`binance`: add `get_mkt_info()` ep

rekt_pps
Tyler Goodlet 2023-04-05 13:17:17 -04:00
parent 21401853c4
commit 83514b0e90
1 changed files with 35 additions and 37 deletions

View File

@ -1,5 +1,8 @@
# piker: trading gear for hackers
# Copyright (C) Guillermo Rodriguez (in stewardship for piker0)
# Copyright (C)
# Guillermo Rodriguez
# Tyler Goodlet
# (in stewardship for pikers)
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU Affero General Public License as published by
@ -469,6 +472,34 @@ async def open_history_client(
yield get_ohlc, {'erlangs': 3, 'rate': 3}
async def get_mkt_info(
fqme: str,
) -> tuple[MktPair, Pair]:
async with open_cached_client('binance') as client:
pair: Pair = await client.exch_info(fqme.upper())
mkt = MktPair(
dst=Asset(
name=pair.baseAsset,
atype='crypto',
tx_tick=digits_to_dec(pair.baseAssetPrecision),
),
src=Asset(
name=pair.quoteAsset,
atype='crypto',
tx_tick=digits_to_dec(pair.quoteAssetPrecision),
),
price_tick=pair.price_tick,
size_tick=pair.size_tick,
bs_mktid=pair.symbol,
broker='binance',
)
return mkt, pair
async def stream_quotes(
send_chan: trio.abc.SendChannel,
@ -483,47 +514,15 @@ async def stream_quotes(
# XXX: required to propagate ``tractor`` loglevel to piker logging
get_console_log(loglevel or tractor.current_actor().loglevel)
sym_infos = {}
uid = 0
async with (
open_cached_client('binance') as client,
send_chan as send_chan,
):
# keep client cached for real-time section
pairs = await client.exch_info()
sym_infos: dict[str, dict] = {}
mkt_infos: dict[str, MktPair] = {}
for sym in symbols:
pair: Pair = pairs[sym.upper()]
price_tick = pair.price_tick
size_tick = pair.size_tick
mkt_infos[sym] = MktPair(
dst=Asset(
name=pair.baseAsset,
atype='crypto',
tx_tick=digits_to_dec(pair.baseAssetPrecision),
),
src=Asset(
name=pair.quoteAsset,
atype='crypto',
tx_tick=digits_to_dec(pair.quoteAssetPrecision),
),
price_tick=price_tick,
size_tick=size_tick,
bs_mktid=pair.symbol,
broker='binance',
)
sym_infos[sym] = {
'price_tick_size': price_tick,
'lot_tick_size': size_tick,
'asset_type': 'crypto',
}
mkt, pair = await get_mkt_info(sym)
mkt_infos[sym] = mkt
symbol = symbols[0]
@ -533,7 +532,6 @@ async def stream_quotes(
symbol: {
'fqsn': sym,
# 'symbol_info': sym_infos[sym],
'mkt_info': mkt_infos[sym],
'shm_write_opts': {'sum_tick_vml': False},
},