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Accept lower case sym requests in kraken backend

symbol_search
Tyler Goodlet 2021-05-10 10:17:34 -04:00
parent 5766dd518d
commit 82a8e0a7b6
1 changed files with 35 additions and 29 deletions
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64
piker/brokers/kraken.py
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@ -289,32 +289,6 @@ async def get_client() -> Client:
yield client yield client
@tractor.context
async def open_symbol_search(
ctx: tractor.Context,
) -> Client:
async with open_cached_client('kraken') as client:
# load all symbols locally for fast search
cache = await client.cache_symbols()
await ctx.started(cache)
async with ctx.open_stream() as stream:
async for pattern in stream:
matches = fuzzy.extractBests(
pattern,
cache,
score_cutoff=50,
)
# repack in dict form
await stream.send(
{item[0]['altname']: item[0]
for item in matches}
)
async def stream_messages(ws): async def stream_messages(ws):
too_slow_count = last_hb = 0 too_slow_count = last_hb = 0
@ -397,7 +371,8 @@ def normalize(
# seriously eh? what's with this non-symmetry everywhere # seriously eh? what's with this non-symmetry everywhere
# in subscription systems... # in subscription systems...
topic = quote['pair'].replace('/', '') # XXX: piker style is always lowercases symbols.
topic = quote['pair'].replace('/', '').lower()
# print(quote) # print(quote)
return topic, quote return topic, quote
@ -558,6 +533,10 @@ async def stream_quotes(
# keep client cached for real-time section # keep client cached for real-time section
for sym in symbols: for sym in symbols:
# transform to upper since piker style is always lower
sym = sym.upper()
si = Pair(**await client.symbol_info(sym)) # validation si = Pair(**await client.symbol_info(sym)) # validation
syminfo = si.dict() syminfo = si.dict()
syminfo['price_tick_size'] = 1 / 10**si.pair_decimals syminfo['price_tick_size'] = 1 / 10**si.pair_decimals
@ -565,7 +544,7 @@ async def stream_quotes(
sym_infos[sym] = syminfo sym_infos[sym] = syminfo
ws_pairs[sym] = si.wsname ws_pairs[sym] = si.wsname
symbol = symbols[0] symbol = symbols[0].lower()
init_msgs = { init_msgs = {
# pass back token, and bool, signalling if we're the writer # pass back token, and bool, signalling if we're the writer
@ -653,8 +632,35 @@ async def stream_quotes(
elif typ == 'l1': elif typ == 'l1':
quote = ohlc quote = ohlc
topic = quote['symbol'] topic = quote['symbol'].lower()
# XXX: format required by ``tractor.msg.pub`` # XXX: format required by ``tractor.msg.pub``
# requires a ``Dict[topic: str, quote: dict]`` # requires a ``Dict[topic: str, quote: dict]``
await send_chan.send({topic: quote}) await send_chan.send({topic: quote})
@tractor.context
async def open_symbol_search(
ctx: tractor.Context,
) -> Client:
async with open_cached_client('kraken') as client:
# load all symbols locally for fast search
cache = await client.cache_symbols()
await ctx.started(cache)
async with ctx.open_stream() as stream:
async for pattern in stream:
matches = fuzzy.extractBests(
pattern,
cache,
score_cutoff=50,
)
# repack in dict form
await stream.send(
{item[0]['altname']: item[0]
for item in matches}
)