fix syms for venues.

little refactor in get_config, and created get_fh_config for cryptofeed.

piker/brokers/deribit/api.py

@@ -219,9 +219,11 @@ def get_config() -> dict[str, Any]:
         touch_if_dne=True,
     )
     section: dict = {}
-    section['deribit'] = conf.get('deribit')
+    section = conf.get('deribit')
 
     section['log'] = {}
+    section['log']['filename'] = 'feedhandler.log'
+    section['log']['level'] = 'DEBUG'
     section['log']['disabled'] = True
 
     if section is None:
@@ -230,6 +232,22 @@ def get_config() -> dict[str, Any]:
 
     return section
 
+def get_fh_config() -> dict[str, Any]:
+    conf_option = get_config().get('option', {})
+    conf_log = get_config().get('log', {})
+
+    return {
+        'log': {
+            'filename': conf_log.get('filename'),
+            'level': conf_log.get('level'),
+            'disabled': conf_log.get('disabled')
+        },
+        'deribit': {
+            'key_id': conf_option.get('api_key'),
+            'key_secret': conf_option.get('api_secret')
+        }
+    }
+
 
 class Client:
 
@@ -241,10 +259,10 @@ class Client:
     ) -> None:
         self._pairs: dict[str, Any] = None
 
-        config = get_config().get('deribit', {})
+        config = get_config().get('option', {})
 
-        self._key_id = config.get('key_id')
+        self._key_id = config.get('api_key')
-        self._key_secret = config.get('key_secret')
+        self._key_secret = config.get('api_secret')
 
         self.json_rpc = json_rpc
 
@@ -466,7 +484,6 @@ async def get_client(
         ) as json_rpc
     ):
         client = Client(json_rpc)
-
         _refresh_token: Optional[str] = None
         _access_token: Optional[str] = None
 
@@ -536,7 +553,7 @@ async def get_client(
 
 @acm
 async def open_feed_handler():
-    fh = FeedHandler(config=get_config())
+    fh = FeedHandler(config=get_fh_config())
     yield fh
     await to_asyncio.run_task(fh.stop_async)
 
@@ -581,11 +598,11 @@ async def aio_price_feed_relay(
                     'price': float(data.ask_price), 'size': float(data.ask_size)}
             ]
         }))
-
+    sym: Symbol = piker_sym_to_cb_sym(instrument)
     fh.add_feed(
         DERIBIT,
         channels=[TRADES, L1_BOOK],
-        symbols=[piker_sym_to_cb_sym(instrument)],
+        symbols=[sym],
         callbacks={
             TRADES: _trade,
             L1_BOOK: _l1
@@ -626,9 +643,9 @@ async def maybe_open_price_feed(
     async with maybe_open_context(
         acm_func=open_price_feed,
         kwargs={
-            'instrument': instrument
+            'instrument': instrument.split('.')[0]
         },
-        key=f'{instrument}-price',
+        key=f'{instrument.split('.')[0]}-price',
     ) as (cache_hit, feed):
         if cache_hit:
             yield broadcast_receiver(feed, 10)
@@ -693,10 +710,10 @@ async def maybe_open_order_feed(
     async with maybe_open_context(
         acm_func=open_order_feed,
         kwargs={
-            'instrument': instrument,
+            'instrument': instrument.split('.')[0],
             'fh': fh
         },
-        key=f'{instrument}-order',
+        key=f'{instrument.split('.')[0]}-order',
     ) as (cache_hit, feed):
         if cache_hit:
             yield broadcast_receiver(feed, 10)

piker/brokers/deribit/feed.py

@@ -156,7 +156,7 @@ async def stream_quotes(
             },
         }
 
-        nsym = piker_sym_to_cb_sym(sym)
+        nsym = piker_sym_to_cb_sym(sym.split('.')[0])
 
         async with maybe_open_price_feed(sym) as stream: