`binance`: pre-process `Pair` filters at init
Allows us to keep the struct frozen as well avoid complexity in the pure data type. Also changes `.price/size_tick` to plain ol' properties.pre_overruns_ctxcancelled
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a50452dbfd
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62a40c57a0
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@ -95,7 +95,7 @@ _show_wap_in_history = False
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# TODO: make this frozen again by pre-processing the
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# filters list to a dict at init time?
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class Pair(Struct): # , frozen=True):
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class Pair(Struct, frozen=True):
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symbol: str
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status: str
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@ -121,40 +121,21 @@ class Pair(Struct): # , frozen=True):
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defaultSelfTradePreventionMode: str
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allowedSelfTradePreventionModes: list[str]
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filters: list[
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dict[
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filters: dict[
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str,
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Union[str, int, float]
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]
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]
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permissions: list[str]
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_filtersbykey: dict | None = None
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def get_filter(self) -> dict[str, dict]:
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filters = self._filtersbykey
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if self._filtersbykey:
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return filters
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filters = self._filtersbykey = {}
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for entry in self.filters:
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ftype = entry['filterType']
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filters[ftype] = entry
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return filters
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@property
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def size_tick(self) -> Decimal:
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# XXX: lul, after manually inspecting the response format we
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# just directly pick out the info we need
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return Decimal(
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self.get_filter()['PRICE_FILTER']['tickSize'].rstrip('0')
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)
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return Decimal(self.filters['PRICE_FILTER']['tickSize'].rstrip('0'))
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@property
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def price_tick(self) -> Decimal:
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return Decimal(
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self.get_filter()['LOT_SIZE']['stepSize'].rstrip('0')
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)
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return Decimal(self.filters['LOT_SIZE']['stepSize'].rstrip('0'))
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class OHLC(Struct):
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@ -238,9 +219,24 @@ class Client:
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if not entries:
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raise SymbolNotFound(f'{sym} not found:\n{resp}')
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pairs = {
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item['symbol']: Pair(**item) for item in entries
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}
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# pre-process .filters field into a table
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pairs = {}
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for item in entries:
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symbol = item['symbol']
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filters = {}
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filters_ls: list = item.pop('filters')
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for entry in filters_ls:
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ftype = entry['filterType']
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filters[ftype] = entry
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pairs[symbol] = Pair(
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filters=filters,
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**item,
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)
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# pairs = {
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# item['symbol']: Pair(**item) for item in entries
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# }
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self._pairs.update(pairs)
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if sym is not None:
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@ -503,8 +499,8 @@ async def stream_quotes(
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for sym in symbols:
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pair: Pair = pairs[sym.upper()]
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price_tick = pair.price_tick()
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size_tick = pair.size_tick()
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price_tick = pair.price_tick
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size_tick = pair.size_tick
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mkt_infos[sym] = MktPair(
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dst=Asset(
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