From 21401853c45377e735169325d23f6452df0464e8 Mon Sep 17 00:00:00 2001
From: Tyler Goodlet <jgbt@protonmail.com>
Date: Wed, 5 Apr 2023 13:09:06 -0400
Subject: [PATCH] `kraken`: add module level `get_mkt_info()`

This will (likely) act as a new backend query endpoint for other `piker`
(client) code to lookup `MktPair` info from each backend. To start it
also returns the backend-broker's local `Pair` (or wtv other type) as
well.

The main motivation for this is for our paper engine which can require
the mkt info when processing paper-trades ledgers which do not contain
appropriate info to compute position metrics.
---
 piker/brokers/kraken/__init__.py |  1 +
 piker/brokers/kraken/feed.py     | 45 ++++++++++++++++++++------------
 2 files changed, 29 insertions(+), 17 deletions(-)

diff --git a/piker/brokers/kraken/__init__.py b/piker/brokers/kraken/__init__.py
index cd36f4e5..cd04c950 100644
--- a/piker/brokers/kraken/__init__.py
+++ b/piker/brokers/kraken/__init__.py
@@ -34,6 +34,7 @@ from .api import (
     get_client,
 )
 from .feed import (
+    get_mkt_info,
     open_history_client,
     open_symbol_search,
     stream_quotes,
diff --git a/piker/brokers/kraken/feed.py b/piker/brokers/kraken/feed.py
index a54329db..ff4f57a9 100644
--- a/piker/brokers/kraken/feed.py
+++ b/piker/brokers/kraken/feed.py
@@ -44,7 +44,6 @@ from piker.brokers._util import (
     DataThrottle,
     DataUnavailable,
 )
-from piker.log import get_console_log
 from piker.data.types import Struct
 from piker.data._web_bs import open_autorecon_ws, NoBsWs
 from . import log
@@ -279,6 +278,27 @@ async def open_history_client(
         yield get_ohlc, {'erlangs': 1, 'rate': 1}
 
 
+async def get_mkt_info(
+    fqme: str,
+
+) -> tuple[MktPair, Pair]:
+    '''
+    Query for and return a `MktPair` and backend-native `Pair` (or
+    wtv else) info.
+
+    If more then one fqme is provided return a ``dict`` of native
+    key-strs to `MktPair`s.
+
+    '''
+    async with open_cached_client('kraken') as client:
+
+        # uppercase since kraken bs_mktid is always upper
+        sym_str = fqme.upper()
+        pair: Pair = await client.pair_info(sym_str)
+        mkt: MktPair = await client.mkt_info(sym_str)
+        return mkt, pair
+
+
 async def stream_quotes(
 
     send_chan: trio.abc.SendChannel,
@@ -299,26 +319,17 @@ async def stream_quotes(
     ``pairs`` must be formatted <crypto_symbol>/<fiat_symbol>.
 
     '''
-    # XXX: required to propagate ``tractor`` loglevel to piker logging
-    get_console_log(loglevel or tractor.current_actor().loglevel)
 
-    ws_pairs = {}
+    ws_pairs: list[str] = []
     mkt_infos: dict[str, MktPair] = {}
 
     async with (
-        open_cached_client('kraken') as client,
         send_chan as send_chan,
     ):
-        # keep client cached for real-time section
-        for sym in symbols:
-
-            # uppercase since piker style is always lowercase.
-            sym_str = sym.upper()
-            pair: Pair = await client.pair_info(sym_str)
-            mkt: MktPair = await client.mkt_info(sym_str)
+        for sym_str in symbols:
+            mkt, pair = await get_mkt_info(sym_str)
             mkt_infos[sym_str] = mkt
-
-            ws_pairs[sym_str] = pair.wsname
+            ws_pairs.append(pair.wsname)
 
         symbol = symbols[0].lower()
 
@@ -343,7 +354,7 @@ async def stream_quotes(
             # https://github.com/krakenfx/kraken-wsclient-py/blob/master/kraken_wsclient_py/kraken_wsclient_py.py#L188
             ohlc_sub = {
                 'event': 'subscribe',
-                'pair': list(ws_pairs.values()),
+                'pair': ws_pairs,
                 'subscription': {
                     'name': 'ohlc',
                     'interval': 1,
@@ -359,7 +370,7 @@ async def stream_quotes(
             # trade data (aka L1)
             l1_sub = {
                 'event': 'subscribe',
-                'pair': list(ws_pairs.values()),
+                'pair': ws_pairs,
                 'subscription': {
                     'name': 'spread',
                     # 'depth': 10}
@@ -374,7 +385,7 @@ async def stream_quotes(
             # unsub from all pairs on teardown
             if ws.connected():
                 await ws.send_msg({
-                    'pair': list(ws_pairs.values()),
+                    'pair': ws_pairs,
                     'event': 'unsubscribe',
                     'subscription': ['ohlc', 'spread'],
                 })