fix syms for venues.
little refactor in get_config, and created get_fh_config for cryptofeed.jsonrpc_err_in_rent_task
parent
8b0f1e7045
commit
499b2d0090
|
@ -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_secret = config.get('key_secret')
|
||||
self._key_id = config.get('api_key')
|
||||
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)
|
||||
|
|
|
@ -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:
|
||||
|
||||
|
|
Loading…
Reference in New Issue