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raise SymbolNotFound(f'No market pairs found!?:\n{resp}')
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raise SymbolNotFound(f'No market pairs found!?:\n{resp}')
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@ -432,21 +432,45 @@ class Client:
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# `._pairs: ChainMap` for search B0
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# `._pairs: ChainMap` for search B0
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pairs_view_subtable[pair.bs_fqme] = pair
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pairs_view_subtable[pair.bs_fqme] = pair
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# XXX WOW: TURNS OUT THIS ISN'T TRUE !?
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# > (populate `Asset` table for spot mkts only since it
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# > should be a superset of any other venues such as
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# > futes or margin)
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if venue == 'spot':
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if venue == 'spot':
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if (name := pair.quoteAsset) not in asset_table:
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dst_sectype: str = 'crypto_currency'
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asset_table[name] = Asset(
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name=name,
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atype='crypto_currency',
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tx_tick=digits_to_dec(pair.quoteAssetPrecision),
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)
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if (name := pair.baseAsset) not in asset_table:
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elif venue in {'usdtm_futes'}:
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asset_table[name] = Asset(
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dst_sectype: str = 'future'
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name=name,
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if pair.contractType == 'PERPETUAL':
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atype='crypto_currency',
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dst_sectype: str = 'perpetual_future'
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tx_tick=digits_to_dec(pair.baseAssetPrecision),
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)
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spot_asset_table: dict[str, Asset] = self._venue2assets['spot']
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ven_asset_table: dict[str, Asset] = self._venue2assets[venue]
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if (
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(name := pair.quoteAsset) not in spot_asset_table
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):
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spot_asset_table[pair.bs_src_asset] = Asset(
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name=name,
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atype='crypto_currency',
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tx_tick=digits_to_dec(pair.quoteAssetPrecision),
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)
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if (
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(name := pair.baseAsset) not in ven_asset_table
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):
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if venue != 'spot':
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assert dst_sectype != 'crypto_currency'
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ven_asset_table[pair.bs_dst_asset] = Asset(
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name=name,
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atype=dst_sectype,
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tx_tick=digits_to_dec(pair.baseAssetPrecision),
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)
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# log.warning(
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# f'Assets not YET found in spot set: `{pformat(dne)}`!?'
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# )
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# NOTE: make merged view of all market-type pairs but
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# NOTE: make merged view of all market-type pairs but
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# use market specific `Pair.bs_fqme` for keys!
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# use market specific `Pair.bs_fqme` for keys!
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# this allows searching for market pairs with different
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# this allows searching for market pairs with different
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@ -458,16 +482,29 @@ class Client:
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if venue == 'spot':
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if venue == 'spot':
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return
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return
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assets: list[dict] = resp.get('assets', ())
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# TODO: maybe use this assets response for non-spot venues?
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for entry in assets:
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# -> issue is we do the exch_info queries conc, so we can't
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name: str = entry['asset']
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# guarantee order for inter-table lookups..
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asset_table[name] = self._venue2assets['spot'].get(name)
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# if venue ep delivers an explicit set of assets copy just
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# ensure they are also already listed in the spot equivs.
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# assets: list[dict] = resp.get('assets', ())
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# for entry in assets:
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# name: str = entry['asset']
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# spot_asset_table: dict[str, Asset] = self._venue2assets['spot']
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# if name not in spot_asset_table:
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# log.warning(
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# f'COULDNT FIND ASSET {name}\n{entry}\n'
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# f'ADDING AS FUTES ONLY!?'
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# )
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# asset_table: dict[str, Asset] = self._venue2assets[venue]
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# asset_table[name] = spot_asset_table.get(name)
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async def exch_info(
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async def exch_info(
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self,
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self,
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sym: str | None = None,
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sym: str | None = None,
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venue: MarketType | None = None,
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venue: MarketType | None = None,
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expiry: str | None = None,
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) -> dict[str, Pair] | Pair:
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) -> dict[str, Pair] | Pair:
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'''
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'''
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@ -485,7 +522,16 @@ class Client:
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pair_table: dict[str, Pair] = self._venue2pairs[
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pair_table: dict[str, Pair] = self._venue2pairs[
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venue or self.mkt_mode
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venue or self.mkt_mode
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]
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]
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if cached_pair := pair_table.get(sym):
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if (
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expiry
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and 'perp' not in expiry.lower()
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):
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sym: str = f'{sym}_{expiry}'
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if (
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sym
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and (cached_pair := pair_table.get(sym))
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):
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return cached_pair
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return cached_pair
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venues: list[str] = ['spot', 'usdtm_futes']
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venues: list[str] = ['spot', 'usdtm_futes']
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@ -500,7 +546,45 @@ class Client:
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ven,
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ven,
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)
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)
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return pair_table[sym] if sym else self._pairs
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if sym:
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return pair_table[sym]
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else:
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self._pairs
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async def get_assets(
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self,
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venue: str | None = None,
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) -> dict[str, Asset]:
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if (
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venue
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and venue != 'spot'
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):
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venues = [venue]
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else:
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venues = ['usdtm_futes']
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ass_table: dict[str, Asset] = self._venue2assets['spot']
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# merge in futes contracts with a sectype suffix
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for venue in venues:
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ass_table |= self._venue2assets[venue]
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return ass_table
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async def get_mkt_pairs(self) -> dict[str, Pair]:
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'''
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Flatten the multi-venue (chain) map of market pairs
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to a fqme indexed table for data layer caching.
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'''
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flat: dict[str, Pair] = {}
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for venmap in self._pairs.maps:
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for bs_fqme, pair in venmap.items():
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flat[pair.bs_fqme] = pair
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return flat
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# TODO: unused except by `brokers.core.search_symbols()`?
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# TODO: unused except by `brokers.core.search_symbols()`?
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async def search_symbols(
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async def search_symbols(
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